Results 51 to 60 of about 80,797 (168)

Vessel arrival planning with full information

International Transactions in Operational Research, EarlyView.
Abstract Planning efficiency and timely arrival of vessels is crucial to smooth operations of maritime transport networks, ensuring optimal utilization of resources and minimizing operational costs. Coordination between vessel operators and terminals has the potential to reduce costs, fuel consumption, and waiting time.
Pim Willem Antoon van Leeuwen, Rommert Dekker   +1 more
wiley   +1 more source

Artificial intelligence‐powered microscopy: Transforming the landscape of parasitology

Journal of Microscopy, EarlyView.
Abstract Microscopy and image analysis play a vital role in parasitology research; they are critical for identifying parasitic organisms and elucidating their complex life cycles. Despite major advancements in imaging and analysis, several challenges remain. These include the integration of interdisciplinary data; information derived from various model
Mariana De Niz, Sara Silva Pereira, David Kirchenbuechler, Leandro Lemgruber, Constadina Arvanitis   +4 more
wiley   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Agents' Behavior and Interest Rate Model Optimization in DeFi Lending

Mathematical Finance, EarlyView.
ABSTRACT Contrasting sharply with traditional money, bond, and bond futures markets, where interest rates emerge organically from participant interactions, DeFi lending platforms employ rule‐based interest rates that are algorithmically set. Thus, the selection of an effective interest rate model (IRM) is paramount for the success of a lending protocol.
Charles Bertucci, Louis Bertucci, Mathis Gontier Delaunay, Olivier Guéant, Matthieu Lesbre   +4 more
wiley   +1 more source

Dynamically Consistent Analysis of Realized Covariations in Term Structure Models

Mathematical Finance, EarlyView.
ABSTRACT In this article, we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no‐arbitrage setting. This is, in particular, motivated by the problem of identifying the number of statistically relevant factors in the bond market under minimal conditions.
Dennis Schroers
wiley   +1 more source

Real‐time prediction of tunnel boring machine thrust based on multi‐resolution analysis and online learning

Computer-Aided Civil and Infrastructure Engineering, EarlyView.
Abstract This study introduces a novel integrated framework for real‐time tunnel boring machine (TBM) thrust prediction, addressing critical limitations in handling non‐stationarity, complex spatiotemporal dependencies, and abrupt disturbances. First, a real‐time windowed multi‐resolution analysis process, which performs decomposition strictly within ...
Yongxin Wu, Hanzhi Yang, Houle Zhang, Yue Hou, Shangchuan Yang   +4 more
wiley   +1 more source

Optimal accessing and non-accessing structures for graph protocols

, 2011
An accessing set in a graph is a subset B of vertices such that there exists D subset of B, such that each vertex of V\B has an even number of neighbors in D.
Gravier, Sylvain, Javelle, Jérôme, Mhalla, Mehdi, Perdrix, Simon   +3 more
core   +1 more source

Validating DSGE Models Through SVARs Under Imperfect Information

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We study the ability of SVARs to match impulse responses of a well‐established DSGE model where the information of agents can be imperfect. We derive conditions for the solution of a linearized NK‐DSGE model to be invertible given this information set. In the absence of invertibility, an approximate measure is constructed. An SVAR is estimated
Paul Levine, Joseph Pearlman, Alessio Volpicella, Bo Yang   +3 more
wiley   +1 more source

Looking Back to 1991 Economic Forecasting: Introducing Cointegration

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Originally written in 1991 to advance the formal analysis of macroeconomic forecasting models and methods following the development of cointegration, alternative forecasting devices, conditional and unconditional forecasts, and data accuracy are considered.
David F. Hendry
wiley   +1 more source

Do expected utility maximizers have commitment issues?

Philosophy and Phenomenological Research, EarlyView.
Abstract Critics have argued that expected utility theory fails as a theory of rational choice for diachronic agents who expect their preferences to change in response to temptations. According to this criticism, such agents cannot rationally commit to executing a sequence of actions, even when doing so would produce outcomes they consistently prefer ...
Paul de Font‐Reaulx
wiley   +1 more source