Search Results - subject_exact:"Analysis"

Structural impacts of global climate agreements on CO₂ emissions and economic growth in 106 middle-income countries

Al Mamun, Tuhin G. M.; Ehsanullah, Ehsanullah; Amin, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617359

A new functional setting for term structure modeling using the Heath-Jarrow-Morton framework

Pokojovy, Michael; Nkum, Ebenezer; Fullerton, Thomas M. - 2026

The well-known Heath-Jarrow-Morton (HJM) framework provides a universal and efficacious instrument for modeling the stochastic evolution of an entire yield curve by explaining the interest rate dynamics in continuous time under no-arbitrage conditions. Existing implementations involve...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640561

When clarity clouds the view : introducing a decision style framework for assessing task-related effectiveness in analysis and intuition

Julmi, Christian - 2025

Recent scholarly discussions suggest the potential superiority of intuition over analysis in tasks with high equivocality. However, it remains unclear when and whether intuition is preferable when both uncertainty and equivocality are considered. Addressing this gap, the article introduces a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015438471

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When clarity clouds the view: Introducing a decision style framework for assessing task-related effectiveness in analysis and intuition

Julmi, Christian - 2025

Article

ML Techniques Integration in Digital Learning Platforms: Students' Dataset Statistical Analysis

Shala Riza, Lediana; Abazi Bexheti, Lejla - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015403947

Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations

Naito, Makoto; Saito, Taiga; Takahashi, Akihiko - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358031

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Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations

Naito, Makoto; Saito, Taiga; Takahashi, Akihiko; … - 2025

Book / Working Paper

Fundamental valuation of patents in continuous time : a Note

Hariharan, Akila; Prabha, Megana; Srinivasan, Naveen; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015463174

Biodiversity linked bonds : an option pricing based valuation approach

Chan-Lau, Jorge A. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015407861

Rough PDEs for local stochastic volatility models

Bank, Peter; Bayer, Christian; Friz, Peter K.; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015460603

Internal financial control and internal financial audit : tools for eliminating financial misconduct

Nurgaliyeva, Aliya; Saparova, Gulnara; Zhadigerova, Onaikhan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612486

Option pricing mechanisms driven by backward stochastic differential equations

Shi, Yufeng; Teng, Bin; Wang, Sicong - 2025

This study investigates an option pricing method called g-pricing based on backward stochastic differential equations combined with deep learning. We adopted a data-driven approach to find a market-appropriate generator of the backward stochastic differential equation, which is achieved by...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015557857

Constant volatility estimation by classical and bayesian methods in a financial market : an application to Bancolombia's preferential prices

Cortés-García, Christian; Cangrejo-Esquivel, Alvaro - 2025

In this paper we propose methods, from a classical and Bayesian approach, to estimate the constant volatility of an asset when it is not appropriate to fit heteroscedastic or stochastic volatility models relative to the sample series of the asset where no large increase in volatility is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625862

Analyzing social interaction in organizations : a roadmap for reflexive choice

Sadeh, Linda Jakob; Baikovich, Avital; Zilber, Tammar B. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015574600

Using the participation cube to conduct participation analysis of development projects in Zambia and Uganda

Roberts, Tony; Howard, Jo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015532368

Multiscale stochastic models for bitcoin : fractional brownian motion and duration-based approaches

Carvalho, Arthur Rodrigues Pereira de; Quintino, Felipe; … - 2025

This study introduces and evaluates stochastic models to describe Bitcoin price dynamics at different time scales, using daily data from January 2019 to December 2024 and intraday data from 20 January 2025. In the daily analysis, models based on are introduced to capture long memory, paired with...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015533849

Robust two-player differential investment game of defined contribution pension plans under multiple risks

Zhang, Yumo; Lind, Peter Pommergård; Xiang, Hanqing - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534470

Discretization of fractional fully nonlinear equations by powers of discrete Laplacians

Chowdhury, Indranil; Jakobsen, Espen R.; Lien, Robin Ø - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015509354

Employee perceptions of their work environment, work passion, and work intentions: A replication study using three samples

Peyton, Taylor; Zigarmi, Drea - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015459042

Leading a post-pandemic workforce: Understanding employees' changing work ethic

Arciniega, Luis M.; Woehr, David J.; González, Luis - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015459076

