Search Results - subject:"numerical"

Numerical methods to value an option including risk aversion with a constant relative risk aversion function

Pareja-Vasseur, Julian A.; Marin-Sanchez, Freddy H.; … - In: Journal of economics, finance & administrative science 31 (2026) 61, pp. 93-123

This study develops a comprehensive discrete numerical model for option valuation that explicitly incorporates risk …. Computational complexity: the CRRA-based valuation method introduces additional numerical challenges, requiring precise calibration … incorporates explicit risk aversion into the numerical structure. By deriving general algebraic expressions and validating the …

Persistent link: https://www.econbiz.de/10015644841

Dynamic layout design for scalable reconfigurable manufacturing systems

Saffar, Fatemeh; Moghaddam, Shokraneh K.; Huang, Sihan - In: International journal of production research 63 (2025) 17, pp. 6530-6552

Persistent link: https://www.econbiz.de/10015468174

A method to pre-compile numerical integrals when solving stochastic dynamic problems

Arapakis, Karolos - In: Computational economics 61 (2023) 2, pp. 593-610

Persistent link: https://www.econbiz.de/10014228454

Risikoquantifizierung : charakteristische Funktion und numerische Methoden als Alternative zur Monte-Carlo-Simulation : Fallbeispiele zu kombinierten Verteilungen

Knobloch, Ralf - 2025

paper presents a numerical alternative based on the stochastic concept of the characteristic function and applies it to …

Persistent link: https://www.econbiz.de/10015475156

Risikoquantifizierung: Charakteristische Funktion und numerische Methoden als Alternative zur Monte-Carlo-Simulation: Fallbeispiele zu kombinierten Verteilungen

Knobloch, Ralf - 2025

paper presents a numerical alternative based on the stochastic concept of the characteristic function and applies it to …

Persistent link: https://www.econbiz.de/10015477987

The machine tool industry of Russia at a time of war and sanctions

Cooper, Julian - In: Post-communist economies 36 (2024) 5, pp. 527-561

Persistent link: https://www.econbiz.de/10014557784

Fast solution of dynamic intra-household bargaining models

Hallengreen, Adam; Jørgensen, Thomas H.; Olesen, … - 2026

Dynamic household bargaining models are growing in popularity but are computationally demanding to solve and estimate. We propose a modification to the endogenous grid method (EGM) that allows this class of models to reap the benefits of the EGM. The method, which we refer to as interpolated EGM...

Persistent link: https://www.econbiz.de/10015634014

Estimating the best-fit parameters of Weibull distribution with numerical methods for wind energy assessment : a case study in China

Liu, Jun; Xiong, Guojiang; Fu, Xiaofan; Mohamed, Ali Wagdy - In: Energy strategy reviews 63 (2026), pp. 1-13

methods may result in varied results. This paper implements ten numerical methods to estimate Weibull's parameters in fitting … locations are analyzed. Secondly, to ascertain the optimal parameters, ten numerical methods are implemented in accordance with …

Persistent link: https://www.econbiz.de/10015604014

Machine learning and artificial intelligence in CNC machine tools : a review

Soori, Mohsen; Arezoo, Behrooz; Dastres, Roza - In: Sustainable manufacturing and service economics 2 (2023), pp. 1-12

Artificial Intelligence (AI) and Machine learning (ML) represents an important evolution in computer science and data processing systems which can be used in order to enhance almost every technology-enabled service, products, and industrial applications. A subfield of artificial intelligence and...

Persistent link: https://www.econbiz.de/10014555543

Coarse categories in a complex world

Graeber, Thomas; Roth, Christopher; Sammon, Marco - 2026

Most news stories contain both granular quantitative information and coarse categorizations. For instance, company earnings are reported as a dollar figure alongside categorizations, such as whether earnings beat or missed market expectations. We formalize and study the hypothesis that when a...

Persistent link: https://www.econbiz.de/10015614363