Results 161 to 170 of about 87,373,027 (240)

Rigorous construction and classification of solitary-waves and exact soliton configurations in the nonlinear coupled Maccari system. [PDF]

Sci Rep
Hussain A, Khalel NJ, Oğul B, Al-Sinan BR, Thaqfan AA, Aly ES, Ibrahim TF.   +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

Deterministic, stochastic, and mean-field PDE models in neuroscience. [PDF]

Front Comput Neurosci
Çetin C, Piqueira JRC, İzgi B, Peker-Dobie A, Ahmetolan S, Özkaya M.   +5 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

Parameter identification for PDEs using sparse interior data and a recurrent neural network. [PDF]

Sci Rep
Long J, Khaliq A, Furati KM.
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

The Emergence of Turing Instability and Pattern Formation in a Nonlinear Stochastic Spatiotemporal Epidemic Model with Reinfections. [PDF]

Acta Biotheor
Singh AK, Almshekhs R, Kumar M, Ramakrishnan S.   +3 more
europepmc   +1 more source

Market Making With Fads, Informed, and Uninformed Traders

Mathematical Finance, EarlyView.
ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci, Adrien Mathieu, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

New analytical wave solutions for the gardner equation via the Riccati-modified extended simple equation method. [PDF]

Sci Rep
Jawarneh Y, Almusawa MY, Haleemzai I, Hakami AH, Ahmadini AAH, Albaity A.   +5 more
europepmc   +1 more source

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
wiley   +1 more source