Results 171 to 180 of about 256,176 (302)

Time‐Varying Dispersion Integer‐Valued GARCH Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos, Hernando Ombao   +3 more
wiley   +1 more source

Optimization of unit commitment considering multiple stochastic factors and interruptible load under chance constraints. [PDF]

Sci Rep
Ding B, Zhao M, Qin X, Chen S.
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

Research on a fuzzy programming model and algorithm for berth allocation considering time-varying water depth. [PDF]

Sci Rep
Liu D, Li B, Li M, Lei Y, Yu P, Tan C.
europepmc   +1 more source

On Robustness to Random Breaks in Panel Data

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT One of the attractions of panel data is the ability to pool information regarding parameters that are common across the cross‐section. In fact, pooling is standard even though there are often reasons to believe that parameters are not common. One reason for this practice is that there is quite some evidence to suggest that estimators of common
Yousef Kaddoura, Joakim Westerlund
wiley   +1 more source

Genomic optimum contribution selection and mate allocation using JuMP. [PDF]

Bioinform Adv
Waldmann P.
europepmc   +1 more source

The Mathematical History Behind the Granger–Johansen Representation Theorem

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley   +1 more source

Adaptive energy management in smart homes through fuzzy reinforcement learning and metaheuristic optimization algorithms to minimize costs. [PDF]

Sci Rep
Hamedani MMK, Jahangiri A, Mehri R, Shamim AG.   +3 more
europepmc   +1 more source

Optimizing patient flow logistics: strategic challenges, tactical solutions, and future directions. [PDF]

BMC Health Serv Res
Zamani H, Parvaresh F, Isfahani MN.
europepmc   +1 more source

Optimizing sustainable hub depot locations for empty container logistics in Slovenia using particle swarm optimization. [PDF]

Sci Rep
Tuljak-Suban D.
europepmc   +1 more source