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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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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.
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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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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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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
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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
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Topological variability in financial markets
Quantitative Finance and Economics, 2023 We investigate market crashes and downturns through the lens of persistent homology and persistence landscape norms. Using individual stock price data from Yahoo!
Aaron D Valdivia
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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
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, 2010 The concept of absence of opportunities for free lunches is one of the pillars in the economic theory of financial markets. This natural assumption has proved very fruitful and has lead to great mathematical, as well as economical, insights in ...
Kardaras, Constantinos
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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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