Results 11 to 20 of about 300,139 (276)
Polynomial Diffusions and Applications in Finance
Finance and Stochastics, 2016 This paper provides the mathematical foundation for polynomial diffusions. They play an important role in a growing range of applications in finance, including financial market models for interest rates, credit risk, stochastic volatility, commodities ...
Filipovic, Damir, Larsson, Martin
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Communications, 2010 This article presents how mathematical tools can be used in finance. It also shows some interconnections among several parts of mathematics as mathematical analysis, numerical analysis and financial mathematics.
Maria Kudelcikova
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Review of the influences of COVID-19 pandemic on tourism [PDF]
E3S Web of Conferences, 2021 COVID-19 has become a major global pandemic since Jan 2020, which has made a deep impact on tourism industry. There is ongoing research about how the tourism industry is impacted by this global crisis.
Lin Yunzhi
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Some applications of Sigmoid functions [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2021 In numerical analysis, the process of fitting a function via given data is called interpolation. Interpolation has many applications in engineering and science.
M. A. Jafari, A. Aminataei
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Stock Market Crisis Forecasting Using Neural Networks with Input Factor Selection
Applied 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
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Risks, 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
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Applied 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
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Automated Generation of Test Cases for Smart Contract Security Analyzers
IEEE 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
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Forecasting, 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
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Quadrinomial trees with stochastic volatility to value real options [PDF]
Journal of Economics Finance and Administrative Science, 2021 Purpose – The purpose of this article is to propose a detailed methodology to estimate, model and incorporate the non-constant volatility onto a numerical tree scheme, to evaluate a real option, using a quadrinomial multiplicative recombination.
Freddy H. Marín-Sánchez +2 more
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