Results 101 to 110 of about 8,682 (260)
The Parallel Tiled WZ Factorization Algorithm for Multicore Architectures
International Journal of Applied Mathematics and Computer Science, 2019 The aim of this paper is to investigate dense linear algebra algorithms on shared memory multicore architectures. The design and implementation of a parallel tiled WZ factorization algorithm which can fully exploit such architectures are presented. Three
Bylina Beata, Bylina Jarosław
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The Squaring Operation and the Singer Algebraic Transfer
Vietnam Journal of Mathematics, 2020 38 pages. Theorems 1.3 and 1.8 of this paper have already been announced in Comptes Rendus Mathematique, Volume 354, Issue 9, 2016. The readers can find some papers related to this paper, available online at arXiv:1609.02250, arXiv:1607.01095, arXiv:1502.05569, arXiv:1412.3309, arXiv:1412.1709. arXiv admin note: substantial text overlap with arXiv:1609.
openaire +3 more sources
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
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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
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How (not) to Cage an Electron: The Perfluoro Cage Effect as an Extrinsic Molecular Property
Helvetica Chimica Acta, EarlyView.A rigorous definition within Kohn–Sham density functional theory is presented for the notion of an caged electron inside perfluorinated fullerenes as radical anions. ABSTRACT The notion of a (molecular) electron cage was coined for the unique hosting capacity of perfluorocubane, suggesting the “encapsulation of an electron” within the highly symmetric ...
Andreas Riedmiller +2 more
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Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
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Mathematical Methods in the Applied Sciences, EarlyView.A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay +2 more
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Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar +3 more
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Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT Nonlinear differential equations play a fundamental role in modeling complex physical phenomena across solid‐state physics, hydrodynamics, plasma physics, nonlinear optics, and biological systems. This study focuses on the Shynaray II‐A equation, a relatively less‐explored parametric nonlinear partial differential equation that describes ...
Aamir Farooq +4 more
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High Relative Accuracy Computations With Covariance Matrices of Order Statistics
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In many statistical applications, numerical computations with covariance matrices need to be performed. The error made when performing such numerical computations increases with the condition number of the covariance matrix, which is related to the number of variables and the strength of the correlation between the variables. In a recent work,
Juan Baz +3 more
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