Results 31 to 40 of about 15,273 (231)
Interpretability in deep learning for finance: A case study for the Heston model
Risk SciencesDeep learning is a powerful tool whose applications in quantitative finance are growing every day. Yet, artificial neural networks behave as black boxes, and this introduces risks, hindering validation and accountability processes.
Damiano Brigo +3 more
doaj +1 more source
Machine Learning for Green Solvents: Assessment, Selection and Substitution
Advanced Science, EarlyView.Environmental regulations have intensified demand for green solvents, but discovery is limited by Solvent Selection Guides (SSGs) that quantify solvent sustainability. Training a machine learning model on GlaxoSmithKline SSG, a database of sustainability metrics for 10,189 solvents, GreenSolventDB is developed. Integrated with Hansen solubility metrics,
Rohan Datta +4 more
wiley +1 more source
Journal of Applied Mathematics, 2005 We analyse a model for pricing derivative securities in the presence of both transaction costs as well as the risk from a volatile portfolio. The model is based on the Black-Scholes parabolic PDE in which transaction costs are described following the ...
Martin Jandačka, Daniel Ševčovič
doaj +1 more source
Automated generative process synthesis via transformer‐based dual‐loop simulation and optimization
AIChE Journal, EarlyView.Abstract This study presents a novel framework for automated generative process synthesis, addressing the complexity of simultaneously optimizing discrete topologies and continuous operating variables. To overcome conventional superstructure limitations, we propose a dual‐loop architecture integrating generative transformers with rigorous process ...
Yeong Woo Son +4 more
wiley +1 more source
Advanced Intelligent Discovery, EarlyView.This study applies QSAR‐based new approach methodologies to 90 synthetic tattoo and permanent makeup pigments, revealing systemic links between their physicochemical properties and absorption, distribution, metabolism, and elimination profiles. The correlation‐driven analysis using SwissADME, ChemBCPP, and principal component analysis uncovers insights
Girija Bansod +10 more
wiley +1 more source
Advanced Intelligent Discovery, EarlyView.Predictive models successfully screen nanoparticles for toxicity and cellular uptake. Yet, complex biological dynamics and sparse, nonstandardized data limit their accuracy. The field urgently needs integrated artificial intelligence/machine learning, systems biology, and open‐access data protocols to bridge the gap between materials science and safe ...
Mariya L. Ivanova +4 more
wiley +1 more source
The psychosocial toll of Dublin III on asylum seekers in the Netherlands
American Journal of Community Psychology, EarlyView.Abstract The Dublin III Regulation determines which EU Member State is responsible for examining asylum claims, but its implementation carries significant consequences for those subjected to it. This study examines how Dublin III, as implemented in the Netherlands, affects asylum seekers' psychosocial wellbeing using Silove′s Adaptation and Development
Imen El Amouri
wiley +1 more source
A market model for stochastic smile: a conditional density approach [PDF]
, 2005 The purpose of this paper is to introduce a new approach that allows to construct no-arbitrage market models of for implied volatility surfaces (in other words, stochastic smile models).
Zilber, A.
core +2 more sources
Business Strategy and the Environment, EarlyView.ABSTRACT This study addresses a significant research gap in the literature by systematically reviewing and synthesizing the interplay between social dynamics, environmental changes, and organizational innovation. Although prior research has explored these dimensions in isolation, the integrative framework remains lacking.
Gagan Deep Sharma +4 more
wiley +1 more source
Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets
American Business ReviewWe use the Indian stock options market to study the evolution of uncertainty and asymmetric uncertainty around earnings announcements (EAs). We find that uncertainty (implied volatility) and asymmetric uncertainty (options skew) increase monotonically ...
Sumit Saurav +2 more
doaj +1 more source