Results 81 to 90 of about 51,103 (185)

Measure‐valued processes for energy markets

Mathematical 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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Equilibrium Reward for Liquidity Providers in Automated Market Makers

Mathematical Finance, EarlyView.
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha, Philippe Bergault, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, EarlyView.
ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source

Calcinosis Cutis and Delayed‐Onset Myositis in a Case of Suspected Localized Scleroderma: A Diagnostic and Therapeutic Challenge

Pediatric Dermatology, EarlyView.
ABSTRACT A 16‐year‐old girl presenting with calcinosis cutis and localized scleroderma subsequently developed delayed‐onset idiopathic inflammatory myopathy five years after initial skin involvement. Despite the absence of typical dermatomyositis features and negative myositis‐specific antibodies, whole‐body MRI revealed extensive subclinical muscle ...
Edoardo Marrani, Laura Gatti, Ilaria Pagnini, Teresa Oranges, Cesare Filippeschi, Gabriele Simonini   +5 more
wiley   +1 more source

In silico modelling of multi‐electrode arrays for enhancing cardiac drug testing on hiPSC‐CM heterogeneous tissues

The Journal of Physiology, EarlyView.
Abstract figure legend Schematic overview of the experimental and computational framework for investigating hiPSC‐CM electrophysiology with MEA systems. The MEA‐based model integrates experimental data with phenotype‐specific ionic models and tissue‐level heterogeneity.
Sofia Botti, Rolf Krause, Luca F. Pavarino   +2 more
wiley   +1 more source

Elucidating the cellular determinants of the end‐systolic pressure‐volume relationship of the heart via computational modelling

The Journal of Physiology, EarlyView.
Abstract figure legend Using a multiscale computational model of left ventricular electromechanics, we investigated how sarcomere dynamics influence the end‐systolic pressure‐volume (ESPV) relationship in ejecting beats compared to isovolumetric beats.
Francesco Regazzoni, Corrado Poggesi, Cecilia Ferrantini   +2 more
wiley   +1 more source

Sympathetic stimulation can compensate for hypocalcaemia‐induced bradycardia in human and rabbit sinoatrial node cells

The Journal of Physiology, EarlyView.
Abstract figure legend AC: adenylyl cyclase, APT: adenosine triphosphate, AMP: adenosine monophosphate, cAMP: cyclic adenosine monophosphate, PDE: phosphodiesterase, PKA: protein kinase A, PPT: protein phosphatase, P: phosphorylation, RyR: ryanodine receptor, SERCA: sarcoplasmic/endoplasmic reticulum Ca2+‐adenosine triphosphatase, SR: sarcoplasmic ...
Moritz Linder, Tomas Stary, Gergő Bitay, Norbert Nagy, Axel Loewe   +4 more
wiley   +1 more source

Utility of local capillary supply indices: Insights from computational image‐based modelling

The Journal of Physiology, EarlyView.
Abstract figure legend Local capillary distribution and fibre geometry influence oxygen availability in skeletal muscle. Image‐based modelling of tissue PO2${{P}_{{{{\mathrm{O}}}_2}}}$ shows that area‐based measures of capillary supply – the local capillary density (LCDi) and local maximum diffusion distance (Dmax,i) – most accurately represent the ...
Abdullah A. Al‐Shammari, Roger W. P. Kissane, Ali Ashkanani, Ashraf Al Madhoun, Fahd Al‐Mulla, Eamonn A. Gaffney, Stuart Egginton   +6 more
wiley   +1 more source

Numerical bifurcation analysis of turing and symmetry broken patterns of a PDE model for vegetation dynamics. [PDF]

J Math Biol
Spiliotis K, Russo L, Siettos C, Giannino F.   +3 more
europepmc   +1 more source