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A Mathematical Analysis of Technical Analysis
Lorig, Matthew - 2019
In this paper, we investigate trading strategies based on exponential moving averages (ExpMAs) of an underlying risky asset. We study both logarithmic utility maximization and long-term growth rate maximization problems and find closed-form solutions when the drift of the underlying is modeled...
Persistent link: https://www.econbiz.de/10012867719
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Some Mathematical Aspects of Price Optimisation
Hashorva, Enkelejd - 2017
Calculation of an optimal tariff is a principal challenge for pricing actuaries. In this contribution we are concerned with the renewal insurance business discussing various mathematical aspects of calculation of an optimal renewal tariff. Our motivation comes from two important actuarial tasks,...
Persistent link: https://www.econbiz.de/10012969297
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Transcendental Analysis of Mathematics : The Transcendental Constructivism (Pragmatism) as the Program of Foundation of Mathematics
Katrechko, Sergey - 2015
article is devoted to Kant's theory of the construction of mathematical concepts and his understanding (substantiation) of … mathematics as cognition "through construction of concepts in intuition" [KrV, B 752] (see also: "to construct a concept means to … exhibit a priori the intuition corresponding to it"; [KrV, В 741]). Unlike the natural sciences the mathematics is an abstract …
Persistent link: https://www.econbiz.de/10013013403
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Visco-Elastic Elongation Flow in Mathematical Modelling
Hou, V. - 2018
The visco-elastic fluids in computational fluid mechanics (CFM) is an important problem to study. The simulation of the process of shear and elongation material has been successfully carried out in our previous reports (reference [1]). A mixed computational and mathematical approach in...
Persistent link: https://www.econbiz.de/10012923143
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Traffic Mathematics
Choi, Hak - 2022
mathematics thoroughly, to derive some surprisingly new understanding of traffic-flow and capacity, which then help economize road …
Persistent link: https://www.econbiz.de/10013290668
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Matheuristics : using mathematics for heuristic design
Boschetti, Marco Antonio; Maniezzo, Vittorio - In: 4OR : quarterly journal of the Belgian, French and … 20 (2022) 2, pp. 173-208
Persistent link: https://www.econbiz.de/10013259934
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Physical Mathematical Modelling of Difficult Elements of Acrobatic Rock-and-Roll
Adashevskiy, V. - 2015
It is shown directions of biomechanics substantiation of implementation acrobatic rock-and-roll Fus-salto element taking into account concrete physical data of sportsmen. Mathematical model is developed for determination the influence on a quality of implementation of technical element of such...
Persistent link: https://www.econbiz.de/10013033457
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Infinitesimal Methods in Mathematical Economics
Anderson, Robert - 2021
This is the partial manuscript of a book developing the tools of nonstandard analysis, geared to applications in mathematical economics. It was written over the period 1993-2008. There is no plan to complete and publish it
Persistent link: https://www.econbiz.de/10013245274
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Trends in Mathematical Modelling
Chichilnisky, Graciela - 2009
Persistent link: https://www.econbiz.de/10012718431
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Homotopy Perturbation Method for Solving Mathematical Model of Novel Coronavirus Differential Equations
Dhariwal, Monika; Fatima, Nahid - 2020
In this research work we apply the Homotopy Perturbation Method (HPM) to solve the Three-dimensional mathematical model of Novel Coronavirus differential equation, which is applied to investigate the transmittal dynamics Novel Coronavirus infection in public. We have got the solution which has...
Persistent link: https://www.econbiz.de/10014095993