Results 51 to 60 of about 11,771,558 (147)

Overproduction of gamma-aminobutyric acid and increased antioxidant capacity by Lactiplantibacillus pentosus TEJ4 through optimization by response surface methodology

Revista Colombiana de Investigaciones Agroindustriales
Lactic Acid bacteria (LAB) are the main producers of bioactive compounds (peptides, exopolysaccharides, antioxidant compounds, gamma-aminobutyric acid-GABA, etc.).
Doryan Osmara Orantes-Pérez, Alfredo Vázquez-Ovando, Rito Coronel-Niño, Gemelli López-Martínez, Sonia Ruiz-González, David Mejía-Reyes   +5 more
doaj   +1 more source

Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English) [PDF]

The paper focuses on the replication of digital options under an incomplete model. Digital options are regularly applied in the hedging and static decomposition of many path-dependent options.
Tomáš Tichý
core  

Low-Complexity and Adaptive Nonlinearity Estimation Module Based on Godard's Error

IEEE Photonics Journal, 2016
A low-complexity and adaptive nonlinearity estimation module is proposed and experimentally demonstrated based on Godard's error and low-pass filter (LPF).
Lin Jiang, Lianshan Yan, Zhiyu Chen, Anlin Yi, Yan Pan, Wei Pan, Bin Luo   +6 more
doaj   +1 more source

Multivariate Variance Gamma and Gaussian dependence: a study with copulas [PDF]

This paper explores the dynamic dependence properties of a Levy process, the Variance Gamma, which has non Gaussian marginal features and non Gaussian dependence.
Elisa Luciano, Patrizia Semeraro
core  

Option Pricing and Variance Gamma Process

, 2010
Předložený text pojednává o problematice oceňování opcí prostřednictvím formulování čtyř oceňovacích modelů. Jedná se o syntézu náročného matematického aparátu s neustálým přihlížením k ekonomickému pozadí řešeného problému.
Moravec, Radek
core   +1 more source

Early warning signs for tipping points in systems with non-Gaussian $$\alpha$$ -stable noise

Scientific Reports
Forecasting rapid, non-linear change or so-called tipping points is a major concern in ecology and environmental science. Statistical early warning signs, based on the theory of stochastic dynamical systems, are now regularly applied to observational ...
Lucia S. Layritz, Anja Rammig, Ilya Pavlyukevich, Christian Kuehn   +3 more
doaj   +1 more source

The return distribution of the variance gamma process

, 2016
This Demonstration shows the graphs of the density function of the unit period of a variance gamma process (red) and a Brownian motion process with drift (green).
Kozlowski, Andrzej
core   +2 more sources

Variance-Driven U-Net Weighted Training and Chroma-Scale-Based Multi-Exposure Image Fusion

Mathematics
Multi-exposure image fusion (MEF) aims to generate a well-exposed image by combining multiple photographs captured at different exposure levels. However, deep learning-based approaches are often highly dependent on the quality of the training data, which
Chang-Woo Son, Young-Ho Go, Seung-Hwan Lee, Sung-Hak Lee   +3 more
doaj   +1 more source

Business Time and New Credit Risk Models [PDF]

This paper examines a new model of credit risk measurement, the Variance Gamma- Merton one, which seems to be adequate for describing single default occurrence and default correlation in turbulent times.
E. Luciano
core  

Generalised Hyperbolic State-Space Models for Inference in Dynamic Systems

IEEE Open Journal of Signal Processing
In this work we study linear vector stochastic differential equation (SDE) models driven by the generalised hyperbolic (GH) Lévy process for inference in continuous-time non-Gaussian filtering problems. The GH family of stochastic processes offers
Yaman Kindap, Simon Godsill
doaj   +1 more source