Results 221 to 230 of about 2,419,433 (298)

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Risk-sensitive mean-field control of large-scale UAV Swarms for stochastic disaster tracking and robust first response. [PDF]

Sci Rep
Sayeed MA, Sayeed MA, Ahmed T, Bharti AK.   +3 more
europepmc   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Optimization of broadband metamaterial absorber using twin delayed deep deterministic policy gradient reinforcement learning technique. [PDF]

Sci Rep
Mahmoud BE, Ali TA, Obayya SSA, Hameed MFO.   +3 more
europepmc   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Text-to-flowsheet: an LLM-assisted pipeline for expert-level digitization and automated simulation of chemical processes.

Digit Discov
Laub JF, Bosetti L, Bardow A.
europepmc   +1 more source

Recovery-Limiting Signal-Conditioned Action Decoding for Emergency Wireless Access-Backhaul Capacity Allocation. [PDF]

Sensors (Basel)
Ma J, Han M, Ma H, Jin Y, Zhang Y.
europepmc   +1 more source

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

Mathematical 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

Information Bottleneck for Communication-Efficient Multi-Agent Reinforcement Learning in UAV Swarms. [PDF]

Entropy (Basel)
Yang Z, Li G, Xue Y.
europepmc   +1 more source

Understanding extracellular vesicle biology, isolation, and characterization: The theory of EV‐erything

Periodontology 2000, EarlyView.
Abstract Background Extracellular vesicles (EVs), especially exosomes, are nanoparticles increasingly recognized as key regulators of intercellular communication in both physiological and pathological aspects. Despite rapid progress, inconsistencies in nomenclature, isolation, and characterization continue to restrict translational advancement.
Paras Ahmad, Nima Farshidfar, Nathan E. Estrin, Yulan Wang, Yufeng Zhang, Anton Sculean, Richard J. Miron   +6 more
wiley   +1 more source