Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal Investment Strategy to Minimize Occupation Time   We find the optimal investment strategy to minimize the expected time that an
individual's wealth stays below zero, the so-called {\it occupation time}. The
individual consumes at a constant rate and invests in a Black-Scholes financial
market consisting of one riskless and one risky asset, with the risky asset's
price process following a geometric Brownian motion. We also consider an
extension of this problem by penalizing the occupation time for the degree to
which wealth is negative.

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The categories of this paper are: q-bio
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The categories of this paper are: dg-ga
18
The categories of this paper are: econ
36
The categories of this paper are: cmp-lg
27
The categories of this paper are: comp-gas
31
The categories of this paper are: ao-sci
28
The categories of this paper are: alg-geom
3
The categories of this paper are: physics
8
The categories of this paper are: hep-ex
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The categories of this paper are: hep-lat
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
32
The categories of this paper are: atom-ph
9
The categories of this paper are: nlin
25
The categories of this paper are: patt-sol
6
The categories of this paper are: astro-ph