Results 281 to 290 of about 141,036 (295)

Practical Guide and Review of Fossil Tip-Dating in Phylogenetics. [PDF]

Syst Biol
Heckeberg NS, Capobianco A, Khakurel B, Darlim G, Höhna S.   +4 more
europepmc   +1 more source

A dual-stochastic real options model for sports tourism investment: A case study in China. [PDF]

PLoS One
Liu T, Cheng J, Huang Y.
europepmc   +1 more source

Dynamic vehicle routing model using geometric Brownian motion

, 2019
Joseph Muroki Mungai
openalex   +1 more source

Dynamics of a bottom-heavy Janus particle near a wall under shear flow.

Soft Matter
Jalilvand Z, Notarmuzi D, Córdova-Figueroa UM, Bianchi E, Kretzschmar I.   +4 more
europepmc   +1 more source

Colour and shape evolution reflect ecological specialisation in Pomacentridae

Jiménez AG, Salamin N, Gaboriau T.
europepmc   +1 more source

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Nonergodicity of reset geometric Brownian motion.

Physical Review E, 2022
We derive. the ensemble- and time-averaged mean-squared displacements (MSD, TAMSD) for Poisson-reset geometric Brownian motion (GBM), in agreement with simulations.
D. Vinod, Andrey G. Cherstvy, Wei Wang, R. Metzler, I. Sokolov   +4 more
semanticscholar   +1 more source

Time-averaging and nonergodicity of reset geometric Brownian motion with drift.

Physical Review E, 2022
How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the future? Specifically, what are the long-time properties of a time-local exponential growth of stock-market prices under the influence of stochastically occurring ...
D. Vinod, Andrey G. Cherstvy, R. Metzler, I. Sokolov   +3 more
semanticscholar   +1 more source

Scaled geometric Brownian motion features sub- or superexponential ensemble-averaged, but linear time-averaged mean-squared displacements.

Physical Review E, 2021
Various mathematical Black-Scholes-Merton-like models of option pricing employ the paradigmatic stochastic process of geometric Brownian motion (GBM). The innate property of such models and of real stock-market prices is the roughly exponential growth of
Andrey G. Cherstvy, D. Vinod, Erez Aghion, I. Sokolov, R. Metzler   +4 more
semanticscholar   +1 more source

Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options

Applied Stochastic Models in Business and Industry
In this paper we model the dynamics of the Chinese crude oil futures returns by using a skew‐geometric Brownian motion correlated with the market volatility, which is taken as a square‐root stochastic process.
Michele Bufalo, Viviana Fanelli
semanticscholar   +1 more source

FORECASTING THE PERFORMANCE OF TADAWUL ALL SHARE INDEX (TASI) USING GEOMETRIC BROWNIAN MOTION AND GEOMETRIC FRACTIONAL BROWNIAN MOTION

, 2020
It is known that the market indices of Saudi Arabia which is called Tadawul All Share Index (TASI) reflect the performance of economic growth and financial stability of Saudi Arabia. Thus, the forecasting of the performance is quite important.
Mohammed Alhagyan, Fuad S. Alduais
semanticscholar   +1 more source