Browsing 01 Mathematical Sciences by Title

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Browsing 01 Mathematical Sciences by Title

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  • Approximate solutions and chaotic motions of a piecewise nonlinear-linear oscillator 
    Ji Jin; Hansen Colin (Elsevier, 2004)
    A global symmetric period-1 approximate solution is analytically constructed for the non-resonant periodic response of a periodically excited piecewise nonlinear-linear oscillator. The approximate solutions are found to ...
  • Arbitrage in continuous complete markets 
    Platen Eckhard (Australasian Medical Publishing Company, 2005)
    This paper introduces a benchmark approach for the modelling of continuous, complete financial markets, when an equivalent risk-neutral measure does not exist. This approach is based on the unique characterization of a ...
  • Architectural Abstraction As Transformation Of Poset Labelled Graphs 
    Denford Mark; Solomon Andrew; Leaney John; O'Neill Tim (Institut fuer Informationssysteme und Computer Medien, 2004)
    The design of large, complex computer based systems, based on their architecture, will benefit from a formal system that is intuitive, scalable and accessible to practitioners. The work herein is based in graphs which are ...
  • Are discrete models more accurate? 
    Hubler Alfred; Gerig Austin (Wiley, 2010)
    Newton's second law describes the motion of the center of mass of most objects that we encounter in everyday life, including the complex motion of a spoon when we eat, the acceleration of a car, and even the trajectories ...
  • 'As American as Mom, Apple Pie and Dutch Soccer?': The Team Identification of Foreign Ajax FC Supporters 
    Kerr Anthony; Smith Narelle; Anderson Alastair (Palgrave, 2011)
    Globalization and advances in communications technology, notably satellite television and broadband internet, have greatly expanded the potential marketplace for professional sport teams. As a result, many team brands ...
  • Asset Price and Wealth Dynamics Under Heterogeneous Expectations 
    Chiarella Carl; He Xuezhong (John Wiley and Sons Inc, 2003)
    In order to characterize asset price and wealth dynamics arising from the interaction of heterogeneous agents with CRRA utility, a discrete-time stationary model in terms of return and wealth proportions (among ...
  • Asset Price Dynamics in a Financial Market with Fundamentalists and Chartists 
    Chiarella Carl; Dieci Roberto; Gardini Laura (Hindawi Publishing Corporation, 2001)
    In this paper we consider a model of the dynamics of speculative markets involving the interaction of fundamentalists and chartists. The dynamics of the model are driven by a two-dimensional map that in the space of the ...
  • Asset price dynamics in a financial market with heterogeneous trading strategies and time delays 
    Garofalo, G.; Sansone, A. (Elsevier Science, 2005)
    In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend ...
  • The asymptotic behaviour of dynamic producer-consumer systems 
    Chiarella Carl; Szidarovszky Ferenc (Elsevier, 2003)
    Dynamic Arrow-type price dynamicsarc investigated in a continuous time framework. The existence of n unique equilibrium is first proved under realistic conditions. Then, the local asymptotic stability of the equilibrium ...
  • The asymptotic behaviour of dynamic rent-seeking games 
    Szidarovszky Ferenc; Chiarella Carl (Elsevier Science, 2003)
    Dynamic rent-seeking games with nonlinear cost functions are analyzed. The local asymptotic stability of the solution is first examined. We show that in tbe absence of a dominant agent, all eigenvalues of the Jacobian ...
  • Asymptotic normality and valid inference for Gaussian variational approximation 
    Hall Peter; Pham Tung; Wand Matthew; Wang S. (Institute of Mathematical Statistics, 2011)
    We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the ...
  • Asymptotics and optimal bandwidth selection for highest density region estimation 
    Samworth R; Wand Matt (Institute of Mathematical Statistics, 2010)
    We study kernel estimation of highest-density regions (HDR). Our main contributions are two-fold. First, we derive a uniform-in-bandwidth asymptotic approximation to a risk that is appropriate for HDR estimation. This ...
  • Asymptotics for general multivariate kernel density derivative estimators 
    Chacon Jose; Duong Tarn; Wand Matthew (Academia Sinica, 2011)
    We investigate kernel estimators of multivariate density derivative functions using general (or unconstrained) bandwidth matrix selectors. These density derivative estimators have been relatively less well researched than ...
  • Asymptotics of the global solutions for a nonlinear telegraph equation 
    Wu Yonghong; Lai Shaoyong; Zhang Guangquan (Academic Publications, 2003)
    In this paper, we consider an initial-boundary value problem for the following nonlinear telegraph equation Utt - U xx + 2au, + bu = f3(u 2 )xx, where t > 0, a, band (3 are constants. For the case b > a2 , we establish a ...
  • The bank deposit and wholesale guarantees of 12 October 2008: An appraisal 
    Hogan Warren (ANU College of Business & Economics, 2009)
    The Australian Government's guarantee of funds lodged with deposit-taking entities in Australia, and of security issues by Australian banks, has fostered support for smaller and less well-placed financial entities compared ...
  • Banking and social resposibility 
    Batten Jonathan; Hogan Warren (Elsevier Science Ltd, 2003)
  • Bankruptcy as an Exit Mechanism for Systems with a Variable Number of Components 
    Delli Gatti Domenico; Di Guilmi Corrado; Gaffeo Edoardo; Gallegati Mauro (Elsevier Science BV, 2004)
    Dynamical systems with components whose sizes evolve according to multiplicative stochastic rules have been recently combined with entry and exit processes. We show that the assumptions usually made in modeling exits are ...
  • Base de donnees ADN: un potentiel peu exploite de mises en relations d'evenements criminels 
    Ribaux Oliver; Margot Pierre; Girod A; Walsh Simon (Revue Internationale de Criminologie et de Police Technique et Scientifique, 2004)
    DNA databases are efflclently used as an aid for identifying authors of crimes. An under estimated spin-off of these computerised systems Is their capacity to relate criminal events and consequently to point to the serial ...
  • Bayesian alignment using Hierarchical models, with applications in protein bioinformatics 
    Green Peter; Mardia Kanti (Oxford Univ Press, 2006)
    An important problem in shape analysis is to match configurations of points in space after filtering out some geometrical transformation. In this paper we introduce hierarchical models for such tasks, in which the points ...
  • Bayesian analysis for penalized spline regression using WinBUGS 
    Crainiceanu Ciprian; Ruppert David; Wand Matt (American Statistical Association, 2005)
    Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for ...