Results 111 to 120 of about 327,794 (206)
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
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Information‐Theoretic Approach to Financial Market Modeling
Mathematical Finance, EarlyView.ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
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Risk Measure Duality Without Structure
Mathematical Finance, EarlyView.ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
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Barriers and Bridges: The Trade, Productivity, and Welfare Effects of the Belt and Road Initiative
The World Economy, EarlyView.ABSTRACT This paper evaluates the impact of the Belt and Road Initiative (BRI) on trade, productivity, and welfare using a multi‐country, multi‐sector Ricardian model with input–output linkages. Gravity estimates reveal asymmetric trade effects: BRI participation increases imports from China in textiles, wood and paper, and electrical machinery, while ...
Shuangcen Li
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Generalized J-integral – mathematical foundation
Boundary Value ProblemsThis article describes the mathematics for building the foundations of the theory of the Generalized J-integral (GJ-integral) in various variational problems defined on D that gives the shape derivative on singular points such as boundaries, cracks ...
Kohji Ohtsuka
doaj +1 more source
Fréchet-Derivative-Based Global Sensitivity Analysis and Its Physical Meanings in Structural Design
Applied SciencesSensitivity analysis is essential for uncertainty-based structural design and analysis, especially global sensitivity analysis, which can reflect the overall physical properties of large and complex computational models with stochastic parameters.
Weifeng Tao, Zhiqiang Wan, Xiuli Wang
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Computational and Systems Oncology, Volume 6, Issue 1, December 2026.ABSTRACT Rare cancers collectively represent 20%–25% of all malignancies yet yield fewer than 50 annotated whole‐slide images (WSIs) per subtype in publicly available archives, rendering supervised deep learning inapplicable. We present HierAnom‐Path, to the best of our knowledge, the first framework for zero‐shot rare cancer anomaly detection in ...
Noora Saleem Jumaah +5 more
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Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson +2 more
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Geophysical Research Letters, Volume 53, Issue 17, 16 September 2026.Abstract The Pamir, located at the northwestern margin of the Tibetan Plateau, is undergoing E–W extension within its interior, accommodated by micro‐block motions along major fault systems; however, the mechanisms governing this modern block kinematics remain elusive.
Bingfeng Zhang +3 more
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Mathematical Methods in the Applied Sciences, Volume 49, Issue 13, Page 14964-15009, 15 September 2026.ABSTRACT We develop a unified mathematical framework extending classical moment theory from discrete integer orders to a continuous spectrum of real orders f>0$$ f>0 $$, providing a systematic statistical characterization of complex systems exhibiting power‐law behavior.
Farrukh A. Chishtie
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