Výsledky vyhledávání - "Jussi Lindgren"

Akademický článek

A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model

Autor: Jussi Lindgren

Publikováno v: Risks, Vol 11, Iss 2, p 24 (2023)

This research article provides criticism and arguments why the canonical framework for derivatives pricing is incomplete and why the delta-hedging approach is not appropriate. An argument is put forward, based on the efficient market hypothesis, why

Externí odkaz: https://doaj.org/article/f189ba2f9dbb4989bf0e8315b9eeb20a

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Akademický článek

Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency

Autor: Jussi Lindgren

Publikováno v: Risks, Vol 9, Iss 4, p 75 (2021)

The objective of this research was to demonstrate the (nonlinear) risks of sovereign insolvency and explore the applicability of stochastic modeling in public debt management, given a structural economic model of stochastic government debt dynamics.

Externí odkaz: https://doaj.org/article/9c9f13ab543d4d1e819f52ccd97e82bc

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Akademický článek

Efficient Markets and Contingent Claims Valuation: An Information Theoretic Approach

Autor: Jussi Lindgren

Publikováno v: Entropy, Vol 22, Iss 11, p 1283 (2020)

This research article shows how the pricing of derivative securities can be seen from the context of stochastic optimal control theory and information theory. The financial market is seen as an information processing system, which optimizes an inform

Externí odkaz: https://doaj.org/article/791098893cb84ff3a0f5519c20304074

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Akademický článek

The Heisenberg Uncertainty Principle as an Endogenous Equilibrium Property of Stochastic Optimal Control Systems in Quantum Mechanics

Autor: Jussi Lindgren, Jukka Liukkonen

Publikováno v: Symmetry, Vol 12, Iss 9, p 1533 (2020)

We provide a natural derivation and interpretation for the uncertainty principle in quantum mechanics from the stochastic optimal control approach. We show that, in particular, the stochastic approach to quantum mechanics allows one to understand the

Externí odkaz: https://doaj.org/article/490881ff48c74576b38a82025f886001

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General Equilibrium with Price Adjustments—A Dynamic Programming Approach

Autor: Jussi Lindgren

Publikováno v: Analytics; Volume 1; Issue 1; Pages: 27-34

This research article develops a dynamic framework for the Walrasian pure exchange economy and thus extends the static Walrasian general equilibrium theory into a dynamic one with price adjustments. An evolution equation for the price vector is deriv

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::98df3a02f10e15f20191c436b241819f
https://doi.org/10.3390/analytics1010003

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A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis – A Refinement of the Black-Scholes Model

Autor: Jussi Lindgren

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::05e6d7cfda7488b04c633d6df9cc2b54

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Maxwell’s equations from spacetime geometry and the role of Weyl curvature

Autor: Jukka Liukkonen, Jussi Lindgren

Publikováno v: Journal of Physics: Conference Series. 1956:012017

This research article demonstrates how the field equations of electrodynamics can be shown to be a special case of Einstein field equations of General Relativity. By establishing a special conjecture between the electromagnetic four-potential and the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::502f25e362aa7251a5ae553cd6d189f9
https://doi.org/10.1088/1742-6596/1956/1/012017

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simBCI—A Framework for Studying BCI Methods by Simulated EEG

Autor: Jussi Lindgren, Francesco P. Andriulli, Anatole Lécuyer, Adrien Merlini

Publikováno v: IEEE Transactions on Neural Systems and Rehabilitation Engineering
IEEE Transactions on Neural Systems and Rehabilitation Engineering, Institute of Electrical and Electronics Engineers, 2018, 26 (11), pp.2096-2105. ⟨10.1109/TNSRE.2018.2873061⟩
IEEE Transactions on Neural Systems and Rehabilitation Engineering, 2018, 26 (11), pp.2096-2105. ⟨10.1109/TNSRE.2018.2873061⟩

Brain–computer interface (BCI) methods are commonly studied using electroencephalogram (EEG) data recorded from human experiments. For understanding and developing BCI signal processing techniques, real data is costly to obtain and its composition

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bba928e848562e95280e96d3dca86735
https://hal.archives-ouvertes.fr/hal-01953341/document

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As above, so below? Towards understanding inverse models in BCI

Autor: Jussi Lindgren

Publikováno v: Journal of Neural Engineering
Journal of Neural Engineering, 2017, 15 (1), ⟨10.1088/1741-2552/aa86d0⟩
Journal of Neural Engineering, IOP Publishing, 2017, 15 (1), ⟨10.1088/1741-2552/aa86d0⟩

Objective In brain-computer interfaces (BCI), measurements of the user's brain activity are classified into commands for the computer. With EEG-based BCIs, the origins of the classified phenomena are often considered to be spatially localized in the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9e0c89785ddde1c98d4ec01939e1532c
https://hal.inria.fr/hal-01669325

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