Results 101 to 110 of about 141,036 (295)
Modeling stock prices in a portfolio using multidimensional geometric brownian motion
, 2018 Modeling and forecasting stock prices of public corporates are important studies in financial analysis, due to their stock price characteristics. Stocks investments give a wide variety of risks. Taking a portfolio of several stocks is one way to minimize
D. A. I. Maruddani, Trimono
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Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT The objective of the current research is to characterize the thermal performance in micropolar fluid flows on a vertically elongated porous sheet in the presence of buoyancy forces. Thus, the motivation of this study is to improve the understanding of buoyancy‐driven micropolar fluid flows through porous media, which are relevant to advanced ...
T. Venu, MD. Shamshuddin, S. O. Salawu
wiley +1 more source
Fractal and FractionalThis paper introduces the fractional Heston-type (fHt) model as a stochastic system comprising the stock price process modeled by a geometric Brownian motion. In this model, the infinitesimal return volatility is characterized by the square of a singular
Marc Mukendi Mpanda
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Brownian Motion in the Hilbert Space of Quantum States and the Stochastically Emergent Lorentz Symmetry: A Fractal Geometric Approach from Wiener Process to Formulating Feynman's Path-Integral Measure for Relativistic Quantum Fields [PDF]
, 2022 A. A. Varshovi
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A Collaborative Kalman Filter for Time-Evolving Dyadic Processes [PDF]
, 2015 We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by modeling each low ...
Gultekin, San, Paisley, John
core
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT The hybrid nanofluid integrated with micropolar fluid shows growing interest due to the enhanced thermal performance in microscale devices. These improved properties are due to their greater thermal conductivity and rotational effects. The proposed study assesses the significance of velocity slip on the flow characteristic of micropolar ...
P. P. Nayak +3 more
wiley +1 more source
Geometric RSK and the Toda lattice
, 2013 We relate a continuous-time version of the geometric RSK correspondence to the Toda lattice, in a way which can be viewed as a semi-classical limit of a recent result by the author which relates the continuous-time geometric RSK mapping, with Brownian ...
O'Connell, Neil
core
Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT The utilisation of viscoelastic Walter's B nanoliquid in engineering and biomedical applications gained substantial attention because of its ability to provide real‐time fluid behaviour, particularly in the heat flow mechanism. In particular, the flow of viscoelastic fluid over an elongating surface is useful in polymer processing and ...
Laxmipriya Swain +3 more
wiley +1 more source
Simulation and hedging oil price with geometric Brownian Motion and single-step binomial price model [PDF]
, 2017 This paper[1] uses the Geometric Brownian Motion (GBM) to model the behaviour of crude oil price in a Monte Carlo simulation framework. The performance of the GBM method is compared with the naïve strategy using different forecast evaluation techniques ...
Nwafor, Chioma N., Oyedele, Azeez A.
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Asia-Pacific Journal of Chemical Engineering, EarlyView.ABSTRACT Thermal energy transport likely through polymer extrusion, cooling of metallic plates, and chemical processing equipment relating to the flow of viscoelastic nanofluid has a greater role in engineering because of its elastic characteristics.
Rupa Baithalu +3 more
wiley +1 more source