Abstract We propose the novel p‐branch‐and‐bound method for solving two‐stage stochastic programming problems whose deterministic equivalents are represented by non‐convex mixed‐integer quadratically constrained quadratic programming (MIQCQP) models. The precision of the solution generated by the p‐branch‐and‐bound method can be arbitrarily adjusted by
Nikita Belyak, Fabricio Oliveira
wiley +1 more source
Generalized FitzHugh-Nagumo equations with Caputo gH-differentiability: A novel fuzzy fractional approach to digital memristor networks. [PDF]
Yousuf M +3 more
europepmc +1 more source
Managerial Overoptimism and Discretionary Disclosure
ABSTRACT We examine the effect of managerial overoptimism on discretionary disclosure of subjective information, such as earnings forecasts. The market applies a discount upon disclosure to capture the possibility that the revealed subjective expectation is too optimistic.
Nikolaj Niebuhr Lambertsen +1 more
wiley +1 more source
Solutions behavior of mechanical oscillator equations with impulsive effects under Power Caputo fractional operator and its symmetric cases. [PDF]
Saber H +5 more
europepmc +1 more source
Bank Capital and Misconduct Incentives
ABSTRACT This paper studies large banks' incentives to engage in misconduct by abusing their dominant position in the market for loans and by mis‐selling an add‐on financial product to depositors. We draw new connections between stability‐focused prudential regulation and misconduct by studying the impact of higher capital requirements on misconduct ...
Jacob Seifert
wiley +1 more source
Utilizing fractional-order operator to Alzheimer's disease dynamics. [PDF]
Nisar KS, Farman M.
europepmc +1 more source
Do carbon prices affect stock prices?
Abstract We explore how carbon pricing affects corporate financial performance during Phase 3 of the European Union Emissions Trading Scheme (EU ETS). We find that the relationship between carbon prices and stock prices depends critically on the proportion of verified emissions covered by freely allocated ETS allowances: For firms with a greater ...
Patrick Bolton +2 more
wiley +1 more source
Mathematical modeling and optimal control analysis of lumpy skin disease in domestic cattle. [PDF]
Renu, Yadav RP.
europepmc +1 more source
Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt
Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
wiley +1 more source
Discrete-time Mittag-Leffler state estimation for fractional-order quaternion memristive neural networks. [PDF]
Huang Q, Tu Z.
europepmc +1 more source