Eco-innovative transformation of the urban infrastructure of Ukraine on the way to post-war recovery

Kryshtal, Halyna; Tomakh, Viktoriia; Ivanova, Tetiana; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014526873

A stochastically correlated bivariate square-root model

Silva, Allan Jonathan da; Baczynski, Jack; Vicente, … - 2024

We introduce a novel stochastically correlated two-factor (i.e., bivariate) diffusion process under the square-root format, for which we analytically obtain the corresponding solutions for the conditional moment-generating functions and conditional characteristic functions. Such solutions...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636327

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, ebvufind01.dmz1.zbw.eu/10015066357

Leading a post-pandemic workforce : understanding employees’ changing work ethic

Arciniega, Luis M.; Woehr, David J.; González, Luis - 2024

A recent cross-cultural study suggests employees may be classified, based on their scores on a measure of work ethic, into three profiles labeled as "live to work," "work to live," and "work as a necessary evil." The present study assesses whether these profiles were stable before and after an...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500827

Employee perceptions of their work environment, work passion, and work intentions : a replication study using three samples

Peyton, Taylor; Zigarmi, Drea - 2024

This study contributes to the emerging literature on the employee work passion appraisal (EWPA) model, by replicating structural equation modeling across three samples (total n = 4,613). We examine passion for work as a mediator of employees' work environment characteristics and work intentions....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500910

The opportunity cost of not repurposing public expenditure in food and agriculture in sub-Saharan African countries : background paper for The State of Food and Security and Nutrition in the World 2024

Sánchez, Marco V.; Cicowiez, Martín; Pernechele, Valentina - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371308

ML techniques integration in digital learning platforms : students' dataset statistical analysis

Riza, Lediana Shala; Bexheti, Lejla Abazi - 2024

With the use of technology-enhanced learning platforms and an abundance of available educational data, it is possible to analyze student learning behavior and solve problems, improve the learning environment, and make data-driven decisions. A virtual learning environment effectively provide...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015424134

A gentle introduction to matrix calculus

Magnus, Jan R. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015552399

A weak MLMC scheme for Lévy-Copula-Driven SDEs with applications to the pricing of credit, equity and interest rate derivatives

Mijatović, Aleksandar; Palfray, Romain - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015415705

Modelling the industrial production of electric and gas utilities through the CIR3 model

Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015045564

A fuzzy fractional power series approximation and Taylor expansion for solving fuzzy fractional differential equation

Singh, Payal; Gazi, Kamal Hossain; Rahaman, Mostafijur; … - 2024

Fuzzy fractional differential has the strength to capture the senses of memory and uncertainty simultaneously involved in dynamical systems. However, a solution for fuzzy fractional differential equations is not always found regularly. This paper discusses a numerical solution approach for the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014541871

KI verstehen und intelligent nutzen : der sechste Sinn und die Evolution der Informatik

Weinmann, Siegfried - 2026

Künstliche Intelligenz hat sich vom Instrument zum Medium entwickelt. KI gestaltet die Wirtschaft, die Gesellschaft, bis hin zum Menschen selbst. Als Wissenschaft, die der Mathematik Flügel verleiht, ist KI höchst interessant. Besonders interessant sind Aufgaben, die KI heute erledigen kann....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015563757

An inventory model for stock-dependent fluctuating demand and without shortages : stochastic differential equation approach

Nath, Sourav; Saha, Sumit - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593387

Economic analysis through mathematics : tools and techniques for decision making

Lukač, Zrinka - 2026

Matrices and types of matrices -- Basic matrix operations -- Determinants -- Systems of linear equations -- Vectors and Vector Spaces -- Applications of linear algebra in economics -- Real functions of one real variable -- The concept of a limit -- Continuous functions -- Single-Variable...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015583346

Economic dynamics and distributions : differential equations, optimal control and applications

Brito, Paulo - 2026

This textbook introduces readers to the economic dynamics of growth and distribution and presents dynamic mathematical tools essential to understanding various economic phenomena. From ordinary differential equations to partial differential equations and stochastic differential equations, it...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628368

A risk-oriented model for controlling the objectives of economic systems

Serebrjakova, Tat'jana Jur'evna; Melnik, Elena V.; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015637854

