Narrow search
Showing 211 - 220 of 640,536
Cover Image
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
Cover Image
Architecture, Design, and Mathematics
Stein, Harvey J. - 2019
Persistent link: https://www.econbiz.de/10012867839
Cover Image
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
Cover Image
'Mises and Hayek Mathematized' : Towards Mathematical Austrian Economics
Hudik, Marek - 2017
hand, mathematics is a language which is universal, more precise and more efficient than verbal language; on the other hand … of mathematics altogether. In particular, it is emphasized that mathematization is not in conflict with the Austrian …
Persistent link: https://www.econbiz.de/10012973265
Cover Image
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
Cover Image
A Mathematical Version of Garrison's Model
Cachanosky, Nicolas - 2020
apply it to the cases of increase in savings, secular growth, and the Austrian business cycle theory …
Persistent link: https://www.econbiz.de/10012855200
Cover Image
Mathematical Science of Finance Economy
Akintona, Mustapha - 2019
Currency, money economy and money management are the workmanship and profit of financial player intensity to take various routine precautions like meteorology, weather analysis and means of communication services including radio services, television services and information science to minimize...
Persistent link: https://www.econbiz.de/10012861995
Cover Image
On Double-Entry Bookkeeping : The Mathematical Treatment
Ellerman, David - 2014
pairs of unsigned numbers ("T-accounts"). That construction was only formulated abstractly in mathematics in the 19th … group of differences (here called the "Pacioli group") is still largely unknown both in mathematics and accounting. The …
Persistent link: https://www.econbiz.de/10013051301
Cover Image
Stochastic Expectations : Good Mathematics, Bad Economics
James, Robert G. - 2015
An example is used to show that efficient market expectations are not the same as expectations in a stochastic process. An implication is that efficient market expectations need not have stochastic properties like orthogonality and variance bounds. Failure to recognize this fact has led to bad...
Persistent link: https://www.econbiz.de/10013019603
Cover Image
Convex Analysis in Financial Mathematics
Zhu, Qiji Jim - 2015
Using the language of convex analysis, we describe key results in several important areas of finance: portfolio theory …, financial derivative trading and pricing and consumption based asset pricing theory. We hope to emphasize the importance of … convex analysis in financial mathematics and also draw the attention of researchers in convex analysis to interesting issues …
Persistent link: https://www.econbiz.de/10013021166