Results 61 to 70 of about 6,804 (227)

Pricing of Arithmetic Asian Options under Stochastic Volatility Dynamics: Overcoming the Risks of High-Frequency Trading

open access: yesMathematics, 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
doaj   +1 more source

On some stochastic mirror descent methods for constrained online optimization problems [PDF]

open access: yesКомпьютерные исследования и моделирование, 2019
The problem of online convex optimization naturally occurs in cases when there is an update of statistical information. The mirror descent method is well known for non-smooth optimization problems. Mirror descent is an extension of the subgradient method
Mohammad S. Alkousa
doaj   +1 more source

Stochastic Satisfiability Modulo Theories for Non-linear Arithmetic [PDF]

open access: yes, 2008
The stochastic satisfiability modulo theories (SSMT) problem is a generalization of the SMT problem on existential and randomized (aka. stochastic) quantification over discrete variables of an SMT formula. This extension permits the concise description of diverse problems combining reasoning under uncertainty with data dependencies.
Tino Teige, Martin Fränzle
openaire   +1 more source

Government Subsidies for Industrial Symbiosis: Is It Always Worth It? Assessing Effectiveness and Efficiency Through Agent‐Based Modeling

open access: yesBusiness Strategy and the Environment, EarlyView.
ABSTRACT Policy intervention can be a driver for industrial symbiosis (IS). However, given the wide variety of policy instruments available, policymakers should be guided in the policy design process to ensure that their intervention is effective and efficient. In this paper, we propose an agent‐based (AB) model intended to assess the effectiveness and
Melissa Mollica   +2 more
wiley   +1 more source

Heat Load Mitigation Studies in the W7‐X Stellarator Experiment

open access: yesContributions to Plasma Physics, EarlyView.
ABSTRACT During the experiments at the stellarator Wendelstein 7‐X (W7‐X) with fully water‐cooled plasma‐facing components (PFC), including carbon‐fiber composite (CFC) divertor targets with a thermal load capability of 10 MW/m2, high performance was achieved.
Dirk Naujoks   +11 more
wiley   +1 more source

‘biomod2' – extending presence–absence species distribution models to multiple data types

open access: yesEcography, EarlyView.
The R package ‘biomod2' is one of the most widely used and versatile tools for species distribution modelling (SDM), enabling ecologists to calibrate, evaluate, and project species–environment relationships across space and time using multiple modelling algorithms and ensemble forecasting.
Maya Guéguen   +3 more
wiley   +1 more source

Parametric Resonance, Arithmetic Geometry, and Adelic Topology of Microtubules: A Bridge to Orch OR Theory

open access: yesInternational Journal of Topology
Microtubules are cylindrical protein polymers that organize the cytoskeleton and play essential roles in intracellular transport, cell division, and possibly cognition. Their highly ordered, quasi-crystalline lattice of tubulin dimers, notably tryptophan
Michel Planat
doaj   +1 more source

Quasilinear Structures in Stochastic Arithmetic and their Application

open access: yesSerdica Journal of Computing, 2017
Stochastic arithmetic has been developed as a model for computing with imprecise numbers. In this model, numbers are representedby independent Gaussian variables with known mean value and standarddeviation and are called stochastic numbers. The algebraic properties of stochastic numbers have already been studied byseveral authors.
Markov, Svetoslav   +2 more
openaire   +3 more sources

Acute effects of anti‐seizure medications on network level dynamics: A systematic comparison using multielectrode arrays

open access: yesEpilepsia, EarlyView.
Abstract Objective A multi‐electrode array (MEA) is a powerful extracellular recording technique for long‐term monitoring of neuronal network activity. In recent years, MEA‐based assays have been applied increasingly to evaluate drug efficacy and neurotoxicity, including the assessment of anti‐seizure medications (ASMs). However, systematic comparisons
Griselda Marku   +4 more
wiley   +1 more source

Interval optimal power flow applied to distribution networks under uncertainty of loads and renewable resources

open access: yesJournal of Modern Power Systems and Clean Energy, 2018
Optimal power flow (OPF) has been used for energy dispatching in active distribution networks. To satisfy constraints fully and achieve strict operational bounds under the uncertainties from loads and sources, this paper derives an interval optimal power
Pengwei CHEN, Xiangning XIAO, Xuhui WANG
doaj   +1 more source

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