The rapid development of the Intemet makes the social network of information dissemination has undergone tremendous changes. Based on the introduction of social network information dissemination mode, this paper analy...The rapid development of the Intemet makes the social network of information dissemination has undergone tremendous changes. Based on the introduction of social network information dissemination mode, this paper analyzes the influencing factors of information dissemination, establishes the user preference model through CP-nets tool, and combines the AHP principle to mine the user＇s preference order, and obtain the user＇s optimal preference feature Portfolio, and finally collect the user in the microblogging platform in the historical behavior data. the use of NetLogo different users of information dissemination decision to predict.展开更多
We establish existence of Predictable Forward Performance Processes(PFPPs)in conditionally complete markets,which has been previously shown only in the binomial setting.Our market model can be a discrete-time or a con...We establish existence of Predictable Forward Performance Processes(PFPPs)in conditionally complete markets,which has been previously shown only in the binomial setting.Our market model can be a discrete-time or a continuous-time model,and the investment horizon can be finite or infinite.We show that the main step in construction of PFPPs is solving a one-period problem involving an integral equation,which is the counterpart of the functional equation found in the binomial case.Although this integral equation has been partially studied in the existing literature,we provide a new solution method using the Fourier transform for tempered distributions.We also provide closedform solutions for PFPPs with inverse marginal functions that are completely monotonic and establish uniqueness of PFPPs within this class.We apply our results to two special cases.The first one is the binomial market and is included to relate our work to the existing literature.The second example considers a generalized Black–Scholes model which,to the best of our knowledge,is a new result.展开更多
文摘The rapid development of the Intemet makes the social network of information dissemination has undergone tremendous changes. Based on the introduction of social network information dissemination mode, this paper analyzes the influencing factors of information dissemination, establishes the user preference model through CP-nets tool, and combines the AHP principle to mine the user＇s preference order, and obtain the user＇s optimal preference feature Portfolio, and finally collect the user in the microblogging platform in the historical behavior data. the use of NetLogo different users of information dissemination decision to predict.
基金supported by the National Science Foundation(Grant No.DMS-1929348).
文摘We establish existence of Predictable Forward Performance Processes(PFPPs)in conditionally complete markets,which has been previously shown only in the binomial setting.Our market model can be a discrete-time or a continuous-time model,and the investment horizon can be finite or infinite.We show that the main step in construction of PFPPs is solving a one-period problem involving an integral equation,which is the counterpart of the functional equation found in the binomial case.Although this integral equation has been partially studied in the existing literature,we provide a new solution method using the Fourier transform for tempered distributions.We also provide closedform solutions for PFPPs with inverse marginal functions that are completely monotonic and establish uniqueness of PFPPs within this class.We apply our results to two special cases.The first one is the binomial market and is included to relate our work to the existing literature.The second example considers a generalized Black–Scholes model which,to the best of our knowledge,is a new result.
