学科分类
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39 个结果
  • 简介:一种选择prioritization技术被开发高效地得到偏爱,未知、松脆,在战略冲突的决定制造者(数据管理系统)。在为冲突分辨率的图模型,每DM有至少一种选择,其各个可以被选择。一种州,或可能的情形,当时,被形成所有数据管理系统做一种选择选择。软件GMCRII包含使让modeller进入用描述数据管理系统的按优先级排列的陈述在州上订的数据管理系统松脆的偏爱容易的一个选择prioritization过程比较喜欢的选择联合。这个过程被增加二新逻辑connectives扩大描述偏爱的无常。为每DM,为各可行的状态的可能的分数的一个范围当时能是计算的,便于订的偏爱的决心由比较并且评价分数包含无常。为了表明这新方法论怎么能习惯于,处于一个真实世界的决定问题代表未知偏爱,它在建议的水出口上被用于加拿大的争论。

  • 标签: 选项 偏好 不确定性 DMS 技术开发 冲突解决
  • 简介:一个有效选择定价方法被毒牙和Oosterlee在2008为欧洲选择基于Fourier余弦扩大介绍,并且以后,这个方法被他们也使用分别地定价早锻练的选择和障碍选择,在2009。在这份报纸,这个方法被使用分离地多于锻练日期多次定价监视日期是的美国障碍在选择。相应算法被介绍给实际选择定价。数字实验证明这个算法为不同指数的L工作很好并且高效地

  • 标签: 期权定价 有效算法 百慕大 欧式期权 定价方法 障碍期权
  • 简介:Themanager′sinvestmentdecisionsismodeledwhenthemanagerisrisk-averseandhasstockoptionsascompensation.Itisfoundthatthestrikepriceofoptionsiscrucialtotheinvestmentincentivesofmanagers,andthatthecorrectvalue,orintervalofvalues,ofmanagerialstockoptionstrikepricecanbringstockholderandmanagerinterestsinagreement.

  • 标签: 经理人 投资决策 风险转移 价位 股票选择
  • 简介:Thecross-fertilizationbetweenartificialintelligenceandcomputationalfinancehasresultedinsomeofthemostactiveresearchareasinfinancialengineering.Onedirectionistheapplicationofmachinelearningtechniquestopricingfinancialproducts,whichiscertainlyoneofthemostcomplexissuesinfinance.Intheliterature,whentheinterestrate,themeanrateofreturnandthevolatilityoftheunderlyingassetfollowgeneralstochasticprocesses,theexactsolutionisusuallynotavailable.Inthispaper,weshallillustratehowgeneticalgorithms(GAs),asanumericalapproach,canbepotentiallyhelpfulindealingwithpricing.Inparticular,wetesttheperformanceofbasicgeneticalgorithmsbyusingittothedeterminationofpricesofAsianoptions,whoseexactsolutionsisknownfromBlack-Scholesoptionpricingtheory.Thesolutionsfoundbybasicgeneticalgorithmsarecomparedwiththeexactsolution,andtheperformanceofGAsisewluatedaccordingly.Basedontheseewluations,somelimitationsofGAsinoptionpricingareexaminedandpossibleextensionstofutureworksarealsoproposed.

  • 标签: 遗传算法 选择定价 金融学 机器学习
  • 简介:AbstractGiven the increasing incidence of neurodegenerative disease (ND), recent research efforts have intensified the search for curative treatments. Despite significant research, however, existing therapeutic options for ND can only slow down the progression of the disease, but not provide a cure. Light therapy (LT) has been used to treat some mental and sleep disorders. This review illustrates recent studies of the use of LT in patients with ND and highlights its potential for clinical applications. The literature was collected from PubMed through June 2020. Selected studies were primarily English articles or articles that could be obtained with English abstracts and Chinese main text. Articles were not limited by type. Additional potential publications were also identified from the bibliographies of identified articles and the authors’ reference libraries. The identified literature suggests that LT is a safe and convenient physical method of treatment. It may alleviate sleep disorders, depression, cognitive function, and other clinical symptoms. However, some studies have reported limited or no effects. Therefore, LT represents an attractive therapeutic approach for further investigation in ND. LT is an effective physical form of therapy and a new direction for research into treatments for ND. However, it requires further animal experiments to elucidate mechanisms of action and large, double-blind, randomized, and controlled trials to explore true efficacy in patients with ND.

  • 标签: Neurodegenerative diseases Light therapy Circadian rhythm
  • 简介:Astrikeresetoptionisanoptionthatallowsitsholdertoresetthestrikepricetotheprevailingunderlyingassetpriceatamomentchosenbytheholder.Thepricingmodeloftheoptioncanbeformulatedasaparabolicvariationalinequalityandtheoptimalresetstrategyisthefreeboundary.ThesmoothnessofthefreeboundaryinsomecaseswasshowedinourarticlepublishedinJDE.Wewouldproveitssmoothnessintheothercaseinthispaperbyageneralizedcomparisonprincipleforthevariationalinequality.

