Results 201 to 210 of about 27,120 (259)

Measure‐valued processes for energy markets

open access: yesMathematical 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

Distinct prophage infections in colorectal cancer-associated Bacteroides fragilis. [PDF]

open access: yesCommun Med (Lond)
Damgaard F   +8 more
europepmc   +1 more source

Navigating Supply Shocks: Sector Resilience and Production Prices Through Stochastic Input–Output Modeling

open access: yesMathematical Finance, EarlyView.
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici   +3 more
wiley   +1 more source

GeneSNAKE: a Python package for simulation of gene regulatory networks and perturbation-induced expression data. [PDF]

open access: yesBioinform Adv
Hillerton T   +5 more
europepmc   +1 more source

Market Making With Fads, Informed, and Uninformed Traders

open access: yesMathematical Finance, EarlyView.
ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci   +2 more
wiley   +1 more source

Spatial-Wavelength Multiplexing Error-Controlled Photonic Analog Computing System. [PDF]

open access: yesAdv Sci (Weinh)
Zhu T   +15 more
europepmc   +1 more source

Follow-Up Bias in Tumor Dynamic Modeling: A Comparison of Classical and Neural-ODE Approaches. [PDF]

open access: yesCPT Pharmacometrics Syst Pharmacol
Turner DC   +7 more
europepmc   +1 more source

The Last Line

open access: yes
Critical Quarterly, EarlyView.
Beci Carver
wiley   +1 more source

Home - About - Disclaimer - Privacy