Melham, Ray(University of Waterloo, Ontario, Canada, 2009)
In 1987 Knopfmacher and Knopfmacher published new infinite product expansions for real numbers 0 < A < 1 and A > 1. They called these expansions Engel product expansions. At that time they had difficulty finding rational ...
Lawrence, Felix; Botten, Lindsay; Dossou, Kokou; Mcphedran, Ross; De Sterke, C(American Institute of Physics, 2012)
We present a flexible method that can calculate Bloch modes, complex band structures, and impedances of two-dimensional photonic crystals from scattering data produced by widely available numerical tools. The method ...
Goldsmith, J; Crainiceanu, C.; Wand, Matt(Institute of Mathematical Statistics, 2011)
We introduce variational Bayes methods for fast approximate inference in functional regression analysis. Both the standard cross-sectional and the increasingly common longitudinal settings are treated. The methodology ...
In this paper we present some new applications of Lie symmetry analysis to problems in stochastic calculus. The major focus is on using Lie symmetries of parabolic PDEs to obtain fundamental solutions and transition ...
The oligopoly model of international fishing of Szidarovszky and Okuguchi [7] where the harvesting countries form a coalition is re- visited with the additional assumption that there is a time lag in obtaining and implementing ...
Fan, Y.; Leslie, David; Wand, Matt(Institute of Mathematical Statistics, 2008)
We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference ...
This paper deals with the well-posedness of the global solution of a small initial value problem for a generalized Boussinesq equation. The conditions for the existence and uniqueness of the solution to the problem are ...
Monte Carlo simulation of weak approximation of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve "real time" execution, as often ...
We propose simple schemes that can perfectly identify projective measurement apparatuses secretly chosen from a finite set. Entanglement is used in these schemes both to make possible the perfect identification and to ...
This paper presents a real-coded genetic algorithm (RCGA) with new genetic operations (crossover and mutation). They are called the average-bound crossover and wavelet mutation. By introducing the proposed genetic operations, ...
An, Jy; Wen, Gl; Xu, Wei(Hindawi Publishing Corporation, 2010)
The fuzzy H infinity filter design problem for T-S fuzzy systems with interval time-varying delay is investigated. The delay is considered as the time-varying delay being either differentiable uniformly bounded with delay ...
This paper considers the measurement of the equity risk premium in financial markets from a new perspective that picks up on a suggestion from Merton (1980) to use implied volatility of options on a market portfolio as a ...
This paper presents an input-dependent neural network (IDNN) with variable parameters. The parameters of the neurons in the hidden nodes adapt to changes of the input environment, so that different test input sets separately ...
In this paper I analyze investors' reactions to changes in the expense ratios of equity mutual funds. I show that investment flows' response to fees cannot be fully explained by looking at investors' performance sensitivity. ...