Results 91 to 100 of about 573,541 (281)
Optimal portfolio selection and compression in an incomplete market [PDF]
Quantitative Finance 1(2001), iss. 3, 336-345, 2002 We investigate an optimal investment problem with a general performance criterion which, in particular, includes discontinuous functions. Prices are modeled as diffusions and the market is incomplete. We find an explicit solution for the case of limited diversification of the portfolio, i.e. for the portfolio compression problem.
arxiv
Generation of Neural Organoids and Their Application in Disease Modeling and Regenerative Medicine
Advanced Science, EarlyView.Neural organoids provide a versatile platform for neurological research. Advances in organoid technology have partially achieved human neural tissue complexity in terms of tissue structure, cell diversity, and neural signaling, offering insights into neural disorders and regenerative strategies. Technology advances from biomaterials, bio‐manufacturing,
Ruiqi Huang +4 more
wiley +1 more source
The Kelly growth optimal strategy with a stop-loss rule [PDF]
arXiv, 2013 From the Hamilton-Jacobi-Bellman equation for the value function we derive a non-linear partial differential equation for the optimal portfolio strategy (the dynamic control). The equation is general in the sense that it does not depend on the terminal utility and provides additional analytical insight for some optimal investment problems with known ...
arxiv
Advanced Science, EarlyView.The continental‐scale study reveals that soil phosphorus strongly predicts the richness of soil pathogenic oomycetes in Chinese grasslands, while precipitation and plant species richness drive their absolute abundance; modeling predicts ≈42% of grassland areas may face elevated oomycete disease risk under future climate scenarios, especially in typical
Junsheng Ke +10 more
wiley +1 more source
Master’s Program in Money and Finance (MMF) [PDF]
, 2010 The Master’s program in Money and Finance (MMF) is an innovative joint venture of the Department of Money and Macroeconomics and of the Department of Finance, both located in the new House of Finance.
core
An Introduction to Business Mathematics [PDF]
arXiv, 2015 These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix algebra, systems of linear algebraic equations, Leontief's stationary input-output matrix model, linear programming,
arxiv
Advanced Science, EarlyView.The AuCu@CuO2 aerogels demonstrate favorable photothermal properties, four types of enzyme‐like activities, and H2O2/O2 self‐supplying to modulate the complex microenvironment of MRSA‐infected diabetic wounds. The results indicate that the AuCu@CuO2 aerogel can be activated by the microenvironment of diabetic wound infection, alleviating inflammation ...
Xiaofeng Tan +10 more
wiley +1 more source
The association between accounting and market-based risk measures [PDF]
, 2005 The paper derives operating and financial measures of leverage and tests their association with market based measures of equity risk. It is the first such study to use purely accounting-based data to derive the leverage measures.
Nguyen, D.T., Salama, A., Toms, S.
core
LQG for portfolio optimization [PDF]
arXiv, 2016 We introduce a generic solver for dynamic portfolio allocation problems when the market exhibits return predictability, price impact and partial observability. We assume that the price modeling can be encoded into a linear state-space and we demonstrate how the problem then falls into the LQG framework.
arxiv
Blockchain‐Empowered H‐CPS Architecture for Smart Agriculture
Advanced Science, EarlyView.This article reviews the current system architectures for smart agriculture and proposes a blockchain‐empowered hierarchical cyber‐physical system (H‐CPS) framework. It discusses the challenges and outlines future research directions, including the use of semantic blockchain to handle complex data and models.
Xiaoding Wang +8 more
wiley +1 more source