Results 191 to 200 of about 127,087 (242)

Noisy Memory Generates Value in Changing Environments. [PDF]

Adapt Behav
Ramírez-Ruiz J, Ebitz RB.
europepmc   +1 more source

Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model. [PDF]

PLoS One
Li L, Qiu Z.
europepmc   +1 more source

A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]

Heliyon
Liu J, Zhou L, Yu H.
europepmc   +1 more source

Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]

Sci Rep
Abdelwahed HG, Elbaz IM, Sohaly MA, Abdelrahman MAE, Alsarhan AF, Al-Rasheed AM.   +5 more
europepmc   +1 more source

Environmental Gradients Linked to Human Impacts, Not Species Richness, Drive Regional Variation in Community Stability in Coral Reef Fishes. [PDF]

Ecol Lett
Tsai CH, Connolly SR.
europepmc   +1 more source

Optimal investment under stochastic volatility and power type utility function

, 2011
Abbes Benchaabane, Azzedine Benchettah
openalex   +1 more source

Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance

Salvagnin C, Tatto Vd, De Giuli ME, Mira A, Glielmo A.   +4 more
europepmc   +1 more source

Natural gas price prediction based on artificial intelligence models. [PDF]

PLoS One
Liu X, Tang M, Feng Y, Fang T, Wang Z, Song M.   +5 more
europepmc   +1 more source

Stochastic Volatility [PDF]

SSRN Electronic Journal, 2008
Given the importance of return volatility on a number of practical financial management decisions, the efforts to provide good real-time estimates and forecasts of current and future volatility have been extensive. The main framework used in this context involves stochastic volatility models.
Torben G. Andersen, Luca Benzoni
openaire   +2 more sources