• Search: "C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling"

Showing 1 - 20 of 1,041

1

CV@R penalized portfolio optimization with biased stochastic mirror descent
Costa, Manon ; Gadat, Sébastien ; Huang, Lorick ; et al.
Finance and Stochastics. 29(3):609-664

Biased observations Discretisation Portfolio selection Risk management constrai... Stochastic mirror descen... JEL: C - Mathematical an... …
Journal
Save to List
2

An Integrated Control-Equilibrium Framework for Socio-Ecological Systems
Dragicevic, Arnaud, Z ; Shogren, Jason, F ; Garcia, Serge ; et al.

Conditional Value at Ris... Stochastic maximum princ... Evolutionary variational... Pareto efficiency Multiplex networks Socio-ecological systems …
Electronic Resource
Save to List
3

Economic insecurity, memory effects and allocations choices
Fabbri, Giorgio ; Augeraud-Véron, Emmanuelle ; Laboratoire d'Economie Appliquée de Grenoble (GAEL) ; et al.

Mitigation Effort Poisson Economic Shocks Precautionary Savings Intertemporal Optimizati... Consumption Habits Economic Insecurity …
Electronic Resource
Save to List
4

Endogenous growth, spatial dynamics and convergence: A refinement
Boucekkine, Raouf ; Camacho, Carmen ; Ruan, Weihua ; et al.

Diffusion and growth Optimal Control State constraint Ekeland's variational pr... Convergence JEL: C - Mathematical an... …
Electronic Resource
Save to List
5

Endogenous Innovation in a Growth Model à la Solow
Kim Cuong Pham, Thi ; Pham, Ngoc-Sang ; Le Van, Cuong ; et al.

endogenous growth population-driven growth balanced growth path stability instability innovation …
Electronic Resource
Save to List
6

Did the Cold War Produce Development Clusters in Africa?
Castañeda Dower, Paul ; Gokmen, Gunes ; Le Breton, Michel ; et al.

Landscape Theory Africa Political Alliances Cold War Blocs Strong Nash Equilibrium …
Electronic Resource
Save to List
7

A Note on the Approximability of the Balanced Minimum Evolution Problem
Une note sur l’approximabilité du problème de l’évolution minimale équilibrée
Catanzaro, Daniele ; Pesenti, Raffaele ; Pisanu, Francesco ; et al.

unrooted binary trees approximation algorithms path-length matrices cross-entropy minimizati... balanced minimum evoluti... JEL: C - Mathematical an... …
Electronic Resource
Save to List
8

A Binomial Option-Pricing Scheme for Knock-Out Barrier Options
Yıldız, Burak ; Baskent University

Barrier Options Binomial Model Option Pricing JEL: C - Mathematical an... C.C6 - Mathematical Meth... C.C6.C63 - Computational... …
Electronic Resource
Save to List
9

Innovation in assessing property-level flood risk adaptation measures: insights from a coupled hydraulic-economic model at the building scale
Nortes Martínez, David ; Grelot, Frédéric ; Finaud-Guyot, Pascal ; et al.

building modelling flood damage assessment adaptation vulnerability JEL: C - Mathematical an... …
Electronic Resource
Save to List
10

Multi-Product Supply Function Equilibria
Holmberg, Pär ; Ruddell, Keith ; Willems, Bert ; et al.

Multi-product pricing Divisible-good auction Bundling Pass-through Welfare Supply function equilibr... …
Electronic Resource
Save to List
11

Towards Sustainable Agriculture: Implementing a Market for Payments for Environmental Services in Agri-Food Systems
Garcia, Serge ; Dragicevic, Arnaud, Z ; Pereau, Jean-Christophe ; et al.

Agri-food sector Bioeconomy Supply Chain GHG emissions Biodiversity loss Ecological footprint …
Electronic Resource
Save to List
12

A Multiplicative Joint-Production Model for Evaluating Forest Ecosystems: Exploring the Economic-Environmental Performance Nexus
Abad, Arnaud ; Barkaoui, Ahmed ; Ravelojaona, Paola ; et al.

Data envelopment analysi... Forest ecosystems Multidimensional perform... Multiplicative joint-pro... JEL: C - Mathematical an... C.C6 - Mathematical Meth... …
Electronic Resource
Save to List
13

(Non-Monotonic) Effects of Productivity and Credit Constraints on Equilibrium Aggregate Production in General Equilibrium Models with Heterogeneous Producers
Pham, Ngoc-Sang ; École de Management de Normandie = EM Normandie Business School (EM Normandie)

general equilibrium efficiency distributional effects productivity dispersion heterogeneity credit constraint …
Electronic Resource
Save to List
14

To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
Bosi, Stefano ; Le Van, Cuong ; Pham, Ngoc-Sang ; et al.

Exchange economy Overlapping generations Asset price bubble Fundamental value Low interest rate Pareto optimal …
Electronic Resource
Save to List
15

To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
Bosi, Stefano ; Le Van, Cuong ; Pham, Ngoc-Sang ; et al.

Exchange economy Overlapping generations Asset price bubble Fundamental value Low interest rate Pareto optimal …
Electronic Resource
Save to List
16

Infectious disease and endogenous cycles: Lockdown hits two birds with one stone
Desmarchelier, David ; Jaoul-Grammare, Magali ; Morel, Guillaume ; et al.
International Journal of Economic Theory. 21(3):316-342

Bogdanov-Takens bifurcat... Hopf bifurcation Lockdown Ramsey model SIS model JEL: C - Mathematical an... …
Journal
Save to List
17

7-digit Product-level Supply-Use and Input-Output Tables Using ASI Data
Dutta, Sourish ; Vivekananda Institute of Professional Studies-Technical Campus (VIPS-TC), Pitampura, Delhi (VIPS-TC) ; Centre for Development Studies, Trivandrum ; et al.
18th National Seminar of Ministry of Statistics and Programme Implementation (MoSPI) & 43rd Conference of Indian Association for Research in National Income and Wealth (IARNIW)), National Statistics Office (NSO) & Institute of Economic Growth (IEG), Apr 2025, New Delhi, India. ⟨10.33774/coe-2025-mfpxg⟩

New Delhi, India Supply-Use Tables (SUTs) Input-Output Analysis Annual Survey of Industr... Manufacturing Sector Domestic Value Added (DV... …
Conference
Save to List
20

DIFFERENTIAL DEEP LEARNING AND PHYSICS-INFORMED NEURAL NETWORKS FOR FAST DERIVATIVE PRICING
Mrad, Moez ; Iassamen, Nazim ; Credit Agricole S.A.

Differential Deep Learni... Physics Informed Neural... Heston model with time-d... Fast Computing JEL: C - Mathematical an... C.C4 - Econometric and S... …
Electronic Resource
Save to List
Search Tools: Get RSS Feed Email this Search Save Search

Filter