Soliton dynamics for one dimensional quantum system incorporating higher-order dispersion effect and nonlinear interactions
Sign Up to like & getrecommendations! Published in 2017 at "Chinese Journal of Physics"
DOI: 10.1016/j.cjph.2017.10.011
Abstract: Abstract We investigate ( 1 + 1 ) dimensional higher order nonlinear Schrodinger equation with higher order nonlinear interaction which models systems incorporating higher order dispersion and nonlinear effects. Through the F-expansion method, we analytically… read more here.
Keywords: order; incorporating higher; higher order; order nonlinear ... See more keywords
The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets
Sign Up to like & getrecommendations! Published in 2019 at "Quantitative Finance"
DOI: 10.1080/14697688.2019.1687926
Abstract: This paper examines portfolio strategies that incorporate individual and systematic higher-order moments, within a stochastic optimization framework with uncertain mean and covariance. Using weekly, daily, and 30-minute interval data on Chinese commodity futures, we show… read more here.
Keywords: incorporating higher; portfolio strategies; chinese commodity; higher moments ... See more keywords