Results 151 to 160 of about 2,913 (200)

Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang, Jennifer S. K. Chan, Gareth W. Peters   +2 more
wiley   +1 more source

Emergence of microbial host dormancy during a persistent virus epidemic. [PDF]

J Math Biol
Blath J, Tóbiás A.
europepmc   +1 more source

Creation of a Landslide Susceptibility Map Using Short‐Term Data From the July 2018 Heavy Rainfall in Southern Hiroshima Prefecture

Geological Journal, EarlyView.
This work advances landslide susceptibility mapping by incorporating short‐term trigger data with landscape susceptibility mapping. We also examine the importance of downsampling, watershed delineation and geospatial correlations in evaluating outcomes.
Kanta Kotsugi, Ting Liu, Toshiro Hata, Rebecca Muenich   +3 more
wiley   +1 more source

Safe and adaptive control of non-stationary stochastic systems via Lyapunov-constrained distributional reinforcement learning. [PDF]

Sci Rep
Khaniki MAL, Mirzaee M, Moradi E.
europepmc   +1 more source

Characterization of Perineural Invasion Parameters for Risk Stratification in Oral Squamous Cell Carcinoma

Head &Neck, EarlyView.
ABSTRACT Background Perineural invasion (PNI) is an established adverse prognostic factor in oral squamous cell carcinoma (OSCC), but the implications of its extent as well as its relationship with surgical margin status and the extent of microscopic tumor spread remain unclear.
Michael A. Müller, Muriel D. Brada, Niels J. Rupp, Cosima E. Riemenschnitter, Simon Müller, Alexander M. Huber, Panagiotis Balermpas, Grégoire B. Morand   +7 more
wiley   +1 more source

Harnessing biological variability for mechanistic inference: A stochastic framework applied to neural stem cell dynamics. [PDF]

iScience
Wang RY, Danciu DP, Klawe FZ, Marciniak-Czochra A.   +3 more
europepmc   +1 more source

Valuing Stock Liquidity: Theory and Evidence From the Collapse of Lehman Brothers

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the cross‐sectional relationship between stock return and stock liquidity (both level and risk) for the period when there was a huge decline in market‐wide funding liquidity from the collapse of Lehman Brothers. We propose a global game model to analyse the decisions of short‐term traders around the time Lehman Brothers ...
Shu Feng, Lining Han, Chun‐Yu Ho, Yolanda Yulong Wang, Jiayi Zhong   +4 more
wiley   +1 more source

Second-order asymptotics of fractional Gagliardo seminorms as s → 1 - and convergence of the associated gradient flows. [PDF]

Fract Calc Appl Anal
Kubin A, Pagliari V, Tribuzio A.
europepmc   +1 more source

Impact of Geography on Institutions in Agricultural and Nomadic Societies

International Studies of Economics, EarlyView.
ABSTRACT How geography affects the choice of institutions is studied in a theoretical model. In this model, nations are located around a circle. Rulers compete through choosing tax rates, the level of military spending, and the degree of formality of institutions. Geographic condition is captured by population density.
Haiwen Zhou
wiley   +1 more source

A Physical Framework for Algorithmic Entropy. [PDF]

Entropy (Basel)
Edmonds J.
europepmc   +1 more source