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Chiral effects on optical solitons
Torres-Silva, H.; Zamorano, M. - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 1, pp. 149-161
A basic equation, describing the temporal evolution of fields in a chiral medium with Kerr non-linearity is used to study the effects resulting from the combined action of chirality and non-linearity on optical solitons. The spatial chirality effect is characterized through the Born–Fedorov...
Persistent link: https://www.econbiz.de/10010748684
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Estimating the risk-return profile of new venture investments using a risk-neutral framework and "thick" models
Reber, Beat - In: The European journal of finance 20 (2014) 4/6, pp. 341-360
Persistent link: https://www.econbiz.de/10010462052
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Significance, relevance and explainability in the machine learning age : an econometrics and financial data science perspective
Hoepner, Andreas G. F.; McMillan, David G.; Vivian, Andrew - In: The European journal of finance 27 (2021) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10012424925
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What drives the performance and causality of green bond indices?
Baltas, Konstantinos N.; Mann, Robert - In: The European journal of finance 30 (2024) 3, pp. 269-287
Persistent link: https://www.econbiz.de/10014547877
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Ansätze künstlicher neuronaler Netze zur Lösung von Tourenplanungsproblemen
Mundigl, Robert - 1995
Persistent link: https://www.econbiz.de/10000898302
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Forecasting inter-related energy product prices
Malliaris, Mary E.; Malliaris, S. G. - In: The European journal of finance 14 (2008) 5/6, pp. 453-468
Persistent link: https://www.econbiz.de/10003772097
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Identifizierung, Visualisierung und Analyse der Volatilitätsoberflächen von DAX-Optionen mit neuronalen Netzen
Koserski, Jan - 2006
Persistent link: https://www.econbiz.de/10003158758
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Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios; Laws, Jason; Dunis, Christian - In: The European journal of finance 21 (2015) 4/6, pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
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Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: The European journal of finance 21 (2015) 4/6, pp. 352-375
Persistent link: https://www.econbiz.de/10010528977