Chiarella, C; Szidarovsky, F(Universidad de la Frontera, 2009-01)
Dynamic oligopolies are examined with continuous time scales and under the assumption that the demand at each time period is affected by earlier demands and consumptions. After the mathematical model is introduced the local ...
Hamada, M; Sherris, M; Van Der Hoek, J(Peeters, 2006-01)
Standard optimal portfolio choice models assume that investors maximise the expected utility of their future outcomes. However, behaviour which is inconsistent with the expected utility theory has often been observed. In ...
Within a continuous-time framework, this paper proposes a stochastic heterogeneous agent model (HAM) of financial markets with time delays to unify various moving average rules used in discrete-time HAMs. The time delay ...
Zhu, Shaoli; Zhou, Wei(Institute of Physics Publishing Ltd., 2010)
Electric field distribution is one of the important parameters for nanostructure arrays in nanobiosensing applications. It can influence the sensitivity and the resolution of nanobiosensors. We focus on the effect of media ...
Conventionally, when a circular arch is subjected to uniform radial loading, the difficulty in performing an accurate prebuckling analysis is usually circumvented by considering that the uniform radial loading produces ...
Liu, G; Sim, K; Li, J; Wong, L(John Wiley and Sons Inc, 2009-01)
Traditional similarity measurements often become meaningless when dimensions of datasets increase. Subspace clustering has been proposed to find clusters embedded in subspaces of high-dimensional datasets. Many existing ...
This paper addresses the mechanics of the flexural-torsional buckling instability of pin-ended elastic circular arches, which are acted upon by a hydrostatic loading. This loading arrangement differs from the gravity-based ...
Di Guilmi, C; Gaffeo, E; Gallegati, M(Elsevier Science BV, 2004-01)
We study the size distribution of business cycles phases, that is expansions and contractions, for a sample of 16 industrialized countries over 120 years. We find that the best-fitting distribution for both expansions and ...
We show that a unitary operation (quantum circuit) secretly chosen from a finite set of unitary operations can be determined with certainty by sequentially applying only a finite amount of runs of the unknown circuit. No ...
The equivalence of velocity-level and acceleration-level redundancy resolution of robot manipulators is investigated in this Letter. Theoretical analysis based on gradient-descent method and computer simulations based on ...
The objective of measuring leaf photosynthesis using infrared gas analysis is to determine key indicators of plant eco-physiology, including light and CO2 compensation and saturation points, and critical thresholds of ...
Estimation of copula models with discrete margins can be difficult beyond the bivariate case. We show how this can be achieved by augmenting the likelihood with continuous latent variables, and computing inference using ...
Mesh networks with an autonomous channel assignment can be used as a viable cost-effective alternative for a last mile broadband access. The channel assignment algorithm in mesh networks should be capable of reducing the ...
This article extends the exchange option model of Margrabe, where the distributions of both stock prices are log-normal with correlated Wiener components, to allow the underlying assets to be driven by jump-diffusion ...
Chen, J; Duan, R; Ji, Z; Ying, M; Yu, J(2007-04-12)
A gate is called entangler if it transforms some (pure) product states to entangled states. A universal entangler is a gate which transforms all product states to entangled states. In practice, a universal entangler is a ...
Ivo DÃ¼ntsch, Sanjiang Li. Extension Properties of Boolean Contact Algebras, Proceedings of the 13th International Conference on Relational and Algebraic Methods in Computer Science (RAMiCS), pages 342-356, Cambridge, UK, ...