Results 51 to 60 of about 141,036 (295)
Financial Modeling with Geometric Brownian Motion
Open Journal of Business and Management-This project evaluates the Brownian Motion model’s effectiveness compared to historical stock market data. This paper analyzes its potential reasons for inaccuracies across time spans, specifically delving into its inability to incorporate major events ...
Chelsea Peng, Colette Simon
semanticscholar +1 more source
MODELLING MALAYSIAN GOLD PRICES USING GEOMETRIC BROWNIAN MOTION MODEL
, 2020 In this study, we use geometric Brownian motion, a mathematical model, to represent the future price path for Malaysian gold prices, namely Kijang Emas. We estimate the unknown parameters in the model, and we illustrate the accuracy of this method using ...
Zawin Najah Hamdan +2 more
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.This review explores functional and responsive materials for triboelectric nanogenerators (TENGs) in sustainable smart agriculture. It examines how particulate contamination and dirt affect charge transfer and efficiency. Environmental challenges and strategies to enhance durability and responsiveness are outlined, including active functional layers ...
Rafael R. A. Silva +9 more
wiley +1 more source
Peptide Sequencing With Single Acid Resolution Using a Sub‐Nanometer Diameter Pore
Advanced Functional Materials, EarlyView.To sequence a single molecule of Aβ1−42–sodium dodecyl sulfate (SDS), the aggregate is forced through a sub‐nanopore 0.4 nm in diameter spanning a 4.0 nm thick membrane. The figure is a visual molecular dynamics (VMD) snapshot depicting the translocation of Aβ1−42–SDS through the pore; only the peptide, the SDS, the Na+ (yellow/green) and Cl− (cyan ...
Apurba Paul +8 more
wiley +1 more source
Microsphere Autolithography—A Scalable Approach for Arbitrary Patterning of Dielectric Spheres
Advanced Functional Materials, EarlyView.MicroSphere Autolithography (µSAL) enables scalable fabrication of patchy particles with customizable surface motifs. Focusing light through dielectric microspheres creates well defined, tunable patches via a conformal poly(dopamine) photoresist. Nearly arbitrary surface patterns can be achieved, with the resolution set by the index contrast between ...
Elliott D. Kunkel +3 more
wiley +1 more source
Application of the Fractal Brownian Motion to the Athens Stock Exchange
Fractal and FractionalThe Athens Stock Exchange (ASE) is a dynamic financial market with complex interactions and inherent volatility. Traditional models often fall short in capturing the intricate dependencies and long memory effects observed in real-world financial data. In
John Leventides +5 more
doaj +1 more source
Advanced Functional Materials, EarlyView.Liquid crystalline inverted lipid phases and reverse micelles are self‐assembled lipid nanostructures that enhance the solubility, stability, and delivery of diverse therapeutics. This review integrates their physicochemical principles, formulation strategies, drug loading mechanisms, and biomedical applications, highlighting their growing ...
Numan Eczacioglu +3 more
wiley +1 more source
Mean-Variance Asset-Liability Management with State-Dependent Risk Aversion [PDF]
, 2013 In this paper, we consider the asset-liability management under the mean-variance criterion. The financial market consists of a risk-free bond and a stock whose price process is modeled by a geometric Brownian motion.
Wang, Rongming, Wei, Jiaqin, Zhao, Qian
core
Fractional Brownian motion with a reflecting wall [PDF]
, 2018 Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion.
Vojta, Thomas, Wada, Alexander H. O.
core +3 more sources
Asymptotics for the discrete-time average of the geometric Brownian motion and Asian options [PDF]
Advances in Applied Probability, 2017 The time average of geometric Brownian motion plays a crucial role in the pricing of Asian options in mathematical finance. In this paper we consider the asymptotics of the discrete-time average of a geometric Brownian motion sampled on uniformly spaced ...
D. Pirjol, Lingjiong Zhu
semanticscholar +1 more source