Results 71 to 80 of about 1,363,585 (195)
A Neural Stochastic Volatility Model
In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time series analysis ...
Luo, Rui +3 more
core +1 more source
ECONOMIC AND FINANCIAL PERFORMANCE OF REPRESENTATIVE SMALL SCALE DAIRY PRODUCTION UNITS TO 2027
Background: Small-scale dairy systems are vital in rural communities and strategic for livelihoods an economic development. Objective: To estimate the economic and financial viability of small-scale dairy Representative Production Units (RPU) in the high
Vianey González-Hernández +5 more
doaj +1 more source
Assessment of Different Stochastic Models for Inter-System Bias between GPS and BDS
Inter-system bias (ISB) will affect accuracy and processing time in integrated precise point positioning (PPP), and ISB stochastic models will largely determine the quality of ISB estimation.
Nan Jiang +4 more
doaj +1 more source
Hybrid deterministic stochastic systems with microscopic look-ahead dynamics [PDF]
We study the impact of stochastic mechanisms on a coupled hybrid system consisting of a general advection-diffusion-reaction partial differential equation and a spatially distributed stochastic lattice noise model.
Katsoulakis, M. A. +2 more
core
Stochastic areas of diffusions and applications in risk theory
In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area.
Cui, Zhenyu
core +1 more source
An extension of Heston's SV model to Stochastic Interest Rates
In 'A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options', Heston proposes a Stochastic Volatility (SV) model with constant interest rate and derives a semi-explicit valuation formula.
de Frutos, Javier, Gaton, Victor
core
A stochastic model of evolution
We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1].
Guiol, Herve +2 more
core +2 more sources
Stochastic MPC Design for a Two-Component Granulation Process
We address the issue of control of a stochastic two-component granulation process in pharmaceutical applications through using Stochastic Model Predictive Control (SMPC) and model reduction to obtain the desired particle distribution.
alambeigi, hashemian, hashemian
core +1 more source
High-Precision Multi-Source Fusion Navigation Solutions for Complex and Dynamic Urban Environments
With the rapid advancement of artificial intelligence, particularly in fields such as autonomous driving, drone delivery, and logistics automation, the demand for high-precision and robust navigation services has become critical.
Long Li +6 more
doaj +1 more source
Investigation of Peak Water Consumption Variability at Local Scale in Puglia (Southern Italy)
In this study an analysis of the water supply variability for three towns in Puglia (Southern Italy), Roccaforzata, Palagianello and Palagiano was carried out, based on a time series continuously recorded over three years.
Gabriella Balacco +4 more
doaj +1 more source

