Results 191 to 200 of about 4,616 (278)
Multitype SIR epidemics among a population partitioned into households with proportionate global mixing. [PDF]
Ball F, Critcher L.
europepmc +1 more source
Quadratic Hedging of American Options Under GARCH Models
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
wiley +1 more source
Uniqueness of Gauge Covariant Renormalisation of Stochastic 3D Yang-Mills-Higgs. [PDF]
Chevyrev I, Shen H.
europepmc +1 more source
Improving Implied Volatility Forecasts for American Options Using Neural Networks
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
A Random Field Theory of Electromagnetic Information. [PDF]
Mikki S.
europepmc +1 more source
Laboratory tests must exhibit robustness to common sources of test variability, particularly for tests with the potential to inform treatment decisions. This study presents data that shows that a phased variant enrichment and detection sequencing (PhasED‐Seq)‐based circulating tumor DNA minimal residual disease (ctDNA‐MRD) test is robust, with results ...
Nina Klimova +7 more
wiley +1 more source
Dynamics, Noise, Delays and the Gibbs and Conditional Entropy. [PDF]
Mackey MC, Tyran-Kamińska M.
europepmc +1 more source
Deep Learning Unlocks Behavioral Prediction and Neurobehavioral Decoding
This review evaluates deep learning frameworks that surmount conventional limitations through high‐dimensional nonlinear modeling, spatiotemporal dependency capture, and multimodal information integration. Focusing on biological behavior forecasting and neural mechanism decoding, we delineate cutting‐edge applications, including real‐time action ...
Tianzhe Han +5 more
wiley +1 more source
Departure Process of Actively Managed Queue with Dependent Job Sizes. [PDF]
Chydzinski A.
europepmc +1 more source

