On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Sign Up to like & getrecommendations! Published in 2017 at "Finance and Stochastics"
DOI: 10.1007/s00780-017-0339-1
Abstract: In this paper, we propose the notion of continuous-time dynamic spectral risk measure (DSR). Adopting a Poisson random measure setting, we define this class of dynamic coherent risk measures in terms of certain backward stochastic… read more here.
Keywords: risk; time; dynamic spectral; limit theorem ... See more keywords
Dynamic Spectral–Spatial Poisson Learning for Hyperspectral Image Classification With Extremely Scarce Labels
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Geoscience and Remote Sensing"
DOI: 10.1109/tgrs.2021.3125353
Abstract: Acquiring labeled training examples for hyperspectral images (HSI) is an expensive task, and even labeling one more pixel requires a real-time field survey of tens of square meters. Therefore, it is highly demanded to achieve… read more here.
Keywords: spatial poisson; classification; spectral spatial; dynamic spectral ... See more keywords
Dynamic spectral signatures of mirror movements in the sensorimotor functional connectivity network of patients with Kallmann syndrome
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Neuroscience"
DOI: 10.3389/fnins.2022.971809
Abstract: In Kallmann syndrome (KS), the peculiar phenomenon of bimanual synkinesis or mirror movement (MM) has been associated with a spectral shift, from lower to higher frequencies, of the resting-state fMRI signal of the large-scale sensorimotor… read more here.
Keywords: connectivity; state; dynamic spectral; spectral power ... See more keywords