Relevant bibliographies by topics / Mean derivatives

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Mean derivatives'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Mean derivatives"

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Bullen, P. S., and D. N. Sarkhel. "On Darboux and Mean Value Properties." Canadian Mathematical Bulletin 30, no. 2 (1987): 223–30. http://dx.doi.org/10.4153/cmb-1987-032-8.

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AbstractIn this paper we extend and greatly generalize, with some new information, the well known results that an approximately continuous function is Darboux, and that a finite approximate derivative has the mean value property and is Darboux. Our theorems on Darboux and mean value properties of derivatives include also those of selective derivatives and I-approximate derivatives.
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Pan, Xinyu. "Research on discrete differential solution methods for derivatives of chaotic systems." AIMS Mathematics 9, no. 12 (2024): 33995–4012. https://doi.org/10.3934/math.20241621.

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<p>The pivotal differential parameters inherent in chaotic systems hold paramount significance across diverse disciplines. This study delves into the distinctive features of discrete differential parameters within three typical chaotic systems: the logistic map, the henon map, and the tent map. A pivotal discovery emerges: both the mean value of the first-order continuous and discrete derivatives in the logistic map coincide, mirroring a similar behavior observed in the henon map. Leveraging the insights gained from the first derivative formulations, we introduce the discrete n-order der
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Zhou, Haiying, and Huainian Zhu. "Optimal Reinsurance and Derivative-Based Investment Decisions for Insurers with Mean-Variance Preference." Mathematics 12, no. 13 (2024): 2047. http://dx.doi.org/10.3390/math12132047.

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In our study, we investigate reinsurance issues and optimal investment related to derivatives trading for a mean-variance insurer, employing game theory. Our primary objective is to identify strategies that are time-consistent. In particular, the insurer has the flexibility to purchase insurance in proportion to its needs, explore new business, and engage in capital market investments. This is under the assumption that insurance companies’surplus capital adheres to the classical Cramér-Lundberg model. The capital market is made up of risk-free bonds, equities, and derivatives, with pricing dep
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Glasserman, Paul. "Regenerative derivatives of regenerative sequences." Advances in Applied Probability 25, no. 1 (1993): 116–39. http://dx.doi.org/10.2307/1427499.

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Given a parametric family of regenerative processes on a common probability space, we investigate when the derivatives (with respect to the parameter) are regenerative. We primarily consider sequences satisfying explicit, Lipschitz recursions, such as the waiting times in many queueing systems, and show that derivatives regenerate together with the original sequence under reasonable monotonicity or continuity assumptions. The inputs to our recursions are i.i.d. or, more generally, governed by a Harris-ergodic Markov chain. For i.i.d. input we identify explicit regeneration points; otherwise, w
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Glasserman, Paul. "Regenerative derivatives of regenerative sequences." Advances in Applied Probability 25, no. 01 (1993): 116–39. http://dx.doi.org/10.1017/s0001867800025209.

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Given a parametric family of regenerative processes on a common probability space, we investigate when the derivatives (with respect to the parameter) are regenerative. We primarily consider sequences satisfying explicit, Lipschitz recursions, such as the waiting times in many queueing systems, and show that derivatives regenerate together with the original sequence under reasonable monotonicity or continuity assumptions. The inputs to our recursions are i.i.d. or, more generally, governed by a Harris-ergodic Markov chain. For i.i.d. input we identify explicit regeneration points; otherwise, w
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Mukhopadhyay, S. N., and S. Ray. "Mean value theorems for divided differences and approximate Peano derivatives." Mathematica Bohemica 134, no. 2 (2009): 165–71. http://dx.doi.org/10.21136/mb.2009.140651.

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Hasanah, Dahliatul. "On continuity properties of the improved conformable fractional derivatives." Jurnal Fourier 11, no. 2 (2022): 88–96. http://dx.doi.org/10.14421/fourier.2022.112.88-96.

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The conformable fractional derivative has been introduced to extend the familiar limit definition of the classical derivative. Despite having many advantages compared to other fractional derivatives such as satisfying nice properties as classical derivative and easy to solve numerically, it also has disadvantages as it gives large error compared to Riemann-Liouville and Caputo fractional derivatives. Modified types of conformable derivatives have been proposed to overcome the shortcoming. The improved conformal fractional derivatives are declared to be better approximations of Riemann-Liouvill
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Hari Pratap. "Memory Effect of Deformable Mean and Deformable Standard Deviation." Communications on Applied Nonlinear Analysis 32, no. 8s (2025): 439–43. https://doi.org/10.52783/cana.v32.3688.

