Results 151 to 160 of about 1,940 (229)

Vector Acceleration Methods for Faster Convergence of Cyclic Steady State in Adsorption Process Simulations. [PDF]

Ind Eng Chem Res
Subraveti SG, Karimi K, Gazzani M.
europepmc   +1 more source

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

Adsorption Hysteresis Under Control: Tuning Host-Guest Interactions via a Genetic Algorithm. [PDF]

ACS Nano
Prelesnik JL, Formalik F, Corapi S, Pablo-García S, Aspuru-Guzik A, Snurr RQ, Siepmann JI.   +6 more
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical 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

Nonlinear periodic orbit solutions and their bifurcation structure at the origin of soliton hopping in coupled microresonators. [PDF]

Commun Phys
Deshmukh S, Tusnin A, Tikan A, Kippenberg TJ, Schneider TM.   +4 more
europepmc   +1 more source

Equilibrium Reward for Liquidity Providers in Automated Market Makers

Mathematical Finance, EarlyView.
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha, Philippe Bergault, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Data-driven emulation of modal aerosol microphysics via neural operator-based modeling. [PDF]

Sci Rep
Bai Z, Rouson D.
europepmc   +1 more source

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, EarlyView.
ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source

Novel solitons in the (2+1)-dimensional Heisenberg spin chain via generalized conformable derivatives. [PDF]

Sci Rep
Alam BE, Morales-Luna G, Fernandez-Anaya G.   +2 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