English
Related papers

Related papers: Zero-inflated stochastic volatility model for disa…

200 papers

In this paper, we establish a market model for the term structure of forward inflation rates based on the risk-neutral dynamics of nominal and real zero-coupon bonds. Under the market model, we can price inflation caplets as well as…

Pricing of Securities · Quantitative Finance 2013-02-05 Lixin Wu

In [arXiv:1102.1513] we introduced an inflationary scenario, Non-Abelian Gauge Field Inflation or gauge-flation for short, in which slow-roll inflation is driven by non-Abelian gauge field minimally coupled to gravity. We present a more…

High Energy Physics - Phenomenology · Physics 2015-03-18 A. Maleknejad , M. M. Sheikh-Jabbari

Dynamical models of inflation are given with composite inflatons by means of massive supersymmetric gauge theory. Nearly flat directions and stable massive ones in the potential are identified and slow-roll during inflation is examined.…

High Energy Physics - Phenomenology · Physics 2008-11-26 K. Hamaguchi , K. -I. Izawa , H. Nakajima

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…

Methodology · Statistics 2024-09-18 D. S. Martinez-Lobo , O. O. Melo , N. A. Cruz

In an era of rapid change, timely and disaggregated economic insights are crucial for effective policymaking. This study explores the potential of real-time payment data to complement traditional economic measurement. Using anonmysed UK…

General Economics · Economics 2025-05-14 Kerstin Hötte

We present a machine-learning approach, based on the genetic algorithms (GA), that can be used to reconstruct the inflationary potential directly from cosmological data. We create a pipeline consisting of the GA, a primordial code and a…

Cosmology and Nongalactic Astrophysics · Physics 2023-09-01 Ahana Kamerkar , Savvas Nesseris , Lucas Pinol

In this paper we develop the formalism for the stochastic approach to inflation at all order in slow-roll parameters. This is done by including the momentum and Hamiltonian constraints into the stochastic equations. We then specialise to…

General Relativity and Quantum Cosmology · Physics 2022-02-09 Diego Cruces , Cristiano Germani

Multivariate dynamic time series models are widely encountered in practical studies, e.g., modelling policy transmission mechanism and measuring connectedness between economic agents. To better capture the dynamics, this paper proposes a…

Econometrics · Economics 2020-10-06 Yayi Yan , Jiti Gao , Bin Peng

Inflation due to a non-minimally coupled scalar field with a large non-minimal coupling, as first proposed by Salopek, Bardeen and Bond (SBB), is in good agreement with the observed value of the spectral index and constraints on the…

Cosmology and Nongalactic Astrophysics · Physics 2016-08-17 John McDonald

Count data with zero inflation and large outliers are ubiquitous in many scientific applications. However, posterior analysis under a standard statistical model, such as Poisson or negative binomial distribution, is sensitive to such…

Methodology · Statistics 2024-05-09 Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

We use holographic techniques to compute inflationary non-Gaussianities for general single-field inflation, including models with a non-trivial sound speed. In this holographic approach, the inflationary dynamics is captured by a relevant…

High Energy Physics - Theory · Physics 2016-12-14 Hiroshi Isono , Toshifumi Noumi , Gary Shiu , Sam S. C. Wong , Siyi Zhou

We propose a new methodology to detect zero-inflation and overdispersion based on the comparison of the expected sample extremes among convexly ordered distributions. The method is very flexible and includes tests for the proportion of…

Methodology · Statistics 2008-09-25 A. Baillo , J. Carcamo , J. R. Berrendero

Bounded continuous data on the unit interval frequently arise in applied fields and often exhibit a non-negligible proportion of observations at the boundaries. Inflated regression models address this feature by combining a continuous…

Methodology · Statistics 2026-03-05 Francisco F. Queiroz , Johannes Brachem , Paul F. V. Wiemann , Thomas Kneib

We revisit the time evolution of a flat and non-flat direction system during inflation. In order to take into account quantum noises in the analysis, we base on stochastic formalism and solve coupled Langevin equations numerically. We focus…

High Energy Physics - Phenomenology · Physics 2015-06-05 Masahiro Kawasaki , Tomohiro Takesako

A time-varying zero-inflated serially dependent Poisson process is proposed. The model assumes that the intensity of the Poisson Process evolves according to a generalized autoregressive conditional heteroscedastic (GARCH) formulation. The…

Applications · Statistics 2023-07-19 Isuru Ratnayake , V. A. Samaranayake

Inflation is studied in the context of induced gravity (IG) $\gamma \sigma^2 R$, where $R$ is the Ricci scalar, $\sigma$ a scalar field and $\gamma$ a dimensionless constant. We study in detail cosmological perturbations in IG and examine…

Cosmology and Nongalactic Astrophysics · Physics 2014-11-20 A. Cerioni , F. Finelli , A. Tronconi , G. Venturi

While inflation gives an appealing explanation of observed cosmological data, there are a wide range of different inflation models, providing differing predictions for the initial perturbations. Typically models are motivated either by…

Astrophysics · Physics 2009-11-10 Erandy Ramirez , Andrew R Liddle

A frequent challenge encountered with compositional ecological data is how to interpret and model data with a high proportion of zeros and $N$'s. Such data frequently occur in ecological applications where counts of species are collected…

Methodology · Statistics 2025-08-04 James Sweeney , John Haslett , Dipankar Bandyopadhyay , Michael Fop , Andrew C. Parnell

An inflationary model can be constrained by non-gaussian statistics as a parameter in the LSS (Large Scale Structure) distribution, and in the radiation of CMB (Cosmic Microwave Background) fluctuating temperature. Data on the CMB from…

General Relativity and Quantum Cosmology · Physics 2025-12-11 A. Agung , U. Sambiri , G. Hikmawan , F. P. Zen