Theoretical and Numerical Analysis of an Optimal Execution Problem with Uncertain Market Impact [PDF]
, 2015 This paper is a continuation of Ishitani and Kato (2015), in which we derived a continuous-time value function corresponding to an optimal execution problem with uncertain market impact as the limit of a discrete-time value function. Here, we investigate
A Alfonsi +23 more
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THE EFFECTS OF FOREIGN DIRECT INVESTMENT ON THE ECONOMIES OF CENTRAL AND EASTERN EUROPE COUNTRIES [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2016 The present study aims to highlight the positive impact that foreign direct investments have on occupancy rate, on government revenue and economic growth of Central and Eastern Europe countries.
CUCOŞ PAULA – ROXANA
doaj
A Flight Path Angle Reconstruction-Based Polynomial Guidance Law with Multiple Constraints
AerospaceA novel polynomial guidance law is proposed for flight vehicle terminal guidance, subject to multiple constraints including launch angle, impact angle, impact time, and zero terminal acceleration.
Hong Liang, Zechen Zhang, Sijiang Chang
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IMPACT OF SOME DEMOGRAPHIC PARAMETERS ON LEISURE TIME AND BODY WEIGHT
Anthropological Researches and Studies, 2017 Objectives. This study aims to determine the variability of the preferred way of spending leisure time (LT), classification according to Body mass index (BMI) and the interest in the control of body weight (BW), in relation to age, gender, place of ...
CORNELIA RADA
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Bayesian time series analysis of terrestrial impact cratering
, 2011 Giant impacts by comets and asteroids have probably had an important influence on terrestrial biological evolution. We know of around 180 high velocity impact craters on the Earth with ages up to 2400Myr and diameters up to 300km.
Alvarez +44 more
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Impact of weak localization in the time domain
, 2003 We find a renormalized "time-dependent diffusion coefficient", D(t), for pulsed excitation of a nominally diffusive sample by solving the Bethe-Salpeter equation with recurrent scattering.
Chabanov, A. A. +4 more
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Impact of day/night time land surface temperature in soil moisture disaggregation algorithms [PDF]
, 2016 Since its launch in 2009, the ESA’s SMOS mission is providing global soil moisture (SM) maps at ~40 km, using the first L-band microwave radiometer on space.
Camps Carmona, Adriano José +5 more
core +2 more sources
An experimental study on occurrence of intermediate peaks in ice load signals
International Journal of Naval Architecture and Ocean Engineering, 2020 The purpose of this study is to analyze the relationship between the occurrence of intermediate peak and time duration, and to conduct a review for the causes of the intermediate peak.
Se-Jin Ahn, Tak-Kee Lee
doaj +1 more source
Impact of delivery time factor on treatment time and plan quality in tomotherapy
Scientific Reports, 2023 Delivery time factor (DTF) is a new parameter introduced by the RayStation treatment planning system for tomotherapy treatment planning. This study investigated the effects of this factor on various tomotherapy plans.
Takayuki Yagihashi +7 more
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Mathematical Formulation of an Optimal Execution Problem with Uncertain Market Impact [PDF]
, 2015 We study an optimal execution problem with uncertain market impact to derive a more realistic market model. We construct a discrete-time model as a value function for optimal execution.
Ishitani, Kensuke, Kato, Takashi
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