Results 101 to 110 of about 4,728 (225)

A note on continuously decomposed evolving exchange economies

Continuous decomposition, Aggregate excess demand, C63, D11, D50,
Marco Lehmann-Waffenschmidt
core   +1 more source

Wavelet-enhanced multimodel framework for stock market forecasting: A comprehensive analysis across market regimes

Borsa Istanbul Review
In this study, we develop a hybrid forecasting framework that integrates discrete wavelet transform with multiple machine and deep learning architectures to address nonlinearity and regime-dependent dynamics in financial markets.
Yüksel Okşak, Yasin Büyükkör, Tufan Sarıtaş   +2 more
doaj   +1 more source

The interdependencies of Canadian financial institutions: An application to climate transition shocks

Latin American Journal of Central Banking
We develop a methodological framework to analyse systemic risks capturing both direct and indirect (or systemic) effects. We apply it to climate transition shocks in the context of Canada.
Gabriel Bruneau, Javier Ojea-Ferreiro, Andrew Plummer, Marie-Christine Tremblay, Aidan Witts   +4 more
doaj   +1 more source

Advances in location modeling: GIS linkages and contributions

Location science, GIScience, Optimization, C61, C63, C8,
Alan Murray
core   +1 more source

Agent-based modeling of inflation dynamics: Interactions between market structure, firm pricing, expectations, and central bank in Türkiye

Central Bank Review
The persistence of inflation in both advanced and emerging economies calls for a deeper understanding of the underlying mechanisms. This study presents an agent-based model that examines the interaction between market structures, pricing behavior, and ...
Şükrü C. Demirtaş, Senem Çakmak Şahin   +1 more
doaj   +1 more source

Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm

Solving macroeconomic models, Parameterized expectations algorithm, Parallel computing, Nonlinear rational expectations, E20, C63, C88,
Michael Creel
core   +1 more source

How to increase global resource productivity? Findings from modelling in the petrE project

, 2010
Global modelling, Environmental tax reform, Global resource productivity, C53, C63, Q47, Q52, Q54,
Christian Lutz
core   +1 more source

A forward started jump-diffusion model and pricing of cliquet style exotics

Exotic options, Forward volatility smiles, Variance swaps, Cliquets, G12, G13, C63,
Gabriel Drimus
core   +1 more source

Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options

Monte Carlo, Quasi-Monte Carlo, Option pricing, Path-generation techniques, Path-dependent options, C63, G13,
Piergiacomo Sabino
core   +1 more source

Area coverage maximization in service facility siting

Spatial representation, Medial axis, Shape matching, Overlap maximization, C61, C63, R00,
Alan Murray, Timothy Matisziw
core   +1 more source