Results 121 to 130 of about 78,187 (304)
An Entropic Approach for Pair Trading
Entropy, 2017 In this paper, we derive the optimal boundary for pair trading. This boundary defines the points of entry into or exit from the market for a given stock pair.
Daisuke Yoshikawa
doaj +1 more source
Optimal Stopping with Information Constraint [PDF]
Applied Mathematics & Optimization, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
Associations of Sleep and Shift Work With Osteoarthritis Risk
Arthritis Care &Research, EarlyView.Objective Daily rhythms may be critical for maintaining homeostasis of joint tissues. We aimed to investigate the relationships among circadian clock disruption, sleep, and osteoarthritis (OA) risk in humans. Methods In the UK Biobank, a prospective 500,000–person cohort, we evaluated associations among sleep duration, sleeplessness/insomnia, and shift
Elizabeth L. Yanik +5 more
wiley +1 more source
Representations for optimal stopping under dynamic monetary utility functionals [PDF]
In this paper we consider the optimal stopping problem for general dynamic monetary utility functionals. Sufficient conditions for the Bellman principle and the existence of optimal stopping times are provided.
Volker Krätschmer, John Schoenmakers
core
Optimal stopping for extremal processes
, 1984 For an extremal process (Zt)t the optimal stopping problem for Xt = f(Zt)−g(t) gives the continuous time analogue of the optimal stopping problem for max{Y1,…,Yk}−ck where Y1, Y2,… are i.i.d.
Flatau, J., Irle, A.
core +1 more source
Optimal Stopping in a Markov Process
The Annals of Mathematical Statistics, 1968 Let $X = (X_t, \mathbf{F}_t, P^x)_{t\geqq0}$ be a Markov process where $(X_t; t \geqq 0)$ is the trajectory or sample path, $\mathbf{F}_t$ is the definitive $\sigma$-algebra of events generated by $(X_s; 0 \leqq s \leqq t)$, and $P^x$ is the probability distribution on sample paths corresponding to an initial state $x$.
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Arthritis Care &Research, EarlyView.Objective This study aimed to describe real‐world trends in preconception and prenatal use of antirheumatic drugs among pregnant individuals with rheumatic diseases in Ontario, Canada. Methods We conducted a time‐series analysis using repeated cross‐sectional data to examine annual patterns of disease‐modifying antirheumatic drug (DMARD) use among ...
Shenthuraan Tharmarajah +6 more
wiley +1 more source
Perpetual Barrier Options in Jump-Diffusion Models [PDF]
We present a closed form solution to the perpetual American double barrier call option problem in a model driven by a Brownian motion and a compound Poisson process with exponential jumps.
Pavel V. Gapeev
core
Arthritis Care &Research, EarlyView.Objective JAK inhibitors (JAKi) have shown promising effects in early‐phase studies of systemic sclerosis (SSc). We aimed to assess the safety and explore the effectiveness of JAKi compared to conventional immunosuppressants in SSc. Methods A longitudinal retrospective study of the European Scleroderma Trials and Research Group (EUSTAR) cohort was ...
Stefano Di Donato +27 more
wiley +1 more source
Optimal stopping with expectation constraints
The Annals of Applied ProbabilityWe analyze an optimal stopping problem with a series of inequality-type and equality-type expectation constraints in a general non-Markovian framework. We show that the optimal stopping problem with expectation constraints (OSEC) in an arbitrary probability setting is equivalent to the constrained problem in weak formulation (optimization over joint ...
Bayraktar, Erhan, Yao, Song
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