Sign Up to like & get
recommendations!
0
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
Sign Up to like & get
recommendations!
0
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