Abstract

Abstract
Climate change has driven agriculture to alter farming methods for food production. This paper presents a new concept for monitoring, acquisition, management, analysis, and synthesis of ecological data, which captures the environmental determinants and direct gradients suited to a particular requirement for specific plant cultivation and sustainable agriculture. The purpose of this study is to investigate a smart seablite cultivation system. A novel digital agricultural method was developed and applied to digitised seablite cultivation. Machine learning was used to predict the future growth conditions of plants (seablites). The study identified the illustrative maps of seablite origins, a conceptual seablite smart farming model, essential factors for growing seablite, a digital circuit for cultivating seablite, and digital data of seablite growth phases comprised the digital data. The findings indicate that: (1) An indicator of soil salinity is a quantity of sodium chloride extracted from a seablite sample indicating its origin of environmental determinants. (2) Saline soil, saline water, pH, moisture, temperature, and sunlight are essential factors for seablite development. These factors are dependent on climate change and were measured using a smart seablite cultivation system. (3) Digital circuits of seablite cultivation provide a better understanding of the relationship between the essential factors for seablite growth and seablite growth phases. (4) Deep neural networks outperformed vector machines, with 86% accuracy at predicting future growth of seablites. Therefore, this finding showed that the essential seablite development factors can be manipulated as key controllers for agriculture in response to climate change and agriculture can be planned. Basic digitisation of specific plants aids plant migration. Digital agriculture is an important practice for agroecosystems.

Abstract
We study the optimal consumption, investment and life-insurance purchase and selection strategies for a wage-earner with an uncertain lifetime with access to a financial market comprised of one risk-free security and one risky-asset whose prices evolve according to linear diffusions modulated by a continuous-time stochastic process determined by an additional diffusive nonlinear stochastic differential equation. The process modulating the linear diffusions may be regarded as an indicator describing the state of the economy in a given instant of time. Additionally, we allow the Brownian motions driving each of these equations to be correlated. The life-insurance market under consideration herein consists of a fixed number of providers offering pairwise distinct contracts. We use dynamic programming techniques to characterize the solutions to the problem described above for a general family of utility functions, studying the case of discounted constant relative risk aversion utilities with more detail.

Abstract
We model the financial markets as a game and make predictions using Markov chain estimators. We extract the possible patterns displayed by the financial markets, define a game where one of the players is the speculator, whose strategies depend on his/her risk-to-reward preferences, and the market is the other player, whose strategies are the previously observed patterns. Then, we estimate the market's mixed probabilities by defining Markov chains and utilizing its transition matrices. Afterwards, we use these probabilities to determine which is the optimal strategy for the speculator. Finally, we apply these models to real-time market data to determine its feasibility. From this, we obtained a model for the financial markets that has a good performance in terms of accuracy and profitability.

Abstract
A model of Edgeworthian economies is studied, in which participants are randomly chosen at each period to exchange two goods to increase their utilities, as described by the Cobb-Douglas utility function. Participants can trade deviating from their bilateral equilibrium, provided that the market and the trade follow appropriate symmetry conditions. The article aims to study the convergence to equilibrium in a situation where individuals or small groups of participants trade in a market, and prices are determined by interactions between the participants rather than by demand and supply alone. A dynamic matching and bargaining game is considered, with statistical duality imposed on the market game, ensuring that each participant has a counterpart with opposite preferences. This guaranties that there is sufficient incentive for trade. It is shown that, in each period, the expected logarithm of the trading price in the Edgeworthian economy equals the expected Walrasian price. This demonstrates that, under symmetry conditions, the trading price in the Edgeworthian economy is related to the Walrasian price, indicating convergence of the trading price in the Edgeworthian economy towards the Walrasian price. The study suggests that, under the right conditions, the decentralized trading model leads to price convergence similar to what would be expected in a more classical Walrasian economy, where prices balance demand and supply.

Abstract