Results 71 to 80 of about 14,644 (190)
Erythrocyte ‘Feierzeit’ reaction: Novel filamentous and vesicular response to n‐butyl acetate
Journal of Microscopy, EarlyView.Abstract Human erythrocytes (red blood cells; RBCs) undergo spontaneous disassembly after several hours of exposure to n‐butyl acetate (nBA). Images of the morphological changes were captured in time‐lapse sequences using differential interference contrast (DIC) light microscopy.
Philip W. Kuchel
wiley +1 more source
The Journal of Industrial Economics, EarlyView.ABSTRACT We study optimal simple rating systems that partition sellers into a finite number of tiers. We show that optimal ratings must be threshold partitions, and that for linear supply and Cournot competition with constant marginal cost, optimal thresholds solve a k‐means clustering problem requiring only the quality distribution.
Hugo Hopenhayn, Maryam Saeedi
wiley +1 more source
Markov Determinantal Point Process for Dynamic Random Sets
Journal of Time Series Analysis, EarlyView.ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +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 +3 more
wiley +1 more source
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source
Capital in Motion: Synthesizing the Circulation and Reproduction in a Multi‐Sector Growth Model
Metroeconomica, EarlyView.ABSTRACT This paper analyzes Capital in Motion (CIM) in a capitalist economy, based on Karl Marx's Capital, Volume 2. It examines the circuit of capital, distinguishing between stock and flow variables, and integrates a multi‐sector growth model that combines the circuit and turnover of capital with the reproduction scheme.
Takashi Satoh
wiley +1 more source
The Mathematical History Behind the Granger–Johansen Representation Theorem
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
Confidence Intervals for Price Discovery
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source
Plant, Cell &Environment, EarlyView.ABSTRACT Potato (Solanum tuberosum L.) has a high phosphorus (P) requirement, yet its shallow root system and the strong P‐fixing capacity of many soils limit the effectiveness of soil fertilisation. Foliar application of nano‐hydroxyapatite particles (nHAPs) has emerged as a promising alternative P fertilisation practice.
Max Frank +6 more
wiley +1 more source