Enhancing the evaluation of competitive resilience of businesses

Berezina, Valentina V.; Zhulina, Elena G.; Muravleva, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015637863

Strong order-one-half convergence of the projected Euler–Maruyama method for the Cox–Ingersoll–Ross model

Tang, Yiyi - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655833

Management of marketing risks in sustainable development

Ostapchuk, Anatolii; Karpenko, Larysa; Abuselidze, George; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013554867

Trade in Times of Uncertainty

Matzner, Anna; Meyer, Birgit; Oberhofer, Harald - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014290194

The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations

Herdegen, Martin; Hobson, David G.; Jerome, Joseph - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013489501

Trade in times of uncertainty

Matzner, Anna Hilda; Meyer, Birgit; Oberhofer, Harald - 2023

This paper analyses the direct and indirect trade volume and trade cost effects of uncertainty on international trade and economic welfare using a structural gravity framework for a panel of 97 developed and developing countries from 2000 to 2018. Our results suggest that an increase in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013550200

Application of Malliavin Calculus and Wiener Chaos to Option Pricing Theory (1st Phd Manuscript)

Benhamou, Eric - 2023

This dissertation provides a contribution to the option pricing literature by means of some recent developments in probability theory, namely the Malliavin Calculus and the Wiener chaos theory. It sheds new light on some old and complicated problems by means of these new techniques. It...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014257546

Dynamic Risk Measures for Processes Via Reflected Backward Stochastic Differential Equations with Time Delayed Generators

Li, Zhimin; Zhou, Min; Yan, Rui - 2023

In this paper, we study the problem of dynamic convex risk measures via reflected backward stochastic differential equations with time delayed generators (RBSDEs with time delayed generators, in short). Under some assumptions on the generators of the equations, we prove that the RBSDEs with a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014261570

The design and evaluation of a picture fuzzy mining safety system with picture fuzzy differential equations

Mondal, Debapriya; Garai, Totan; Roy, Gopal Chandra; … - 2023

The mining industry continues to play a significant role in developing the economy in developing countries. The need for minerals influences the magnitude of the mining industry, and safety concerns have taken on considerable importance in this sector. Equipment failure and breakdown will...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014532356

Innovative management of biomass cost value based on accounting and analysis of production costs of agricultural activities

Zadorožnyj, Zenovij-Mychajlo; Muravsʹkyj, Volodymyr … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014447640

Empirical relationship between social cohesion and economic growth in Pakistan : a time series analysis

Zafar, Rabia; Ali, Asghar; Khurshid, Zunaira - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014449959

A neutrosophic differential equation approach for modelling glucose distribution in the bloodstream using neutrosophic sets

Acharya, Ashish; Mahata, Animesh; Mukherjee, Supriya; … - 2023

Neutrosophic sets are a generalization of fuzzy sets and intuitionistic fuzzy sets. They play an important role in addressing uncertainty, vagueness, and indeterminacy in problem-solving. Differential equations in a neutrosophic environment under Hukuhara differentiability are used to model the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014516474

A prey-refuge harvesting model using intuitionistic fuzzy sets

Acharya, Ashish; Mahata, Animesh; Sil, Nikhilesh; … - 2023

This study considers the classical Lotka-Volterra model for a prey-predator system with harvesting effort and catchability coefficients for both species incorporating a new prey-refuge parameter. Trapezoidal intuitionistic fuzzy numbers are considered to describe the initial values of the prey...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014520206

Lanchester's differential equations as operational command decision making tools

Kostić, Mladen; Jovanović, Aca - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014307800

A probabilistic solution to high-dimensional continuous-time macro and finance models

Ji, Huang - 2023

This paper introduces the probabilistic formulation of continuous-time economic models: forward stochastic differential equations (SDE) govern the dynamics of backward-looking variables, and backward SDEs capture that of forward-looking variables. Deep learning streamlines the search for the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014331249

New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion

Takahashi, Akihiko; Yamada, Toshihiro - 2023 - This version: July 3, 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014331906

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New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion

Takahashi, Akihiko; Yamada, Toshihiro - 2023 - This version: July 3, 2023

Edition: This version: July 3, 2023

Book / Working Paper