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Mathematics, Volume 12, Issue 24

December-2 2024 - 168 articles

Cover Story: The authors propose a novel random coefficient autoregressive model, which is distinguished by the non-stationarity of its state equation. They model the autoregressive coefficient as an unknown function of an unobservable state variable, which they actively estimate by using the local linear regression method. They construct iterative algorithms that are based on the ordinary least squares and Kalman smoothing methods to estimate the model's parameters. The authors conduct a comprehensive numerical simulation to demonstrate the performance. Additionally, they validate the practical applicability of their model by applying it to actual time series data from the S&P/HKEX Large Cap Index. This real-world data analysis showcases the model's effectiveness in capturing the dynamics of financial markets. View this paper
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Articles (168)

  • Article
  • Open Access
2 Citations
1,298 Views
33 Pages

A New Class of Bivariate Distributions: Properties, Estimation, and Modeling

  • Jumanah Ahmed Darwish,
  • Saman Hanif Shahbaz and
  • Muhammad Qaiser Shahbaz

22 December 2024

The development of bivariate distributions is a challenging area of research, and a novel class of bivariate distributions is proposed in this paper. Certain useful mathematical characteristics of the proposed class of bivariate distributions are exp...

  • Article
  • Open Access
979 Views
18 Pages

Spinor Equations of Smarandache Curves in E3

  • Zeynep İsabeyoǧlu,
  • Tülay Erişir and
  • Ayşe Zeynep Azak

22 December 2024

This study examines the spinor representations of TN (tangent and normal), NB (normal and binormal), TB (tangent and binormal) and TNB (tangent, normal and binormal)–Smarandache curves in three-dimensional Euclidean space E3. Spinors are comple...

  • Article
  • Open Access
3 Citations
14,291 Views
25 Pages

22 December 2024

Reinforcement Learning (RL) is increasingly being applied to complex decision-making tasks such as financial trading. However, designing effective reward functions remains a significant challenge. Traditional static reward functions often fail to ada...

  • Article
  • Open Access
3 Citations
2,545 Views
27 Pages

Sensitivity Analysis of Factors Influencing Coal Prices in China

  • Jingye Lyu,
  • Chong Li,
  • Wenwen Zhou and
  • Jinsuo Zhang

21 December 2024

A scientific assessment of the sensitivity of the Chinese coal market has become an important research topic. This paper combines Gaussian Process Regression (GPR) and Sobol sensitivity analysis to construct a GPR–Sobol hybrid model innovativel...

  • Feature Paper
  • Article
  • Open Access
1 Citations
1,124 Views
20 Pages

21 December 2024

Summation of infinite series has played a significant role in a broad range of problems in the physical sciences and is of interest in a purely mathematical context. In a prior paper, we found that the Fourier–Legendre series of a Bessel functi...

  • Feature Paper
  • Article
  • Open Access
1 Citations
987 Views
15 Pages

21 December 2024

In this paper, we delve into the complexities of information-theoretic models, specifically focusing on how we can model sample size and how it affects our previous findings. This question is fundamental and intricate, posing a significant intellectu...

  • Article
  • Open Access
2 Citations
3,290 Views
15 Pages

21 December 2024

This paper presents a synthesis of higher-order control Lyapunov functions (HOCLFs) and higher-order control barrier functions (HOCBFs) capable of controlling nonlinear dynamic systems while maintaining safety. Building on previous Lyapunov and barri...

  • Article
  • Open Access
7 Citations
3,236 Views
17 Pages

21 December 2024

Aiming at some shortcomings of the genetic algorithm to solve the path planning in a global static environment, such as a low efficiency of population initialization, slow convergence speed, and easy-to-fall-into the local optimum, an improved geneti...

  • Article
  • Open Access
3 Citations
1,603 Views
27 Pages

21 December 2024

Within the realm of graphic design sustainability, selecting appropriate solutions has become a crucial strategic decision for organizations aiming to optimize their operations. This paper presents a novel hybrid multi-criteria decision-making (MCDM)...

  • Article
  • Open Access
1 Citations
1,597 Views
33 Pages

21 December 2024

This study proposes a nonlinear adaptive optimal control method, the adaptive H2 control method, applied to the trajectory tracking problem of the wheeled mobile robot (WMR) with four-wheel mecanum wheels. From the perspective of solving mathematical...

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Mathematics - ISSN 2227-7390