Results 101 to 110 of about 690,121 (120)

Investigation for Stability of Fractional Explicit Method for pricing option

, 2017
In numerical analysis, explicit and implicit approaches are used to obtain numerical approximations of time dependent ordinary and partial differential equations.
Aasiya Lateef, C. Verma
semanticscholar   +1 more source

Will Any "q" Do?

, 2003
We find that the relative levels of computationally costly "q" estimators and simple "q" estimators, when used as continuous variables, are affected by variations in many firm financial characteristics.
Peter Dadalt, J. Donaldson, J. L. Garner
semanticscholar   +1 more source

COMPARISON OF CLASSICAL AND QUANTUM COMPUTING FOR PARTICLE SWARM OPTIMIZATION

Вісник Херсонського національного технічного університету
The article explored and delved into the advanced computational strategies of Particle Swarm Optimization (PSO) by contrasting classical and quantum computing paradigms.
M. O. Vernik
semanticscholar   +1 more source

Minimal Intelligence Agents in Double Auction Markets with Speculators

, 2006
This chapter explores the minimal intelligence conditions for traders in a general double auction market with speculation activities. Using an agent-based model, it is shown that when traders and speculators play together under general market curve ...
Senlin Wu, S. Bhattacharyya
semanticscholar   +1 more source

Optimization of Individual and Regulatory Market Strategies with Genetic Algorithms

, 2006
An optimal policy problem is formulated for evolutionary market settings and analyzed in two applications at the microand macrolevels. First, individual portfolio policy is studied in case of a fully computerized, multiagent market system. We clarify the
L. Pichl, Ayako Watanabe
semanticscholar   +1 more source

Preconditioned iterative methods for fractional diffusion models in finance

, 2015
Qing-Jiang Meng, D. Ding, Q. Sheng
semanticscholar   +1 more source

A Q-learning based approach to design of intelligent stock trading agents

2004 IEEE International Engineering Management Conference (IEEE Cat. No.04CH37574), 2004
J.W. Lee, E. Hong, J. Park
semanticscholar   +1 more source

On-/Off-the-Run Yield Spread Puzzle: Evidence from Chinese Treasury Markets

, 2015
Rongjie Chen, Hai Lin, Qianni Yuan
semanticscholar   +1 more source

New analytical option pricing models with Weyl–Titchmarsh theory

, 2012
Jin E. Zhang, Yi-shen Li
semanticscholar   +1 more source

Transition Dynamics in Endogenous Recombinant Growth Models by Means of Projection Methods

, 2011
F. Privileggi
semanticscholar   +1 more source