Results 201 to 210 of about 667,394 (343)

Markov modeling in R: Advanced method using a cost-effectiveness analysis. [PDF]

PLoS One
Kouame JM, Kouakou C, Gnanou S, Yacouba B, Siani C.   +4 more
europepmc   +1 more source

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

, 2007
E. Mathieu, Yohann Foucher, P. Dellamonica, Jean-Pierre, Daures   +4 more
semanticscholar   +1 more source

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Scalable Gaussian process regression via median posterior inference for estimating the health effects of an environmental mixture. [PDF]

Biometrics
Sonabend-W A, Zhang J, Castro E, Schwartz J, Coull BA, Lu J.   +5 more
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Identification and quantification of irreversibility in stochastic systems.

Phys Chem Chem Phys
Ghosal A, Bisker G.
europepmc   +1 more source

Neural barcoding representing cortical spatiotemporal dynamics based on continuous-time Markov chains. [PDF]

Cell Rep Methods
Culp JM, Ashby DM, George AG, Teskey GC, Nicola W, McGirr A.   +5 more
europepmc   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

Fluctuation Relations Associated to an Arbitrary Bijection in Path Space. [PDF]

Math Phys Anal Geom
Chétrite R, Marcantoni S.
europepmc   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source