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On the existence of positive solutions for generalized fractional boundary value problems
(
Springer
, 2019 , Article)
The existence of positive solutions is established for boundary value problems defined within generalized Riemann–Liouville and Caputo fractional operators. Our approach is based on utilizing the technique of fixed point ...
Some Majorization Integral Inequalities for Functions Defined on Rectangles Via Strong Convexity
(
Ilirias Research Institute
, 2019 , Article)
In this paper, we have extended some integral majorization types and generalized Favard’s inequalities from functions defined on intervals to functions defined on rectangles via strong convexity and apply the results to ...
Some new integral inequalities for higher-order strongly exponentially convex functions
(
Institute for Ionics
, 2023 , Article)
Integral inequalities with generalized convexity play an important role in both applied and theoretical mathematics. The theory of integral inequalities is currently one of the most rapidly developing areas of mathematics ...
A hyperbolic penalty method to solve structured convex minimization problems
(
Institute of Advanced Science Extension (IASE)
, 2020 , Article)
This paper presents a decomposition algorithm based on the smooth hyperbolic penalty, which leads to a scheme suitable for parallelized computations. The proposed algorithm can be seen as a separable version of the earlier ...
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm
(
Elsevier B.V.
, 2023 , Article)
In this paper, we consider the pricing of American options under a regime-switching double Heston model, such that the interest rate and mean-reversion level parameters in both stochastic volatility models shift in various ...
A weighted version of Hermite-Hadamard type inequalities for strongly GA-convex functions
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Institute of Advanced Science Extension (IASE)
, 2020 , Article)
In this paper, we have established new weighted Hermite-Hadamard type inequalities for strongly GA-convex functions. Those findings are obtained by using geometric symmetry of continuous positive mappings and differentiable ...
Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization
(
International Academic Press
, 2022 , Article)
In this paper, we study the cardinality constrained mean-absolute deviation portfolio optimization problem with risk-neutral interest rate and short-selling. We enhance the model by adding extra constraints to avoid investing ...
Hermite-Hadamard-type inequalities for interval-valued preinvex functions via Riemann-Liouville fractional integrals
(
Springer Science and Business Media Deutschland GmbH
, 2021 , Article)
In this paper, we introduce (h1, h2) -preinvex interval-valued function and establish the Hermite-Hadamard inequality for preinvex interval-valued functions by using interval-valued Riemann-Liouville fractional integrals. ...
Ameliorated ensemble strategy-based evolutionary algorithm with dynamic resources allocations
(
Atlantis Press
, 2021 , Article)
In the last two decades, evolutionary computing has become the mainstream to attract the attention of the experts in both academia and industrial applications due to the advent of the fast computer with multi-core GHz ...
Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems
(
Bellwether Publishing, Ltd.
, 2021 , Article)
Evolutionary algorithms (EAs) is a family of population-based nature optimization methods. In contrast to classical optimization techniques, EAs provide a set of approximated solutions for different test suites of optimization ...