Search Results - subject:"Diffusion model"

Beyond linearity : quantifying SDG saturation in complex national innovation ecosystems

Masali, Giacomo; Morea, Donato; Giglio, Carlo; … - In: Journal of innovation & knowledge : JIK 12 (2026), pp. 1-19

governance and operational frameworks in NIEs. Employing the Bass diffusion model, we analyze 22 years of SDG Index score data …

Persistent link: https://www.econbiz.de/10015609038

Appraising model complexity in option pricing

Cummins, Mark; Esposito, Francesco - In: The journal of futures markets 45 (2025) 5, pp. 455-472

Persistent link: https://www.econbiz.de/10015376680

Intuition in decision making : insights from drift diffusion modeling

Hu, Tianqi; Leppänen, Ilkka; Franco, Alberto - In: Journal of behavioral decision making 38 (2025) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10015463006

Modeling asset price process : an approach for imaging price chart with generative diffusion models

Park, Jinseong; Ko, Hyungjin; Lee, Jaewook - In: Computational economics 66 (2025) 1, pp. 349-375

Persistent link: https://www.econbiz.de/10015590768

Neural network for valuing Bitcoin options under jump-diffusion and market sentiment model

Pindza, Edson; Clement, Jules; Mwambi, Sutene Mwambetania; … - In: Computational economics 66 (2025) 3, pp. 2305-2342

Persistent link: https://www.econbiz.de/10015591104

Forecasting stock indices : stochastic and artificial neural network models

Pande, Naman Krishna; Kumar, Arun; Gupta, Arvind Kumar - In: Computational economics 65 (2025) 4, pp. 1937-1969

Persistent link: https://www.econbiz.de/10015590204

Discontinuous movements and asymmetries in cryptocurrency markets

Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi; … - In: The European journal of finance 30 (2024) 16, pp. 1907-1931

Persistent link: https://www.econbiz.de/10015273086

How does technological innovation impact the service time and the attraction of new customers in the financial sector? : evidence from an emerging economy

Reyes-Rubiano, Lorena; Amaya, Ingrid Y.; Mayorga, David … - In: Operations management research : OMR ; advancing … 17 (2024) 2, pp. 596-611

Persistent link: https://www.econbiz.de/10015183340

Multinomial logit processes and preference discovery : inside and outside the black box

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: The review of economic studies : RES 90 (2023) 3, pp. 1155-1194

Persistent link: https://www.econbiz.de/10014320243

Application of Fractal Processes and Fractional Derivatives in Finance

Chan, Leung Lung (contributor) - 2024

In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later...

Persistent link: https://www.econbiz.de/10015324975

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