Results 51 to 60 of about 258 (209)

The valuation of exotic barrier options and American options using Monte Carlo simulation [PDF]

Monte Carlo simulation is a widely used numerical method for valuing financial derivatives. It can be used to value high-dimensional options or complex path-dependent options.
Chirayukool, Pokpong
core  

Implementing the Stochastics Brane Calculus in a Generic Stochastic Abstract Machine [PDF]

, 2012
In this paper, we deal with the problem of implementing an abstract machine for a stochastic version of the Brane Calculus. Instead of defining an ad hoc abstract machine, we consider the generic stochastic abstract machine introduced by Lakin, Paulevé ...
Sambarino, Ilaria, Sambarino Ilaria, Ilaria Sambarino, Marino Miculan, MICULAN, Marino   +4 more
core   +1 more source

Inverse Identification of Energy‐Dependent Laser Absorptivity in NiTi Laser Powder‐Bed Fusion via Calibrated Melt Pool Simulation

Advanced Engineering Materials, EarlyView.
A combined experimental–computational framework identifies energy‐dependent laser absorptivity for NiTi in laser powder‐bed fusion, applicable to conduction and transition modes. Single‐track experiments and thermofluid smoothed particle hydrodynamics simulations are coupled through inverse analysis of melt pool geometry.
Mohamadreza Afrasiabi, Hadi Moutablaleh, Ignatius A. Setiawan, Mehrshad Mehrpouya   +3 more
wiley   +1 more source

Good deals in markets with frictions [PDF]

This paper studies a portfolio choice problem such that the pricing rule may incorporate transaction costs and the risk measure is coherent and expectation bounded. We will prove the necessity of dealing with pricing rules such that there are essentially
Raquel Balbás, Beatriz Balbás, Alejandro Balbás   +2 more
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Flow cytometric lymphocyte subset enumeration: 10 years of external quality assessment in the Benelux countries

, 2008
A biannual external quality assessment (EQA) scheme for flow cytometric lymphocyte immunophenotyping is operational in the Benelux countries since 1996. We studied the effects of the methods used on assay outcome, and whether or not this EQA exercise was
Gratama, J.W., Van Wieringen, WN, Kraan, Jaco, Rhenen, Dick, Levering, W.H., Kraan, J., van Beers, W.A.M., Gratama, Jan willem, van Wieringen, W.N., Sintnicolaas, K., Levering, Wilfried, van Beers, WAM, Sintnicolaas, K, van Rhenen, D.J., van Wieringen, W.N.; id_orcid, Kraan, Jaco; id_orcid   +15 more
core   +1 more source

Comparison of Triply Periodic Minimal Surface Energy Absorbers Under Uniaxial Compressive Loading

Advanced Engineering Materials, EarlyView.
This study investigates LCD 3D printed Triply Periodic Minimal Surface (TPMS) structures as mechanical energy absorbers. By comparing various base designs and layered combinations under uniaxial compression, it identifies that a Diamond‐Gyroid sandwich structure offers superior performance.
Sergej Grednev, Noah‐Lean Roschlaub, Anne Jung   +2 more
wiley   +1 more source

A Practical Noise2Noise Denoising Pipeline for High‐Throughput Raman Spectroscopy

Advanced Engineering Materials, EarlyView.
A lightweight and reproducible denoising pipeline for high‐throughput Raman spectroscopy is introduced, based on a 1D convolutional autoencoder trained with a Noise2Noise strategy. Using only repeated short‐exposure acquisitions, the method suppresses stochastic noise without reference spectra, enabling reliable spectral reconstruction while preserving
David Martin‐Calle, Cesar Alvarez‐Llamas, Vincent Motto‐Ros, Christophe Dujardin, Jérémie Margueritat, David Rodney   +5 more
wiley   +1 more source

New AI‐Assisted Approach for Expanding the Solution Space: Application to Lattice Structure Design

Advanced Engineering Materials, EarlyView.
This work introduces an innovative framework for designing structured materials by ex panding the design space through reparameterization of qualitative variables into continuous structural descriptors. Combined with machine‐learning‐based prediction and multi‐objective optimization, the approach enables the discovery of novel lattice architectures ...
G. H. Gahimbare, Y. Beideler, D. Chune, R. De Guio, T. Roland, H. Chibane   +5 more
wiley   +1 more source

DigiChrom: A Domain Ontology for Semantic Representation of Trivalent Chromium Platings and Its Large Language Model‐Based Alignment With Multiple Mid‐Level Ontologies

Advanced Engineering Materials, EarlyView.
Digitalizing electroplating requires both domain knowledge and interoperability. This work introduces PlatOn, a domain ontology for trivalent chromium plating and coating characterization, and a hybrid pipeline that aligns it to a mid‐level reference ontology by combining eight similarity metrics with language model reasoning. Expert‐validated mappings
Janik Harter, Elena Garcia Trelles, Christoph Schweizer, Thomas Seifert, Christoph Baumer, Mahmoud Elkady, Katja Feige, Daniel Grimme, Edgar Hoffmann, Andreas Waibel, Anke Walter   +10 more
wiley   +1 more source

The cost of market power in banking: social welfare loss vs. inefficiency cost [PDF]

This paper analyses the relationship between market power in the loan and deposit markets and efficiency in the EU15 countries over 1993-2002. Results show the existence of a positive relationship between market power and cost X-efficiency, allowing ...
Maudos, Joaquin, Fernandez de Guevara, Juan   +1 more
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