In the lognormal forward Market model (LFM) framework, the specification for time-deterministic instantaneous volatility functions for state variable forward rates is required. In reality, only a discrete number of forward ...
Background. Perinatal factors, including gestational age and birth weight, influence the development of atopy in early life. However, the role of these factors in the development of asthma in later life among children who ...
The well-known absence-of-arbitrage condition NFLVR from the fundamental theorem of asset pricing splits into two conditions, called NA and NUPBR. We give a literature overview of several equivalent reformulations of NUPBR; ...
Recognition of protein folding patterns is an important step in protein structure and function predictions. Traditional sequence similarity-based approach fails to yield convincing predictions when proteins have low sequence ...
In this comment we discuss the problem of reconciling the linear efficiency of price returns with the long-memory of supply and demand. We present new evidence that shows that efficiency is maintained by a liquidity imbalance ...
Empirical evidence has suggested that, facing different trading strategies and complicated decision, the proportions of agents relying on particular strategies may stay at constant level or vary over time. This paper ...
This paper analyzes the dynamics of an explicit random process of prices and price expectations of finitely many assets in an economy with overlapping generations of heterogeneous consumers. They maximize expected utility ...
Sim K; Li Jinyan; Gopalkrishnan V; Liu Gm(John Wiley and Sons Inc, 2009)
Several real-world applications require mining of bicliques, as they represent correlated pairs of data clusters. However, the mining quality is adversely affected by missing and noisy data. Moreover, some applications ...
Sim, K; Li, J; Gopalkrishnan, V; Liu, G(John Wiley and Sons Inc, 2009-01)
Several real-world applications require mining of bicliques, as they represent correlated pairs of data clusters. However, the mining quality is adversely affected by missing and noisy data. Moreover, some applications ...
The curse of dimensionality hinders the effectiveness of density estimation in high dimensional spaces. Many techniques have been proposed in the past to discover embedded, locally linear manifolds of lower dimensionality, ...
When multiple followers are involved in a bilevel decision problem, the leader's decision will be affected, not only by the reactions of these followers, but also by the relationships among these followers. One of the ...
Structural health monitoring is a vital part in the management of bridges, particulary as the structures begin to age. Detecting structural faults through the use of sensors is an emerging field that has seen considerable ...
New efficient methods are developed for the optimal maximum-likelihood (ML) decoding of an arbitrary binary linear code based on data received from any discrete Gaussian channel. The decoding algorithm is based on monotonic ...
The Fibonacci identity belongs to a family of identities where each identity contains only one product on the right side. In this paper we give this family together with two other such families. We also state two conjectures ...