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From physics to finance: how can CERN tools help to uncover market manipulation?（图）
物理学 金融 大数据 粒子物理学
2023/7/11
Whether on the trading floor or in the CERN control rooms, vast streams of constantly changing data cross each other under the watchful eye of experts. On the one hand, physicists analyse the results ...
A minimax theorem with applications to machine learning, signal processing, and finance
convex optimization minimax theorem robust optimization
2015/8/10
This paper concerns a fractional function of the form x^Ta/sqrt{x^TBx}, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, and choosing (a,B)...
C^{1,1} regularity for degenerate elliptic obstacle problems in mathematical finance
American-style option degenerate elliptic differential operator degenerate diffusion process free boundary problem Heston stochastic volatility process
2012/6/21
The Heston stochastic volatility process is a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the h...
This overview article concerns the notion of fractional smoothness of random variables of the form $g(X_T)$, where $X=(X_t)_{t\in [0,T]}$ is a certain diffusion process. We review the connection to th...
A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance
linear quadratic forward-backward stochastic Volterra integral equations stochastic maximum principle
2010/4/28
This paper formulates and studies a stochastic maximum principle for forward-backward stochastic Volterra integral equations (FBSVIEs in short), while the control area is assumed to be convex. Then a ...
An application of stochastic optimization theory to institutional finance
Depository Financial Institutions Stochastic Modeling
2010/9/15
A current problem in institutional finance is to devise a means of computing the maximum profit that can be made by a depository financial institution (DFI). Such institutions are characterized by the...
2005Vol.44No.6pp.967-968DOI:
Conservation Laws of Differential Equations in Finance
QIN Mao-Chang,1 MEI Feng-Xiang,2 and SHANG Mei2
1 School of Science, Chongqing Techno...
The Department of Economics, Finance, Geography, and Urban Studies at East Tennessen State University
Economics 经济学 Geography 地理学
2007/12/20
The Department of Economics, Finance, Geography, and Urban Studies at East Tennessen State University offers business and non-business degree programs. Educational opportunities abound for students wh...