Results 41 to 50 of about 218,719 (310)

Inflation Protected Investment Strategies

Risks, 2016
In this paper, a dynamic inflation-protected investment strategy is presented, which is based on traditional asset classes and Markov-switching models.
Mirco Mahlstedt, Rudi Zagst
doaj   +1 more source

Reliable intermittent extended dissipative control for uncertain fuzzy flexible spacecraft systems with Bernoulli stochastic distribution

IET Control Theory & Applications, 2021
This paper addresses the problem of uncertain fuzzy intermittent extended dissipative control to stabilize the flexible spacecraft (FS). However, to the systems with actuator random failures, input saturation and Bernoulli stochastic distribution by ...
Kui Ding, Quanxin Zhu
doaj   +1 more source

Informational Updates and the Derivative Pricing Kernel

AppliedMath
It is common in financial markets for market makers to offer prices on derivative instruments even though they are uncertain about the underlying asset’s value. This paper studies the mathematical problem that arises as a result.
Ayan Bhattacharya
doaj   +1 more source

A $C^{0,1}$-functional Itô's formula and its applications in mathematical finance [PDF]

arXiv, 2021
Using Dupire's notion of vertical derivative, we provide a functional (path-dependent) extension of the It\^o's formula of Gozzi and Russo (2006) that applies to C^{0,1}-functions of continuous weak Dirichlet processes. It is motivated and illustrated by its applications to the hedging or superhedging problems of path-dependent options in mathematical ...
arxiv  

Improving the adversarial transferability with relational graphs ensemble adversarial attack

Frontiers in Neuroscience, 2023
In transferable black-box attacks, adversarial samples remain adversarial across multiple models and are more likely to attack unknown models. From this view, acquiring and exploiting multiple models is the key to improving transferability.
Jiatian Pi, Chaoyang Luo, Fen Xia, Ning Jiang, Haiying Wu, Zhiyou Wu   +5 more
doaj   +1 more source

Quantum Computing for Financial Mathematics [PDF]

arXiv, 2023
Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its potential.
arxiv  

Novel CT radiomics models for the postoperative prediction of early recurrence of resectable pancreatic adenocarcinoma: A single‐center retrospective study in China

Journal of Applied Clinical Medical Physics, EarlyView.
Abstract Purpose To assess the predictive capability of CT radiomics features for early recurrence (ER) of pancreatic ductal adenocarcinoma (PDAC). Methods Postoperative PDAC patients were retrospectively selected, all of whom had undergone preoperative CT imaging and surgery. Both patients with resectable or borderline‐resectable pancreatic cancer met
Xinze Du, Yongsu Ma, Kexin Wang, Xiejian Zhong, Jianxin Wang, Xiaodong Tian, Xiaoying Wang, Yinmo Yang   +7 more
wiley   +1 more source

A note on hospital financing: local financing vs. central financing [PDF]

arXiv, 2022
This note tries to study how hospital behaviors, with reference to interhospital collaboration or competition, could be affected by hospital financing systems. For that this note simulates two scenarios which start with the following baseline scenario: a State, with a set of hospitals, each with all types of wards at a basic level.
arxiv  

Data‐driven forecasting of ship motions in waves using machine learning and dynamic mode decomposition

International Journal of Adaptive Control and Signal Processing, EarlyView.
Summary Data‐driven forecasting of ship motions in waves is investigated through feedforward and recurrent neural networks as well as dynamic mode decomposition. The goal is to predict future ship motion variables based on past data collected on the field, using equation‐free approaches.
Matteo Diez, Mauro Gaggero, Andrea Serani   +2 more
wiley   +1 more source

Global existence of classical solutions for two-dimensional isentropic compressible Navier–Stokes equations with small initial mass

Advances in Difference Equations, 2020
In this paper, we consider the initial-boundary value problem of two-dimensional isentropic compressible Navier–Stokes equations with vacuum on the square domain.
Wei Li, Zhaoyang Shang, Fuquan Tang
doaj   +1 more source