Results 81 to 90 of about 141,036 (295)
Optimal Trade Execution under Jump Diffusion Process: A Mean-VaR Approach
Discrete 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
Stock price prediction using geometric Brownian motion
, 2018 Geometric Brownian motion is a mathematical model for predicting the future price of stock. The phase that done before stock price prediction is determine stock expected price formulation and determine the confidence level of 95%.
Farida Agustini +2 more
semanticscholar +1 more source
Journal of Physics: Conference Series, 2019 Theoretically, the movement of the Composite Stock Price Index (CSPI) is in line with the company’s stock price movements. Hence, it would be appropriate to measure the CSPI contribution to the company’s stock price regarding modeling the company’s stock
A. Hoyyi +3 more
semanticscholar +1 more source
Information Transmission Strategies for Self‐Organized Robotic Aggregation
Advanced 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
Robotic Materials With Bioinspired Microstructures for High Sensitivity and Fast Actuation
Advanced Science, EarlyView.In the review paper, design rationale and approaches for bioinspired sensors and actuators in robotics applications are presented. These bioinspired microstructure strategies implemented in both can improve the performance in several ways. Also, recent ideas and innovations that embed robotic materials with logic and computation with it are part of the
Sakshi Sakshi +4 more
wiley +1 more source
The Randomized American Option as a Classical Solution to the Penalized Problem
Journal of Function Spaces, 2015 We connect the exercisability randomized American option to the penalty method by showing that the randomized American option value u is the unique classical solution to the Cauchy problem corresponding to the canonical penalty problem for American ...
Guillaume Leduc
doaj +1 more source
Green function estimates for subordinate Brownian motions : stable and beyond [PDF]
, 2013 A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator satisfies some mild
Kim, Panki, Mimica, Ante
core
Advanced Science, EarlyView.Hydrogel‐based wearable electronics hold great promise for physiological monitoring in privacy‐sensitive regions. In this study, a polyurethane (PU) microfiber‐reinforced gelatin hydrogel e‐skin is developed, boasting multiple advantages such as ultra‐thinness, high toughness, and long‐term skin conformability.
Yarong Ding +11 more
wiley +1 more source
Qualitative properties of numerical methods for the inhomogeneous\n geometric Brownian motion [PDF]
, 2020 Irene Tubikanec +3 more
openalex +1 more source
, 2017 It is known that the Brownian bridge or L\'evy-Ciesielski construction of Brownian paths almost surely converges uniformly to the true Brownian path. In the present article the focus is on the error.
Brown, Bruce +3 more
core