Zobrazeno 1 - 10
of 1 066
pro vyhledávání: '"Garcia-Medina A"'
Autor:
García-Medina, Andrés
We study the allocation of synthetic portfolios under hierarchical nested, one-factor, and diagonal structures of the population covariance matrix in a high-dimensional scenario. The noise reduction approaches for the sample realizations are based on
Externí odkaz:
http://arxiv.org/abs/2412.08756
Publikováno v:
Commun Nonlinear Sci Numer Simulat 133 (2024) 107989
Dynamical systems can be analyzed as computational devices capable of performing information processing. In coupled oscillators, enlarged capabilities are expected when the set of units is formed by subsets with collective behaviour within them but w
Externí odkaz:
http://arxiv.org/abs/2404.16858
This work aims to deal with the optimal allocation instability problem of Markowitz's modern portfolio theory in high dimensionality. We propose a combined strategy that considers covariance matrix estimators from Random Matrix Theory~(RMT) and the m
Externí odkaz:
http://arxiv.org/abs/2306.05667
Autor:
Hernández Díaz, Misael, Galar Martínez, Marcela, García Medina, Sandra, Cortés López, Alejandra, Ruiz Lara, Karina, Cano Viveros, Selene, García Medina, Alba Lucero, Pérez-Pastén Borja, Ricardo, Rosales Pérez, Karina Elisa, Gómez Oliván, Leobardo Manuel, Raldúa, Demetrio, Bedrossiantz, Juliette
Publikováno v:
In Environmental Research 1 October 2024 258
We investigate block diagonal and hierarchical nested stochastic multivariate Gaussian models by studying their sample cross-correlation matrix on high dimensions. By performing numerical simulations, we compare a filtered sample cross-correlation wi
Externí odkaz:
http://arxiv.org/abs/2212.14650
Autor:
Eliah G. Overbey, Krista Ryon, JangKeun Kim, Braden T. Tierney, Remi Klotz, Veronica Ortiz, Sean Mullane, Julian C. Schmidt, Matthew MacKay, Namita Damle, Deena Najjar, Irina Matei, Laura Patras, J. Sebastian Garcia Medina, Ashley S. Kleinman, Jeremy Wain Hirschberg, Jacqueline Proszynski, S. Anand Narayanan, Caleb M. Schmidt, Evan E. Afshin, Lucinda Innes, Mateo Mejia Saldarriaga, Michael A. Schmidt, Richard D. Granstein, Bader Shirah, Min Yu, David Lyden, Jaime Mateus, Christopher E. Mason
Publikováno v:
Nature Communications, Vol 15, Iss 1, Pp 1-14 (2024)
Abstract The SpaceX Inspiration4 mission provided a unique opportunity to study the impact of spaceflight on the human body. Biospecimen samples were collected from four crew members longitudinally before (Launch: L-92, L-44, L-3 days), during (Fligh
Externí odkaz:
https://doaj.org/article/b22dea1eff964fe5b8f65b60bc282674
Autor:
Sanchez-Aceves, Livier M., Gómez-Olivan, Leobardo Manuel, Pérez-Alvarez, Itzayana, Rosales-Pérez, Karina Elisa, Hernández-Navarro, María Dolores, Amado-Piña, Deysi, Natividad, Reyna, Galar-Martínez, Marcela, García-Medina, Sandra, Ramírez-García, J.J., Becerril, M.E., Dávila-Estrada, M.
Publikováno v:
In Science of the Total Environment 20 December 2024 957
Autor:
Fernanda Melo Carneiro, Ana M.C. Santos, Nagore Garcia Medina, Paulo De Marco Júnior, Joaquín Hortal
Publikováno v:
Perspectives in Ecology and Conservation, Vol 22, Iss 2, Pp 167-176 (2024)
Understanding the origin and maintenance of microbial diversity patterns, and the relative importance of local and landscape processes for determining biodiversity is still challenging. We investigated the influence of environmental factors acting at
Externí odkaz:
https://doaj.org/article/60647c8031094dda9f915e3091010af0
Autor:
Carmona, Victoriano, Fernández-Sánchez, Fernando, García-Medina, Elisabeth, Novaes, Douglas D.
Publikováno v:
Electron. J. Qual. Theory Differ. Equ. 2023, No. 22, 1-18
This paper deals with fundamental properties of Poincar\'e half-maps defined on a straight line for planar linear systems. Concretely, we focus on the analyticity of the Poincar\'e half-maps, their series expansions (Taylor and Newton-Puiseux) at the
Externí odkaz:
http://arxiv.org/abs/2109.12673
Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of a wide ran
Externí odkaz:
http://arxiv.org/abs/2109.01214