Results 81 to 90 of about 740 (263)

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Causal analysis of extreme risk in a network of industry portfolios

Canadian Journal of Statistics, EarlyView.
Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley   +1 more source

Self‐Similar Blowup for the Cubic Schrödinger Equation

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, EarlyView.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Tokenism or Catalytic? Exploring Board Gender Diversity Through the Lens of SDG 9 Outcomes in the EU Context

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study explores the relationship between Executive gender diversity (EGD) and the achievement of Sustainable Development Goal 9 (SDG 9—Industry, Innovation, and Infrastructure) in the European Union. It investigates whether female representation in corporate governance contributes to innovation‐driven sustainability.
Suzan Dsouza, Radhika Lakshminarayanan, Suzana Košir   +2 more
wiley   +1 more source

Environmental, Social, and Governance (ESG) Performance and Equity Misvaluation: The Moderating Role of Country‐Level Factors

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study explores how corporate environmental, social, and governance (ESG) performance affects equity misvaluation and how country‐level factors—national culture, environmental performance indicators, and world governance indicators (WGIs)—moderate the relationship between corporate ESG performance and misvaluation.
Xinyu Wang, Jun Xie, Hidemichi Fujii, Alexander Ryota Keeley, Shunsuke Managi   +4 more
wiley   +1 more source

Nonlinear weakly elliptic 2X2 systems of variational inequalities with unilateral obstacle constraints

Electronic Journal of Differential Equations, 1997
We study $2 imes 2$ systems of variational inequalities which are only weakly elliptic; in particular, these systems are not necessarily monotone. The prototype differential operator is the (vector-valued) p-Laplacian. We prove, under certain conditions,
D. R. Adams, H. J. Nussenzveig Lopes
doaj  

Existence Results for Some Classes of Weighted Equilibrium Problems

Axioms
Starting from some systems of vector equilibrium problems, we obtain the existence of the solution for a class of weighted equilibrium problems, under different types of generalized pseudo-monotonicity assumptions.
Miruna-Mihaela Beldiman, Andrei-Dan Halanay   +1 more
doaj   +1 more source

Real‐time lithology identification while drilling based on drill cuttings image analysis with ensemble learning

Deep Underground Science and Engineering, EarlyView.
A lithology identification while drilling method was developed, integrating an automated cuttings sampling system, a smart drilling rig, and an ensemble learning model. Underground trials achieved 97.42% accuracy in real‐time identification of cuttings lithology and composition, enhancing hazard management and supporting unmanned drilling technology in
Kun Li, Ting Ren, Ningping Yao, Jon Roberts, Haitao Song, Zhongbei Li, Xueqiu He, Liang Zhao   +7 more
wiley   +1 more source