Results 221 to 230 of about 90,126 (252)

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

The two dragons of cognition: recursive condensation for predictive processing. [PDF]

Front Comput Neurosci
Li X.
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

Portfolio Optimization: A Neurodynamic Approach Based on Spiking Neural Networks. [PDF]

Biomimetics (Basel)
Khan AH, Mohammed AM, Li S.
europepmc   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

Mathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici, Gianluca Fusai, Anna Maria Gambaro, Daniele Marazzina   +3 more
wiley   +1 more source

Median geometry for spaces with measured walls and for groups. [PDF]

Math Ann
Chatterji I, Druţu C.
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

Robust Distributed High-Dimensional Regression: A Convoluted Rank Approach. [PDF]

Entropy (Basel)
Wu M.
europepmc   +1 more source

Current Knowledge of Respiratory Function in Early Onset Scoliosis and the Effect of Its Contemporary Surgical Treatment. [PDF]

J Clin Med
Balasubramanian SG, Fender D, Rushton P.
europepmc   +1 more source

Insulator detection in transmission line based on Log AdaBoost. [PDF]

Sci Rep
Lin M, Chen H, Luo H.
europepmc   +1 more source