Results 81 to 90 of about 264 (161)

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

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Output-Only Identification of System Parameters from Noisy Measurements by Multiwavelet Denoising

Advances in Mechanical Engineering, 2014
In this paper we estimate the parameters of a multidimensional system from a record of noisy output measurements by using a multiwavelet denoising technique.
O. Al-Gahtani, M. El-Gebeily, Y. Khulief
doaj   +1 more source

Parametric Study of Stochastic Subspace Algorithms in Modal Analysis of Moment‐Resistant Frames [PDF]

Numerical Methods in Civil Engineering
The Finite Element Model (FEM) derived from the design drawings may not precisely depict the behavior of the actual structure. This is due to various factors, such as construction variations, uncertainties in boundary conditions, discrepancies in ...
Mehran Pourgholi, Saied Mahdavi
doaj   +1 more source

Teleosemantics for neural word embeddings

Mind &Language, EarlyView.
This paper applies a consumer‐based teleosemantic framework to give a detailed analysis of a particular algorithm for generating word embeddings. In the process, it addresses several of the challenges facing teleosemantic approaches to artificial neural networks.
Fintan Mallory
wiley   +1 more source

Design‐Assisted Chemometric UV Spectrophotometric Determination of Candesartan Cilexetil, Chlorthalidone and Amlodipine Using Principal Component Regression, Partial Least Squares and Genetic Algorithm‐Partial Least Squares Models

Analytical Science Advances, Volume 7, Issue 2, December 2026.
ABSTRACT This study presents a sustainable chemometric‐assisted UV spectrophotometric strategy for the simultaneous determination of candesartan cilexetil (CAN), chlorthalidone (CTL) and amlodipine (AML) in laboratory‐prepared mixtures and commercial pharmaceutical formulations.
Khanda F. M. Amin, Samar H. Elagamy, Reem H. Obaydo, Hayam M. Lotfy   +3 more
wiley   +1 more source

Stochastic Gradient Descent in High Dimensions for Multi‐Spiked Tensor PCA

Communications on Pure and Applied Mathematics, Volume 79, Issue 10, Page 2291-2369, October 2026.
ABSTRACT We study the high‐dimensional dynamics of online stochastic gradient descent (SGD) for the multi‐spiked tensor model. This multi‐index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the goal is to estimate the unknown signal vectors within the N$N$‐dimensional unit sphere through maximum ...
Gérard Ben Arous, Cédric Gerbelot, Vanessa Piccolo   +2 more
wiley   +1 more source

The Tunnel Structural Mode Frequency Characteristics Identification and Analysis Based on a Modified Stochastic Subspace Identification Method

Shock and Vibration, 2018
With the rapid development of underground engineering in China, the heavy structural maintenance work followed is expected to be a great challenge in the future.
Biao Zhou, Xiongyao Xie, Xiaojian Wang
doaj   +1 more source

A Functional Principal Component Analysis Framework for Vibration‐Based Structural Condition Assessment of Highway Bridge Spans

Environmetrics, Volume 37, Issue 6, September 2026.
ABSTRACT The management of lifespan and safety performance, aimed at ensuring the structural integrity and durability of highway infrastructure, has become an increasingly important area of research. In civil engineering, traditional methods for evaluating dynamic behavior, such as Operational Modal Analysis and the Peak Picking technique, often fall ...
Gianna Agrò, Mariantonietta Ruggieri
wiley   +1 more source