Results 11 to 20 of about 682,905 (289)
Quadratic Function Chaotic System and its Application on Digital Image Encryption
IEEE Access, 2020 To obtain chaotic systems with good properties to help chaos based image encryption, this paper first study the condition under which quadratic functions can be used as pseudo-random sequence generator.
Hongfeng Guo +4 more
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Games, 2022 Take the fort, then take the city. In a two-stage, two-party contest, victory in the initial stage can provide an advantage in the final stage. We examine such momentum in conflict scenarios and investigate how valuable it must be to avoid a Pyrrhic ...
James W. Boudreau +3 more
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Economics and Business Review, 2020 The main goal of this research is to analyse the investment benefits from an incorporation of the volatility exposure to the diversified portfolio from the perspective of a Polish investor.
Latoszek Michał, Ślepaczuk Robert
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Gradient boosting for quantitative finance
The Journal of Computational Finance, 2021 In this paper, we discuss how tree-based machine learning techniques can be used in the context of derivatives pricing. Gradient boosted regression trees are employed to learn the pricing map for a couple of classical, time-consuming problems in quantitative finance.
Davis, Jesse +3 more
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Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets
Frontiers in Artificial Intelligence, 2023 We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders.
Peer Nagy +4 more
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Discrete q-Exponential Limit Order Cancellation Time Distribution
Fractal and Fractional, 2023 Modeling financial markets based on empirical data poses challenges in selecting the most appropriate models. Despite the abundance of empirical data available, researchers often face difficulties in identifying the best fitting model.
Vygintas Gontis
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CAPM with various utility functions: Theoretical developments and application to international data
Cogent Economics & Finance, 2017 This paper presents an extension of the Capital Assets Pricing Model (hereafter CAPM) where various utility functions are applied. Specifically, we propose an overall CAPM beta that accounts for the higher order moments and reflects the investor ...
Rihab Bedoui, Houda BenMabrouk
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Impulsive Fractional Semilinear Integrodifferential Equations with Nonlocal Conditions
Journal of Function Spaces, 2021 This paper is devoted to a class of impulsive fractional semilinear integrodifferential equations with nonlocal initial conditions. Based on the semigroup theory and some fixed point theorems, the existence theory of PC-mild solutions is established ...
Xue Wang, Bo Zhu
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Signal and Noise in Correlation Matrix [PDF]
, 2004 Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance (correlation) matrix ...
A. Görlich +8 more
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Valuation of step-down knock-in in one stock linked security using numerical and Monte Carlo integration [PDF]
Seonmul yeongu, 2023 – This paper shows a new methodology for evaluating the value and sensitivity of autocall knock-in type equity-linked securities. While the existing evaluation methods, Monte Carlo simulation and finite difference method, have limitations in ...
GyeHong Kim
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