Results 11 to 20 of about 679,163 (312)

Interval number multi-attribute decision-making method based on TOPSIS

open access: yesAlexandria Engineering Journal, 2022
For multi-attribute decision-making problems with interval numbers whose attribute weights are completely unknown, it is difficult to compare the value of interval numbers.
Jirong Jiang, Min Ren, Jiqiang Wang
doaj   +1 more source

Three-Party Stochastic Evolutionary Game Analysis of Reward and Punishment Mechanism for Green Credit

open access: yesDiscrete Dynamics in Nature and Society, 2021
To get rid of the development dilemma of green credit, we constructed a stochastic evolutionary game model of local government, commercial banks, and loan enterprises.
Qingfeng Zhu, Kaimin Zheng, Yilin Wei
doaj   +1 more source

Mixture Density Conditional Generative Adversarial Network Models (MD-CGAN)

open access: yesSignals, 2021
Generative Adversarial Networks (GANs) have gained significant attention in recent years, with impressive applications highlighted in computer vision, in particular. Compared to such examples, however, there have been more limited applications of GANs to
Jaleh Zand, Stephen Roberts
doaj   +1 more source

Quadratic Function Chaotic System and its Application on Digital Image Encryption

open access: yesIEEE 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
doaj   +1 more source

Conflicts with Momentum

open access: yesGames, 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
doaj   +1 more source

Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor

open access: yesEconomics 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
doaj   +1 more source

Gradient boosting for quantitative finance

open access: yesThe 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
openaire   +1 more source

Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets

open access: yesFrontiers 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
doaj   +1 more source

CAPM with various utility functions: Theoretical developments and application to international data

open access: yesCogent 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
doaj   +1 more source

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