Gao, Ya; Zhang, Guangquan; Lu, Jie; Wee, Hui-Ming(Springer New York LLC, 2011)
With rapid technological innovation and strong competition in hi-tech industries such as computer and communication organizations, the upstream component price and the downstream product cost usually decline significantly ...
Ormerod, John; Wand, Matt(Institute of Mathematical Statistics, 2011)
We introduce the concept of penalized wavelets to facilitate seamless embedding of wavelets into semiparametric regression models. In particular, we show that penalized wavelets are analogous to penalized splines; the ...
We characterize a class of probabilistic choice models where the choice probabilities depend on two scales, one with a value for each available option and the other with a value for the set of available options. Then, we ...
Cheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard(Society for Industrial and Applied Mathematics, 2012)
We propose a general framework for studying last passage times, suprema, and drawdowns of a large class of continuous-time stochastic processes. Our approach is based on processes of class Sigma and the more general concept ...
Wood, L. N; D'Souza, S. M(New Zealand Mathematical Society, 2003)
Research into tertiary students' first year experience in Australia
has focused on the extent to which students adapt to university and their levels
of satisfaction, how students adjust to the larger social setting, and ...
This paper considers a modified constant elasticity of variance (MCEV) model. This model uses the familiar constant elasticity of variance form for the volatility of the growth optimal portfolio (GOP) in a continuous market. ...
Shannon, Anthony(Bulgarska Akademiya na NaukiteBulgaria, 2011)
This is an expository paper which explores a variety of epidemiological and other quantitative approaches to research in endocrinology. It is a sample of some of the projects in which the author and his colleagues, including ...
Ruppert, David; Carroll, R.; Wand, Matt(Institute of Mathematical Statistics, 2009)
Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology ? thus allowing more streamlined ...
Many business situations such as events, products and services, are often described in a hierarchical structure. When we use case-based reasoning (CBR) techniques to support business decision-making, we require a ...
This paper contains observations, conjectures and open questions concerning two finite sums that involve Fibonacci and Lucas numbers. Certain authors have become aware of the contents of this 9hitherto unpublished) manuscript ...
This paper establishes a continuous-time stochastic asset pricing model in a speculative financial market with fundamentalists and chartists by introducing a noisy fundamental price. By application of stochastic bifurcation ...
This paper introduces a new class of numerical schemes for the pathwise approximation of solutions of stochastic differential equations (SDEs). The proposed family of strong predictor-corrector Euler methods are designed ...