Biological growth curves are central to interdisciplinary research that seeks to improve our
understanding of natural processes. Applications of growth equations are widespread …

The fractal characteristics of the security market were considered in portfolio strategy
optimization. First, the detrended cross-correlation analysis was adopted to measure the …

Online portfolio selection (OPS) is an active area of study that has recently attracted the
attention of researchers from a diverse range of fields. However, the existing models applied …

This paper considers a state-dependent optimal asset-liability management problem in
continuous-time settings. The investor maximizes the expected state-dependent utility of the …

In this paper, we study closed-loop equilibrium strategies for mean–variance portfolio
selection problems in a hidden Markov model with dynamic attention behavior. In addition to …

In this paper, we present some numerical methods for solving a mean-variance portfolio
selection problem. Specifically, we study closed-loop equilibrium strategies for mean …

In this paper, the known deterministic linear-quadratic Stackelberg game is revisited, whose
open-loop Stackelberg solution actually possesses the nature of time inconsistency. To …

This paper is concerned with the uniqueness issue of open-loop equilibrium investment
strategies of dynamic mean-variance portfolio selection problems with random coefficients …

This paper is devoted to study the open-loop equilibrium strategy for a mean-variance
portfolio problem with investment constraints in a non-Markovian regime-switching jump …

This paper studies a class of zero-sum stopping game in a regime switching model. A
verification theorem as a sufficient criterion for Nash equilibriums is established based on a …