Results 111 to 120 of about 349 (256)

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
wiley   +1 more source

Algebraic Topology Foundations of Supersymmetry and Symmetry Breaking in Quantum Field Theory and Quantum Gravity: A Review

Symmetry, Integrability and Geometry: Methods and Applications, 2009
A novel algebraic topology approach to supersymmetry (SUSY) and symmetry breaking in quantum field and quantum gravity theories is presented with a view to developing a wide range of physical applications.
Ion C. Baianu, James F. Glazebrook, Ronald Brown   +2 more
doaj   +1 more source

Entropy Treatment of Evolution Algebras. [PDF]

Entropy (Basel), 2022
Mukhamedov F, Qaralleh I.
europepmc   +1 more source

Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting

Journal of Time Series Analysis, EarlyView.
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis   +2 more
wiley   +1 more source

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
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

Reading Dürer in Late Sixteenth‐Century Padua: Matteo Macigni (ca. 1510–1582), His Library and the Annotated Institutionum geometricarum (Paris, 1535)

Renaissance Studies, EarlyView.
ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley   +1 more source

The Impacts of Problem‐Posing Intervention on the Mathematical Proficiency of Undergraduate Developmental Mathematics Students' Developmental Mathematics

School Science and Mathematics, EarlyView.
ABSTRACT This study investigates the impact of problem‐posing on the mathematical proficiency and engagement of 56 Developmental Mathematics (DM) students enrolled in a noncredit college mathematics course. Using a quasi‐experimental design, one of two existing classes was selected as the experimental group and received a 5‐week intervention focused on
John Sevier, Anthony Fernandes, Victor Cifarelli   +2 more
wiley   +1 more source

Exploring 2D Geometric Shape Classification Using AI‐Driven Feature Tables in Mathematics

School Science and Mathematics, EarlyView.
ABSTRACT This study explored the effectiveness of an AI‐integrated instructional task designed to enhance preservice teachers' understanding of the features and hierarchical relationships of 2D geometric shapes. Originally developed and tested in online K‐12 professional development settings, this intervention was adapted for in‐person preservice ...
Yasemin Gunpinar, Woonhee Sung
wiley   +1 more source

A $C^\ast$-algebraic view on the interaction of real- and reciprocal space topology in skyrmion crystals

SciPost Physics Core
Understanding the interaction of real- and reciprocal space topology in skyrmion crystals is an open problem. We approach it from the viewpoint of $C^\ast$-algebras and calculate all admissible Chern numbers of a strongly coupled tight-binding skyrmion ...
Pascal Prass, Fabian R. Lux, Emil Prodan, Duco van Straten, Yuriy Mokrousov
doaj   +1 more source