Results 11 to 20 of about 2,755,023 (338)

Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance [PDF]

open access: yesQuantum, 2020
Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs).
Dong An   +5 more
semanticscholar   +1 more source

Stock Market Crisis Forecasting Using Neural Networks with Input Factor Selection

open access: yesApplied Sciences, 2022
Artificial neural networks have gained increasing importance in many fields, including quantitative finance, due to their ability to identify, learn and regenerate non-linear relationships between targets of investigation.
Felix Fuchs   +3 more
doaj   +1 more source

Adapted Wasserstein distances and stability in mathematical finance [PDF]

open access: yesFinance and Stochastics, 2019
Assume that an agent models a financial asset through a measure ℚ with the goal to price/hedge some derivative or optimise some expected utility.
J. Backhoff‐Veraguas   +3 more
semanticscholar   +1 more source

Digital Finance and Firm Exit: Mathematical Model and Empirical Evidence from Industrial Firms

open access: yesDiscrete Dynamics in Nature and Society, 2021
From the perspective of financial constraint, this paper constructs a mathematical model to analyze the impact of digital financial development on firm exit probability.
Fenfen Ma   +3 more
semanticscholar   +1 more source

A Survey of Deep Learning for Mathematical Reasoning [PDF]

open access: yesAnnual Meeting of the Association for Computational Linguistics, 2022
Mathematical reasoning is a fundamental aspect of human intelligence and is applicable in various fields, including science, engineering, finance, and everyday life. The development of artificial intelligence (AI) systems capable of solving math problems
Pan Lu   +4 more
semanticscholar   +1 more source

Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business

open access: yesRisks, 2022
Estimating outstanding claims reserves in the non-life insurance business is often impaired by outlier-contaminated datasets. Widely used methods to eliminate outliers in non-life development triangles are either limiting the number of outliers by robust
Jan Barlak   +3 more
doaj   +1 more source

Editorial Statement for Mathematical Finance

open access: yesJournal of Risk and Financial Management, 2020
Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used in all areas of finance. In this editorial, we tell authors the ideas on what types of papers we will accept for publication in the ...
W. Wong
semanticscholar   +1 more source

COVIX—An Index Allowing for the Assessment of the Pandemic Situation Based on Infections and Hospitalisation Data

open access: yesApplied Sciences, 2023
Monitoring and assessing the severity of the pandemic situation is one of the key challenges that public officials faced during the COVID-19 pandemic.
Michel Kschonnek   +3 more
doaj   +1 more source

Automated Generation of Test Cases for Smart Contract Security Analyzers

open access: yesIEEE Access, 2020
We address the absence of reliable tests on contract analyzers of smart contracts and present a systematic method to diversify test cases by combining smart-contract-specific bugs and static analysis barriers in this paper.
Ki Byung Kim, Jonghyup Lee
doaj   +1 more source

Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data

open access: yesForecasting, 2021
This article considers the estimation of Approximate Dynamic Factor Models with homoscedastic, cross-sectionally correlated errors for incomplete panel data.
Monica Defend   +5 more
doaj   +1 more source

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