Results 51 to 60 of about 919,859 (183)
Algorithms, 2023 Quadratic unconstrained binary optimization (QUBO) is a classic NP-hard problem with an enormous number of applications. Local search strategy (LSS) is one of the most fundamental algorithmic concepts and has been successfully applied to a wide range of ...
Bahram Alidaee, Haibo Wang, Lutfu S. Sua
doaj +1 more source
Geometry of invariant domains in complex semi-simple Lie groups [PDF]
, 2007 We investigate the joint action of two real forms of a semi-simple complex Lie group S by left and right multiplication. After analyzing the orbit structure, we study the CR structure of closed orbits. The main results are an explicit formula of the Levi
Miebach, Christian
core +1 more source
A Closed-Form Buckling Formula for Open-Coiled and Properly Supported Circular-Bar Helical Springs
Journal of Mechanical Engineering, 2018 As a continuation of the author’s previous studies on the buckling analysis of helical springs, a closed-form formula having been obtained with the help of the artificial neural network (ANN) is proposed and discussed in detail for the first time for a ...
Vebil Yildirim
doaj +1 more source
Joshi’s Split Tree for Option Pricing
Risks, 2020 In a thorough study of binomial trees, Joshi introduced the split tree as a two-phase binomial tree designed to minimize oscillations, and demonstrated empirically its outstanding performance when applied to pricing American put options.
Guillaume Leduc, Merima Nurkanovic Hot
doaj +1 more source
Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model
Discrete Dynamics in Nature and Society, 2021 This paper investigates the pricing of discretely sampled variance swaps under a Markov regime-switching jump-diffusion model. The jump diffusion, as well as other parameters of the underlying stock’s dynamics, is modulated by a Markov chain representing
Shican Liu +3 more
doaj +1 more source
Note on a discrete initial value problem from a competition
Advances in Difference Equations, 2021 The following discrete initial value problem x n + 1 = x n ( x n − 1 2 − 2 ) − x 1 , n ∈ N , $$ x_{n+1}=x_{n}\bigl(x_{n-1}^{2}-2 \bigr)-x_{1},\quad n\in {\mathbb{N}}, $$ x 0 = 2 $x_{0}=2$ and x 1 = 5 / 2 $x_{1}=5/2$ , appeared at an international ...
Stevo Stević
doaj +1 more source
Analytical Computation of the Area of Pinched Hysteresis Loops of Ideal Mem-Elements [PDF]
, 2013 The memory elements, memristor being the best known of them, driven by a periodical waveform exhibit the well-known pinched hysteresis loops. The hysteresis is caused by a memory effect which results in a nonzero area closed within the loop.
Biolek, Dalibor +2 more
core +1 more source
Regularization of closed positive currents and intersection theory
Complex Manifolds, 2017 We prove the existence of a closed regularization of the integration current associated to an effective analytic cycle, with a bounded negative part.
Méo Michel
doaj +1 more source
, 2016 Information-theoretic measures such as the entropy, cross-entropy and the Kullback-Leibler divergence between two mixture models is a core primitive in many signal processing tasks.
Nielsen, Frank, Sun, Ke
core +2 more sources
Closed-Form Formulae for Time-Difference-of-Arrival Estimation [PDF]
IEEE Transactions on Signal Processing, 2008 For a positioning system with L sensors, a maximum of L(L-1)/2 distinct time-difference-of-arrival (TDOA) measurements, which are referred to as the full TDOA set, can be obtained. In this paper, closed-form expressions regarding optimum conversion of the full TDOA set to the nonredundant TDOA set, which corresponds to (L-1) TDOA measurements with ...
Hing Cheung So +2 more
openaire +1 more source