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  1. Effect of Correlation of Brownian Motions on an Investor,s Optimal Investment and Consumption Decision under Ornstein-Uhlenbeck Model
  2. Stochastic Equivalence of Gaussian Process to the Wiener Process, Brownian Bridge, Ornstein?Uhlenbeck Process
  3. The Stationary Distributions of Doubly Skew Ornstein-Uhlenbeck Processes and Markov-modulated Skew Ornstein-Uhlenbeck Processes
  4. Stability of Stochastic Delay Logistic Model Incorporating Ornstein-Uhlenbeck Process
  5. Parameter Estimations for Skew Ornstein-Uhlenbeck Processes
  6. MODEL OF MUTUAL INVESTMENT IN SMART CITY WITH COSTS FOR OBTAINING DATA BY SECOND INVESTOR
  7. A Five Line Stave Decision Model for Constructing a Big Trend Decision Support System for ETF Mutual Fund Investment
  8. THE CORRELATION BETWEEN EXTERNAL STIMULATION AND THE DECISION TO CHOOSE A SUPPLY OF WIDE PRODUCT CONSUMPTION BY CONSUMERS
  9. DELVING INTO BEHAVIORAL FINANCE: UNCOVERING THE LINKAGE BETWEEN INVESTMENT PREFERENCE, INVESTOR’S PROFILE, PERSONALITY TRAITS, RISK PERCEPTION, AND INVESTMENT GOALS
  10. OPTIMAL STOCHASTIC CONTROL PRINCIPLE AND ITS’ APPLICATION IN FACTORY CONSUMPTION MODEL