Results 31 to 40 of about 11,771,558 (147)
Journal of Management Science and Engineering, 2022 Condition monitoring and health management of deteriorating systems have attracted significant attentions in reducing failure rate and ensuring normal operation of systems.
Shuguang He +4 more
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Low-noise reconstruction method for coded-aperture gamma camera based on multi-layer perceptron
Nuclear Engineering and Technology, 2020 Accurate localization of radioactive materials is crucial in homeland security and radiological emergencies. Coded-aperture gamma camera is an interesting solution for such applications and can be developed into portable real-time imaging devices ...
Rui Zhang +7 more
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Reliability sensitivity numerical analysis of mechanical structure based on gamma processes
Advances in Mechanical Engineering, 2016 Using random variables to describe uncertain parameters in structural systems, its initial strength and the evolution process of the strength degradation is regarded as the Gamma process.
Yanshan Zhang, Zhengmao Yang
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On the enhanced structures and rough paths integrals for time-changed paths
Journal of Numerical Analysis and Approximation TheoryIn this paper, we study the effects of a discontinuous time change \( \phi \) on a continuous path \( x \). While rough integration in this setting poses significant challenges, we construct an enhancement for the time-changed path \( x \circ \phi ...
Mounir Bedhiafi
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Pricing of European, Bermudan and American Options under the\ud Exponential Variance Gamma Process [PDF]
, 2009 This dissertation reports on a study of the pricing of European, Bermudan and American put options where the stock price is driven by an exponential Variance Gamma process.
Whitley, Alan
core
Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets
Computation, 2023 This paper studies the portfolio selection problem where tradable assets are a bank account, and standard put and call options are written on the S&P 500 index in incomplete markets in which there exist bid–ask spreads and finite liquidity.
Pornnapat Yamphram +2 more
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Option Pricing Under the Variance Gamma Process [PDF]
, 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 ...
Fiorani, Filo
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Bayesian optimization of EWMA control charts: A case on process variance monitoring
Kuwait Journal of ScienceBayesian control charts (BCC) are gaining prominence as powerful statistical process control tools for analyzing manufacturing processes and managing process variability.
Tahir Abbas +3 more
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ESTIMATION OF INTRUSION DETECTION PROBABILITY BY PASSIVE INFRARED DETECTORS [PDF]
Научно-технический вестник информационных технологий, механики и оптики, 2015 Subject of Research. The paper deals with estimation of detection probability of intruder by passive infrared detector in different conditions of velocity and direction for automated analyses of physical protection systems effectiveness. Method. Analytic
V. V. Volkhonskiy, S. L. Malyshkin
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Risk SciencesRisk premia in markets rise with the degree of discontinuity in price motion. This discontinuity is measured by the scale and speed coefficients of price movements embedded in the bilateral gamma process, which is modeled as the difference of two ...
Dilip B. Madan, King Wang
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