Results 131 to 140 of about 1,059 (266)

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Deterministic entanglement-assisted quantum communication over 20 km fiber channel. [PDF]

Light Sci Appl
Ren S, Yan Y, Li Y, Li C, Han D, Zhu X, Wang M, Su X.   +7 more
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Accelerating a coherent Ising machine by XY-Ising spin transition. [PDF]

Sci Rep
Kim K, Yamamoto Y.
europepmc   +1 more source

The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

A First-Principles Thermodynamic Uncertainty Relation for Shortcuts to Adiabaticity. [PDF]

Entropy (Basel)
Perna GE, Centrone F, Calzetta E.
europepmc   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Application of smooth OWA operators to classification of retinitis pigmentosa. [PDF]

Sci Rep
Rachwał A, Rachwał A, Powroźnik P, Skublewska-Paszkowska M, Nowomiejska K, Rejdak R, Jonak K, Karczmarek P.   +7 more
europepmc   +1 more source

Reading Dürer in Late Sixteenth‐Century Padua: Matteo Macigni (ca. 1510–1582), His Library and the Annotated Institutionum geometricarum (Paris, 1535)

Renaissance Studies, EarlyView.
ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley   +1 more source

Implicit quiescent soliton perturbation in optical metamaterials with complex Ginzburg-Landau equation having nonlinear chromatic dispersion and Kudryashov's forms of self-phase modulation structures by lie symmetry. [PDF]

MethodsX
Adem AR, Arnous AH, Triki H, González-Gaxiola O, Calucag LS, Biswas A.   +5 more
europepmc   +1 more source