Results 81 to 90 of about 3,027 (198)
Distributionally Robust Energy Optimization with Renewable Resource Uncertainty
MathematicsWith the increasing prevalence of intermittent power generation, the volatility, intermittency, and randomness of renewable energy pose significant challenges to the planning and operation of distribution networks.
Zhangyi Wang +5 more
doaj +1 more source
Distributionally robust mean-absolute deviation portfolio optimization using wasserstein metric. [PDF]
J Glob Optim, 2022 Chen D, Wu Y, Li J, Ding X, Chen C.
europepmc +1 more source
Metric extrapolation in the Wasserstein space
Calculus of Variations and Partial Differential EquationsIn this article we study a variational problem providing a way to extend for all times minimizing geodesics connecting two given probability measures, in the Wasserstein space. This is simply obtained by allowing for negative coefficients in the classical variational characterization of Wasserstein barycenters.
Gallouët, Thomas +2 more
openaire +4 more sources
Marchenko–Pastur Laws for Daniell Smoothed Periodograms
Journal of Time Series Analysis, EarlyView.ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley +1 more source
Notes on the Wasserstein Metric in Hilbert Spaces
The Annals of Probability, 1989 Let $(X, Y)$ be a pair of Hilbert-valued random variables for which the Wasserstein distance between the marginal distributions is reached. We prove that the mapping $\omega \rightarrow (X(\omega), Y(\omega))$ is increasing in a certain sense. Moreover, if $Y$ satisfies a nondegeneration condition, we can take $X = T(Y)$ with $T$ monotone in the sense ...
Cuesta, Juan Antonio, Matran, Carlos
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Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
A Lipschitz–Wasserstein Framework for Modeling Reaction-Time Distributions in Video Game Design
AxiomsWe present a novel framework for modeling reaction time distributions in the context of video games aimed at providing a performance tool to support the design of new levels.
Ana Coronado Ferrer +1 more
doaj +1 more source
Resource Substitution: Local Governments' Issue Attention and Policy Reinvention
Policy Studies Journal, EarlyView.ABSTRACT Research on policy reinvention, where a government modifies rather than replicates policy innovations introduced by other governments, has progressed significantly, but how it is influenced by the government's issue attention has not been thoroughly examined.
Yingxin Zhang, Yixue Yao, Kaifeng Yang
wiley +1 more source
Geographical Analysis, Volume 58, Issue 4, October 2026.ABSTRACT The spatial distribution of economic activities is central to regional economics. However, empirical tools for comparing industries based on the similarity of their spatial distributions remain limited. Traditional cluster analysis typically ignores geographical distance and connectivity, while spatial methods focus on clustering places rather
Gilvan Santos do Rosario Junior +2 more
wiley +1 more source
Wasserstein metric and subordination [PDF]
Studia Mathematica, 2008 Philippe Clément, Wolfgang Desch
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