Results 31 to 40 of about 4,801 (196)
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
Experiences in Implementing an Energy-Driven Task Scheduler in RT-Linux [PDF]
, 2002 Dynamic voltage scaling (DVS) is being increasingly used for power management in embedded systems. Energy is a scarce resource in embedded real-time systems and energy consumption must be carefully balanced against realtime responsiveness.
Amil A. Patel +3 more
core +1 more source
CONCERT: A Modular Reconfigurable Robot for Construction
Journal of Field Robotics, EarlyView.ABSTRACT This paper presents CONCERT, a fully reconfigurable modular collaborative robot (cobot) for multiple on‐site operations in a construction site. CONCERT has been designed to support human activities in construction sites by leveraging two main characteristics: high‐power density motors and modularity. In this way, the robot is able to perform a
Luca Rossini +18 more
wiley +1 more source
Flexible Scheduling in Multimedia Kernels: an Overview [PDF]
, 1998 Current Hard Real-Time (HRT) kernels have their timely behaviour guaranteed on the cost of a rather restrictive use of the available resources. This makes current HRT scheduling techniques inadequate for use in a multimedia environment where we can make ...
Jansen, Pierre G. +2 more
core +2 more sources
Online monitoring system and data management for KamLAND
, 2004 In January 22, 2002, KamLAND started the data-taking. The KamLAND detector is a complicated system which consists of liquid scintillator, buffer oil, spherical balloon and so on.
Eguchi +5 more
core +2 more sources
Building Blocks as Experiences in Dynamic Capacitated Arc Routing Problems
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT The dynamic capacitated arc routing problem (DCARP) aims to update the service paths of vehicles in the capacitated arc routing problem when uncertain factors deteriorate the current schedule of vehicles' services. A DCARP scenario comprises a series of DCARP instances that share similarities with each other. Therefore, optimisation experience
Hao Tong +4 more
wiley +1 more source
Centralised and decentralised configurations for panels with piezoelectric actuators [PDF]
, 2006 This paper discusses configurations for controlling broadband noise using piezoelectrically excited panels. The configurations can be distinguished by the physical layout and by the control structure.
Berkhoff, A.P., Wesselink, J.M.
core +2 more sources
, 2016 Modifications to open-source software (OSS) are often provided in the form of "patch stacks" - sets of changes (patches) that modify a given body of source code.
Lohmann, Daniel +2 more
core +1 more source
Electric filed intensity of the lightning strikes on lightning air terminals installed on building structures [PDF]
, 2017 Lightning activities are growing up rapidly with global warming. It can affect anything on the earth. All the constructed buildings need proper protection from the harmful effect of lightning.
Ahmad, H. +4 more
core +5 more sources
Iflaviruses in arthropods: when small is mighty
Insect Science, EarlyView.Many arthropod species harbor iflaviruses, which often cause covert (asymptomatic) infections, but may still affect host fitness. We review the impact of iflaviruses on arthropod fitness, immunity, behaviour as well as the iflavirus’ host range, transmission, tissue tropism and the interactions with other microorganisms within arthropods.
Annamaria Mattia +3 more
wiley +1 more source