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Genetic algorithms applied to an evolutionary model of industrial dynamics

Passos, Gustavo C. S.; Vargas Barrenechea, Martin Harry - In: Economia : revista da ANPEC 21 (2020) 2, pp. 279-296

In order to verify the effects of machine learning in a market structure, an evolutionary model containing firms that use a genetic algorithm to decide their investment in innovative R&D was developed. These firms share the market, with two other types of firms, those with a fixed rate of...

Persistent link: https://www.econbiz.de/10012307281

Stochastic Constraint

Katyal, Neal Kumar - 2013

Persistent link: https://www.econbiz.de/10013078764

A note on utility maximization with unbounded random endowment

Owari, Keita - In: Asia-Pacific financial markets 18 (2011) 1, pp. 89-103

Persistent link: https://www.econbiz.de/10009237747

Relaxed utility maximization in complete markets

Biagini, Sara; Guasoni, Paolo - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 703-722

Persistent link: https://www.econbiz.de/10009311613

Utility maximization, risk aversion, and stochastic dominance

Beiglböck, Mathias; Muhle-Karbe, Johannes; Temme, Johannes - 2011

at the expense of a more widespread distribution. Dybvig and Wang [J. Econ. Theory, 2011, to appear] find that this idea …

Persistent link: https://www.econbiz.de/10009009482

Risk-averse asymptotics for reservation prices

Carassus, Laurence; Rásonyi, Miklós - In: Annals of finance 7 (2011) 3, pp. 375-387

Persistent link: https://www.econbiz.de/10009248120

Non-standard backward stochastic differential equations and multiple optimal stopping problems with applications to securities pricing

Zhang, Jianing - 2012

of quadratic BSDEs. This method is based on a stochastic analogue to the Cole-Hopf transformation from PDE theory. We …

Persistent link: https://www.econbiz.de/10009783510

Exponential utility maximization under partial information

Mania, Michael; Santacroce, Marina - In: Finance and stochastics 14 (2010) 3, pp. 419-448

Persistent link: https://www.econbiz.de/10010216491

Robust exponential hedging and indifference valuation

Owari, Keita - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1075-1101

Persistent link: https://www.econbiz.de/10008906207

Utility maximization, risk aversion, and stochastic dominance

Beiglböck, Mathias; Muhle-Karbe, Johannes; Temme, Johannes - In: Mathematics and financial economics 6 (2012) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10009544192