This paper deals with numerical solutions to an impulse control problem arising from optimal portfolio liquidation with bid-ask spread and market price impact penalizing speedy execution trades. The corresponding dynamic programming (DP) equation is a quasi-variational inequality (QVI) with solvency constraint satisfied by the value function in the sense of constrained viscosity solutions. By t...

We study statistical aspects of state-dependent Hawkes processes, which are an extension processes where a self- and cross-exciting counting process state fully coupled, interacting with each other. The excitation kernel the depends on that, reciprocally, switches when there is event in process. first establish existence uniqueness explain how they can be simulated. Then we develop maximum like...

In July of 2007, we published a paper in theNew England Journal ofMedicine that used dynamic data over 32 years from the Framingham Heart Study Social Network (FHS-Net) to study the conditions under which obesity might spread from person to person (Christakis and Fowler, 2007, hereafter, CF).We found that obese persons formed clusters in the network at all time points and that these clusters ex...

This study aims to determine the factors that influence users in using electronic money transactions. The Unified Theory of Acceptance and Use Technology (UTAUT) is used as a research model with independent variables: performance expectations, facility conditions, social influence, perceived values, habits, beliefs, hedonic motivation. dependent variable this actual use interest be mediator var...

Although carp is still widely sold and used in its fresh form, a range of value additions may also be observed. It is essential to know the development and management of a carp farm production costs and their evolution. In Iran, warm-water fish farming is based on common, silver, grass, and bighead carps. The carp is easy to rise in hatcheries in very large numbers at little cost, and is distri...

In this article, the role of Sociological Factors affecting youthparticipation in the cities of Mazandaran province has been investigated. The theoretical framework and theoretical model were presented using theorist's theory such as Lipset, Weber, Perry, and so on. This research was conducted through a survey method, formal and structural validity was used and reliability was also obtained usi...