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Volume 16 (2025): Issue 2 (December 2025)
Issue

Volume 16 (2025): Issue 2 (December 2025)

Quodlibet II.2.1: An Auvergnian Text in Aquinas
Article

Quodlibet II.2.1: An Auvergnian Text in Aquinas

Kreeger, Seth
Volume 43 (2025): Issue 1 (December 2025)
Issue

Volume 43 (2025): Issue 1 (December 2025)

A Quaternion–Based Augmenting Method Dedicated to Biometric Gait Systems
Article

A Quaternion–Based Augmenting Method Dedicated to Biometric Gait Systems

Sawicki, Aleksander, Saeed, Khalid
An Alternative Powerful Approach to Multiple Hypotheses Testing: Application in a Correlation Study
Article

An Alternative Powerful Approach to Multiple Hypotheses Testing: Application in a Correlation Study

Stapor, Katarzyna, Kończak, Grzegorz
Volume 19 (2025): Issue 2 (December 2025)
Issue

Volume 19 (2025): Issue 2 (December 2025)

Weyl’s Classification of Singular Impulsive q-Sturm-Liouville Equations
Article

Weyl’s Classification of Singular Impulsive q-Sturm-Liouville Equations

Allahverdiev, Bilender P., Tuna, Hüseyin, Isayev, Hamlet A.
“Not One of Them”: Exile, Colonial Memory, and Identity in Banine’s Parisian Days
Article

“Not One of Them”: Exile, Colonial Memory, and Identity in Banine’s Parisian Days

Dadashova, Shafag
Digital Transformation and Innovation in Moroccan Small, Medium-Sized, and Very Small Enterprises: Effects on Financial Performance
Article

Digital Transformation and Innovation in Moroccan Small, Medium-Sized, and Very Small Enterprises: Effects on Financial Performance

Adile, Zouhir, Fatimazohra, Sossi Alaoui, Guennoun, Badr
Volume 13 (2025): Issue 4 (December 2025)
Issue

Volume 13 (2025): Issue 4 (December 2025)

Optimizing Routing in Quantum Key Distribution Networks using the Artificial Fish Swarm Algorithm
Article

Optimizing Routing in Quantum Key Distribution Networks using the Artificial Fish Swarm Algorithm

Szczepanik, Wojciech, Niemiec, Marcin
Downside Risk Measures and ESG Factors in Optimal Portfolio Construction: Evidence from European Equity Markets
Article

Downside Risk Measures and ESG Factors in Optimal Portfolio Construction: Evidence from European Equity Markets

Quimbayo, Carlos Andrés Zapata, Camacho, Bernardo León