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Lie Symmetries of (1+2) Nonautonomous Evolution Equations in Financial Mathematics
Mathematics, 2016 We analyse two classes of ( 1 + 2 ) evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for the Two-factor Commodities Problem. Our approach is that of Lie
Andronikos Paliathanasis +2 more
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Открытое образование (Москва), 2022 The article presents the didactic potential of modern fractal theory and its financial applications related to modeling and forecasting of financial performance.
D. A. Vlasov +2 more
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Implementation of Digital Technologies into Pre-Service Mathematics Teacher Preparation
Mathematics, 2021 This paper presents a long-term study of Preservice Mathematics Teachers (PMTs) at the Faculty of mathematics, physics and informatics, Comenius University in Bratislava (FMFI UK), focusing on the implementation of digital technologies (DT) into the ...
Mária Slavíčková
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Complexity, 2022 We empirically analyze the impact of economic uncertainty due to the COVID-19 pandemic on the trading volume of each sector in the S&P 500 index. Wavelet coherence analysis is carried out using economic policy uncertainty data and the trading volume of ...
Dohyun Pak, Sun-Yong Choi
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Mathematics, 2023 The primary aim of this article is to demonstrate that using the average of ratios as a representative value for measuring the health of a sector does not constitute a valid procedure.
Salvador Linares-Mustarós +3 more
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Asian Journal for Mathematics Education, 2022 The goal of this article was to investigate how Chinese mathematics curriculum policies and textbook tasks could help explain the results obtained by Chinese students in the 2012 and 2015 Programme for International Student Assessment (PISA) financial ...
Alexandre Cavalcante, Huiyu Huang
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Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [PDF]
تحقیقات مالی, 2023 Objective The significance of the capital market in driving the economic growth and development of a country necessitates a thorough examination of this market from multiple perspectives.
Mohammad Reza Haddadi +1 more
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A General Framework for Portfolio Theory. Part II: Drawdown Risk Measures
Risks, 2018 The aim of this paper is to provide several examples of convex risk measures necessary for the application of the general framework for portfolio theory of Maier-Paape and Zhu (2018), presented in Part I of this series.
Stanislaus Maier-Paape, Qiji Jim Zhu
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Mathematics, 2018 In this paper, we have analyzed and tested the Expected Tail Loss (ETL) approach for the Value at Risk (VaR) on the Moroccan stock market portfolio. We have compared the results with the general approaches for the standard VaR, which has been the most ...
Marouane Airouss +3 more
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Short-Term Air Pollution Forecasting Using Embeddings in Neural Networks
Atmosphere, 2023 Air quality is a highly relevant issue for any developed economy. The high incidence of pollution levels and their impact on human health has attracted the attention of the machine-learning scientific community.
Enislay Ramentol +3 more
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