This study investigates the risk and returns on one of the newest digital asset classes
instruments, non-fungible tokens (NFTs), by accounting for tail dependence of higher-order …

In this work, a reliability optimization method is proposed to resolve the multi-objective
reliability-based design optimization (MORBDO) of the compressor disc with multiple …

Recently, Zhang [13] take a little modification to the Wei–Yao–Liu nonlinear conjugate
gradient method proposed by Wei et al.[10] such that the modified method (called NPRP …

There are two typical subprocesses in bank production—deposit generation and loan
generation. Aiming to open the black box of input‐output production of banks and provide …

Most studies have concentrated on building an accurate credit scoring model to decide
whether or not to grant credit to new applicants and the efforts to build more accurate credit …

This paper uses CVaR as the risk measure and applies EVT to model the tails of the return
series so as to estimate risk of assets more accurately. This paper also applies pair Copula …

The aim of this paper is to analyze spectral collocation methods for a class of Volterra-
integro differential equations with noncompact kernels. The spectral collocation method is …

Since the early 1970s, the study of Black–Scholes (BS) partial differential equations (PDEs)
under the Efficient Market Hypothesis (EMH) has been a subject of active research in …

Dividend paying European stock options are modeled using a time-fractional Black–Scholes
(tfBS) partial differential equation (PDE). The underlying fractional stochastic dynamics …

Based on a time‐varying copula approach and the minimum spanning tree (MST) method,
we propose a time‐varying correlation network‐based approach to investigate dynamics of …