Results 61 to 70 of about 483,190 (338)
In this paper, we consider the global existence of strong solutions to the three-dimensional Boussinesq equations on the smooth bounded domain Ω. Based on the blow-up criterion and uniform estimates, we prove that the strong solution exists globally in ...
Zhaoyang Shang, Fuquan Tang
doaj +1 more source
Polynomial Diffusions and Applications in Finance
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
core +1 more source
Abstract Purpose To promote diversity in Science, Technology, Engineering, and Mathematics (STEM), an educational presentation and hands‐on session was organised to raise awareness of STEM career opportunities among high school girls to introduce the students to the field of medical physics. Materials and Methods The study involved 65 first‐year Senior
Afua A. Yorke+7 more
wiley +1 more source
Affine processes on positive semidefinite matrices
This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices.
Cuchiero, Christa+3 more
core +2 more sources
Two examples of non strictly convex large deviations [PDF]
We present two examples of a large deviations principle where the rate function is not strictly convex. This is motivated by a model used in mathematical finance (the Heston model), and adds a new item to the zoology of non strictly convex large ...
De Marco, S, Jacquier, A, Roome, P
core +3 more sources
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+2 more
wiley +1 more source
A simple non-parametric goodness-of-fit test for elliptical copulas
In this paper, we propose a simple non-parametric goodness-of-fit test for elliptical copulas of any dimension. It is based on the equality of Kendall’s tau and Blomqvist’s beta for all bivariate margins.
Jaser Miriam, Haug Stephan, Min Aleksey
doaj +1 more source
This paper describes a mathematical model of finance ratios against net income percentage in Indonesia Hardware Ace Company. This model constructed using multiple linear regression. In this paper, we used some financial ratios such as Current Ratio (CR),
Rukmono Budi Utomo
doaj +1 more source
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
Mathematical Finance and Probability
Koch-Medina, Pablo, Merino, Sandro
openaire +3 more sources