Results 31 to 40 of about 42,522 (193)

Improving Implied Volatility Forecasts for American Options Using Neural Networks

Journal of Futures Markets, EarlyView.
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley   +1 more source

Precision Restoration to Minimize Soil Loss in a Watershed in the Atlantic Forest Domain

Land Degradation &Development, EarlyView.
ABSTRACT The Turvo River Watershed, located in the Zona da Mata region of Minas Gerais and part of the Doce River Basin, faces serious problems of erosion and soil degradation, which compromise and reduce the quality of local water resources. Given this scenario, it is essential to implement environmental recovery strategies that prioritize the ...
Rodrigo Nobre Santana, Luíza Maria Affonso Lopes da Silva, Sady Júnior Martins da Costa Menezes, Getúlio Fonseca Domingues, Carlos Antônio Alvares Soares Ribeiro, Plinio Antonio Guerra Filho, Alexandre Rosa dos Santos   +6 more
wiley   +1 more source

Rigorous Electromagnetic Quasinormal‐Mode Method Made Easy for Users

Laser &Photonics Reviews, EarlyView.
We present a method that combines numerical techniques with accurate approximations to enable simple and ultrafast computations of the scattered field based on quasinormal modes expansions. The method is made available in the open‐source package MANlite implemented within COMSOL.
Tong Wu, Philippe Lalanne
wiley   +1 more source

Static and Dynamic Analysis of Porous Gas Bearings Lubricated With Air, Refrigerant R‐134a, Helium and Hydrogen

Lubrication Science, EarlyView.
ABSTRACT Porous gas bearings (PGBs) enable high‐speed, oil‐free operation in modern rotating machinery. This study develops a coupled thermo‐hydrodynamic (THD) model for a cylindrical porous gas bearing lubricated with four working fluids—air, R‐134a, helium and hydrogen.
S. Bechiri, B. Bouchehit, B. Bou‐Saïd
wiley   +1 more source

Unveiling New Perspectives on the Hirota–Maccari System With Multiplicative White Noise

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In this study, we delve into the stochastic Hirota–Maccari system, which is subjected to multiplicative noise according to the Itô sense. The stochastic Hirota–Maccari system is significant for its ability to accurately model how stochastic affects nonlinear wave propagation, providing valuable insights into complex systems like fluid dynamics
Mohamed E. M. Alngar, Khaled A. Gepreel, Reham M. A. Shohib, Yakup Yildirim   +3 more
wiley   +1 more source

From Stability to Chaos: A Complete Classification of the Damped Klein‐Gordon Dynamics

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We investigate the transition between stability and chaos in the damped Klein‐Gordon equation, a fundamental model for wave propagation and energy dissipation. Using semigroup methods and spectral criteria, we derive explicit thresholds that determine when the system exhibits asymptotic stability and when it displays strong chaotic dynamics ...
Carlos Lizama, Marina Murillo‐Arcila, Julio Puerta‐Fernández   +2 more
wiley   +1 more source

High Relative Accuracy Computations With Covariance Matrices of Order Statistics

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In many statistical applications, numerical computations with covariance matrices need to be performed. The error made when performing such numerical computations increases with the condition number of the covariance matrix, which is related to the number of variables and the strength of the correlation between the variables. In a recent work,
Juan Baz, Pedro Alonso, Juan Manuel Peña, Raúl Pérez‐Fernández   +3 more
wiley   +1 more source

Hölder Regularity of the Solutions of Fredholm Integral Equations on Upper Ahlfors Regular Sets

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We extend to the context of metric measured spaces, with a measure that satisfies upper Ahlfors growth conditions, the validity of (generalized) Hölder continuity results for the solution of a Fredholm integral equation of the second kind. Here we note that upper Ahlfors growth conditions include also cases of nondoubling measures.
Massimo Lanza de Cristoforis, Manuel Norman   +1 more
wiley   +1 more source

A Novel Optimized Local Linearization Hybrid Block Method for Chaotic Systems: Applications to Stretch‐Twist‐Fold Flow and Bond Orbital Chaotic Attractors

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The numerical approximation of nonlinear chaotic differential systems, such as the modified stretch‐twist‐fold (STF) flow and multi‐bond chaotic attractors, presents a significant challenge due to their sensitive dependence on initial conditions and complex dynamics where analytical solutions are unattainable.
Shina Daniel Oloniiju, Anastacia Dlamini
wiley   +1 more source

Mathematical Analysis and Simulations of a Cancer Model With Interleukins and Delayed Immunotherapy

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT A new system of delayed differential equations for tumor‐immune system interactions is proposed and studied. The system describes the interactions between tumor cells and the immune system at the most aggressive phase of cancer, where tumor cells have developed mechanisms from earlier stages to evade immune responses.
Laid Boudjellal, Ana Jacinta Soares, Maria Joana Torres   +2 more
wiley   +1 more source