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Research article

First published 2017-5

Limit order trading with a mean reverting reference price

Saran Ahuja, George Papanicolaou, Weiluo Ren [...]

Risk and Decision Analysis

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Research article

First published 2020-7

Reliability-based performance analysis of mining drilling operations through Markov chain Monte Carlo and mean reverting process simulations

Omer Faruk Ugurlu, Mustafa Kumral

SIMULATION

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Research article

First published 2010-12

Filtering for fast mean-reverting processes

Andrew Papanicolaou

Asymptotic Analysis

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Research article

First published 2013-8-26

Optimizing sparse mean reverting portfolios

I. Róbert Sipos, János Levendovszky

Algorithmic Finance

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Research article

First published 2018-6-22

Mean-reverting stock model and pricing rules for Asian currency option

Yuhong Sheng, Gang Shi

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2017-11

Risk control of mean-reversion time in statistical arbitrage

Joongyeub Yeo, George Papanicolaou

Risk and Decision Analysis

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Research article

First published 2013-12-28

Sparse,mean reverting portfolio selection using simulated annealing

Norbert Fogarasi, Janos Levendovszky

Algorithmic Finance

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Research article

First published 2017-8-24

Valuation of stock loan under uncertain mean-reverting stock model

Gang Shi, Zhiqiang Zhang, Yuhong Sheng

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2014-2

Response Error in Earnings

ChangHwan Kim, Christopher R. Tamborini

Sociological Methods & Research

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Research article

First published 2021-03-02

Valuation of interest rate ceiling and floor based on the uncertain fractional differential equation in Caputo sense

Ting Jin, Hui Ding, Bo Li [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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