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Imagine if as you read this article, blocks of text kept rearranging themselves, recombining and repeating, seemingly at random. Now imagine those blocks of text are genes. You might have some idea of...
The paper revisits the investment simulation based on strategies exhibited by Generalized (m,2)-Zipf law to present an interesting characterization of the wildness in financial time series. The invest...
Carbon (C) and nitrogen (N) cycles are coupled in terrestrial ecosystems through multiple processes including photosynthesis, tissue allocation, respiration, N fixation, N uptake, and decompos...
The University of Queensland has welcomed the Queensland Government’s $1 million commitment to translating medical research into better health care.
Abstract: We consider an illiquid financial market with different regimes modeled by a continuous-time finite-state Markov chain. The investor can trade a stock only at the discrete arrival times of a...
Abstract: In a continuous time stochastic economy, this paper considers the problem of consumption and investment in a financial market in which the representative investor exhibits a change in the di...
Abstract: We provide easily verifiable conditions for the well-posedness of the optimal investment problem for a behavioral investor in an incomplete discrete-time multiperiod financial market model, ...
In this paper, we extend the jump-diffusion model proposed by Davis and Lleo to include jumps in asset prices as well as valuation factors. The criterion, following earlier work by Bielecki, Pliska, N...
In the Pearl River Delta (PRD), there is severe competition between container ports, particularly those in Hong Kong, Shenzhen, and Guangzhou, for collecting international maritime container cargo. In...
We consider the optimal investment problem for Black-Scholes type financial market with bounded VaR measure on the whole investment interval $[0,T]$. The explicit form for the optimal strategies is fo...
We investigate optimal consumption and investment problems for a Black-Scholes market under uniform restrictions on Value-at-Risk and Expected Shortfall. We formulate various utility maximization prob...
We investigate optimal consumption problems for a Black-Scholes market under uniform restrictions on Value-at-Risk and Expected Shortfall for logarithmic utility functions. We find the solutions in te...
We consider a finite horizon optimal stopping problem related to trade-off strategies between expected profit and cost cash-flows of an investment under uncertainty. The optimal problem is first formu...
期刊信息 篇名 Fuzzy-Genetic Hybrid Algorithm for Market Timing Prediction of Stock Investment 语种 英文 撰写或编译 作者 李波,张世英 第一作者单位 刊物名称 Transactions of Tianjin Univer 页面 2000,6(1),28-31 出版日期 2000年 月 日 文章标识(ISSN) 相关...

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