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1. How much should we care about what others know? Jump signals in optimal investment under relative performance concerns
   2025/03/20 by Bank, Peter, Sedrakjan, Gemma · 2 citations
   #91A06 #91A16 #91B06 #91G10 #FOS: Mathematics #Optimization and Control (math.OC)
2. CarbonChat: Large Language Model-Based Corporate Carbon Emission Analysis and Climate Knowledge Q&A System
   2025/01/03 by Ming Han, Cao, Zhixuan, Han, Ming +4 · 1 citation
   Computer Science · Social Sciences · #68T07 #91B06 #Artificial Intelligence (cs.AI) #Computation and Language (cs.CL) #Digital Marketing and Social Media #Expert finding and Q&A systems #FOS: Computer and information sciences #I.2.1 #Recommender Systems and Techniques
3. Pricing with Contextual Elasticity and Heteroscedastic Valuation
   2023/12/26 by Xu, Jianyu, Wang, Yu-Xiang · 1 citation
   #62C20 #62P20 #90B50 #91B06 #91B24 #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #I.2.6 #Machine Learning (cs.LG) #Machine Learning (stat.ML)
4. Dynamic Return and Star-Shaped Risk Measures via BSDEs
   2023/07/07 by Laeven, Roger J. A., Gianin, Emanuela Rosazza, Zullino, Marco · 1 citation
   #62P05 #91B06 #FOS: Economics and business #FOS: Mathematics #Primary: 60H10 #Probability (math.PR) #Risk Management (q-fin.RM) #Secondary: 60H30
5. Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time
   2020/06/02 by Hu, Ying, Jin, Hanqing, Zhou, Xun Yu · 1 citation
   #91A40 #91B06 #91B16 #91G10 #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM)
6. Expanding the Active Inference Landscape: More Intrinsic Motivations in the Perception-Action Loop
   2018/06/21 by Biehl, Martin, Guckelsberger, Christian, Salge, Christoph +2 · 1 citation
   #62F15 #91B06 #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Electrical engineering #I.2.0 #I.2.6 #I.5.0 #I.5.1 #Systems and Control (eess.SY) #electronic engineering #information engineering
7. Optimal investment with transient price impact
   2018/04/19 by Bank, Peter, Voß, Moritz · 1 citation
   #35R35 #49K21 #91B06 #91G10 #91G80 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
8. On the Efficiency of Connection Charges---Part II: Integration of Distributed Energy Resources
   2017/02/06 by Munoz-Alvarez, Daniel, Garcia-Franco, Juan F., Tong, Lang · 1 citation
   #91B06 #91B24 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
9. On the Efficiency of Connection Charges---Part I: A Stochastic Framework
   2017/02/06 by Munoz-Alvarez, Daniel, Tong, Lang · 1 citation
   #91B06 #91B24 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
10. Hedging with Temporary Price Impact
    2015/10/12 by Bank, Peter, Soner, Mete, Voß, Moritz · 2 citations
    #60H30 #91B06 #91G10 #91G80 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
11. Dynamic Conic Finance via Backward Stochastic Difference Equations
    2014/12/19 by Bielecki, Tomasz R., Cialenco, Igor, Chen, Tao · 1 citation
    #60G30 #62P05 #91B06 #91B30 #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Risk Management (q-fin.RM)
12. Quasi-sure analysis, aggregation and dual representations of sublinear\n expectations in general spaces
    2011/10/12 by Samuel N. Cohen, Cohen, Samuel N. · 1 citation
    Decision Sciences · Mathematics · #60A10 #60A86 #91B06 #Decision-Making and Behavioral Economics #FOS: Mathematics #Fuzzy Systems and Optimization #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization
13. Representing filtration consistent nonlinear expectations as g-expectations in general probability spaces
    2011/02/25 by Cohen, Samuel N. · 1 citation
    #60G48 #60H20 #91B06 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)