Results 101 to 110 of about 151,410 (172)

On the unboundedness of martingale transforms [PDF]

, 1985
openaire   +1 more source

Sequential analysis and its applications to neuromorphic engineering. [PDF]

Front Neurosci
Mani S, Afshar S, Monk T.
europepmc   +1 more source

Exchange Options Under Jump-Diffusion Dynamics [PDF]

Margrabe provides a pricing formula for an exchange option where the distributions of both stock prices are log-normal with correlated Wiener components.
Carl Chiarella, Gerald H. L. Cheang
core  

Heuristic centrality methods challenge greedy optimization in influence maximization. [PDF]

Sci Rep
Almazaydeh L, Al Tawil A, Shaban A, Al-Qudah R.   +3 more
europepmc   +1 more source

Expecting the Unexpected: Entropy and Multifractal Systems in Finance. [PDF]

Entropy (Basel), 2023
Orlando G, Lampart M.
europepmc   +1 more source

Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test [PDF]

This paper tests for the martingale (or random walk) hypothesis in the stock prices of a group of Asian countries. The selected countries represent well-developed markets (Hong Kong and Japan) as well as emerging markets (Korea, Taiwan and Thailand ...
Jae H. Kim
core  

Coarse-Grained Hawkes Processes. [PDF]

Entropy (Basel)
Koyama S.
europepmc   +1 more source

DeepCME: A deep learning framework for computing solution statistics of the chemical master equation. [PDF]

PLoS Comput Biol, 2021
Gupta A, Schwab C, Khammash M.
europepmc   +1 more source

Stochastic thermodynamics of social imitation beyond energetics. [PDF]

Nat Commun
Irisarri L, Trigal L, Toral R, Manzano G.   +3 more
europepmc   +1 more source

Using entropy-driven amplifier circuit response to build nonlinear model under the influence of Lévy jump. [PDF]

BMC Bioinformatics, 2022
Fu H, Lv H, Zhang Q.
europepmc   +1 more source