Results 21 to 30 of about 32,827 (158)

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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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
doaj   +1 more source

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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Supervised autoencoder MLP for financial time series forecasting

Journal of Big Data
This 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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Understanding stock market instability via graph auto-encoders

EPJ Data Science
Understanding 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, Stefan Zohren, Xiaowen Dong   +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
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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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Malliavin method for optimal investment in financial markets with memory

Open Mathematics, 2016
We consider a financial market with memory effects in which wealth processes are driven by mean-field stochastic Volterra equations. In this financial market, the classical dynamic programming method can not be used to study the optimal investment ...
An Qiguang, Zhao Guoqing, Zong Gaofeng
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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

The Impact of Organizer Market Structure on Participant Entry Behavior in a Multi-Tournament Environment

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, Soiliou Daw Namoro, James W. Boudreau   +2 more
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