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Memory effects can be easily understood with the help of fractional derivatives. In this paper with the help of Deformable fractional derivative we try to understand the role of deformability on memory effects of a normal distribution using moment generating function. First, we develop a formula for Deformable mean and Deformable standard deviation with the help of Deformable fractional derivative. Secondly, we calculate the value of Deformable mean and Deformable standard deviation for varying fractional order. Lastly, we draw plot of normal distribution for calculated value of Deformable mea
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Verma, Praneeta, and Anil Kumar. "STUDY ON MEAN VALUES OF AN ENTIRE FUNCTION AND ITS DERIVATIVES." jnanabha 54, no. 01 (2024): 180–84. http://dx.doi.org/10.58250/jnanabha.2024.54122.

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n this paper, we investigate mean values of an entire function and its derivative in the usual notation. It is obvious that generally λ1 ≤ λ and ρ1 ≤ ρ, Sugimura[12]there are entire Dirichlet’s series for which λ1 < λ and ρ1 < ρ. We have generally to distinguish between the limits as well as types of f(s) belonging to the same order ρ1 (0 < ρ1 < ∞) Bhan and Rastogi [1]We obtain some result of m2,k(σ) Kamthan [7]for the mean value of an entire Dirichlet’s series and its derivative. In this paper we shall establish some interesting results in term of theorems on mean values of an ent
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Andrade, Julio. "Mean values of derivatives of L-functions in function fields: III." Proceedings of the Royal Society of Edinburgh: Section A Mathematics 149, no. 04 (2018): 905–13. http://dx.doi.org/10.1017/prm.2018.53.

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AbstractIn this series of papers, we explore moments of derivatives of L-functions in function fields using classical analytic techniques such as character sums and approximate functional equation. The present paper is concerned with the study of mean values of derivatives of quadratic Dirichlet L-functions over function fields when the average is taken over monic and irreducible polynomials P in 𝔽q[T]. When the cardinality q of the ground field is fixed and the degree of P gets large, we obtain asymptotic formulas for the first moment of the first and the second derivative of this family of L
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Dissertations / Theses on the topic "Mean derivatives"

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Petschel, Ben. "Mean reversion models for weather derivatives /." [St. Lucia, Qld.], 2005. http://www.library.uq.edu.au/pdfserve.php?image=thesisabs/absthe18872.pdf.

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Feng, Limin. "JAMES-STEIN TYPE COMPOUND ESTIMATION OF MULTIPLE MEAN RESPONSE FUNCTIONS AND THEIR DERIVATIVES." UKnowledge, 2013. http://uknowledge.uky.edu/statistics_etds/6.

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Charnigo and Srinivasan originally developed compound estimators to nonparametrically estimate mean response functions and their derivatives simultaneously when there is one response variable and one covariate. The compound estimator maintains self consistency and almost optimal convergence rate. This dissertation studies, in part, compound estimation with multiple responses and/or covariates. An empirical comparison of compound estimation, local regression and spline smoothing is included, and near optimal convergence rates are established in the presence of multiple covariates. James and Ste
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Huang, Chun-Sung. "Highly efficient pricing of exotic derivatives under mean-reversion, jumps and stochastic volatility." Doctoral thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29243.

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The pricing of exotic derivatives continues to attract much attention from academics and practitioners alike. Despite the overwhelming interest, the task of finding a robust methodology that could derive closed-form solutions for exotic derivatives remains a difficult challenge. In addition, the level of sophistication is greatly enhanced when options are priced in a more realistic framework. This includes, but not limited to, utilising jump-diffusion models with mean-reversion, stochastic volatility, and/or stochastic jump intensity. More pertinently, these inclusions allow the resulting asse
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Faria, Sergio Henrique Dias Marques. "Utilização do modelo CCFDF na interpretação das intensidades fundamentais das moleculas 'X IND. 2 CY' e sua aplicação na regra da soma." [s.n.], 2008. http://repositorio.unicamp.br/jspui/handle/REPOSIP/249357.

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Orientador: Roy Edward Bruns<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Quimica<br>Made available in DSpace on 2018-08-11T06:56:00Z (GMT). No. of bitstreams: 1 Faria_SergioHenriqueDiasMarques_M.pdf: 997317 bytes, checksum: c659ee21fc8d6bfbdf14b0418bd6b99b (MD5) Previous issue date: 2008<br>Resumo: Foram determinadas as cargas e dipolos atômicos QTAIM, a partir das geometrias otimizadas das moléculas X2CY (X = H, F, Cl; Y = O, S). Com esses dados, foram calculados os momentos de dipolo molecular dessas moléculas, que apresentaram uma boa concordância com os va
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Murgoci, Agatha. "Essays in mathematical finance." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-427.

