Relevant bibliographies by topics / Markets – Mathematical models

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Markets – Mathematical models'

Author: Grafiati
Published: 10 March 2023
Last updated: 31 July 2025

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Journal articles on the topic "Markets – Mathematical models"

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Gomozov, Yevgen, and Vladyslav Mats. "MATHEMATICAL MODELS OF IT BUSINESS RISKS ASSESSMENT." Bulletin of NTU "KhPI". Series: Strategic management, portfolio, program and project management, no. 1(8) (June 23, 2024): 79–83. http://dx.doi.org/10.20998/2413-3000.2024.8.11.

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The modern world is a world of almost continuous various disasters. The general concept of risks is closely related to such disasters of a natural, man-made, informational and financial nature. The definition of risks differs greatly among specialists in different industries. Therefore, the formation of general approaches to the description of the indicated phenomena in general terms is relevant. Such general approaches that could lead to the construction of mathematical models of risk analysis and management capable of working in real time. Generally speaking, it is stock and financial market
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Caulkins, Jonathan P. "Mathematical models of drug markets and drug policy." Mathematical and Computer Modelling 17, no. 2 (1993): ix—xi. http://dx.doi.org/10.1016/0895-7177(93)90235-q.

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Yarygina, I. Z., V. B. Gisin, and B. A. Putko. "Fractal Asset Pricing Models for Financial Risk Management." Finance: Theory and Practice 23, no. 6 (2019): 117–30. http://dx.doi.org/10.26794/2587-5671-2019-23-6-117-130.

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The article presents the analysis findings of the problems and prospects of using the fractal markets theory to mathematically predict the price dynamics of assets as part of a financial risk management strategy. The aim of the article is to find out the features of value of bank assets and to develop recommendations for assessing financial risks based on mathematical methods for forecasting economic processes. Theoretical and empirical research methods were used to achieve the aim. The article reveals the features of mathematical modeling of economic processes related to asset pricing in a vo
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Pietukhova, Olga, and Svetlana Esh. "Models of stock analysis in capital markets." Market Relations Development in Ukraine 98, no. 5-13 (2024): 6(77). https://doi.org/10.5281/zenodo.13764625.

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The subject of the study is a comprehensive assessment of stock analysis models on current capital markets, determining their comparative characteristics.The purpose of the study is to determine the essence and content of stock exchange analysis models, which helps business entities that operate in capital markets to determine their development trends and place in the market or in business Research methods. When writing the article, comparison methods, scientific and data generalization methods, as well as special research methods were used that help determine the essence of stock market
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Nikhil, Jarunde. "Statistical Arbitrage Strategies in Derivatives Markets: Opportunities and Limitations." European Journal of Advances in Engineering and Technology 8, no. 8 (2021): 60–65. https://doi.org/10.5281/zenodo.12737209.

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Statistical arbitrage strategies leverage sophisticated mathematical models to identify and systematically exploit fleeting price discrepancies between related derivatives instruments. These strategies have a rich history in financial markets, and their profitability rests on the assumption that historical price relationships will continue. This paper examines the utilization of statistical arbitrage in derivatives markets, specifically exploring the evolution of strategy profitability as markets become more efficient. It investigates the opportunities presented by these methods while also con
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Xue, Zhaojie, Shuqing Cheng, Mingzhu Yu, and Liang Zou. "Pricing models of two-sided markets incorporating service quality." Kybernetes 48, no. 8 (2019): 1827–50. http://dx.doi.org/10.1108/k-06-2018-0287.

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Purpose This paper aims to study the pricing problems on the two-sided market for cases of monopoly and duopoly competition, specifically investigating the impact of platform service quality on the market. Theoretical analysis and computational studies are conducted to investigate the impact of different parameters on the system outcomes. Design/methodology/approach Mathematical formulations are proposed for cases of monopoly and duopoly competition. For monopolistic market, the optimal pricing and service quality strategies are obtained using mathematical programming method. For duopolistic m
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Bao, Zhixuan. "Research on the Influence of Financial Mathematics on Modern Financial Market." Highlights in Business, Economics and Management 15 (June 28, 2023): 260–66. http://dx.doi.org/10.54097/hbem.v15i.9404.

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In the process of continuous reform and development of financial markets, financial theories are constantly updated and the research and development of financial mathematics becomes more and more important. This paper focuses on the impact of financial mathematics on modern financial markets. Starting from the emergence and development prospect of modern financial mathematics, the impact of financial mathematics on the development of modern financial market is comprehensively elaborated by analyzing financial mathematical theories, such as harness theory, stochastic optimal control theory and
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Ishimura, Naoyuki. "Research on Nonlinear Partial Differential Equations in Mathematical Finance." Impact 2020, no. 8 (2020): 48–50. http://dx.doi.org/10.21820/23987073.2020.8.48.

