Results 61 to 70 of about 79,058 (240)
Characterizing matrices with $X$-simple image eigenspace in max-min semiring
, 2014 A matrix $A$ is said to have $X$-simple image eigenspace if any eigenvector $x$ belonging to the interval $X=\{x\colon \underline{x}\leq x\leq\overline{x}\}$ is the unique solution of the system $A\otimes y=x$ in $X$.
Plavka, Jan, Sergeev, Sergei
core
International Journal for Numerical Methods in Fluids, EarlyView.We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley +1 more source
Jurnal Sains Dasar, 2016 The increasing need in techniques of storing big data presents a new challenge. One way to address this challenge is the use of distributed storage systems.
Agus Maman Abadi +2 more
doaj
Max-plus analysis on some binary particle systems
, 2010 We concern with a special class of binary cellular automata, i.e., the so-called particle cellular automata (PCA) in the present paper. We first propose max-plus expressions to PCA of 4 neighbors.
Bao-Feng Feng +9 more
core +1 more source
Coherent Forecasting of Realized Volatility
Journal of Forecasting, EarlyView.ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Minimal half-spaces and external representation of tropical polyhedra
, 2011 We give a characterization of the minimal tropical half-spaces containing a given tropical polyhedron, from which we derive a counter example showing that the number of such minimal half-spaces can be infinite, contradicting some statements which ...
E. Gawrilow +31 more
core +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
A reduced complexity numerical method for optimal gate synthesis
, 2010 Although quantum computers have the potential to efficiently solve certain problems considered difficult by known classical approaches, the design of a quantum circuit remains computationally difficult. It is known that the optimal gate design problem is
A. Ben-Tal +14 more
core +1 more source
Improving Implied Volatility Forecasts for American Options Using Neural Networks
Journal of Futures Markets, EarlyView.ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley +1 more source
Effectiveness and safety of ustekinumab in pediatric Crohn's disease: Results of the REALITI study
Journal of Pediatric Gastroenterology and Nutrition, EarlyView.Abstract Objectives Few approved treatments exist for children with Crohn's disease (CD). The REALITI study retrospectively assessed the effectiveness and safety of ustekinumab in real‐world clinical settings for children with CD. Methods Data were collected from the prospective ImproveCareNow (ICN) registry for pediatric patients (≥ 2 to <18 years old)
Steven J. Steiner +60 more
wiley +1 more source