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Endogenous structural transformation in economic development
Then, with the common knowledge assumption, the paper extends Xing's (2023a) optimal growth model that is based on production function switching and considers an extended Ramsey model with endogenous structural transformation in which the social planner chooses the optimal industrial structure, recource allocation with the chosen structure, and consumption to maximize the representative household's total utility subject to the resource constraint.
A singular stochastic control approach for optimal pairs trading with proportional transaction costs
To find optimal strategies which determine optimally both trade times and number of shares in pairs trading process, we use a singular stochastic control approach to study an optimal pairs trading problem with proportional transaction costs.
Deciphering hierarchical organization of topologically associated domains through change-point testing
Background: The nucleus of eukaryotic cells spatially packages chromosomes into a hierarchical and distinct segregation that plays critical roles in maintaining transcription regulation.
Applications Methodology
