Results 141 to 150 of about 88,617 (232)
International Journal for Numerical Methods in Fluids, EarlyView.We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley +1 more source
Fault Tree Reliability Analysis via Squarefree Polynomials: Mathematical and Experimental Analysis. [PDF]
SN Comput SciLopuhaä-Zwakenberg M.
europepmc +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
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
Quantum-like representation of neuronal networks' activity: modeling "mental entanglement". [PDF]
Front Hum NeurosciKhrennikov A, Yamada M.
europepmc +1 more source
Derivations and KMS-Symmetric Quantum Markov Semigroups. [PDF]
Commun Math Phys, 2023 Vernooij M, Wirth M.
europepmc +1 more source
How (not) to Cage an Electron: The Perfluoro Cage Effect as an Extrinsic Molecular Property
Helvetica Chimica Acta, EarlyView.A rigorous definition within Kohn–Sham density functional theory is presented for the notion of an caged electron inside perfluorinated fullerenes as radical anions. ABSTRACT The notion of a (molecular) electron cage was coined for the unique hosting capacity of perfluorocubane, suggesting the “encapsulation of an electron” within the highly symmetric ...
Andreas Riedmiller +2 more
wiley +1 more source
Doubtful Receivables' Risk and Its Impact on Stock Returns
Journal of Corporate Accounting &Finance, EarlyView.ABSTRACT The current research proposes a previously unknown source of risk in relation to companies’ doubtful receivables. Higher relative doubtful receivables present a risk for companies' future cash flows. Hence, the article discusses an innovative risk measure associated with companies’ doubtful receivables.
Roi D. Taussig
wiley +1 more source