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Diffusion factors binding to the corresponding receptors (red and blue rectangles) activating or inhibiting the transcription factor (TF). The activated TF translocates to the
We consider the optimal portfolio problem where the interest rate is stochastic and the agent has insider information on its value at a finite terminal time.. The agent’s objective
In the case of mean variance hedging of the wealth portfolio an effective algorithm has been developed to find the optimal strategy taking into account the transition cost, the
Next, by utilizing a fast computational method for how the rare event occurs and the proposed importance sampling method, we provide an efficient simulation algorithm to esti- mate
boosting method is using numerical response variable, while random forest is. through
If poor agents pay higher tax rates than rich agents, eventually all wealth becomes concentrated in the hands of a single agent.. By contrast, if poor agents are subject to lower
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formu- lations for the scalar-state stochastic system with multiplicative noise, which
We also investigate the saver’s decision of whether to manage her/his portfolio personally ( DIY investor ) or hire, against the pay- ment of a management fee, a professional
