Results 81 to 90 of about 54,046 (227)
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Systemic Robustness: A Mean‐Field Particle System Approach
Mathematical Finance, EarlyView.ABSTRACT This paper is concerned with the problem of capital provision in a large particle system modeled by stochastic differential equations involving hitting times, which arises from considerations of systemic risk in a financial network. Motivated by Tang and Tsai, we focus on the number or proportion of surviving entities that never default to ...
Erhan Bayraktar +3 more
wiley +1 more source
Shape maps for second order partial differential equations
, 2015 We analyse the singularity formation of congruences of solutions of systems of second order PDEs via the construction of \emph{shape maps}. The trace of such maps represents a congruence volume whose collapse we study through an appropriate evolution ...
Prince, G. E. +2 more
core
Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions
Mathematical Finance, EarlyView.ABSTRACT This paper investigates the optimal investment problem in a market with two types of illiquidity: transaction costs and search frictions. We analyze a power‐utility maximization problem where an investor encounters proportional transaction costs and trades only when a Poisson process triggers trading opportunities.
Tae Ung Gang, Jin Hyuk Choi
wiley +1 more source
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract Millimeter‐level active control of track geometry irregularity (TGI) is crucial for intelligent maintenance of high‐speed railways. To address the efficiency limitations of existing time‐domain characteristics‐dominated TGI maintenance scheme design methods and vehicle–track coupled dynamics evaluation models, this paper proposes a new ...
Huakun Sun +6 more
wiley +1 more source
Accurate macroscale modelling of spatial dynamics in multiple dimensions
, 2012 Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators.
Bunder, J. E. +2 more
core
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract This study addresses complex multi‐objective optimization challenges in large‐scale, real‐world water distribution networks (WDNs). The primary objectives are to improve a water quality index (water age) and network resilience by optimizing pipe diameters and network topology as decision variables.
Amin Minaei +10 more
wiley +1 more source
Mathematical Modeling and Analysis of PDE-Models for Semiconductor Devices
, 2017 Arbeit an der Bibliothek noch nicht eingelangt - Daten nicht geprüft Abweichender Titel laut Übersetzung des Verfassers/der Verfasserin Karl-Franzens-Universität Graz, Dissertation ...
openaire
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract The accuracy of road crack detection is susceptible to factors such as illumination variations and tiny crack sizes. Additionally, the loss function in road crack detection is prone to fluctuations during the training process, leading to instability.
WenTao Peng +4 more
wiley +1 more source
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract Most post‐disaster damage classifiers perform best when destructive forces leave clear spectral or structural signatures. However, these signatures are often subtle or absent after inundation, where damage may be nonstructural and difficult to detect.
Yu‐Hsuan Ho, Ali Mostafavi
wiley +1 more source