Search Results - subject:"PROCESSES"

On the convergence of global-optimization fraudulent stochastic algorithms

Miclo, Laurent - 2023

Persistent link: https://www.econbiz.de/10014283736

Survival energy models for mortality prediction and future prospects

Shimizu, Yasutaka; Shirai, Kana; Kojima, Yuta; Mitsuda, … - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 377-391

Persistent link: https://www.econbiz.de/10014320272

Business Process Management Cases Vol. 3 : Implementation in Practice

Vom Brocke, Jan (ed.); Mendling, Jan (ed.); … - 2025

Processes. …, organizations are tasked to ensure their business processes are also sustainable, responsible and explainable. In light of this fast … and how data-led BPM ensures evidence-based ways to manage processes. …

Persistent link: https://www.econbiz.de/10015328640

Revealing the digital transformation, uncovering hidden process dimensions of education

Tsupari, Kaisa; Lagstedt, Altti; Kauppinen, Raine - In: Business process management journal 30 (2024) 8, pp. 260-283

Persistent link: https://www.econbiz.de/10015324518

Orbit while in service

Hanukov, Gabi; Yechiali, Uri - In: Operational research : an international journal 24 (2024) 2, pp. 1-32

Persistent link: https://www.econbiz.de/10015135008

Optimal consumption for recursive preferences with local substitution under risk

Li, Hanwu; Riedel, Frank - 2024

We explore intertemporal preferences that are recursive and account for local intertemporal substitution. First, we establish a rigorous foundation for these preferences and analyze their properties. Next, we examine the associated optimal consumption problem, proving the existence and...

Persistent link: https://www.econbiz.de/10015066357

A Girsanov transformed Clark-Ocone-Haussmann type formula for L1-pure jump additive processes and its application to portfolio optimization

Handa, Masahiro; Sakuma, Noriyoshi; Suzuki, Ryoichi - In: Annals of finance 20 (2024) 3, pp. 329-352

Persistent link: https://www.econbiz.de/10015188744

Stationary covariance regime for affine stochastic covariance models in Hilbert spaces

Friesen, Martin; Karbach, Sven - In: Finance and stochastics 28 (2024) 4, pp. 1077-1116

Persistent link: https://www.econbiz.de/10015130554

Robustness of Hilbert space-valued stochastic volatility models

Benth, Fred Espen; Eyjolfsson, Heidar - In: Finance and stochastics 28 (2024) 4, pp. 1117-1146

Persistent link: https://www.econbiz.de/10015130556

Optimal investment for asset-liability management with delay and partial information under Ornstein-Uhlenbeck process

Chen, Dengsheng; Yang, Wensheng; Wang, Chengben - In: Pacific-Basin finance journal 86 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015095152

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