Results 71 to 80 of about 1,363,585 (195)

A Neural Stochastic Volatility Model

open access: yes, 2018
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

open access: yesTropical and Subtropical Agroecosystems
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

open access: yesRemote Sensing, 2019
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]

open access: yes, 2010
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

open access: yes, 2013
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

open access: yes, 2018
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

open access: yes, 2010
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

open access: yes, 2017
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

open access: yesRemote Sensing
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)

open access: yesProceedings, 2018
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

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