Results 61 to 70 of about 52,895 (269)

Information Transmission Strategies for Self‐Organized Robotic Aggregation

open access: yesAdvanced Robotics Research, EarlyView.
In this review, we discuss how information transmission influences the neighbor‐based self‐organized aggregation of swarm robots. We focus specifically on local interactions regarding information transfer and categorize previous studies based on the functions of the information exchanged.
Shu Leng   +5 more
wiley   +1 more source

Ruin probability in a risk model with variable premium intensity and risky investments [PDF]

open access: yesOpuscula Mathematica, 2015
We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura   +2 more
doaj   +1 more source

A Greener Heterogeneous Scheduling Algorithm via Blending Pattern of Particle Swarm Computing Intelligence and Geometric Brownian Motion

open access: yesIEEE Access, 2021
This paper focuses on the algorithms design of heterogeneous green scheduling for energy conservation and emission reduction in cloud computing. In essence, the real time, dynamic and complexity of heterogeneous scheduling require higher algorithm ...
Shaohui Li   +3 more
doaj   +1 more source

Mean-Variance Asset-Liability Management with State-Dependent Risk Aversion [PDF]

open access: yes, 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  

Brownian Motion on a Sphere: Distribution of Solid Angles

open access: yes, 2000
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles.
Krishna, M. M. G.   +2 more
core   +2 more sources

Cyclodextrin‐Functionalized Light‐Driven Cu2O Micromotors for Simultaneous Capture and Degradation of Bisphenol A

open access: yesAdvanced Robotics Research, EarlyView.
Fuel‐free Cu2O‐based micromotors functionalized with β‐cyclodextrin actively remove bisphenol A from water under visible light. The cyclodextrin shell captures BPA and enhances micromotor motility, leading to faster degradation and higher overall removal than nonfunctionalized Cu2O and Cu2O@Au.
Luisa Natalia Cordoba Urresti   +3 more
wiley   +1 more source

Asian Option Pricing with Transaction Costs and Dividends under the Fractional Brownian Motion Model

open access: yesJournal of Applied Mathematics, 2014
The pricing problem of geometric average Asian option under fractional Brownian motion is studied in this paper. The partial differential equation satisfied by the option’s value is presented on the basis of no-arbitrage principle and fractional formula.
Yan Zhang   +3 more
doaj   +1 more source

Cellular Snowballing: Cell Adhesion and Migration Drive the Self‐Assembly of Cell‐Microgel Biohybrid Spheroids

open access: yesAdvanced Science, EarlyView.
A new class of biohybrid spheroids is engineered through the self‐assembly of adherent cells and extracellular matrix‐mimetic hydrogel microparticles (microgels). By mimicking a snowballing effect, this approach enables scalable formation of porous, millimeter‐scale spheroids with enhanced cell viability and molecular diffusion.
Zaman Ataie   +7 more
wiley   +1 more source

Optimal Trade Execution under Jump Diffusion Process: A Mean-VaR Approach

open access: yesDiscrete Dynamics in Nature and Society, 2018
In the classical optimal execution problem, the basic assumption of underlying asset price is Arithmetic Brownian Motion (ABM) or Geometric Brownian Motion (GBM).
Tianmin Zhou, Can Jia, Handong Li
doaj   +1 more source

When to Sell or Hold a Stock:Empirical Evidence from an Emerging Market [PDF]

open access: yes, 2012
Data from an emerging market were used to determine when to sell or hold a stock for a single model of a stock whose price is assumed to be a geometric Brownian motion in which the jump Markov process changes back and forth between positive and negative ...
Ogundiran, T.J., Owoloko, E. A.
core  

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