Results 151 to 160 of about 4,309 (181)

Dynamics and forecasting of an age-structured stochastic SIR model with Lévy perturbations via physics-informed neural networks. [PDF]

Infect Dis Model
Zhang G, Wang Z, Li Z, Chen S, Chen Q.
europepmc   +1 more source

How peer mechanism impacts loan repayment in a Self-help group?: An empirical study in India. [PDF]

PLoS One
Malhotra N.
europepmc   +1 more source

Introductory Mathematical Analysis for Quantitative Finance

2020
Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance. A basic understanding of dimensional Calculus and Linear Algebra is assumed.
Daniele Ritelli, Giulia Spaletta
exaly   +2 more sources

Copulae in Mathematical and Quantitative Finance

Lecture Notes in Statistics, 2013
Jaworski P, Durante F, Haerdle WK
exaly   +2 more sources

MATHEMATICS FOR FINANCE: A REVIEW OF QUANTITATIVE METHODS IN LOAN PORTFOLIO OPTIMIZATION

International Journal of Scientific Interdisciplinary Research, 2023
This systematic literature review investigates the evolution and application of quantitative methods in loan portfolio optimization, covering studies published between 2000 and 2024. The research adheres to PRISMA 2020 guidelines and integrates 87 peer-reviewed articles selected through rigorous eligibility and quality criteria.
Md Masud Kowsar, Mohammad Mohiuddin, Sazzad Islam   +2 more
openaire   +1 more source

Mathematics of Quantitative Finance

Oberwolfach Reports, 2018
The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.
Friz, Peter, Jacquier, Antoine, Teichmann, Josef   +2 more
openaire   +2 more sources

Mathematics of Quantitative Finance

2017
The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.
openaire   +2 more sources

Actuarial Mathematics and Its Applications in Quantitative Finance

2010
We introduce actuarial mathematics and its applications in quantitative finance. First, we introduce the traditional actuarial interest functions and use them to price different types of insurance contracts and annuities. Based on the equivalence principle, risk premiums for different payment schemes are calculated.
openaire   +1 more source

From No-Arbitrage to Foundation Models: A Review of Financial-Mathematics-Constrained Generative AI and Deep Learning for Quantitative Finance

Artificial intelligence increasingly enters quantitative finance through option pric ing, volatility calibration, hedging, asset pricing, risk measurement, market simula tion, financial text analysis, and time-series forecasting. Yet finance differs from many prediction domains because a statistically accurate model can still be economically invalid ...
openaire   +1 more source

<div> Multiplicative-Weights Methods and Gibbs-State Preparation for Conic Portfolio Optimization:&nbsp; </div> <div> A Mathematical Framework Connecting Quantum Algorithms, Jordan Algebras, and Quantitative Finance </div>

Many portfolio construction tasks in quantitative finance can be formulated as convex cone programs, notably linear programs (LP), second-order cone programs (SOCP), and semidefinite programs (SDP). In parallel, a line of work in quantum algorithms treats convex optimization-especially SDP-through multiplicative weights (MW) updates that implicitly ...
openaire   +1 more source