Results 211 to 220 of about 2,583,502 (287)

Free Energy Calculation Method Based on Enhanced Sampling of Diverse Protein Conformations Predicted by Artificial Intelligence. [PDF]

J Phys Chem Lett
Aoki T, Harada R.
europepmc   +1 more source

Principal Component Analysis for High‐Dimensional Approximate Factor Models in Time Series: Assumptions, Asymptotic Theory, and Identification

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider estimation of large approximate factor models in high‐dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for consistency and asymptotic normality of the estimators, which hold when both the cross‐sectional dimension n$$
Matteo Barigozzi
wiley   +1 more source

Comparative Evaluation of Feature Selection Strategies for ICU Mortality Prediction Using Chest Radiographic, Radiomic, and Demographic Features. [PDF]

Diagnostics (Basel)
Gok O, Çavuş TF, Ozdemir O, Genç AC, Yaylacı S, Tatlı Ayhan L.   +5 more
europepmc   +1 more source

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

Global Linearized Sparse Prediction and Adaptive Dead Zone Compensation for a Piezoelectric Actuator. [PDF]

Micromachines (Basel)
Qi X, Zhao M, Zhang L, Fan L, Liu Z, Xu P, Tan Q.   +6 more
europepmc   +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

Enhanced RX-Based Hyperspectral Anomaly Detection Using Laplacian-Regularized PCA. [PDF]

J Imaging
Küçük F.
europepmc   +1 more source

Risk Measure Duality Without Structure

Mathematical Finance, EarlyView.
ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley   +1 more source

Identifiability-Aware, Cost-Aware Triage of Physical Faults and Measurement-Integrity Anomalies in Energy Cyber-Physical Systems. [PDF]

Sensors (Basel)
Ma F, Dang Y, Liu Y, Zhou T.
europepmc   +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