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, ...

Deutsch-Jozsa algorithm has been implemented via a quantum adiabatic evolution by S. Das et al. [S. Das, R. Kobes, G. Kunstatter, Phys. Rev. A 65 (2002) 062310]. This adiabatic algorithm gives rise to a quadratic speed up ...

Structural health monitoring is a vital part in the management of bridges, particularly as the structures begin to age. Detecting structural faults through the use of sensors is an emerging field that has seen considerable ...

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 ...

The Market Models of the term structure of interest rates, in which forward LIBOR or forward swap rates are modelled to be lognormal under the forward probability measure of the corresponding maturity, are extended to ...

A multilevel genetic algorithm (MLGA) is proposed in this paper for solving the kind of optimization problems which are multilevel structures in nature and have features of mixed-discrete design variables, multi-modal ...

It is assumed that in an n-firm single-product oligopoly without product differentiation the firms face an uncertain price function, which is considered random by the firms. At each time period each firm simultaneously ...

ISBN: 981-238-855-9

We consider sums over the square lattice which depend only on radial distance, and provide formulas which enable sums of functions with Neumann series to be reexpressed as combinations of hypergeometric series. We ...

We consider in this article the arbitrage free pricing of double knock-out barrier options with payoffs that are arbitrary functions of the underlying asset, where we allow exponentially time-varying barrier levels in an ...