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Mathematical finance is a field of applied mathematics which focuses on crafting special mathematical models and computational methods which are used by the finance markets. The basis of mathematical finance lies in probability theory which focuses on analysing the behaviour of the markets to help the prediction of any random events. From this work financial companies and individuals interested in the markets can make informed choices based on a calculated risk level. Professor Naoyuki Ishimura has performed research in mathematical finance for many years, and is currently based at Chuo Univer
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Zhulanov, Evgeniy E. "ECONOMIC-MATHEMATICAL MODELLING OF STRATEGIC BEHAVIOR OF INDUSTRIAL ENTERPRISES AT REGIONAL MARKET." Ars Administrandi (Искусство управления), no. 2 (2016): 47–68. http://dx.doi.org/10.17072/2218-9173-2016-2-47-68.

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The necessity to develop the effective competition policy in the region with further development of territorial industrial markets gives greater urgency to the problem of economic mathematical modeling of the competition’s results to be solved in the article. The purpose of the article is the development of the theoretical foundations in mathematical modeling of regional industrial markets through identifying the mechanisms for the management decision parameters for the enterprises in strategic behavior to correlate with the tools of the regional incentive competition.Enterprises competition i
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Phetpradap, Parkpoom, and Natkamon Sripanitan. "The Mathematics of Finance: Pricing Volatility derivatives." ITM Web of Conferences 71 (2025): 01009. https://doi.org/10.1051/itmconf/20257101009.

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In the increasingly complex world of financial markets, the scope of mathematical finance has expanded beyond traditional stock trading to include derivatives on various financial indices. The trading of stock derivatives has become commonplace across global markets. Furthermore, volatility derivatives, which are based on the volatility Index (VIX), have gained significant popularity in recent years. These instruments have been actively traded since the early 2000s. The objective of this article is to review some fundamental results on the pricing of basic volatility derivatives, under the Bla
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Dissertations / Theses on the topic "Markets – Mathematical models"

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Putyatin, Vladislav Evgenievich. "Mathematical models for derivative securities markets." Thesis, University of Southampton, 1998. https://eprints.soton.ac.uk/50648/.

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The classical Black-Scholes analysis determines a unique, continuous, trading strategy which allows one to hedge a financial option perfectly and leads to a unique price for the option. It assumes, however, that there are no transaction costs involved in implementing this strategy, and the stock market is absolutely liquid. In this work some new results are obtained to accommodate costs of hedging, which occur in practice, and market imperfections into the option pricing framework. In Part One transaction charges are dealt with by means of the mean-variance technique, originally developed by M
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Burth, Angela J. "Virtual military markets." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2005. http://library.nps.navy.mil/uhtbin/hyperion/05Sep%5FBurth.pdf.

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關惠貞 and Wai-ching Josephine Kwan. "Trend models for price movements in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31211513.

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Karoui, Lotfi. "Three essays on fixed income markets." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=103203.

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This thesis comprises three essays that explore several theoretical and empirical features of affine term structure models. In the first essay, we focus on the ability of continuous-time affine term structure models to capture time variability in the second conditional moment. Using data on US Treasury yields, we conclude that affine term structure models are much better at extracting time-series volatility from the cross-section of yields than argued in the literature. These models have nonetheless difficulty capturing volatility dynamics at the short end of the maturity spectrum, perhaps ind
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Babbar, Katia Amrit. "Aspects of stochastic implied volatility in financial markets." Thesis, Imperial College London, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.274925.

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Hasan, Ebrahim A. Rahman. "Strategic Genco offers in electric energy markets cleared by merit order." Thesis, McGill University, 2008. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=115916.

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In an electricity market cleared by merit-order economic dispatch we identify necessary and sufficient conditions under which the market outcomes supported by pure strategy Nash equilibria (NE) exist when generating companies (Gencos) game through continuously variable incremental cost (IC) block offers. A Genco may own any number of units, each unit having multiple blocks with each block being offered at a constant IC.<br>Next, a mixed-integer linear programming (MILP) scheme devoid of approximations or iterations is developed to identify all possible NE. The MILP scheme is systematic and gen
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Wong, Chun-mei May, and 王春美. "The statistical tests on mean reversion properties in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31211975.

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董森 and Sen Dong. "Two essays on idiosyncratic volatility of stock markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B31225937.

