Results 241 to 250 of about 2,499,965 (359)

Infinitesimal and square-zero extensions of simplicial algebras

, 2013
Mauro Porta, Gabriele Vezzosi
openalex   +2 more sources

Equivariant geometric convolutions for dynamical systems on vector and tensor images. [PDF]

Philos Trans A Math Phys Eng Sci
Gregory WG, Hogg DW, Blum-Smith B, Arias MT, Wong KWK, Villar S.   +5 more
europepmc   +1 more source

Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943

Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.
Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley   +1 more source

Applications of Geometric Algebra in Computer Science and Engineering

, 2012

semanticscholar   +1 more source

Ruijsenaars wavefunctions as modular group matrix coefficients. [PDF]

Lett Math Phys
Di Francesco P, Kedem R, Khoroshkin S, Schrader G, Shapiro A.   +4 more
europepmc   +1 more source

The Iteration of the Steenrod Squares in Algebraic Topology [PDF]

Proceedings of the National Academy of Sciences, 1952
openaire   +3 more sources

Least‐squares estimators of the linear‐by‐linear association parameter from an ordinal log‐linear model

Australian &New Zealand Journal of Statistics, EarlyView.
Summary When modelling the association between the ordinal categorical variables of a contingency table, ordinal log‐linear models are typically used; these models are a variation of the more popular log‐linear model, which has attracted considerable attention in the statistics and allied literature since the late 1960s. Estimating the parameters of an
Eric J. Beh, Sidra Zafar, Irene L. Hudson   +2 more
wiley   +1 more source

Irrationality and transcendence questions in the 'poor man's adèle ring'. [PDF]

Ramanujan J
Luca F, Zudilin W.
europepmc   +1 more source

How data or error covariance can change and still retain BLUEs as well as their covariance or the sum of squares of errors

Australian &New Zealand Journal of Statistics, EarlyView.
Summary Misspecification of the error covariance in linear models usually leads to incorrect inference and conclusions. We consider two linear models, A$$ \mathcal{A} $$ and B$$ \mathcal{B} $$, with the same design matrix but different error covariance matrices. The conditions under which every representation of the best linear unbiased estimator (BLUE)
Stephen J. Haslett, Jarkko Isotalo, Augustyn Markiewicz, Simo Puntanen   +3 more
wiley   +1 more source

The bounded derived categories of an algebra with radical squared zero

, 2016
R. Bautista, Shiping Liu
openalex   +2 more sources