Results 71 to 80 of about 219,042 (234)
Improving Implied Volatility Forecasts for American Options Using Neural Networks
Journal of Futures Markets, EarlyView.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
Computably Enumerable Semisimple Rings
MathematicsThe theory of semisimple rings plays a fundamental role in noncommutative algebra. We study the complexity of the problem of semisimple rings using the tools of computability theory. Following the general idea of computably enumerable (c.e.
Huishan Wu
doaj +1 more source
Precision Restoration to Minimize Soil Loss in a Watershed in the Atlantic Forest Domain
Land Degradation &Development, EarlyView.ABSTRACT The Turvo River Watershed, located in the Zona da Mata region of Minas Gerais and part of the Doce River Basin, faces serious problems of erosion and soil degradation, which compromise and reduce the quality of local water resources. Given this scenario, it is essential to implement environmental recovery strategies that prioritize the ...
Rodrigo Nobre Santana +6 more
wiley +1 more source
Universal Algebra of a Hom-Lie Algebra and group-like elements
, 2015 We construct the universal enveloping algebra of a Hom-Lie algebra and endow it with a Hom-Hopf algebra structure.
Laurent-Gengoux, Camille +2 more
core
Laser &Photonics Reviews, EarlyView.Introducing dynamical dephasing into the photon modes of a waveguide causes spontaneous emission to switch from conventional exponential decay to a robust power‐law behavior visible at short times. The power law arises from photon diffusion in a dynamically disordered environment, uncovering a previously unexplored, decoherence‐induced pathway to ...
Stefano Longhi
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Riemann Boundary Value Problem for Triharmonic Equation in Higher Space
The Scientific World Journal, 2014 We mainly deal with the boundary value problem for triharmonic function with value in a universal Clifford algebra: Δ3[u](x)=0, x∈Rn∖∂Ω, u+(x)=u-(x)G(x)+g(x), x∈∂Ω, (Dju)+(x)=(Dju)-(x)Aj+fj(x), x∈∂Ω, u(∞)=0, where (j=1,…,5) ∂Ω is a Lyapunov surface in ...
Longfei Gu
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Twin-plane-partitions and N $$ \mathcal{N} $$ = 2 affine Yangian
Journal of High Energy Physics, 2018 The universal enveloping algebra of W $$ \mathcal{W} $$ 1+∞ is isomorphic to the affine Yangian of g l 1 $$ \mathfrak{g}{\mathfrak{l}}_1 $$ . We study the N $$ \mathcal{N} $$ = 2 supersymmetric version of this correspondence, and identify the full set of
Matthias R. Gaberdiel +2 more
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The universal algebra of the electromagnetic field III. Static charges and emergence of gauge fields. [PDF]
Lett Math Phys, 2022 Buchholz D +3 more
europepmc +1 more source
Cuntz-Li relations, Inverse semigroups and Groupoids
, 2012 In this paper we show that the universal C*-algebra satisfying the Cuntz-Li relations is generated by an inverse semigroup of partial isometries. We apply Exel's theory of tight representations to this inverse semigroup.
Sundar, S.
core
From Stability to Chaos: A Complete Classification of the Damped Klein‐Gordon Dynamics
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT We investigate the transition between stability and chaos in the damped Klein‐Gordon equation, a fundamental model for wave propagation and energy dissipation. Using semigroup methods and spectral criteria, we derive explicit thresholds that determine when the system exhibits asymptotic stability and when it displays strong chaotic dynamics ...
Carlos Lizama +2 more
wiley +1 more source