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econ.EM2025
A Flexible Approach to Augmenting a Bayesian VAR with Nonlinear Factors
Todd Clark, Florian Huber, Gary Koop
This paper proposes a vector autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main advantages of our model.…
math.PR2025
Fluctuation Correction and Global Solutions for the Stochastic Shigesada-Kawasaki-Teramoto System via Entropy-Based Regularization
Florian Huber
We study a stochastic extension of the n-species Shigesada-Kawasaki-Teramoto (SKT) cross-diffusion system, in which a multiplicative noise term accounts for fluctuation corrections…