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AMC
2008
130views more  AMC 2008»
13 years 11 months ago
Hedging strategy for a portfolio of options and stocks with linear programming
This paper extends the model proposed by Papahristodoulou [C. Papahristodoulou, Option strategies with linear programming, European Journal of Operational Research 157 (2004) 246
Mehmet Horasanli
AMC
2008
72views more  AMC 2008»
13 years 11 months ago
Darboux's formula with integral remainder of functions with two independent variables
In the article, the noted Darboux's formula of functions with single variable is generalized to that of functions of two independent variables with integral remainder, some im...
Feng Qi, Qiu-Ming Luo, Bai-Ni Guo
AMC
2008
106views more  AMC 2008»
13 years 11 months ago
A non-binary constraint ordering heuristic for constraint satisfaction problems
Abstract Nowadays many real problems can be modelled as Constraint Satisfaction Problems (CSPs). A search algorithm for constraint programming requires an order in which variables ...
Miguel A. Salido
AMC
2008
86views more  AMC 2008»
13 years 11 months ago
Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
Muneomi Sagara, Hiroaki Mukaidani, Toru Yamamoto
AMC
2008
88views more  AMC 2008»
13 years 11 months ago
Stopping rules for box-constrained stochastic global optimization
We present three new stopping rules for Multistart based methods. The first uses a device that enables the determination of the coverage of the bounded search domain. The second i...
Isaac E. Lagaris, Ioannis G. Tsoulos
AMC
2008
67views more  AMC 2008»
13 years 11 months ago
A nonconforming covolume method for elliptic problems
We consider a control volume(covolume) method for second order elliptic PDEs with the rotated-Q1 nonconforming finite element on rectangular grids. The coefficient may a variable,...
Yun K. Hyon, Ho J. Jang, Do Y. Kwak
AMC
2008
94views more  AMC 2008»
13 years 11 months ago
Modeling and inversion of net ecological exchange data using an Ito stochastic differential equation approach
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...
Luther White, Yiqi Luo
AMC
2008
83views more  AMC 2008»
13 years 11 months ago
Some one-parameter families of third-order methods for solving nonlinear equations
In this paper, two one-parameter families of irrational and rational iterative methods for solving nonlinear equations are constructed. The construction of the iterative process i...
Dongdong Jiang, Danfu Han