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Hager, Svenja. "Pricing portfolio credit derivatives by means of evolutionary algorithms." Wiesbaden Gabler, 2007. http://d-nb.info/98714362X/04.

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Hager, Svenja. "Pricing portfolio credit derivatives by means of evolutionary algorithms." Wiesbaden : Gabler, 2008. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=016575308&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Shabankhah, Mahmood. "Integral means of the derivatives of Blaschke products and zero sequences for the Dirichlet space." Thesis, Université Laval, 2008. http://www.theses.ulaval.ca/2008/25900/25900.pdf.

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Mueller, Jonathon W. "The effect of differentiation technique utilized in continuous noninvasive blood pressure measurement." University of Akron / OhioLINK, 2006. http://rave.ohiolink.edu/etdc/view?acc_num=akron1145295553.

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Enbiya, Saleh A. "Automatic Control Strategies of Mean Arterial Pressure and Cardiac Output. MIMO controllers, PID, internal model control, adaptive model reference, and neural nets are developed to regulate mean arterial pressure and cardiac output using the drugs sodium Nitroprusside and dopamine." Thesis, University of Bradford, 2013. http://hdl.handle.net/10454/13421.

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High blood pressure, also called hypertension is one of the most common worldwide diseases afflicting humans and is a major risk factor for stroke, myocardial infarction, vascular disease, and chronic kidney disease. If blood pressure is controlled and oscillations in the hemodynamic variables are reduced, patients experience fewer complications after surgery. In clinical practice, this is usually achieved using manual drug delivery. Given that different patients have different sensitivity and reaction time to drugs, determining manually the right drug infusion rates may be difficult. This is
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Books on the topic "Mean derivatives"

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Lutz, Björn. Pricing of Derivatives on Mean-Reverting Assets. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-02909-7.

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Murty, Maruti Ram. Mean values of derivatives of modular L-series. Dept. of Mathematics, University of Toronto, 1989.

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United States. Congress. House. Committee on Ways and Means. Subcommittee on Select Revenue Measures. Derivatives: Hearing before the Subcommittee on Select Revenue Measures of the Committee on Ways and Means, U.S. House of Representatives, One Hundred Tenth Congress, second session, March 5, 2008. U.S. G.P.O., 2011.

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L, Smith Darren, and United States. National Telecommunications and Information Administration., eds. Mean synchronization times for ATM cells: Derivations and computational background. U.S. Dept. of Commerce, National Telecommunications and Information Administration, 1991.

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L, Smith Darren, and United States. National Telecommunications and Information Administration., eds. Mean synchronization times for ATM cells: Derivations and computational background. U.S. Dept. of Commerce, National Telecommunications and Information Administration, 1991.

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Lutz, Bj Rn. Pricing of Derivatives on Mean-Reverting Assets. Springer, 2009.

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Lutz, Bjö. Pricing of Derivatives on Mean-Reverting Assets. Springer, 2009.

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Pricing of derivatives on mean-reverting assets. Springer-Verlag, 2009.

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Simon, Grieser, and Mecklenburg Christian. 6 The Revision of the Credit Derivative Definitions in the Context of the Bank Recovery and Resolution Directive. Oxford University Press, 2016. http://dx.doi.org/10.1093/law/9780198754411.003.0006.

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This chapter examines the adaptation of the International Swaps and Derivatives Association (ISDA) framework by means of the 2014 ISDA Credit Derivatives Definitions (2014 Definitions) in addressing how the EU Bank Recovery and Resolution Directive (BRRD) affects credit derivatives. Particularly, it analyses how the institution or obligation to which the credit derivative is referenced becomes subject to the measures. Financial derivatives are financial instruments which provide for an immediate or future exchange of a reference value. Its price inter alia derives from the underlying reference
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Sander, Peter. 101 Things Everyone Should Know about Economics: From Securities and Derivatives to Interest Rates and Hedge Funds, the Basics of Economics and What They Mean for You. Adams Media Corporation, 2013.

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Book chapters on the topic "Mean derivatives"

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Carreira, Marcos C. S., and Richard J. Brostowicz. "We Mean Business." In Brazilian Derivatives and Securities. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137477279_2.

