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This paper develops a systematic method for calculating approximate prices for a wide range of securities implying the tools of spectral analysis, singular and regular perturbation theory. Price options depend on stochas...

Barndorff‑Nielsen and Shephard (2001) proposed a class of stochastic volatility models in which the volatility process is the Ornstein‑Uhlenbeck process driven by a Levy process without gaussian component. Parameter ...

This paper analyses the relationship between major cryptocurrencies (Bitcoin, Ethereum, and Tether) and selected regional equity markets of America, Asia, and Europe, while controlling for global financial factors includ...

The main aim of the article is to present a new forecasting technique, applicable in case of intermittent demand. To present properties of this new technique, the accuracy of the predictions generated by the Croston’s ...

Understanding how semantic information flow reorganizes market topology remains an open challenge in financial network analysis. Prior work typically emphasizes price correlations or sentiment polarity, but rarely quanti...

Forecasting vaccine demand and determining inventory policies are critical challenges in healthcare supply chains, where uncertainty poses significant operational risks. This study proposes a two-step data-driven framewo...