Results 31 to 40 of about 32,827 (158)

Estimating the extent to which green swan events disrupt housing markets: Evidence from China

International Journal of Strategic Property Management
Shocks from climate change and transitioning to a low-carbon economy can have a green swan effect on economies. To assess the extent to which green swan events may disrupt housing markets in the future, this study examines how the prices of carbon ...
I-Chun Tsai, Che-Chun Lin
doaj   +1 more source

Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend

Advances in Difference Equations, 2021
In this paper, we model the insurance company’s surplus by a compound Poisson risk model, where the surplus process can only be observed at random observation times.
Wenguang Yu, Peng Guo, Qi Wang, Guofeng Guan, Yujuan Huang, Xinliang Yu   +5 more
doaj   +1 more source

Permanence and Almost Periodic Solutions of a Discrete Ratio-Dependent Leslie System with Time Delays and Feedback Controls

Abstract and Applied Analysis, 2012
We consider a discrete almost periodic ratio-dependent Leslie system with time delays and feedback controls. Sufficient conditions are obtained for the permanence and global attractivity of the system.
Gang Yu, Hongying Lu
doaj   +1 more source

The special effect of interest rate cuts on housing prices

Journal of Business Economics and Management, 2021
This study uses theoretical models and empirical research to explain that interest rates affect the structure of housing price formation and correction rather than affect the price alone.
Che-Chun Lin, I-Chun Tsai
doaj   +1 more source

On Robust Economic Control of Epidemics With Application to COVID-19

IEEE Access, 2021
As of September 2021 the ongoing COVID-19 pandemic, caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), had already resulted in more than two hundred million cases infected and five million deaths worldwide.
Chung-Han Hsieh
doaj   +1 more source

Quantitative Trading through Random Perturbation Q-Network with Nonlinear Transaction Costs

Stats, 2022
In recent years, reinforcement learning (RL) has seen increasing applications in the financial industry, especially in quantitative trading and portfolio optimization when the focus is on the long-term reward rather than short-term profit.
Tian Zhu, Wei Zhu
doaj   +1 more source

Dynamics of a Nonautonomous Leslie-Gower Type Food Chain Model with Delays

Discrete Dynamics in Nature and Society, 2011
A nonautonomous Leslie-Gower type food chain model with time delays is investigated. It is proved the general nonautonomous system is permanent and globally asymptotically stable under some appropriate conditions.
Hongying Lu, Weiguo Wang
doaj   +1 more source

Application of BSDE in Standard Inventory Financing Loan

Discrete Dynamics in Nature and Society, 2017
This paper examines the issue of loans obtained by the small and medium-sized enterprises (SMEs) from banks through the mortgage inventory of goods. And the loan-to-value (LTV) ratio which affects the loan business is a very critical factor.
Hui Zhang, Wenyu Meng, Xiaojie Wang, Jianwei Zhang   +3 more
doaj   +1 more source

Optimal Markowitz portfolio using returns forecasted with time series and machine learning models

Journal of Big Data
We aim to answer whether using forecasted stock returns based on machine learning and time series models in a mean-variance portfolio framework yields better results than relying on historical returns.
Damian Ślusarczyk, Robert Ślepaczuk
doaj   +1 more source

AI-Driven Market Timing for S&P 500 Outperformance

IEEE Access
This study examines machine learning methods for predicting S&P 500 returns using monthly data from November 1987 to February 2022 and employing 11 predictors derived via principal component analysis.
Rojen Erik Surek, Wee Yeap Lau
doaj   +1 more source