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  • Chiarella, Carl; He, Xuezhong; Wang, Duo (Pergamon-Elsevier Science Ltd, 2006)
    We develop a simple behavioral asset pricing model with fundamentalists and chartists in order to study price behavior in financial markets when chartists estimate both conditional mean and variance by using a weighted ...
  • Chiarella, Carl; Szidarovszky, Ferenc (Pergamon-Elsevier Science Ltd, 2003)
  • Glover, Kristoffer; Peskir, Goran; Samee, F (Taylor and Francis, 2011)
    Following the economic rationale of the British put and call option, we present a new class of lookback options (by first studying the canonical 'Russian' variant) where the holder enjoys the early exercise feature of ...
  • Craddock, Mark; Lennox, Kelly (Inst Mathematical Statistics, 2009)
    This paper uses Lie symmetry methods to calculate certain expectations for a large class of Ito diffusions. We show that if the problem has sufficient symmetry, then the problem of computing functionals of the form ...
  • Shannon, Anthony; Melham, Ray (Fibonacci Assoc, 1993)
  • Jay, Barry; Given-Wilson, Thomas (Assn Symbolic Logic Inc, 2011)
    Traditional combinatory logic uses combinators S and K to represent all Turing-computable functions on natural numbers, but there are Turing-computable functions on the combinators themselves that cannot be so represented, ...
  • Ying, Mingsheng; Chen, J; Feng, Yuan; Duan, Runyao (Elsevier Science Bv, 2007)
    The notion of quantum weakest precondition was introduced by D'Hondt and P. Panangaden [E. D'Hondt, P. Panangaden, Quantum weakest preconditions, Mathematical Structures in Computer Science 16 (2006) 429-451], and they ...
  • Ji, Zhengfeng; Duan, Runyao; Ying, Mingsheng (Elsevier Science Bv, 2004)
    We prove, in a multipartite setting, that it is always feasible to exactly transform a genuinely m-partite entangled pure state with sufficient many copies to any other m-partite state via local quantum operation and ...
  • Melham, Ray (FIBONACCI ASSOC, 1997)
  • Langtry, Timothy (Elsevier, 2001)
    Lattice rules are quasi-Monte Carlo methods for numerical multiple integration that are based on the selection of an s-dimensional integration lattice. The abscissa set is the intersection of the integration lattice with ...
  • Cohen, Graeme; Tonkes, Elliot (NJ Calkin & HS Wilf, 2001)
    This note considers possible arrangements of the sectors of a generalised dartboard. The sum of the pth powers of the absolute differences of the numbers on adjacent sectors is introduced as a penalty cost function and a ...
  • Li, Li; Ugrinovskii, Valery; Orsi, Robert (Elsevier, 2007)
    This paper addresses the problem of decentralized robust stabilization and control for a class of uncertain Markov jump parameter systems. Control is via output feedback and knowledge of the discrete Markov state. It is ...
  • Cohen, Graeme; Iannucci, Douglas (University of Waterloo, Ontario, Canada, 2003)
  • Chan, K Y; Ling, Steve; Dillon, Tharam; Nguyen, Hung (Pergamon-Elsevier Science Ltd, 2011)
    Hypoglycemia or low blood glucose is dangerous and can result in unconsciousness, seizures and even death for Type 1 diabetes mellitus (T1DM) patients. Based on the T1DM patients' physiological parameters, corrected QT ...
  • Ha, Sangwoo; Sukhorukov, Andrey; Dossou, Kokou; Botten, Lindsay; Lavrinenko, Andrei; Chigrin, Dmitry; Kivshar, Yuri (Optical Society of America, 2008)
    We suggest a novel and general approach to the design of photonic-crystal directional couplers operating in the slow-light regime. We predict, based on a general symmetry analysis, that robust tunneling of slow-light pulses ...
  • Zhu, Mei; Chiarella, Carl; He, Xuezhong; Wang, Duo (Elsevier Science BV, 2009)
    The market maker plays an important role in price formation, but his/her behavior and stabilizing impact on the market are relatively unclear, in particular in speculative markets. This paper develops a financial market ...
  • Szidarovszky, Ferenc; Chiarella, Carl (Universidad De La Frontera, 2001)
  • Chiarella, Carl; Szidarovsky, Ferenc (Universidad de la Frontera, 2009)
    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, Mahmoud; Sherris, Michael; Van Der Hoek, John (Peeters, 2006)
    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 ...