Results 51 to 60 of about 27,230 (113)
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
Agents' Behavior and Interest Rate Model Optimization in DeFi Lending
Mathematical Finance, EarlyView.ABSTRACT Contrasting sharply with traditional money, bond, and bond futures markets, where interest rates emerge organically from participant interactions, DeFi lending platforms employ rule‐based interest rates that are algorithmically set. Thus, the selection of an effective interest rate model (IRM) is paramount for the success of a lending protocol.
Charles Bertucci +4 more
wiley +1 more source
Order Routing and Market Quality: Who Benefits From Internalization?
Mathematical Finance, EarlyView.ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source
Computational study of the excitation of human induced pluripotent stem cell‐derived cardiomyocytes
Experimental Physiology, EarlyView.Abstract Human induced pluripotent stem cell‐derived cardiomyocytes (hiPSC‐CMs) have proven to be a revolutionary advance for tissue engineering, disease modelling, and drug testing and discovery. Computational modelling enables detailed electrophysiological analysis that is otherwise difficult or impossible to achieve under strictly experimental ...
Roshni Shetty +2 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend In this study, we use human‐induced pluripotent stem cell‐derived cardiomyocyte (hiPSC‐CM) experiments and computational modelling to identify the mechanism of action of drug compounds. In the hiPSC‐CM experiments, optical measurements of cell collections are recorded in the baseline case and after drug exposure.
Karoline Horgmo Jæger +4 more
wiley +1 more source
Computational Algorithmic Innovations in Differential Equation‐Based Dynamic Process Modeling
Engineering Reports, Volume 8, Issue 2, February 2026.This study presents algorithmic innovations in Neural Ordinary Differential Equations (NeuralODEs) for dynamic process modeling of complex biochemical systems. Using the DARPP‐32 signaling network as a benchmark, the proposed framework demonstrates accurate replication of ODE and Rule‐Based Model behaviors while offering enhanced modularity ...
Guobin Zeng
wiley +1 more source
Mathematical Methods in the Applied Sciences, Volume 49, Issue 3, Page 1943-1956, February 2026.ABSTRACT The existence of one or two strictly positive solutions of Neumann boundary value problems is studied in this paper where the nonlinearities are L1$$ {L}^1 $$‐Carathéodory functions, so they are not necessarily continuous. Additional weaker and better conditions than those used in previous results are posted on the nonlinearities to obtain ...
Kunquan Lan, Gustavo Cicchini Santos
wiley +1 more source
A general approach to the linear stability of viscoelastic shear‐flows
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, Volume 106, Issue 2, February 2026.Abstract The present work provides an in‐depth analysis of the linear stability theory of viscoelastic shear‐flows, based upon a constitutive equation of the fading memory type. The particular model considered herein was introduced by Kenneth Walters through the integration of classical rate‐type fluids in a convected frame (Walters 1962).
Johannes Conrad, Martin Oberlack
wiley +1 more source
Modal Analysis of Water Distribution Systems With the Elastic Water Column Model
Water Resources Research, Volume 62, Issue 2, February 2026.Abstract This paper presents a modal and participation factor (PF) analysis of water distribution systems (WDSs) using the elastic water column model (EWCM). Modal analysis, widely used in other engineering fields, is adapted here to characterize the dynamic behavior of WDSs under transient conditions. By linearizing the EWCM around an operating point,
Morteza Imani +3 more
wiley +1 more source