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Thai, Doan Hoang Cau Australian Graduate School of Management Australian School of Business UNSW. "Analysing tacit collusion in oligopolistic electricity markets using a co-evolutionary approach." Awarded by:University of New South Wales. Australian Graduate School of Management, 2005. http://handle.unsw.edu.au/1959.4/22478.

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Wholesale electricity markets now operate in many countries around the world. These markets determine a spot price for electricity as the clearing price when generators bid in energy at various prices. As the trading in a wholesale electricity market can be seen as a dynamic repeated game, it would be expected that profit maximising generators learn to engage in tacit collusion to profitably increase spot market prices. This thesis investigates this tacit collusion of generators in oligopolistic electricity markets. We do not follow the approach of previous work in game theory that presupposes
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Lee, Kelvin. "A study of supply function equilibria in electricity markets /." Thesis, McGill University, 2008. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=112573.

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Deregulation is a growing trend and the electricity industry has not escaped its reaches. With worldwide experiences spanning only thirty years, there is substantial interest in analyzing current and future market designs so that market power cannot be used to increase the price of electricity significantly.<br>This thesis analyzes market power in electricity markets through the notion of Nash equilibrium (NE) and, more specifically, through Supply Function Equilibrium (SFE). We will examine how SFE can be modified to incorporate capacity constraints on generators and generating companies (gen
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Books on the topic "Markets – Mathematical models"

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Krouglov, Alexei. Mathematical dynamics of economic markets. Nova Science Publishers, 2005.

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Capiński, Marek. Discrete models of financial markets. Cambridge University Press, 2012.

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Wiesmeth, Hans. Complete markets. York University, Department of Economics, 1987.

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Ahmed, Ayaz. Stock market interlinkages in emerging markets. Pakistan Institute of Development Economics, 1998.

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Cochrane, John H. Financial markets and the real economy. Now Publishers, 2006.

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Cochrane, John H. Financial markets and the real economy. National Bureau of Economic Research, 2005.

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Kaplow, Louis. Why (ever) define markets. Harvard Law School, 2010.

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Bansal, Ravi. Interpretable asset markets? National Bureau of Economic Research, 2002.

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Lai, T. L. Statistical models and methods for financial markets. Springer, 2008.

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Xiaohuan, Tan, ed. Dynamic noncooperative game models for deregulated electricity markets. Nova Science Publisher, 2009.

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Book chapters on the topic "Markets – Mathematical models"

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Gallo, Claudio. "Mathematical Models of Financial Markets." In Applications of Mathematics in Models, Artificial Neural Networks and Arts. Springer Netherlands, 2010. http://dx.doi.org/10.1007/978-90-481-8581-8_6.

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Feijoo, Felipe, Sriram Sankaranarayanan, Charalampos Avraam, and Sauleh A. Siddiqui. "Mathematical Models for Evolving Natural Gas Markets." In Pursuing Sustainability. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-58023-0_15.

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Biagini, Francesca. "A Quadratic Approach To Interest Rates Models In Incomplete Markets." In Mathematical Finance. Birkhäuser Basel, 2001. http://dx.doi.org/10.1007/978-3-0348-8291-0_8.

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Florenzano, Monique, Pascal Gourdel, and Mário R. Páscoa. "Classical Overlapping Generations Models with Incomplete Markets." In Approximation, Optimization and Mathematical Economics. Physica-Verlag HD, 2001. http://dx.doi.org/10.1007/978-3-642-57592-1_8.

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Lando, David. "Some Lessons From CDO Markets on Mathematical Models." In Global Asset Management. Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1057/9781137328878_4.

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Marsili, Matteo. "Toy Models of Markets with Heterogeneous Interacting Agents." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56472-7_11.

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Schäfer, Martin. "Dynamic Models of Resource Extraction and Duopolistic Markets." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 1986. http://dx.doi.org/10.1007/978-3-642-48922-8_4.

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Cordier, Stephane, Dario Maldarella, Lorenzo Pareschi, and Cyrille Piatecki. "Microscopic and kinetic models in financial markets." In Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences. Birkhäuser Boston, 2010. http://dx.doi.org/10.1007/978-0-8176-4946-3_3.

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Aggarwal, Shikha, and Narain Gupta. "Applications of Mathematical Programming Models for Product Mix Optimization in World Steel Industry: Challenges and Directions." In Managing in Recovering Markets. Springer India, 2014. http://dx.doi.org/10.1007/978-81-322-1979-8_10.

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Schäfer, Martin. "Dynamic Models with Uncertainty and Monopolistic Markets or Pure Competition." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 1986. http://dx.doi.org/10.1007/978-3-642-48922-8_2.

