Results 221 to 230 of about 2,320 (298)

Identity-based linear homomorphic signature for a restricted combiners' group for e-commerce. [PDF]

open access: yesPeerJ Comput Sci
Tian Y   +7 more
europepmc   +1 more source

Why Do Prosocial People Dislike Markets in Some Countries and Like Them in Others?

open access: yesKyklos, EarlyView.
ABSTRACT Based on the doux commerce thesis, which suggests that people in market‐oriented societies hold stronger prosocial values than those in less market‐oriented ones, one can expect prosocial and pro‐market values to be positively associated. The fact that the association holds for cross‐country observations but does not universally hold for cross‐
Pál Czeglédi
wiley   +1 more source

Testing Quantum Satisfiability. [PDF]

open access: yesCommun Math Phys
Montanaro A, Shao C, Verdon D, Verdon D.
europepmc   +1 more source

The Impact of TikTok on Elections: (Mis)information and Regulatory Challenges

open access: yesKyklos, EarlyView.
ABSTRACT TikTok's algorithm‐driven feed is reshaping electoral communication, yet a clear understanding of its effects is lacking. This study synthesizes and appraises evidence on how the platform's design and governance shape political (dis)information and may affect electoral dynamics.
Michele Giuseppe Giuranno   +1 more
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

open access: yesMathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović   +4 more
wiley   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

open access: yesMathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

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