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Toward a process theory of entrepreneurship: revisiting opportunity identification and entrepreneurial actions [PDF]
, 2015 This dissertation studies the early development of new ventures and small business and the entrepreneurship process from initial ideas to viable ventures. I unpack the micro-foundations of entrepreneurial actions and new ventures’ investor communications
Hwang, Chiung-Yi
core +1 more source
A Non-Gaussian Option Pricing Model with Skew [PDF]
, 2004 Closed form option pricing formulae explaining skew and smile are obtained within a parsimonious non-Gaussian framework. We extend the non-Gaussian option pricing model of L.
Borland, L., Bouchaud, J. P.
core +3 more sources
Existence of Positive Solutions for Second-Order Third-Point Semipositive BVP
Journal of Function Spaces, 2021 In this paper, we study the existence of positive solutions for the following nonlinear second-order third-point semi-positive BVP. We derive an explicit interval of positive parameters, which for any l,μ in this interval, the existence of positive ...
Hua Su, Jinmin Yu
doaj +1 more source
Games, 2023 A multi-tournament environment is analyzed, focusing on the impact of organizer market structure on agent entry behavior. Two high ability agents first decide which tournament to enter (with fields then filled by low ability agents).
Timothy Mathews +2 more
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Deep Reinforcement Learning for Dynamic Stock Option Hedging: A Review
Mathematics, 2023 This paper reviews 17 studies addressing dynamic option hedging in frictional markets through Deep Reinforcement Learning (DRL). Specifically, this work analyzes the DRL models, state and action spaces, reward formulations, data generation processes and ...
Reilly Pickard, Yuri Lawryshyn
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Development of a Backtesting Web Application for the Definition of Investment Strategies
Knowledge, 2023 Backtesting represents a set of techniques that aim to evaluate trading strategies on historical data in order to verify their effectiveness before applying them to a market in real time.
Antonio Sarasa-Cabezuelo
doaj +1 more source
Supervised autoencoder MLP for financial time series forecasting
Journal of Big DataThis paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders, aiming to improve investment strategy performance. It specifically examines the impact of noise augmentation and
Bartosz Bieganowski, Robert Ślepaczuk
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Introduction Characterizing stressful events reported by childhood cancer survivors experienced throughout the lifespan may help improve trauma‐informed care relevant to the survivor experience. Methods Participants included 2552 survivors (54% female; 34 years of age) and 469 community controls (62% female; 33 years of age) from the St.
Megan E. Ware +13 more
wiley +1 more source
Understanding stock market instability via graph auto-encoders
EPJ Data ScienceUnderstanding stock market instability is a key question in financial management as practitioners seek to forecast breakdowns in long-run asset co-movement patterns which expose portfolios to rapid and devastating collapses in value.
Dragos Gorduza +2 more
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A Jacobi-Collocation Method for Second Kind Volterra Integral Equations with a Smooth Kernel
Abstract and Applied Analysis, 2014 The purpose of this paper is to provide a Jacobi-collocation method for solving second kind Volterra integral equations with a smooth kernel. This method leads to a fully discrete integral operator.
Hongfeng Guo, Haotao Cai, Xin Zhang
doaj +1 more source