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Conference papers on the topic "Markets – Mathematical models"

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Ren, Xianglin, Xianchao Huang, Dan Luo, Muyao Han, and Haoxuan Chen. "Mathematical Models of the Flexible Ramping Market Demand Curve Adapted to China's Electricity Market." In 2024 IEEE/IAS Industrial and Commercial Power System Asia (I&CPS Asia). IEEE, 2024. https://doi.org/10.1109/icpsasia61913.2024.10761500.

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Varlamova, Julia Sergeevna, and Egor Vladimirovich Zavedeev. "The possibilities of using artificial intelligence and machine learning to analyze the stock market." In V ALL-RUSSIAN (NATIONAL) SCIENTIFIC CONFERENCE SCIENCE, TECHNOLOGY, SOCIETY: ENVIRONMENTAL ENGINEERING IN THE INTERESTS OF SUSTAINABLE DEVELOPMENT OF TERRITORIES. Krasoyarsk Science & Technology City Hall, 2024. http://dx.doi.org/10.47813/nto.5.2024.3002.

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Goal. To explore the possibilities of using AI (artificial intelligence) and machine learning in predicting stock prices, bonds, futures, etc. of financial instruments and building optimal investment strategies in stock markets. Problem. Conventional, traditional methods of stock market analysis operate either only within the framework of technical analysis, or only fundamental and are limited in their ability to take into account the actions of economic, political, etc. events when building mathematical models to predict the situation on stock markets. Hypothesis. The use of AI and machine le
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Carraretto, Cristian. "Optimum Management of Cogeneration Power Plants With Thermal Storage in Day-Ahead Electricity Markets." In ASME 2003 International Mechanical Engineering Congress and Exposition. ASMEDC, 2003. http://dx.doi.org/10.1115/imece2003-43880.

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The development of proper tools for power plants production planning is becoming crucial to profitably compete in a deregulated market scenario. Two numerical techniques, the former based on the dynamic programming, the latter on an original real-coded genetic algorithm, are suggested in this paper to optimize the management of cogeneration power plants with thermal storage. Detailed mathematical models are required to simulate plant part-load performance in order to evaluate possible operation plans profitability. Electricity price trends, forecasted from market analyses, are used as input da
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Jiang, Bo, Amro M. Farid, and Kamal Youcef-Toumi. "Impacts of Industrial Baseline Errors on Costs and Social Welfare in the Demand Side Management of Day-Ahead Wholesale Markets." In ASME 2015 9th International Conference on Energy Sustainability collocated with the ASME 2015 Power Conference, the ASME 2015 13th International Conference on Fuel Cell Science, Engineering and Technology, and the ASME 2015 Nuclear Forum. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/es2015-49459.

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Demand Side Management (DSM) has been recognized for its potential to counteract the intermittent nature of renewable energy, increase system efficiency, and reduce system costs. While the popular approach among academia adopts a social welfare maximization formulation, the industrial practice in the United States electricity market compensates customers according to their load reduction from a predefined electricity consumption baseline that would have occurred without DSM. This paper is an extension of a previous paper studying the differences between the industrial &amp; academic approach t
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Martins, Márcia, and Afshin Ashofteh. "A Systematic Review on Robo-Advisors in Fintech." In 23ª Conferência da Associação Portuguesa de Sistemas de Informação. Associação Portuguesa de Sistemas de Informação, APSI, 2023. http://dx.doi.org/10.18803/capsi.v23.160-185.

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Technology has been the main driver for the financial sector. Fintech tools emerged to support the provision of financial services, especially Robo-Advisors (RAs), which allow the automation of the investment management process. The main functions are the creation of an investment portfolio and allocating assets, and daily management of investment portfolios based on a machine learning algorithm. This paper presents a literature review to summarise the importance of RAs in the financial sectors as well as the perception of investors. Also, this literature review presents the main algorithm’s c
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Rezapour, Shabnam, Janet K. Allen, and Farrokh Mistree. "Uncertainty Propagation in a Supply Chain / Network With Uncertain Facility Performance." In ASME 2014 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2014. http://dx.doi.org/10.1115/detc2014-34255.

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Decentralized production systems in supply chains / networks makes them more profitable and agile than traditional enterprises with centralized production systems. However, this decentralization makes supply chains / networks more vulnerable respect to uncertainties which are unavoidable. Today’s supply chains / networks producing and supplying their products to markets are characterized by uncertain demands (called demand-side uncertainty) and uncertainties associated with the performances of their constituent production facilities (called supply-side uncertainty). Supply-side uncertainty is
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Sinha, Kaushik, Edoardo F. Colombo, Narek R. Shougarian, and Olivier L. de Weck. "A Simplified Mathematical Model for Two-Sided Market Systems With an Intervening Engineered Platform." In ASME 2015 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/detc2015-46657.

