Results 61 to 70 of about 13,654 (302)

Option pricing in time-changed Lévy models with compound Poisson jumps

Modern Stochastics: Theory and Applications, 2018
The problem of European-style option pricing in time-changed Lévy models in the presence of compound Poisson jumps is considered. These jumps relate to sudden large drops in stock prices induced by political or economical hits.
Roman V. Ivanov, Katsunori Ano
doaj   +1 more source

The Wavelet Compressibility of Compound Poisson Processes [PDF]

IEEE Transactions on Information Theory, 2022
Shayan Aziznejad, Julien Fageot
openaire   +1 more source

Toward Knowledge‐Based Workflows: A Semantic Approach to Atomistic Simulations for Mechanical and Thermodynamic Properties

Advanced Engineering Materials, EarlyView.
Knowledge‐based atomistic workflows are presented for mechanical and thermodynamic properties. By coupling modular simulations with ontology‐aligned metadata and provenance, Fe case studies on elastic behavior, defects, thermal properties, and Hall–Petch strengthening reveal how FAIR, queryable, and reusable simulation data can be generated. Mechanical
Abril Azócar Guzmán, Hoang‐Thien Luu, Sarath Menon, Tilmann Hickel, Nina Merkert, Stefan Sandfeld   +5 more
wiley   +1 more source

Experimental Characterization and Constitutive Modeling of the Effect of Prior Inelastic Strain on the Viscoplastic Behavior of AD730 at 700 °C

Advanced Engineering Materials, EarlyView.
This study shows that superalloys used in aircraft engine disks become much more prone to deformation at high temperatures if they have been strained during manufacturing. This effect increases with the level of prior strain but eventually reaches a limit.
Fabio Machado Alves da Fonseca, Patrick Villechaise, Malik Durand, Arnaud Longuet, Florent Coudon, Loïc Signor, Julien De Jaeger, Dominique Eyidi, Nathalie Bozzolo, Jonathan Cormier   +9 more
wiley   +1 more source

Influence of Geometric Design on Mechanical Performance of Auxetic Metastructure

Advanced Engineering Materials, EarlyView.
Strategic geometric reinforcement transforms auxetic performance. This study evaluates 3D‐printed arrowhead metastructures, revealing that a modified design with local ring reinforcement suppresses premature failure to achieve superior energy absorption and structural efficiency.
Muhammad Gulzari, Supharoek Sornsomrit, Muhammad Ayaz Akbar, Stephan Rudykh   +3 more
wiley   +1 more source

Fractional Generalizations of the Compound Poisson Process

, 2023
This paper introduces the Generalized Fractional Compound Poisson Process (GFCPP), which claims to be a unified fractional version of the compound Poisson process (CPP) that encompasses existing variations as special cases.
Gupta, Neha, Maheshwari, Aditya
core  

Precipitation Simulations of the O‐Phase in Ti2AlNb Alloys Processed by Laser Powder Bed Fusion

Advanced Engineering Materials, EarlyView.
Simulated and experimental evolution of the O‐phase volume fraction during postprocessing of a Ti‐21Al‐25Nb (at.%) alloy processed by laser powder bed fusion. With results of sensitivity to input parameters from a thorough and quantified analysis, the interfacial energy matrix/precipitate is the most relevant input parameter for the simulation of the O‐
Silvana Tumminello, Joachim Gussone, Suzana G. Fries, Marcus Rackel, Andreas Stark, Norbert Schell, Jan Haubrich, Guillermo Requena   +7 more
wiley   +1 more source

BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL: THE NET PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA–GAMMA DISTRIBUTIONS [PDF]

This article develops a Bayesian analysis of the Compound Collective Model utilizing the Net Premium Principle, considering single-period models. With respect to likelihoods, we used a Poisson distribution for the number of claims and an Exponential ...
E. Gómez-Deniz, A.Hernández-Bastida, J. M. Pérez–Sánchez   +2 more
core  

On the Discovery of Significant Motifs in Genomic Sequences [PDF]

, 2013
In this thesis we study the statistical properties of some families of motifs of the same length. We develop a method for the approximation of the average number of frequent motifs in the family in random texts with independent characters.
Boscariol, Matteo
core  

Are current microscopic traffic models capable of generating jerk profile consistent with real world observations?

International Journal of Transportation Science and Technology
Microscopic behavior modeling plays a critical role in traffic flow analyais, simulation, and autonomous vehicle algorithm development. Numerous efforts are devoted to the development of it in both longitudinal and lateral dimensions.
Hongsheng Qi
doaj   +1 more source