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Gliklikh, Yuri E. "Mean Derivatives on Manifolds." In Theoretical and Mathematical Physics. Springer London, 2011. http://dx.doi.org/10.1007/978-0-85729-163-9_9.

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Gliklikh, Yuri E. "Mean Derivatives in Linear Spaces." In Theoretical and Mathematical Physics. Springer London, 2011. http://dx.doi.org/10.1007/978-0-85729-163-9_8.

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Gliklikh, Yuri. "Mean Derivatives, Nelson’s Stochastic Mechanics, and Quantization." In Applied Mathematical Sciences. Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-1866-1_6.

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Pascalau, Razvan, Christian Thomann, and Greg N. Gregoriou. "Unconditional Mean, Volatility, and the FOURIER-GARCH Representation." In Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230295209_5.

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Baneth, D. Z. H. "What Did Muhammad Mean When He Called His Religion “islam”?: the original meaning of aslama and its derivatives." In The Qur�an. Routledge, 2024. http://dx.doi.org/10.4324/9781003575337-5.

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Benli, Kübra, Ertan Elma, and Cem Yalçın Yıldırım. "Mean Values of the Functional Equation Factors at the Zeros of Derivatives of the Riemann Zeta Function and Dirichlet L-Functions." In Analytic Number Theory, Modular Forms and q-Hypergeometric Series. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-68376-8_5.

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Audet, Charles, and Warren Hare. "Nelder-Mead." In Derivative-Free and Blackbox Optimization. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-68913-5_5.

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Mashreghi, Javad. "H p -Means of S′." In Derivatives of Inner Functions. Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-5611-7_5.

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Mashreghi, Javad. "B p -Means of S′." In Derivatives of Inner Functions. Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-5611-7_6.

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Conference papers on the topic "Mean derivatives"

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Mih�ly, Norbert B., Miruna Prodan, Vasile M. Cristea, and Anton A. Kiss. "Sustainable Downstream Process Design for HMF Conversion to Value-Added Chemicals." In The 35th European Symposium on Computer Aided Process Engineering. PSE Press, 2025. https://doi.org/10.69997/sct.185398.

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Biomass conversion to chemical derivatives and essential intermediates is regarded as a long-term strategy for the chemical sector. Among the numerous valuable chemicals obtained from biomass, 5-hydroxymethylfurfural (HMF) is considered an industrially relevant compound due to its capacity to be converted into a variety of value-added chemicals. Compared to conventional catalytic synthesis, bio-catalysis has emerged as a potential greener substitute for HMF conversion to value-added compounds. HMF conversion through bio-catalysis, although more sustainable, seldom leads to the production of a
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Bao, Zhiguang, Xinfang Li, and Qing Zhang. "Effects of Higher Order Derivatives on Unsteady Aerodynamics of NACA0012 Airfoil Associated with Transonic Forced Motions." In 2024 10th Asia Conference on Mechanical Engineering and Aerospace Engineering (MEAE). IEEE, 2024. https://doi.org/10.1109/meae62008.2024.11026301.

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Quraishi, M. A. "Lauric Hydrazide Derivatives: New Class of Volatile Corrosion Inhibitors." In CORROSION 2002. NACE International, 2002. https://doi.org/10.5006/c2002-02319.

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Abstract The protection of metals against corrosion by means of volatile compounds is the most progressive method of fighting metallic corrosion. These inhibitors are used to protect metallic articles and equipment during storage and transportation. In view of this we have synthesized six organic volatile corrosion inhibitors (VCIs) using Lauric hydrazide with various acids such as cinnamic acid, succinic acid, nitrobenzoic acid, phthalic acid and maleic acid and evaluated their inhibiting action on corrosion of mild steel, copper, brass, zinc and aluminium by weight loss and potentiodynamic p
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Rocchini, Gabriele. "Some Methods for the Determination of the Polarization Resistance in Corrosion Rate Monitoring and Inhibitor Testing." In CORROSION 1987. NACE International, 1987. https://doi.org/10.5006/c1987-87395.

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Abstract The concept of polarization resistance is introduced, considering a real current-voltage characteristic of the electrochemical system. Then some mathematical methods are discussed, which allow its evaluation. The methods considered are linear interpolation, approximation in mean of a function, operative definition, the INTER1 program, the global and finite difference methods. For each method, except the last, an example of application to a particular electrochemical system is given. The results obtained clearly show the advantage of numerical elaboration, considered as an approximate
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Dimić, Dušan, Dejan Milenković, Edina Avdović, Goran Kaluđerović, and Jasmina Dimitrić Marković. "MOLECULAR DOCKING AND MOLECULAR DYNAMICS STUDIES OF THE INTERACTION BETWEEN COUMARIN-NEUROTRANSMITTER DERIVATIVES AND CARBONIC ANHYDRASE IX." In 1st INTERNATIONAL Conference on Chemo and BioInformatics. Institute for Information Technologies, University of Kragujevac,, 2021. http://dx.doi.org/10.46793/iccbi21.056d.

