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Mathematics, Volume 13, Issue 16

August-2 2025 - 155 articles

Cover Story: Investors face the challenge of how to incorporate economic and financial forecasts into their investment strategy, especially in times of financial crisis. To model this situation, we consider a financial market in which the drift and volatility of a risky asset are influenced by a stochastic process indicating the probability of market downturns. We use a dynamic portfolio optimization approach in continuous time to maximize the expected utility of terminal wealth. The optimal investment strategy (indicator-based PPI), corresponds to a CPPI strategy with a stochastic multiplier that depends on the information from the crisis indicator. The model is fitted using historic market data, and this strategy is found to clearly dominate the Black–Scholes-based CPPI strategy, which does not use information from a crisis indicator. View this paper
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Articles (155)

  • Article
  • Open Access
965 Views
23 Pages

19 August 2025

We explore the sparsity and prunability of multi-layer perceptrons (MLPs) trained using the Forward-Forward (FF) algorithm, an alternative to backpropagation (BP) that replaces the backward pass with local, contrastive updates at each layer. We analy...

  • Article
  • Open Access
1,674 Views
35 Pages

Int.2D-3D-CNN: Integrated 2D and 3D Convolutional Neural Networks for Video Violence Recognition

  • Wimolsree Getsopon,
  • Sirawan Phiphitphatphaisit,
  • Emmanuel Okafor and
  • Olarik Surinta

19 August 2025

Intelligent video analysis tools have advanced significantly, with numerous cameras installed in various locations to enhance security and monitor unusual events. However, the effective detection and monitoring of violent incidents often depend on ma...

  • Feature Paper
  • Article
  • Open Access
1,040 Views
36 Pages

19 August 2025

Investors face the challenge of how to incorporate economic and financial forecasts into their investment strategy, especially in times of financial crisis. To model this situation, we consider a financial market consisting of a risk-free asset with...

  • Article
  • Open Access
597 Views
13 Pages

19 August 2025

As a visual detection technique, Electrical Impedance Tomography (EIT) can reconstruct the distribution of electrical parameters within a detection field. EIT reconstruction greatly depends on a physical equation that includes a sensitivity matrix an...

  • Article
  • Open Access
1 Citations
782 Views
21 Pages

Soft Computing Approaches for Predicting Shade-Seeking Behavior in Dairy Cattle Under Heat Stress: A Comparative Study of Random Forests and Neural Networks

  • Sergi Sanjuan,
  • Daniel Alexander Méndez,
  • Roger Arnau,
  • J. M. Calabuig,
  • Xabier Díaz de Otálora Aguirre and
  • Fernando Estellés

19 August 2025

Heat stress is one of the main welfare and productivity problems faced by dairy cattle in Mediterranean climates. The main objective of this work is to predict heat stress in livestock from shade-seeking behavior captured by computer vision, combined...

  • Article
  • Open Access
542 Views
15 Pages

19 August 2025

This paper investigates the structural properties of solutions of vector equilibrium systems and mixed variational inequalities in topological vector spaces. Based on Himmelberg-type fixed point theorem, combined with the analysis of set-valued mappi...

  • Article
  • Open Access
669 Views
15 Pages

18 August 2025

Generalized linear models are applied for data analysis in various areas. One of the most important steps in fitting the model is to check the goodness-of-fit; however, there is a lack of such tests. Modified chi-squared goodness-of-fit tests for gen...

  • Article
  • Open Access
536 Views
15 Pages

18 August 2025

This paper investigates the general decay stability of the stochastic linear theta (SLT) method and the split-step theta (SST) method for stochastic delay Hopfield neural networks. The definition of general decay stability for numerical solutions is...

  • Article
  • Open Access
1,060 Views
39 Pages

A Causal Modeling Approach to Agile Project Management and Progress Evaluation

  • Saulius Gudas,
  • Vitalijus Denisovas,
  • Jurij Tekutov and
  • Karolis Noreika

18 August 2025

Despite widespread adoption, traditional Agile project management practices often fail to ensure successful delivery of enterprise-scale software projects. One key limitation lies in the absence of a conceptually defined structure for the various typ...

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Mathematics - ISSN 2227-7390