Invariance analysis, exact solution and conservation laws of (2+ 1) dim fractional Kadomtsev-Petviashvili (KP) system
In this work, a Lie group reduction for a (2+ 1) dimensional fractional Kadomtsev-Petviashvili
(KP) system is determined by using the Lie symmetry method with Riemann Liouville …
(KP) system is determined by using the Lie symmetry method with Riemann Liouville …
Simulation of nonlinear fractional dynamics arising in the modeling of cognitive decision making using a new fractional neural network
AH Hadian Rasanan, N Bajalan… - … Methods in the …, 2020 - Wiley Online Library
By the rapid growth of available data, providing data‐driven solutions for nonlinear
(fractional) dynamical systems becomes more important than before. In this paper, a new …
(fractional) dynamical systems becomes more important than before. In this paper, a new …
Forward deterministic pricing of options using Gaussian radial basis functions
The price of a fixed-term option is the expected value of the payoff at the time of maturity.
When not analytically available, the option price is computed using stochastic or …
When not analytically available, the option price is computed using stochastic or …
[HTML][HTML] A radial basis function—Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options
A novel local meshfree method is proposed for simulating cash-or-nothing and asset-or-
nothing options, at which the initial condition is discontinuous. The novelty of the scheme is …
nothing options, at which the initial condition is discontinuous. The novelty of the scheme is …
The AI Black-Scholes: Finance-Informed Neural Network
In the realm of option pricing, existing models are typically classified into principle-driven
methods, such as solving partial differential equations (PDEs) that pricing function satisfies …
methods, such as solving partial differential equations (PDEs) that pricing function satisfies …
Pricing equity warrants in Merton jump–diffusion model with credit risk
Q Zhou, X Zhang - Physica A: Statistical Mechanics and its Applications, 2020 - Elsevier
To take the jump effect into the dynamics of the firm's value and to consider the debt of the
levered firms, this paper considers the problem of pricing equity warrants in a firm with debt …
levered firms, this paper considers the problem of pricing equity warrants in a firm with debt …
HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation
H Yoshioka, M Tsujimura, K Hamagami… - … & Mathematics with …, 2021 - Elsevier
We formulate a new two-variable river environmental restoration problem based on jump
stochastic differential equations (SDEs) governing the sediment storage and nuisance …
stochastic differential equations (SDEs) governing the sediment storage and nuisance …
Theory Embedded Learning
C Chi - 2023 - tspace.library.utoronto.ca
Theory Embedded Learning (TEL) combines theoretical principles with machine learning to
solve Engineering problems. It offers a middle ground between principle-driven and learning …
solve Engineering problems. It offers a middle ground between principle-driven and learning …
Response time and accuracy modeling through the lens of fractional dynamics: A foundational primer
Decision making is a cognitive process that is both an important aspect of human cognition
and fundamental to understanding other basic cognitive functions, such as attention …
and fundamental to understanding other basic cognitive functions, such as attention …
Space time fractional Ito system with variable coefficients: explicit solution, conservation laws and numerical approximation
Purpose The purpose of this paper is to present the residual power series method for solving
the space time fractional variable coefficients Ito system. Design/methodology/approach A …
the space time fractional variable coefficients Ito system. Design/methodology/approach A …