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Novel biologically active compounds can be obtained by the structural modification of coumarins. In this contribution, five new derivatives of 4-hydroxycoumarin with tyramine, octopamine, norepinephrine, 3-methoxytyramine, and dopamine were obtained. Their structures were optimized based on the previously obtained crystal structure of the 4-hydroxycoumarin-dopamine derivative. The special emphasis was put on the effect of various substituents on the structure of obtained compounds and intramolecular interactions governing the stability. To investigate their possible antitumor activity, molecul
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Gliklikh, Yuri. "Stochastic Equations and Inclusions with Mean Derivatives and Their Applications to Mathematical Physics." In 2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO). IEEE, 2016. http://dx.doi.org/10.1109/smrlo.2016.74.

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Papadimitriou, Dimitrios, and Zissimos P. Mourelatos. "Reliability-Based Topology Optimization Using Mean-Value Second-Order Saddlepoint Approximation." In ASME 2017 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/detc2017-67312.

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A reliability-based topology optimization (RBTO) approach is presented using a new mean-value second-order saddlepoint approximation (MVSOSA) method to calculate the probability of failure. The topology optimizer is based on a discrete adjoint formulation. MVSOSA is based on a second-order Taylor expansion of the limit state function at the mean values of the random variables. The first and second-order sensitivity derivatives of the limit state cumulant generating function with respect to the random variables in MVSOSA, are computed using direct-differentiation of the structural equations. Th
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McGaughey, Donald, and George J. M. Aitken. "Temporal Characteristics and Modelling of Atmospherically-Distorted Wavefront Slopes." In Adaptive Optics. Optica Publishing Group, 1996. http://dx.doi.org/10.1364/adop.1996.awc.5.

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The wavefronts distorted by a Kolmogorov turbulent atmosphere are fractal surfaces [1] and have the properties of fractional Brownian motion (FBM) with a self-similarity parameter of 5/6. Such a FBM process is nonstationary and has a power-law spectrum with spectral index -8/3. In an adaptive optics system a Shack-Hartmann (SH) wavefront sensor (WFS) delivers the time series of wavefront (WF) slopes measured at each lenslet subaperture. While the FBM wavefront exhibits persistence, and consequently has predictability, the derivatives or slopes of this FBM process are antipersistent [2] with sp
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Li, Changpin, Zhengang Zhao, and YangQuan Chen. "Numerical Approximation and Error Estimation of a Time Fractional Order Diffusion Equation." In ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/detc2009-86693.

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Finite element method is used to approximately solve a class of linear time-invariant, time-fractional-order diffusion equation formulated by the non-classical Fick law and a “long-tail” power kernel. In our derivation, “long-tail” power kernel relates the matter flux vector to the concentration gradient while the power-law relates the mean-squared displacement to the Gauss white noise. This work contributes a numerical analysis of a fully discrete numerical approximation using the space Galerkin finite element method and the approximation property of the Caputo time fractional derivative of a
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Agrawal, Om P. "An Analytical Scheme for Stochastic Dynamic Systems Containing Fractional Derivatives." In ASME 1999 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1999. http://dx.doi.org/10.1115/detc99/vib-8238.

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Abstract This paper presents an analytical technique for the analysis of a stochastic dynamic system whose damping behavior is described by a fractional derivative of order 1/2. In this approach, an eigenvector expansion method proposed by Suarez and Shokooh is used to obtain the response of the system. The properties of Laplace transforms of convolution integrals are used to write a set of general Duhamel integral type expressions. The general response contains two parts, namely zero state and zero input. For a stochastic analysis the input force is treated as a random process with specified
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Reports on the topic "Mean derivatives"

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Benhenni, Karim, and Stamatis Cambanis. Sampling Designs for Estimating Integrals of Stochastic rocesses Using Quadratic Mean Derivatives. Defense Technical Information Center, 1990. http://dx.doi.org/10.21236/ada225961.

