Results 41 to 50 of about 913,251 (200)

Time consistency of dynamic risk measures in markets with transaction costs

open access: yes, 2012
The paper concerns primal and dual representations as well as time consistency of set-valued dynamic risk measures. Set-valued risk measures appear naturally when markets with transaction costs are considered and capital requirements can be made in a ...
Feinstein, Zachary, Rudloff, Birgit
core   +1 more source

Spatio-Temporal Consistency for Multivariate Time-Series Representation Learning

open access: yesIEEE Access
Label sparsity in multivariate time series (MTS) makes using label information for practical applications challenging. Thus, unsupervised representation learning methods have gained attention to learn effective representations suitable for various MTS ...
Sangho Lee, Wonjoon Kim, Youngdoo Son
doaj   +1 more source

On the Fly Plane Detection and Time Consistency for Indoor Building Wall Recognition Using a Tablet Equipped With a Depth Sensor

open access: yesIEEE Access, 2018
This paper presents an on the fly planar segmentation algorithm that runs on a tablet equipped with a depth sensor and which uses a motion tracking algorithm.
Adrien Arnaud   +2 more
doaj   +1 more source

A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time

open access: yes, 2017
In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The proposed framework not only integrates existing forms of time consistency,
Bielecki, Tomasz R.   +2 more
core   +1 more source

MAINTAINING OF INTERNAL CONSISTENCY OF ALGEBRAIC BAYESIAN NETWORKS WITH LINEAR AND STELLATE STRUCTURE [PDF]

open access: yesНаучно-технический вестник информационных технологий, механики и оптики, 2018
Subject of Research. When working with algebraic Bayesian networks, it is necessary to ensure their correctness in terms of the consistency of the probability estimates of their constituent elements.There are several approaches to automating the ...
Kharitonov N.A.
doaj   +1 more source

Spatiotemporal Continuous Impervious Surface Mapping by Fusion of Landsat Time Series Data and Google Earth Imagery

open access: yesRemote Sensing, 2021
The monitoring of impervious surfaces in urban areas using remote sensing with fine spatial and temporal resolutions is crucial for monitoring urban development and environmental changes in urban areas.
Rui Chen   +8 more
doaj   +1 more source

Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure

open access: yes, 2014
The discrete-time mean-variance portfolio selection formulation, a representative of general dynamic mean-risk portfolio selection problems, does not satisfy time consistency in efficiency (TCIE) in general, i.e., a truncated pre-committed efficient ...
Cui, Xiangyu, Li, Duan, Li, Xun
core   +1 more source

The split personality of prudence in the unfolding political economy of New Labour [PDF]

open access: yes, 2008
This article focuses on the economic ideas which underpin New Labour's two very different appeals to the notion of prudence. The first treats prudence as a macroeconomic phenomenon, drawing upon the work of the 'time consistency' theorists of the 1970s ...
Watson, Matthew
core   +1 more source

Consistency regularization for few shot multivariate time series forecasting

open access: yesScientific Reports
Multivariate time series forecasting aims to accurately predict future trends by capturing and analyzing various features of the time series. Adequate training data are crucial for ensuring the model’s generalizability.
Yumei She   +5 more
doaj   +1 more source

Document Encoding Effects on Large Language Model Response Time and Consistency

open access: yesComputers
Large language models (LLMs) such as GPT-4 are increasingly integrated into research, industry, and enterprise workflows, yet little is known about how input file formats shape their outputs. While prior work has shown that formats can influence response
Dianeliz Ortiz Martes   +1 more
doaj   +1 more source

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