Results 61 to 70 of about 789 (216)
The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
wiley +1 more source
Optimal Stochastic Quadrature Formulas For Convex Functions
, 1993 We study optimal stochastic (or Monte Carlo) quadrature formulas for convex functions. While nonadaptive Monte Carlo methods are not better than deterministic methods we prove that adaptive Monte Carlo methods are much better.
Erich Novak, Knut Petras
core
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
Note on Corrected Optimal Quadrature Formulas in Sense Nikolski
, 2015 The optimal 2-points quadrature formulas of open type are derived and the error estimates in terms of a variety of norms involving the second derivative are considered.
Baboş, Alina, Maria Acu, Ana
core
New quadrature formulas from conformal maps
, 2007 Gauss and Clenshaw-Curtis quadrature, like Legendre and Chebyshev spectral methods, make use of grids strongly clustered at boundaries. From the viewpoint of polynomial approximation this seems necessary and indeed in certain respects optimal ...
Hale, Nicholas +6 more
core +1 more source
Fractal-fractional estimations of Bullen-type inequalities with applications
Ain Shams Engineering JournalThe study of inequalities inside fractal domains has been stimulated by the growing interest in fractional calculus for the applied and mathematical sciences.
Saad Ihsan Butt +3 more
doaj +1 more source
Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
On asymptotically optimal weight quadrature formulas on classes of differentiable functions
, 2000 Досліджується задача про асимптотично оптимальні квадратурні формули з неперервною ваговою функцією на класах диференційовиих функцій.We investigate the problem of asymptotically optimal quadrature formulas with continuous weight function on classes of ...
Лигун, А.А. +1 more
core +1 more source
TelecomThe underwater acoustic (UWA) channel causes large propagation delays and reduces the bit error rate (BER) of wireless communication systems. The t-distribution is the optimal distribution to perform UWA noise.
Ali Jaber Al-Askery +2 more
doaj +1 more source
Improved Radiofrequency Safety Modelling in MRI Using In Vivo Measurements of Brain Conductivity
NMR in Biomedicine, Volume 39, Issue 8, August 2026.A workflow for the comparison of simulated and measured B1+$$ {B}_1^{+} $$ maps was developed and applied to a study on human tissue (brain) electrical conductivity, investigating differences between conductivity values from ex vivo and in vivo measurements.
Guillaume Paillart +7 more
wiley +1 more source