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สิริภัทราวรรณ, อุบลรัตน์, та สุวัสสา พงษ์อำไพ. การประเมินอายุการเก็บแบบรวดเร็วของผลิตภัณฑ์อาหารแปรรูปโดยใช้ NIR specytoscopy และ Chemometrics : รายงานการวิจัย. จุฬาลงกรณ์มหาวิทยาลัย, 2014. https://doi.org/10.58837/chula.res.2014.58.

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งานวิจัยนี้พัฒนาการประเมินคุณภาพและอายุการเก็บของผลิตภัณฑ์อาหารแปรรูปพร้อมบริโภค ด้วยวิธี แบบรวดเร็วโดยใช้ NIR spectroscopy ร่วมกับ chemometrics ทำโดยเตรียมผลิตภัณฑ์ไส้กรอกหมูบรรจุใน ถุงพลาสติกภายใต้ภาวะสุญญากาศและเก็บรักษาที่อุณหภูมิ 4 °C ติดตามการเปลี่ยนแปลงคุณภาพทางเคมี (ค่า pH) ทางกายภาพ (ค่าแรงตัดขาด และ ค่าสี) ทางจุลินทรีย์ (จำนวนแบคทีเรียทั้ง หมด และ แบคทีเรียแลกติก) และทาง ประสาทสัมผัส (odor, color, appearance และ overall acceptability) ของผลิตภัณฑ์ในระหว่างการเก็บรักษา รวมทั้งวิเคราะห์โดยใช้ near infrared spectroscopy จากผลการทดลองพบว่า ผลิตภัณฑ์มีค่า pH ค่าแรงตัดขาด ค่าสี (L* (ความเข
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Chronopoulos, Ilias, Katerina Chrysikou, George Kapetanios, James Mitchell, and Aristeidis Raftapostolos. Deep Neural Network Estimation in Panel Data Models. Federal Reserve Bank of Cleveland, 2023. http://dx.doi.org/10.26509/frbc-wp-202315.

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In this paper we study neural networks and their approximating power in panel data models. We provide asymptotic guarantees on deep feed-forward neural network estimation of the conditional mean, building on the work of Farrell et al. (2021), and explore latent patterns in the cross-section. We use the proposed estimators to forecast the progression of new COVID-19 cases across the G7 countries during the pandemic. We find significant forecasting gains over both linear panel and nonlinear time-series models. Containment or lockdown policies, as instigated at the national level by governments,
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Nesenbergs, Martin, and Darren Smith. Mean Synchronization Times for ATM Cells: Derivations and Computational Background. Institute for Telecommunication Sciences, 1991. https://doi.org/10.70220/svsjtzf1.

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Klinedinst, Brandon. Modeling of biological data using longitudinal intraindividual means integrated with first and second power time-derivatives. Iowa State University, 2017. http://dx.doi.org/10.31274/cc-20240624-1011.

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Langenbrunner, James R., and Jane M. Booker. Analytic, empirical and delta method temperature derivatives of D-D and D-T fusion reactivity formulations, as a means of verification. Office of Scientific and Technical Information (OSTI), 2017. http://dx.doi.org/10.2172/1372790.

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Valdes, Constanza, Jeffrey Gillespie, and Erik N. Dohlman. Soybean production, marketing costs, and export competitiveness in Brazil and the United States. Economic Research Service, U.S. Department of Agriculture, 2023. http://dx.doi.org/10.32747/2023.8142532.ers.

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The production of soybeans, the fourth leading crop produced globally, is projected to reach a record level in marketing year (MY) 2023/24. Combined, soybeans and their derivatives--soybean meal and soybean oil--are the most traded agricultural commodity, accounting for nearly 9 percent of the total value of global agricultural trade. Brazil is now the world's largest soybean producer and exporter, while the United States and Brazil jointly supplied nearly 90 percent of soybean exports to the world in MY 2021/22. Soybeans stand out as a crucial crop in the expansion of Brazil's farm sector and
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Chornodon, Myroslava. FEAUTURES OF GENDER IN MODERN MASS MEDIA. Ivan Franko National University of Lviv, 2021. http://dx.doi.org/10.30970/vjo.2021.49.11064.

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The article clarifies of gender identity stereotypes in modern media. The main gender stereotypes covered in modern mass media are analyzed and refuted. The model of gender relations in the media is reflected mainly in the stereotypical images of men and woman. The features of the use of gender concepts in modern periodicals for women and men were determined. The most frequently used derivatives of these macroconcepts were identified and analyzed in detail. It has been found that publications for women and men are full of various gender concepts that are used in different contexts. Ingeneral,
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