Results 111 to 120 of about 30,882 (223)

Pricing Chinese Convertible Bonds with Learning-Based Monte Carlo Simulation Model

Axioms
In this paper, we explore a novel model for pricing Chinese convertible bonds that seamlessly integrates machine learning techniques with traditional models. The least squares Monte Carlo (LSM) method is effective in handling multiple state variables and
Jiangshan Zhu, Conghua Wen, Rong Li
doaj   +1 more source

A simple proof that comonotonic risks have the convex-largest sum. [PDF]

In the recent actuarial literature, several proofs have been given for the fact that if a random vector X(1), X(2), …, X(n) with given marginals has a comonotonic joint distribution, the sum X(1) + X(2) + … + X(n) is the largest possible in convex order.
Denuit, M, Dhaene, Jan, Goovaerts, Marc, Kaas, Robert, Vyncke, David   +4 more
core  

Sistemas informáticos aplicados a la matemática actuarial no vida. Un propuesta con R

Rect@, 2012
The present work is the result of the investigation realized by the authoresses on programming languages applied to Non Life Actuarial Mathematics (NLAM).
Claramunt Bielsa, Mª Mercedes, Mármol Jiménez, Mª Teresa, Boj del Val, Eva, Costa Cor, Teresa   +3 more
doaj  

A new function for drug combination dose finding trials

Scientific Reports
Combination drugs play an essential role in treating cancers. The challenging part of the combination drugs are to specify the dose-toxicity ordering, which means the sequences of dose escalation and de-escalation in process of dose findings should be ...
Jiacheng Xiao, Weijia Zhang
doaj   +1 more source

Eventology versus contemporary theories of uncertainty [PDF]

The development of probability theory together with the Bayesian approach in the three last centuries is caused by two factors: the variability of the physical phenomena and partial ignorance about them.
Vorobyev, Oleg
core   +1 more source

Optimizing Prognostic Predictions in Liver Cancer with Machine Learning and Survival Analysis

Entropy
This study harnesses RNA sequencing data from the Cancer Genome Atlas to unearth pivotal genetic markers linked to the progression of liver hepatocellular carcinoma (LIHC), a major contributor to cancer-related deaths worldwide, characterized by a dire ...
Kaida Cai, Wenzhi Fu, Zhengyan Wang, Xiaofang Yang, Hanwen Liu, Ziyang Ji   +5 more
doaj   +1 more source

Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate [PDF]

The trustees of funded defined benefit pension schemes must make two vital and inter-related decisions - setting the asset allocation and the contribution rate.
Charles Sutcliffe, John Board
core  

STOCK PRICE PREDICTION AND SIMULATION USING GEOMETRIC BROWNIAN MOTION-KALMAN FILTER: A COMPARISON BETWEEN KALMAN FILTER ALGORITHMS

Barekeng
Stocks have high-profit potential but also have high risk. Many people have ways to forecast stock prices. The Geometric Brownian Motion (GBM) method forecasts stock prices.
Dimas Avian Maulana, A'yunin Sofro, Danang Ariyanto, Riska Wahyu Romadhonia, Affiati Oktaviarina, Mohammad Dian Purnama   +5 more
doaj   +1 more source

Bringing cost transparency to the life annuity market [PDF]

, 2014
Donnelly, Catherine, Guillen, Montserrat, Nielsen, Jens Perch   +2 more
core   +1 more source

Predicting Clinical Outcomes in COVID-19 and Pneumonia Patients: A Machine Learning Approach

Viruses
In the clinical diagnosis of pneumonia, particularly during the COVID-19 pandemic, individuals who progress to a critical stage requiring mechanical ventilation are classified as mechanically ventilated critically ill patients.
Kaida Cai, Zhengyan Wang, Xiaofang Yang, Wenzhi Fu, Xin Zhao   +4 more
doaj   +1 more source