  • 标签: 自由边界 边界正则性 期权 广义变分不等式 定价模型 边界平滑
  • 简介:这份报纸的主要目标是与用模糊集合理论跟随跳散开的内在的财产在Mertons框架定价欧洲选择。由于真实金融市场的含糊的变化,一般水准跳评价并且跳尺寸不能精确地被记录或收集。这份报纸的主要想法因此是作为一个三角形的模糊数字为率建模并且跳作为模糊随机的变量和使用缩放模糊集合的性质推出位于合理期望平衡价格的原则下面的二个不同跳散开模型。不同于许多传统的模型,欧洲选择价格现在将变成一个模糊数字。这个模型的主要优点之一是它允许投资者在可接受的信仰度下面选择合理欧洲选择价格。实验结果将在建议模型上为改进提供同样有用的反馈信息。

  • 标签: 期权定价模型 欧式期权 模糊环境 随机和 模糊集理论 三角模糊数
  • 简介:Thepurposeofthispaperistodiscusshowthevalueofhigh-techfirmcanberationallyvaluedbytakingintoaccountmanagerialflexibilitywhenitsfuturerevenueisuncertain,therebythefirm'smanagercanmakerationalinvestmentdecisionS.Usingstochasticcontroltheory,thepaperwillpresentthatthefirm'svaluesatisfiesapartiallydifferentiateequation,andanalyzethemanagerialflexibilityvaluewithinaframeworkofreal-optionanalytictheorey.Finally,thecomparativestaticanalysisandthemodel'ssimpleapplicationaregiven.

  • 标签: 未来收益 期权定价 模型 高技术产业 管理弹性 随机控制
  • 简介:MotivatedbytheresetoptionwithnpredetermineddatesanalyzedbyW.Cheng,weconsiderakindofresetoptionwithuncertaindatesbyintroducingNpre-specifiedbarrierlevels.Weclaimthisresetoptionconsistsofsomestandardknock-inandknock-outbarrieroptions.Theclosed-formpricingformulaisderivedbymeansofaPDE'sapproach.

  • 标签: 定价模型 证券市场 履约价格 正态分布
  • 简介:<正>AntelopeValleyTransitAuthority(AVTA)wantstofindoutifelectricbusesmightbeagoodfitforitsagencyandoth-erslikethem.ThisyearAVTAisembarkingonanexcitingdemonstrationprojectwithtwoBYDelectricbusesexpectedtobeplacedinservicebyApril—allthankstoasupportiveboardandagenerousdonationoffundingforzeroemissionbustechnology.

  • 标签: TRANSIT DEMONSTRATION FUNDING agency AUTHORITY exc
  • 简介:Intracerebralhemorrhage(ICH)isthemostseverecerebrovasculardisease,whichrepresentsaleadingcauseofdeathanddisabilityindevelopedcountries.However,therapeuticoptionsarelimited,soismandatorytoinvestigaterepairingprocessesafterstrokeinordertodevelopnewtherapeuticstrategiesabletopromotebrainrepairprocesses.TherapeuticangiogenesisandvasculogenesisholdpromisetoimproveoutcomeofICHpatients.Inthisregard,circulatingendothelialprogenitorcells(EPCs)haverecentlybeensuggestedtobeamarkerofvascularriskandendothelialfunction.Moreover,EPClevelshavebeenassociatedwithgoodneurologicalandfunctionaloutcomeaswellasreducedresidualhematomavolumeinICHpatients.Finally,experimentalandclinicalstudiesindicatethatEPCmightmediateendothelialcellregenerationandneovascularization.Therefore,EPC-basedtherapycouldbeanexcellenttherapeuticoptioninICH.Inthismini-review,wediscussthepresentstatusofknowledgeaboutthepossibletherapeuticroleofEPCsinICH,molecularmechanisms,andthefutureperspectivesandstrategiesfortheiruseinclinicalpractice.

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  • 简介:Abstract.WeobtainaBlack-Scholesformulaforthearbitrage-freepricingofEu-ropeanCalloptionswithconstantcoefficientswhentheunderlylngstockgeneratesdividends.TohedgetheCalloption,wewillalwaysborrowmoneyfrombank.WeseetheinfluenceofthedividendtermontheoptionpricingviathecomparisontheoremofBSDE(backwardstochasticdi~erentialequation[5],[7]).WealsoconsidertheoptionpricingproblemintermsoftheborrowingrateRwhichisnotequaltotheinterestrater.ThecorrespondingBlack-Sdxolesformulaisgiven.Wenoticethatitisinfacttheborrowingratethatplaystheroleinthepricingformula.

  • 标签: 股票市场 股票分红 BLACK-SCHOLES模型 期权定价公式 数学模型 数理统计
  • 简介:Venturecapitalfinancingdecisionsareusuallymadebasedonthevaluationoftheventure-backedfirms,forwhichacompoundrealoptionsvaluationmodelwithtwostochasticparametersisbuiltinthispaper.Anumericalexampleisthenusedtoillustratethatthemodelgivesamoreaccurateandreliableresultthanthetraditionaldiscountcashflowvaluationmodel.

  • 标签: 风险管理 风险投资 实选择 评价模型