Results 141 to 150 of about 109,235 (253)
International Journal for Numerical Methods in Fluids, Volume 98, Issue 6, Page 709-730, June 2026.We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, Volume 46, Issue 6, Page 1079-1097, June 2026.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
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Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]
Probab Theory Relat FieldsDe Vecchi F +3 more
europepmc +1 more source
Improving Implied Volatility Forecasts for American Options Using Neural Networks
Journal of Futures Markets, Volume 46, Issue 6, Page 1137-1153, June 2026.ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley +1 more source
What Is a Pattern in Statistical Mechanics? Formalizing Structure and Patterns in One-Dimensional Spin Lattice Models with Computational Mechanics. [PDF]
Entropy (Basel)Aguilar O.
europepmc +1 more source
Mathematical Methods in the Applied Sciences, Volume 49, Issue 9, Page 9814-9831, June 2026.ABSTRACT Nonlinear differential equations play a fundamental role in modeling complex physical phenomena across solid‐state physics, hydrodynamics, plasma physics, nonlinear optics, and biological systems. This study focuses on the Shynaray II‐A equation, a relatively less‐explored parametric nonlinear partial differential equation that describes ...
Aamir Farooq +4 more
wiley +1 more source
Disentangling Boltzmann Brains, the Time-Asymmetry of Memory, and the Second Law. [PDF]
Entropy (Basel)Wolpert D, Rovelli C, Scharnhorst J.
europepmc +1 more source
International Journal of Robust and Nonlinear Control, Volume 36, Issue 9, Page 4957-4970, June 2026.ABSTRACT Data‐based learning of system dynamics allows model‐based control approaches to be applied to systems with partially unknown dynamics. Gaussian process regression is a preferred approach that outputs not only the learned system model but also the variance of the model, which can be seen as a measure of uncertainty.
Daniel Landgraf +2 more
wiley +1 more source
A Note on the Relativistic Transformation Properties of Quantum Stochastic Calculus. [PDF]
Entropy (Basel)Gough JE.
europepmc +1 more source
On the Foundational Arguments of Sufficient Dimension Reduction
WIREs Computational Statistics, Volume 18, Issue 2, June 2026.Contemporary Sufficient Dimension Reduction, a versatile method for extracting material information from data, can serve as a preprocessor for classical modeling and inference, or as a standalone theory that leads directly to statistical inference. ABSTRACT Sufficient dimension reduction (SDR) refers to supervised methods of dimension reduction that ...
R. Dennis Cook
wiley +1 more source