The well-known absence-of-arbitrage condition NFLVR from the fundamental theorem of asset pricing splits into two conditions, called NA and NUPBR. We give a literature overview of several equivalent reformulations of NUPBR; ...
We study the marginal longitudinal nonparametric regression problem and some of its semiparametric extensions. We point out that, while several elaborate proposals for efficient estimation have been proposed, a relative ...
Recognition of protein folding patterns is an important step in protein structure and function predictions. Traditional sequence similarity-based approach fails to yield convincing predictions when proteins have low sequence ...
This paper is concerned with the mathematical analysis of emissions markets. We review the existing quantitative analyses on the subject and introduce some of the mathematical challenges posed by the implementation of the ...
In this comment we discuss the problem of reconciling the linear efficiency of price returns with the long-memory of supply and demand. We present new evidence that shows that efficiency is maintained by a liquidity imbalance ...
Empirical evidence has suggested that, facing different trading strategies and complicated decision, the proportions of agents relying on particular strategies may stay at constant level or vary over time. This paper ...
Using the martingale approach we find sufficient conditions for exponential boundedness of first passage times over a level for ergodic first order autoregressive sequences (AR(1)). Further, we prove a martingale identity ...
OBJECTIVES: We assessed whether maternal depressive symptoms and parenting self-efficacy were associated with child growth delay. METHODS: We collected data from a random sample of 595 low-income mothers and their children ...
Prevalence of child undernutrition remains high in many developing countries. In settings with scarce resources, modifiable maternal social conditions may influence feeding and parenting practices, in turn affecting child ...
Zinder, Y; Nicorovici, NA; Langtry, T(University of Portsmouth, 2011-01)
One of the major challenges in teaching applied mathematics is the large amount of calculation involved in many practical mathematical methods. On one hand, mastering these methods requires students to gain experience in ...
Wand, M; Ormerod, JT; Padoan, SA; Fruhwirth, R(International Society for Bayesian Analysis, 2011-01)
We develop strategies for mean eld variational Bayes approximate inference for Bayesian hierarchical models containing elaborate distributions. We loosely dene elaborate distributions to be those having more complicated ...
A fast mean field variational Bayes (MFVB) approach to nonparametric regression when the predictors are subject to classical measurement error is investigated. It is shown that the use of such technology to the measurement ...
This paper analyzes the dynamics of an explicit random process of prices and price expectations of finitely many assets in an economy with overlapping generations of heterogeneous consumers. They maximize expected utility ...
This paper argues that achievement of many of the attributes of graduates in professional practice in operations research, or quantitative management science, can be developed best trhoguh a learning design that reflects ...
Meta-analysis provides a useful framework for combining information across related studies and has been widely utilized to combine data from clinical studies in order to evaluate treatment efficacy. More recently, meta-analysis ...