Results 21 to 30 of about 8,125 (267)
Stochastic-like characteristics of arithmetic dynamical systems: the Collatz hailstone sequences [PDF]
Journal of Physics: ComplexityThe numerical hailstone sequences, or orbits, generated by the Collatz map have been disclosed to present relevant features commonly associated with complex systems.
J G Polli +3 more
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Pricing of Arithmetic Asian Options under Stochastic Volatility Dynamics: Overcoming the Risks of High-Frequency Trading [PDF]
Mathematics, 2020 This research extended the model developed by Hull and White by integrating Taylor-series expansion into the model for deriving approximate analytical solutions for stochastic volatility forward-starting Asian options.
Chih-Chen Hsu +2 more
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Stochastic Order and Generalized Weighted Mean Invariance
Entropy, 2021 In this paper, we present order invariance theoretical results for weighted quasi-arithmetic means of a monotonic series of numbers. The quasi-arithmetic mean, or Kolmogorov–Nagumo mean, generalizes the classical mean and appears in many disciplines ...
Mateu Sbert +3 more
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Probability and Certainty in the Performance of Evolutionary and Swarm Optimization Algorithms
Mathematics, 2022 Reporting the empirical results of swarm and evolutionary computation algorithms is a challenging task with many possible difficulties. These difficulties stem from the stochastic nature of such algorithms, as well as their inability to guarantee an ...
Nikola Ivković +2 more
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, 2009 Herms I. Probabilistic arithmetic automata : applications of a stochastic computational framework in biological sequence analysis. Bielefeld (Germany): Bielefeld University; 2009.The immense amount of biological sequence data available these days ...
Herms, Inke
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Multi-Robot Space Exploration: An Augmented Arithmetic Approach
IEEE Access, 2021 Space exploration refers to constructing a map with the aid of sensor data. This exploration is achieved utilizing a group of robots in an obstacle cluttered environment and distributing tasks amongst these robot(s). The robotic configuration is equipped
Faiza Gul +3 more
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Axioms, 2023 This paper studies insurance companies’ optimal reinsurance–investment strategy under the stochastic interest rate and stochastic volatility model, taking the HARA utility function as the optimal criterion.
Honghan Bei +4 more
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Entropy, 2023 The paper is dedicated to modeling electricity spot prices and pricing forward contracts on energy markets. The underlying dynamics of electricity spot prices is governed by a stochastic mean reverting diffusion with jumps having mixed-exponential ...
Piotr Nowak, Michał Pawłowski
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Short-term frequency regulation of power systems based on DFIG wind generation
Frontiers in Energy Research, 2022 Short-term frequency regulation is important for the safety and efficiency of power systems based on wind generation units. However, unmodeled dynamics and stochastic disturbances in wind speed and load present a challenge for frequency regulation.
Jianhua Zhang +6 more
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Hardware architecture for discrete stochastic arithmetic
, 2003 L'utilisation de l'arithmétique à virgule flottante dans le calcul scientifique pose des problèmes de précision. En effet, les nombres réels n'étant pas tous représentables en virgule flottante, certains vont devoir être approchés. L'arithmétique stochastique discrète permet d'estimer et de contrôler les arrondis de calcul.
Roselyne Chotin-Avot
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