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  • Carlitz Generalizations of Lucas and Lehmer Sequences 
    Shannon Anthony; Melham Ray (Fibonacci Assoc, 1993)
  • Chaos in a 1-Dimensional Compressible Flow 
    Gerig Austin; Hubler Alfred (American Physical Society, 2007)
    We study the dynamics of a one-dimensional discrete flow with open boundaries¿a series of moving point particles connected by ideal springs. These particles flow towards an inlet at constant velocity, pass into a region ...
  • Chaotic Time Series Method Combined With Particle Swarm Optimization And Trend Adjustment For Electricity Demand Forecasting 
    Wang Jiaqi; Chi Dz; Wu Jong-Cheng; Lu Hai Yan (Pergamon-Elsevier Science Ltd, 2011)
    Electricity demand forecasting plays an important role in electric power systems planning. In this paper, nonlinear time series modeling technique is applied to analyze electricity demand. Firstly, the phase space, which ...
  • Characteristics of point defects in the green luminescence from Zn- and O-rich ZnO 
    Ton-That Cuong; Weston Leigh; Phillips Matthew (American Physical Society, 2012)
    Cathodoluminescence spectra have been measured to determine the characteristics of ubiquitous green luminescence (GL) in nonstoichiometric zinc oxide (ZnO). Zn- and O-rich ZnO were found to exhibit characteristic emissions ...
  • Choice Models Based on Mixed Discrete/continuous PDFs 
    Swait Joffre (Elsevier, 2009)
    This paper introduces a variant of random utility choice models based on mixed probability density functions, hence the adopted moniker ¿k-Mix models.¿ Mixed pdf¿s contain components with the usual continuous density ...
  • Classifying antibodies using flow cytometry data: class prediction and class discovery 
    Salganik M.; Milford E.; Hardie D.; Shaw S.; Wand Matt (Wiley - VCH Verlag GmbH & Co. KGaA, 2005)
    Classifying monoclonal antibodies, based on the similarity of their binding to the proteins (antigens) on the surface of blood cells, is essential for progress in immunology, hematology and clinical medicine. The collaborative ...
  • A class of complete benchmark models with intensity-based jumps 
    Platen Eckhard (Australasian Medical Publishing Company, 2003)
    This paper proposes a class of complete financial market models, the benchmark models, with security price processes that exhibit intensity-based jumps. The benchmark or reference unit is chosen to be the growth-optimal ...
  • A Combinatory Account of Internal Structure 
    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, ...
  • Commutativity Of Quantum Weakest Preconditions 
    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 ...
  • Comparability Of Multipartite Entanglement 
    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 ...
  • Comparing Combinations Of Eeg Activity In Train Drivers During Monotonous Driving 
    Jap Budi Thomas; Lal Saroj; Fischer Peter (Pergamon-Elsevier Science Ltd, 2011)
    This study investigated the changes in electroencephalography (EEG) activity in train drivers during a monotonous train-driving session. Four combinations of EEG activities were also compared to investigate the difference ...
  • Comparing designs for choice experiments: A case study 
    Burgess Leonie; Street Deborah; Wasi Nada (Grace Scientific Publishing, 2011)
    This paper describes an empirical comparison of the performance of four designs for a discrete choice experiment. These designs were chosen to represent the range of construction techniques that are currently popular for ...
  • A Comparison of Tests of the Independence of Two Covariance Stationary Time Series 
    Geweke John (American Statistical Association, 1981)
    Abstract: The approximate slopes of several tests of the independence of two covariance stationary time series are derived and compared. It is shown that the approximate slopes of regression tests are at least as great as ...
  • A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets 
    Platen, E.; Heath, D. P; Schweizer, M. (Blackwell Publishing, 2006)
    This paper provides comparative theoretical and numerical results on risks, values, and hedging strategies for local risk-minimization versus mean-variance hedging in a class of stochastic volatility models. We explain ...
  • Complete characterizations of global optimality for problems involving the pointwise minimum of sublinear functions 
    Glover B; Ishizuka Y; Jeyakumar V; Hoang Tuan (Siam Publications, 1996)
    Necessary and sufficient global optimality conditions are presented for certain nonconvex minimization problems subject to inequality constraints that are expressed as the pointwise minimum of sublinear (MSL) functions. A ...
  • Conics which Characterize Certain Lucas Sequences 
    Melham Ray (FIBONACCI ASSOC, 1997)
  • Consistency of deviance-based M estimators 
    Lenth Russell; Green Peter (Blackwell Publishing, 1987)
    In a general estimation problem, the deviance function generates statistics that are similar to squared standardized residuals. A deviance-based M estimator (DBME) is defined as an adaptively weighted maximum-likelihood ...
  • Consistent pricing and hedging for a modified constant elasticity of variance model 
    Platen, E.; Heath, D. (John Wiley and Sons Inc, 2007)
    This paper considers a modification of the well known constant elasticity of variance model where it is used to model the growth optimal portfolio (GOP). It is shown that, for this application, there is no equivalent ...
  • A construction of higher-rank lattice rules 
    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 ...
  • A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 
    Nikitopoulos Sklibosios Christina; Schlogl Erik; Chiarella Carl (Routledge, 2007)
    This paper examines the pricing of interest rate derivatives when the interest rate dynamics experience infrequent jump shocks modelled as a Poisson process. The pricing framework adapted was developed by Chiarella and ...