Results 21 to 30 of about 219,639 (265)
New Order on Type 2 Fuzzy Numbers
Axioms, 2017 Since Lotfi A. Zadeh introduced the concept of fuzzy sets in 1965, many authors have devoted their efforts to the study of these new sets, both from a theoretical and applied point of view. Fuzzy sets were later extended in order to get more adequate and
Pablo Hernández +3 more
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Discretization Based on Entropy and Multiple Scanning
Entropy, 2013 In this paper we present entropy driven methodology for discretization. Recently, the original entropy based discretization was enhanced by including two options of selecting the best numerical attribute.
Jerzy W. Grzymala-Busse
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Decoy Effects in a Massive Real-World Shopping Dataset
International Journal of Population Data Science, 2023 Introduction & Background A key premise of rational choice prescribes that decision-makers ought to ignore irrelevant, inferior alternative options. Consider for example the choice between two wines, where the value of an option is computed across two ...
Sean Devine +3 more
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Compound Option Pricing under Fuzzy Environment
Journal of Applied Mathematics, 2014 Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this paper, fuzzy sets theory is applied to model the imprecise input parameters (interest rate and volatility).
Xiandong Wang, Jianmin He, Shouwei Li
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Diagnostics, 2022 Background: Vascular co-option is one of the main features of brain tumor progression. It is identified using histopathological analysis, but no antibody-specific markers were found, and no universally accepted histological features were defined. Methods:
Tiziana Annese +6 more
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Modern Stochastics: Theory and Applications, 2015 We consider a discrete-time approximation of paths of an Ornstein–Uhlenbeck process as a mean for estimation of a price of European call option in the model of financial market with stochastic volatility.
Sergii Kuchuk-Iatsenko, Yuliya Mishura
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Journal of Statistical Software, 2022 This paper introduces the usage and performance of the R package tlrmvnmvt, aimed at computing high-dimensional multivariate normal and Student-t probabilities.
Jian Cao +3 more
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Test data sets for calibration of stochastic and fractional stochastic volatility models
Data in Brief, 2016 Data for calibration and out-of-sample error testing of option pricing models are provided alongside data obtained from optimization procedures in ''On calibration of stochastic and fractional stochastic volatility models'' [1].
Jan Pospíšil, Tomáš Sobotka
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JMIR Medical Informatics, 2022 BackgroundIn any health care system, both the classification of data and the confidence level of such classifications are important. Therefore, a selective prediction model is required to classify time series health data according
Borum Nam +3 more
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GENERATING EFFECTIVE INITIATION SETS FOR SUBGOAL-DRIVEN OPTIONS
Advances in Complex Systems, 2019 Options framework is one of the prominent models serving as a basis to improve learning speed by means of temporal abstractions. An option is mainly composed of three elements: initiation set, option’s local policy and termination condition. Although various attempts exist that focus on how to derive high-quality termination conditions for a given ...
Alper Demir 0002 +2 more
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