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A two-sided market involves two different user groups whose interactions are enabled over a platform that provides a distinct set of values to either side. In such market systems, one side’s participation depends on the value created by presence of the other side over the platform. Two-sided market platforms must acquire enough users on both sides in appropriate proportions to generate value to either side of the user market. In this paper, we present a simplified, generic mathematical model for two-sided markets with an intervening platform that enables interaction between the two different s
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Zolubak, Magda, Barbara Grochowicz, Mariusz Pelc, and Aleksandra Kawala-Sterniuk. "Stress analysis recorded in the EEG signal based on mathematical markers." In 2019 24th International Conference on Methods and Models in Automation and Robotics (MMAR). IEEE, 2019. http://dx.doi.org/10.1109/mmar.2019.8864712.

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Zeng, Lijiang. "A Basic Application of Mathematical Tool to Market Prices." In 2015 International Conference on Education Reform and Modern Management. Atlantis Press, 2015. http://dx.doi.org/10.2991/ermm-15.2015.102.

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Rougon, Nicolas F., and Francoise J. Preteux. "Deformable markers: mathematical morphology for active contour models control." In San Diego, '91, San Diego, CA, edited by Paul D. Gader and Edward R. Dougherty. SPIE, 1991. http://dx.doi.org/10.1117/12.49885.

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Reports on the topic "Markets – Mathematical models"

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Wang, Zhi, Mark Gehlhar, and Shunli Yao. Reconciling Trade Statistics from China, Hong Kong and Their Major Trading Partners--A Mathematical Programming Approach. GTAP Technical Paper, 2007. http://dx.doi.org/10.21642/gtap.tp27.

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This paper develops a mathematical programming model to simultaneously estimate re-export markups and reconcile bilateral trade statistics between China, Hong Kong, and their trading partners. The model is applied to sector level trade flows to resolve discrepant reporting in an efficient manner. Adjustments in trade flows are based upon statistical reporters’ reliability information. The program is implemented in GAMS and retains many desirable theoretical and empirical properties. Estimates are used for generating trade flows and markups for Hong Kong’s re-exports used in the forthcoming ver
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McHugh, Grainne, Sylvia Denner, Aidan Clerkin, George Piccio, and Vasiliki Pitsia. TIMSS 2023: Insights into mathematics and science achievement in Ireland. Educational Research Centre, 2024. http://dx.doi.org/10.70092/2009137.1224.

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This report presents the achievement results for Ireland in the Trends in International Mathematics and Science Study (TIMSS) 2023. TIMSS assesses the mathematical and scientific knowledge and skills of students in Fourth Grade and Eighth Grade (Fourth Class and Second Year in Ireland). TIMSS is a study of the International Association for the Evaluation of Educational Achievement (IEA) and has been conducted every four years since 1995. TIMSS 2023 is the eighth cycle of the study and included 656,360 students from 65 countries. This national report focuses on trends in overall achievement in
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Głąb, Tomasz, Jarosław Knaga, Tomasz Zaleski, Paweł Dziwisz, Jan Gluza, and Dariusz Glanas. Determination of soil particle size distribution using computer analysis of microscopic images. Publishing House of the University of Agriculture in Krakow, 2025. https://doi.org/10.15576/repourk/2025.1.3.

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The project aims to develop a prototype device for determining the texture of soils and mineral deposits. The innovation of the designed solution consists in a significant reduction in the time of composition analysis with the possibility of any division into granulometric groups and the complete automation of the measurement from the moment the sample is introduced into the apparatus until the result is obtained. As part of the project, industrial research and experimental development are planned to be divided into the following stages: 1. Development of the measuring system. 2. Development o
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Orbeta, Aniceto Jr, and Vicente Paqueo. Philippine Education: Situationer, Challenges, and Ways Forward. Philippine Institute for Development Studies, 2022. https://doi.org/10.62986/dp2022.23.

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While the Philippine education system is in the middle of profound changes with the passage of Republic Act 10533 or the Enhanced Basic Education Act of 2013, the country was rudely awakened by the poor results in its maiden participation in the 2018 Program for International Student Assessment (PISA), which tested 15-year-old students. This result was confirmed further by 2019 Trends in International Mathematics and Science Study (TIMSS) results, which tested grade four students. Everyone's question is: What happened to the Philippine education sector? This paper describes the three education
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