Bruce Craven

Stock Price Modeling: Separation of Trend and Fluctuations, and Implications

BD Craven, SMN Islam

Journal article  |  2015  |  Review of Pacific Basin Financial Markets and Policies

A series of stock prices typically shows a large trend and smaller fluctuations. These two parts are often studied together, as if..

DYNAMIC OPTIMIZATION MODELS IN FINANCE: SOME EXTENSIONS TO THE FRAMEWORK, MODELS, AND COMPUTATION

Bruce D Craven, Sarder MN Islam

Journal article  |  2014  |  Journal of Industrial and Management Optimization

AN OPTIMAL FINANCING MODEL: IMPLICATIONS FOR EXISTENCE OF OPTIMAL CAPITAL STRUCTURE

BD Craven, Sardar MN Islam

Journal article  |  2013  |  Journal of Industrial and Management Optimization

Linear Programming with Uncertain Data: Some Extensions to Robust Optimization

BD Craven, SMN Islam

Journal article  |  2012  |  Journal of Optimization Theory and Applications

Pontryagin principle with a PDE: A unified approach

BD Craven

Book Chapter  |  2009  |  Springer Optimization and Its Applications

Pontryagin principle in abstract spaces

BD Craven

Journal article  |  2008  |  Journal of Integral Equations and Applications

A model for stock market returns: Non-Gaussian fluctuations and financial factors

BD Craven, SMN Islam

Journal article  |  2008  |  Review of Quantitative Finance and Accounting

Optimization with generalized invexity

BD Craven

Journal article  |  2005  |  Optimization

Optimal control on an infinite domain

BD Craven

Journal article  |  2005  |  The ANZIAM Journal

AbstractFor an optimal control problem with an infinite time horizon, assuming various terminal state conditions (or none), termin..

Some extensions of nonconvex economic modeling: Invexity, quasimax, and new stability conditions

SMN Islam, BD Craven

Journal article  |  2005  |  Journal of Optimization Theory and Applications