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Tricky grass genome sequenced after two decades of investment and research（图）
Tricky grass genome sequenced after two decades investment research
2017/12/19
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...
深圳大学管理学院运筹学课件 CAPITAL INVESTMENT DECISIONS。
What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?
eneralized Zipf law time series fluctuations investment
2015/8/5
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...
A model using marginal efficiency of investment to analyze carbon and nitrogen interactions in terrestrial ecosystems (ACONITE Version 1)
marginal effi ciency investment to analyze carbon
2014/12/19
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 applauds Queensland biotech research investment（图）
biotech research
2014/7/7
The University of Queensland has welcomed the Queensland Government’s $1 million commitment to translating medical research into better health care.
Investment/consumption problem in illiquid markets with regimes switching
Optimal consumption liquidity effects regime-switching models viscosity solutions integro-differential system
2011/10/9
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...
On Investment-Consumption with Regime-Switching
Portfolio optimization time inconsistency equilibrium policies regime-switching discounting
2011/8/31
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...
On optimal investment for a behavioural investor in multiperiod incomplete market models
Optimisation existence and well-posedness in behavioral finance distorsion Choquet integral
2011/9/30
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, ...
Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach
Asset management risk-sensitive stochastic control jump diffusion processes Poissonpoint processes Levy processes HJBPDE policy mprovement
2010/4/27
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...
Container Cargo Simulation Modeling for Measuring Impacts of Infrastructure Investment Projects in Pearl River Delta
logistics simulation modeling cargo container infrastructure investment
2011/9/9
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...
Optimal investment with bounded VaR for power utility functions
Portfolio optimization Stochastic optimal control Risk constraints Value-at-Risk
2010/4/27
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...
Optimal consumption and investment with bounded downside risk for power utility functions
Portfolio optimization Stochastic optimal control Risk constraints Value-at-Risk Expected Shortfall
2010/4/27
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...
Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
Black-Scholes model Capital-at-Risk Expected Shortfall logarithmic utility optimal consumption portfolio optimization utility maximization Value-at-Risk
2010/4/27
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...
Optimal stopping of expected profit and cost yields in an investment under uncertainty
variational inequalities cost yields expected profit
2010/4/27
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...