Results 281 to 290 of about 126,466 (342)
Dynamic Analysis of Stakeholders' Decision‐Making in Power Battery Recycling Considering Risks
The risk‐induced loss quantification model based on conditional value‐at‐risk (CVaR) is established to elucidate the impact of various risk parameters on stakeholders' revenues and evolutionary paths, as well as identify the key parameters that affect risk‐induced loss.
Juan Huang +4 more
wiley +1 more source
A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
Liu J, Zhou L, Yu H.
europepmc +1 more source
What's New? Most patients with ovarian cancer (OC) relapse after first‐line chemotherapy, and prognosis with second‐line treatment depends largely on the platinum‐free interval. However, reliable biomarkers to predict response to second‐line therapy remain lacking.
Muhammad Habiburrahman +7 more
wiley +1 more source
Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]
Abdelwahed HG +5 more
europepmc +1 more source
A Learning Model with Memory in the Financial Markets
ABSTRACT Learning is central to a financial agent's aspiration to gain persistent strategic advantage in asset value maximisation. The implicit mechanism that transforms this aspiration into an observed value gain is the speed of error corrections (demonstrating, an agent's speed of learning) whilst facing increased uncertainty.
Shikta Singh +6 more
wiley +1 more source
Enhancing agricultural commodity price forecasting with deep learning. [PDF]
Manogna RL, Dharmaji V, Sarang S.
europepmc +1 more source
Measuring Currency Risk Premium: The Case of Turkey
ABSTRACT This study examines the determinants of a change in currency expectations for the Turkish Lira (TL) versus the US dollar with different maturities (1 month, 3 months and 1 year). The risk premium is estimated using the interest rate differential and a latent component called the missing risk premium.
Idil Uz Akdogan +2 more
wiley +1 more source
Instability of Financial Time Series Revealed by Irreversibility Analysis. [PDF]
Fan Y, Yang Y, Wang Z, Gao M.
europepmc +1 more source
ABSTRACT This study analyses the implications of uncertainty, the regulatory and economic environment, and the monetary policy regime for bank performance. Employing multiple indicators of bank performance and underlying explanatory factors, we used a novel set of empirical approaches including Fixed Effects, Random Effects, Panel Fully Modified Least ...
Asma Nasim +2 more
wiley +1 more source

