The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach
Journal of Time Series Analysis, EarlyView.ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley +1 more source
On Algebraic Properties of Primitive Eisenstein Integers with Applications in Coding Theory. [PDF]
Entropy (Basel)Hadi A +3 more
europepmc +1 more source
Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations
Journal of Time Series Analysis, EarlyView.ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
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The Generation and Control of Irregularly Shaped Perfect Vector Vortex Beams on Hybrid Poincaré Spheres Using All-Dielectric Metasurfaces. [PDF]
NanophotonicsSun 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
Molecular Aromaticity from a Magnetic Perspective. [PDF]
J Phys Chem LettSundholm D, Wang Q.
europepmc +1 more source
Response of Tree-Ring Density to Climate in Maine, U.S.A.
, 1979 Cores of red spruce (Picea rubens Sarg.) from three upper-elevation sites in Maine, U.S.A., were X-rayed, and minimum and maximum wood densities as well as ring widths were mechanically recorded.
Conkey, Laura E.
core
On Short‐Term Behavior of Implied Volatility for Index Options
Mathematical Finance, EarlyView.ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
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Multiple color images security by SPN over the residue classes of Gaussian integer [Formula: see text]. [PDF]
Sci RepSajjad M +4 more
europepmc +1 more source
Probing the molecular determinants of emission enhancement in RNA aptamer–metal complex systems
Photochemistry and Photobiology, EarlyView.Light up aptamer: fluorophore pairs are widely used in sensing and imaging, with coordination complex fluorophores providing specific benefits due to their long‐lived emission. Here, we examined key structural and electronic features of these metal complexes to identify the requirements for productive engagement with an RNA aptamer.
Sarah M. Kriger +3 more
wiley +1 more source