Results 101 to 110 of about 1,769,588 (220)
On Short‐Term Behavior of Implied Volatility for Index Options
Mathematical Finance, EarlyView.ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source
Shared and Unshared Feature Extraction in Major Depression During Music Listening Using Constrained Tensor Factorization. [PDF]
Front Hum Neurosci, 2021 Wang X +8 more
europepmc +1 more source
With‐Replacement Balanced Sampling
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Balanced sampling ensures that selected samples allow Horvitz–Thompson estimators to reproduce known auxiliary totals. However, no efficient procedures currently exist for producing balanced samples with replacement despite their potential applications to balanced imputations or balanced stream sampling.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
Is the World Getting Smaller? Network‐Driven Heterogeneity in Gravity‐Model Elasticities
The World Economy, EarlyView.ABSTRACT Gravity models constitute the workhorse of empirical international trade research, yet the temporal stability of their core parameters—distance and GDP elasticities—remains underexplored, particularly in relation to the evolving structure of trade networks.
Zsolt T. Kosztyán +2 more
wiley +1 more source
The Basic Reproduction Number as a Loop Gain Matrix. [PDF]
IEEE Control Syst Lett, 2022 Colombo A.
europepmc +1 more source
Computational and Systems Oncology, Volume 6, Issue 1, December 2026.ABSTRACT Triple‐negative breast cancer (TNBC) is an aggressive subtype defined by the absence of estrogen receptor (ER), progesterone receptor (PR), and HER2 expression. This lack of receptors limits targeted therapies and contributes to high rates of recurrence.
Md Naiyem Islam +3 more
wiley +1 more source
Disease patterns of coronary heart disease and type 2 diabetes harbored distinct and shared genetic architecture. [PDF]
Cardiovasc Diabetol, 2022 Xiao H +7 more
europepmc +1 more source
On the additive image of zeroth persistent homology
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract For a category X$X$ and a finite field F$F$, we study the additive image of the functor H0(−;F)∗:rep(X,Top)→rep(X,VectF)$\operatorname{H}_0(-;F)_* \colon \operatorname{rep}(X, \mathbf {Top}) \rightarrow \operatorname{rep}(X, \mathbf {Vect}_F)$, or equivalently, of the free functor rep(X,Set)→rep(X,VectF)$\operatorname{rep}(X, \mathbf {Set ...
Ulrich Bauer +3 more
wiley +1 more source
Optimal Fisheries Management Using Transferable Shares of a Convex Tax
Natural Resource Modeling, Volume 39, Issue 4, November 2026.ABSTRACT In this paper, we propose a fishery control scheme that happens to be first best in the context of a Gordon‐Schaefer model with asymmetric information about effort/harvesting costs. It is widely acknowledged that in the absence of regulations, competition between vessels leads to a competitive game wherein the outcome is inefficient.
Helge Berglann +2 more
wiley +1 more source
A Novel Sparse Framework for Angle and Frequency Estimation. [PDF]
Sensors (Basel), 2022 Zhao G, Huang D, Cai C, Wu P.
europepmc +1 more source