IEEE

Stochastic Generalized Nash Equilibrium Seeking: Reflected Gradient Methods

Abstract: This article concerns the stochastic generalized Nash equilibrium problem (NEP) characterized by uncertain expected value cost functions and shared constraints. In a full-decision ...
IEEE

Optimization and Learning via Stochastic Gradient Search

This book explains gradient-based stochastic optimization, exploiting the methodologies of stochastic approximation and gradient estimation. Although the approach is theoretical, the book emphasizes ...
Investopedia

Stochastic Volatility (SV): What it is, How it Works

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Risk

Skewing the correlation in local and stochastic volatility frameworks via copulas

Ignacio Luján proposes a pricing framework for multi-asset derivatives based on the family of normal mean-variance mixture copulas. This class of copulas offers sufficient flexibility to capture a ...
International Monetary Fund

Thailand: Technical Assistance Report-Technical Assistance to the Ministry of Finance–Development of a Dynamic Stochastic General Equilibrium Model

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This document describes the technical needs that have given rise to a Fund’s technical assistance (TA) project for the ...
The Hill

Republicans call for committee to investigate ‘radical left’ in wake of Kirk assassination

A group of Republicans in the House Freedom Caucus called for a select committee to investigate the “the money, influence, and power behind the radical left’s assault on America and the rule of law” ...
The New York Times

As Political Violence Rises, Trump Condemns One Side

In the wake of Charlie Kirk’s killing, President Trump captured the raw sentiment of his conservative base. But he addressed only part of the alarming cycle of violence in America. By Luke Broadwater ...
The Hill

HBCUs face campus threats following Charlie Kirk shooting

Several historically Black colleges and universities (HBCUs) said Thursday they have received campus threats, a day after conservative activist Charlie Kirk was shot and killed at Utah Valley ...
Investopedia

An Introduction to Non-Stationary Processes

Tzveta Iordanova is an expert in credit and risk management, financial reporting, and a writer for online financial services platforms. Financial institutions and corporations, as well as individual ...
International Monetary Fund

Monetary and Fiscal Policy Analysis with DSGE Models (DSGE)

This course, presented by the Institute for Capacity Development, focuses on building, using, and interpreting DSGE models. It aims to familiarize participants with the models and techniques commonly ...
Frontiers

Optimal portfolio selection in jump-uncertain stochastic markets via maximum principle and dynamic programming

1 Department of Statistics and Mathematics, Bindura University of Science Education, Bindura, Zimbabwe 2 Department of Mathematics, University of Botswana, Gaborone, Botswana This study develops a ...