Results 71 to 80 of about 27,914 (184)
The Role of Price‐Volatility Cojumps in Volatility Forecasting
Journal of Futures Markets, Volume 46, Issue 5, Page 931-951, May 2026.ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley +1 more source
Quartic differential systems with an invariant straight line of maximal multiplicity
, 2018 Summary: In this work we show that in the class of quartic differential systems the maximal algebraic multiplicity \(M_a\) of an invariant straight line is equal to 10.
Şubă, A.S., Vacaraş, O.V.
openaire +2 more sources
A unified treatment of quartic invariants at fixed and arbitrary energy
, 2001 Two-dimensional Hamiltonian systems admitting second invariants which are quartic in the momenta are investigated using the Jacobi geometrization of the dynamics.
Karlovini, Max +3 more
core +1 more source
British Journal of Mathematical and Statistical Psychology, Volume 79, Issue 2, Page 263-293, May 2026.Abstract Psychological concepts are increasingly understood as complex dynamic systems that change over time. To study these complex systems, researchers are increasingly gathering intensive longitudinal data (ILD), revealing non‐linear phenomena such as asymptotic growth, mean‐level switching, and regulatory oscillations.
Jan I. Failenschmid +3 more
wiley +1 more source
, 2011 A starting point of this paper is a classification of quadratic polynomial transformations of the monodromy manifold for the 2x2 isomonodromic Fuchsian systems associated to the Painleve VI equation.
Bolibruch +26 more
core +1 more source
Wild conductor exponents of curves
Bulletin of the London Mathematical Society, Volume 58, Issue 5, May 2026.Abstract We give an explicit formula for wild conductor exponents of plane curves over Qp$\mathbb {Q}_p$ in terms of standard invariants of explicit extensions of Qp$\mathbb {Q}_p$, generalising a formula for hyperelliptic curves. To do so, we prove a general result relating the wild conductor exponent of a simply branched cover of the projective line ...
Harry Spencer
wiley +1 more source
Spectroscopic Investigation of Thioacrolein by Variational and Perturbational Approaches
Journal of Computational Chemistry, Volume 47, Issue 10, 15 April 2026.The vibrational and rotational spectra of trans and cis‐thioacrolein were studied by high levels of electronic and vibrational structure theory. Comparisons with experimental results are provided for several molecular quantities. ABSTRACT The vibrational spectra of trans and cis‐thioacrolein have been studied by 2nd order vibrational perturbation ...
Guntram Rauhut
wiley +1 more source
Translationally invariant nonlinear Schrodinger lattices
, 2006 Persistence of stationary and traveling single-humped localized solutions in the spatial discretizations of the nonlinear Schrodinger (NLS) equation is addressed.
Berger A +11 more
core +2 more sources
Triggered Ferroelectricity in HfO2 From Hybrid Phonons and Higher‐Order Dynamical Charges
Advanced Materials, Volume 38, Issue 19, 1 April 2026.We combine first‐principles calculations, LGD theory and group theory to demonstrate the mechanism of hybrid‐triggered ferroelectricity in HfO2${\rm HfO}_2$, enabled by trilinear and quadlinear couplings between stable polar and nonpolar modes. HfO2${\rm HfO}_2$ hosts unconventional interplay between structure modes where substantial contribution to ...
Seongjoo Jung, Turan Birol
wiley +1 more source
Chaotic dynamics in preheating after inflation
, 2005 We study chaotic dynamics in preheating after inflation in which an inflaton $\phi$ is coupled to another scalar field $\chi$ through an interaction $(1/2)g^2\phi^2\chi^2$. We first estimate the size of the quasi-homogeneous field $\chi$ at the beginning
Baker G L +10 more
core +1 more source