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Found 8 papers, 0 papers with code
Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs
This paper analyzes the robust long-term growth rate of expected utility and expected return from holding a leveraged exchange-traded fund (LETF).
Dynamic and static fund separations and their stability for long-term optimal investments
We show that the dynamic optimal portfolio of this utility maximization consists of m+3 portfolios: the safe asset, the myopic portfolio, the m time-independent portfolios, and the intertemporal portfolio.
Rationale-aware Autonomous Driving Policy utilizing Safety Force Field implemented on CARLA Simulator
Despite the rapid improvement of autonomous driving technology in recent years, automotive manufacturers must resolve liability issues to commercialize autonomous passenger car of SAE J3016 Level 3 or higher.
Influence of risk tolerance on long-term investments: A Malliavin calculus approach
This study investigates the influence of risk tolerance on the expected utility in the long run.
A deep learning algorithm for optimal investment strategies
This paper treats the Merton problem how to invest in safe assets and risky assets to maximize an investor's utility, given by investment opportunities modeled by a $d$-dimensional state process.
Conditions for bubbles to arise under heterogeneous beliefs
This paper studies the equilibrium price of a continuous time asset traded in a market with heterogeneous investors.
Self-Driving like a Human driver instead of a Robocar: Personalized comfortable driving experience for autonomous vehicles
Moreover, we propose a vehicle controller based on control parameters enabling integrated lateral and longitudinal control via preference-aware maneuvering of autonomous vehicles.
Convergence rates of large-time sensitivities with the Hansen--Scheinkman decomposition
In quantitative finance, the price of a cash flow is expressed in terms of a pricing operator of a Markov diffusion process.
