Results 111 to 120 of about 123,153 (297)

Joint Monitoring Using Information Theoretic Control Charts

Statistica
Statistical process control consists of sophisticated and well-organized methods which contribute to monitor and improve the quality of a product. Control charts are now routinely used in many applied areas to enhance the quality of products.
Moiz Qureshi, Sajid Ali, Ismail Shah
doaj   +1 more source

Developing and Evaluating a Laboratory‐Based Frailty Index for the Prediction of Long‐Term Health Outcomes in Systemic Lupus Erythematosus

Arthritis Care &Research, EarlyView.
Objective We aimed to construct and evaluate the first laboratory‐based frailty index (FI‐Lab) for predicting adverse outcomes in systemic lupus erythematosus (SLE) and to compare its predictive ability to that of an existing clinical FI. Methods We used data from a single‐center prospective cohort of adult patients with SLE whose baseline visit ...
Grace Burns, Samuel D. Searle, Alexandra Legge   +2 more
wiley   +1 more source

Option Pricing Under the Variance Gamma Process

In this dissertation we price European and American vanilla and barrier options assuming that the underlying follows the variance gamma process. We solve numerically the problem implementing a finite difference algorithm and we present numerical ...
Fiorani, Filo
core  

An Efficient Numerical Method for Pricing Levy Option Models : With Variance Gamma Process

Journal of Derivatives and Quantitative Studies, 2007
We study an efficient numerical method for pricing European options when the dynamics of the underlying asset are described by Levy processes. In this case. we can write a characteristic function solution for a specific Levy option model and then take its inversion numerically.
Bon Il Ku, Young Ho Eom, Woon Wook Jang
openaire   +1 more source

From Adult to Adolescent: Alignment in Clinical Trials and Outcomes in Axial Spondyloarthritis

Arthritis Care &Research, Accepted Article.
Spondyloarthritis (SpA) is a group of chronic inflammatory diseases encompassing axial and peripheral forms, with up to 20% of patients developing symptoms before age 16. Despite this substantial pediatric burden, treatment options for juvenile‐onset SpA (JSpA), particularly those with axial disease (axJSpA), remain limited.
Pamela F. Weiss, Judith A. Smith, Robert A. Colbert, Erin Treemarcki, Michael H. Weisman, Walter P. Maksymowych, Hermine I. Brunner, for the CARRA, SPARTAN, and PRCSG Advisory Council   +9 more
wiley   +1 more source

A Q‐Learning Algorithm to Solve the Two‐Player Zero‐Sum Game Problem for Nonlinear Systems

International Journal of Adaptive Control and Signal Processing, Volume 39, Issue 3, Page 566-581, March 2025.
A Q‐learning algorithm to solve the two‐player zero‐sum game problem for nonlinear systems. ABSTRACT This paper deals with the two‐player zero‐sum game problem, which is a bounded L2$$ {L}_2 $$‐gain robust control problem. Finding an analytical solution to the complex Hamilton‐Jacobi‐Issacs (HJI) equation is a challenging task.
Afreen Islam, Anthony Siming Chen, Guido Herrmann   +2 more
wiley   +1 more source

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Carboxylic‐Acid Functionalized Multiwalled Carbon Nanotube‐Alkane‐Based Resistive Temperature Sensor for Cold Chain Applications

Advanced Engineering Materials, EarlyView.
This study presents a reversible temperature sensor with high switching ratio, ∼103. The device is fabricated using PET‐ITO and carbon nanotube dispersions in alkane. Considering its application in cold chain logistics, a proof‐of‐concept with LED is showcased. Thus, a temperature drop below the threshold temperature (crystallization temperature of the
Sunil Kumar Behera, Philippe Marrec, A. Jorge Parola, Madalena Dionísio, Hugo Águas, Andreia F. M. Santos, Hamed Pourkheirollah, Donald Lupo, César A. T. Laia   +8 more
wiley   +1 more source

The Multivariate Variance Gamma Process and Its Applications in Multi-asset Option Pricing [PDF]

, 2009
Dependence modeling plays a critical role in pricing and hedging multi-asset derivatives and managing risks with a portfolio of assets. With the emerge of structured products, it has attracted considerable interest in using multivariate Levy processes to
Wang, Jun
core  

A Workflow to Accelerate Microstructure‐Sensitive Fatigue Life Predictions

Advanced Engineering Materials, EarlyView.
This study introduces a workflow to accelerate predictions of microstructure‐sensitive fatigue life. Results from frameworks with varying levels of simplification are benchmarked against published reference results. The analysis reveals a trade‐off between accuracy and model complexity, offering researchers a practical guide for selecting the optimal ...
Luca Loiodice, Krzysztof S. Stopka, Michael D. Sangid   +2 more
wiley   +1 more source