Gamma oscillations in visual statistical learning correlate with individual behavioral differences
Frontiers in Behavioral Neuroscience, 2023 Statistical learning is assumed to be a fundamentally general sensory process across modalities, age, other cognitive functions, and even species.
Szabolcs Sáringer +3 more
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Pricing Embedded Options Using Fast Fourier Transform to Compare Variance Gamma and Black-Scholes-Merton Model Efficiency [PDF]
Iranian Journal of FinanceEmbedded options are virtually new instruments identical to options in many aspects except their non-tradable nature. Testing the efficiency of the Variance Gamma and Black-Scholes-Merton model on these instruments would provide a vision of transitioning
Alireza Barati, Maryam Khalili Araghi
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A stochastic corrosion model for structural steels subject to sea waters [PDF]
مجله مدل سازی در مهندسی, 2018 In order to perform reliability analysis of steel structures subject to sea waters and thus to corroding marine environments, it is necessary to use: a) a model describing physical behavior of corrosion in structures placed in these circumstances and b ...
Mohammad Reza Moarefzadeh
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Frontiers in Neuroscience, 2022 The brain integrates streams of sensory input and builds accurate predictions, while arriving at stable percepts under disparate time scales. This stochastic process bears different unfolding dynamics for different people, yet statistical learning (SL ...
Anna Vaskevich +3 more
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Stylized Model of Lévy Process in Risk Estimation
Mathematics, 2023 Risk management is a popular and important problem in academia and industry. From a small-scale system, such as city logistics, to a large-scale system, such as the supply chain of a global industrial or financial system, efficient risk management is ...
Xin Yun +4 more
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A Note on Estimation for the First Order Autoregressive Process [PDF]
The Egyptian Statistical Journal, 1987 The asymptotic estimation of the parameters of the first order stationary autoregressive process with zero mean is investigated. The exact and the asymptotic Bayes esti- mates of the weight and the error variance parameters are derived for different ...
A.M. Abouammoh, A.A. Abd-Alla
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Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions [PDF]
Bernoulli, 2019 Subordinating a multivariate Lévy process, the subordinate, with a univariate subordinator gives rise to a pathwise construction of a new Lévy process, provided the subordinator and the subordinate are independent processes. The variance-gamma model in finance was generated accordingly from a Brownian motion and a gamma process.
Buchmann, Boris +2 more
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Reliability, Validity and Responsiveness to Change of Persian Version of “Children-Scale for Hostility and Aggression: Reactive and Proactive (C-SHARP)” in Children with Autism Spectrum Disorders [PDF]
Journal of Health Sciences and Surveillance System, 2023 Background: Aggressive behaviors are the most critical and common challenges shown by children with autism spectrum disorders (ASD) through their life.
Sasan Ghorbani Kalkhajeh +3 more
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Option Pricing under the Variance Gamma Process [PDF]
SSRN Electronic Journal, 2004 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 experiments on the option pricing.
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Spatiotemporal dynamics of human high gamma discriminate naturalistic behavioral states.
PLoS Computational Biology, 2022 In analyzing the neural correlates of naturalistic and unstructured behaviors, features of neural activity that are ignored in a trial-based experimental paradigm can be more fully studied and investigated.
Abdulwahab Alasfour +14 more
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