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The paper concerns primal and dual representations as well as time consistency of set-valued dynamic risk measures. Set-valued risk measures appear naturally when markets with transaction costs are considered and capital requirements can be…

Risk Management · Quantitative Finance 2014-05-22 Zachary Feinstein , Birgit Rudloff

Predictions of biodiversity trajectories under climate change are crucial in order to act effectively in maintaining the diversity of species. In many ecological applications, future predictions are made under various global warming…

Quantitative Methods · Quantitative Biology 2022-07-19 Matthew Davidow , Cory Merow , Judy Che-Castaldo , Toryn Schafer , Marie-Christine Duker , Derek Corcoran , David Matteson

Existing metrics in competing risks survival analysis such as concordance and accuracy do not evaluate a model's ability to jointly predict the event type and the event time. To address these limitations, we propose a new metric, which we…

Methodology · Statistics 2019-08-20 Kartik Ahuja , Mihaela van der Schaar

The intensification and increased frequency of weather extremes is emerging as one of the most important aspects of climate change. We use Monte Carlo simulation to understand and predict the consequences of variations in trends (i.e.,…

Populations and Evolution · Quantitative Biology 2011-08-26 Simone Vincenzi , Michele Bellingeri

Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…

Methodology · Statistics 2009-09-29 Mei-Ling Ting Lee , G. A. Whitmore

If predictions for species extinctions hold, then the `tree of life' today may be quite different to that in (say) 100 years. We describe a technique to quantify how much each species is likely to contribute to future biodiversity, as…

Populations and Evolution · Quantitative Biology 2007-05-23 Mike Steel , Aki Mimoto , Arne O. Mooers

Environmental variation can play an important role in ecological competition by influencing the relative advantage between competing species. Here, we consider such effects by extending a classical, competitive Moran model to incorporate an…

Populations and Evolution · Quantitative Biology 2019-09-18 Ryan Murray , Glenn Young

Phylogenies are commonly used to represent the evolutionary relationships between species, and often these phylogenies are equipped with edge lengths that indicate degrees of evolutionary difference. Given such a phylogeny, a popular…

Populations and Evolution · Quantitative Biology 2025-02-12 Martin Frohn , Kerry Manson

In ecology, species can mitigate their extinction risks in uncertain environments by diversifying individual phenotypes. This observation is quantified by the theory of bet-hedging, which provides a reason for the degree of phenotypic…

Populations and Evolution · Quantitative Biology 2019-06-19 Paula Villa Martín , Miguel A. Muñoz , Simone Pigolotti

We consider stochastic growth models to represent population subject to catastrophes. We analyze the subject from different set ups considering or not spatial restrictions, whether dispersion is a good strategy to increase the population…

Probability · Mathematics 2019-03-05 Valdivino Vargas Junior , Fábio Prates Machado , Alejandro Roldán-Correa

To reduce global biodiversity loss, there is an urgent need to determine the most efficient allocation of conservation resources. Recently, there has been a growing trend for many governments to supplement public ownership and management of…

Populations and Evolution · Quantitative Biology 2010-11-02 Ascelin Gordon , William T. Langford , Matt D. White , James A. Todd , Lucy Bastin

We study an evolutionary spatial prisoner's dilemma game where the fitness of the players is determined by both the payoffs from the current interaction and their history. We consider the situation where the selection timescale is slower…

Physics and Society · Physics 2009-09-15 Zhi-Xi Wu , Zhihai Rong , Petter Holme

When group members claim a portion of limited resources, it is tempting to invest more effort to get a larger share. However, if everyone acts similarly, they all get the same piece they would obtain without extra effort. This is the…

Physics and Society · Physics 2022-06-15 Chaoqian Wang , Attila Szolnoki

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…

Machine Learning · Computer Science 2024-05-03 Rasool Fakoor , Jonas Mueller , Zachary C. Lipton , Pratik Chaudhari , Alexander J. Smola

We identify the phase of a cycle as a new critical factor for tipping points (critical transitions) in cyclic systems subject to time-varying external conditions. As an example, we consider how contemporary climate variability induces…

Dynamical Systems · Mathematics 2021-10-11 Hassan Alkhayuon , Rebecca C. Tyson , Sebastian Wieczorek

A simulation model of a population having internal (genetic) structure is presented. The population is subject to selection pressure coming from the environment which is the same in the whole system but changes in time. Reproduction has a…

Adaptation and Self-Organizing Systems · Physics 2012-08-31 Andrzej Pekalski , Marcel Ausloos

We review the properties of the currently known CV population from an accountants point of view. In particular, it is examined to what extent different selection mechanisms (variability, X-ray emission, colours, spectroscopic properties)…

Astrophysics · Physics 2007-05-23 B. T. Gaensicke

Biological evolution depends on the passing down to subsequent generations of genetic information encoding beneficial traits, and on the removal of unfit individuals by a selection mechanism. However, selection acts on phenotypes, and is…

Populations and Evolution · Quantitative Biology 2026-05-01 Bastien Mallein , Francesco Paparella , Emmanuel Schertzer , Zsófia Talyigás

This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market filtration, generated by all observable,…

Mathematical Finance · Quantitative Finance 2024-01-09 Joshua Aurand , Yu-Jui Huang

Weak selection, which means a phenotype is slightly advantageous over another, is an important limiting case in evolutionary biology. Recently it has been introduced into evolutionary game theory. In evolutionary game dynamics, the…

Populations and Evolution · Quantitative Biology 2010-10-15 Bin Wu , Philipp M. Altrock , Long Wang , Arne Traulsen