Academic literature on the topic 'Criterion of characteristic functions'
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Journal articles on the topic "Criterion of characteristic functions"
Gneiting, Tilmann. "Kuttner’s problem and a Pólya type criterion for characteristic functions." Proceedings of the American Mathematical Society 128, no. 6 (October 27, 1999): 1721–28. http://dx.doi.org/10.1090/s0002-9939-99-05200-4.
Full textTrigub, R. M. "A Criterion for a Characteristic Function and a Polyá-Type Criterion for Radial Functions of Several Variables." Theory of Probability & Its Applications 34, no. 4 (January 1990): 738–42. http://dx.doi.org/10.1137/1134097.
Full textAubertin, Michel, and Richard Simon. "Un critère de rupture multiaxial pour matériaux fragiles." Canadian Journal of Civil Engineering 25, no. 2 (April 1, 1998): 277–90. http://dx.doi.org/10.1139/l97-092.
Full textKANG, Sungkook, and Kazuo YOSHIDA. "Criterion Functions and Control Characteristics in Active Vibration Control." Transactions of the Japan Society of Mechanical Engineers Series C 58, no. 552 (1992): 2373–80. http://dx.doi.org/10.1299/kikaic.58.2373.
Full textWANG, ZAI HUA. "A VERY SIMPLE CRITERION FOR CHARACTERIZING THE CROSSING DIRECTION OF TIME-DELAY SYSTEMS WITH DELAY-DEPENDENT PARAMETERS." International Journal of Bifurcation and Chaos 22, no. 03 (March 2012): 1250048. http://dx.doi.org/10.1142/s0218127412500484.
Full textSokolov, A. V., and O. N. Zhdanov. "STRICT AVALANCHE CRITERION OF FOUR-VALUED FUNCTIONS AS THE QUALITY CHARACTERISTIC OF CRYPTOGRAPHIC ALGORITHMS STRENGTH." Siberian Journal of Science and Technology 20, no. 2 (2019): 183–90. http://dx.doi.org/10.31772/2587-6066-2019-20-2-183-190.
Full textThillaigovindan, N., S. Anita Shanthi, and J. Vadivel Naidu. "New Method for Solving a General Multiple Criteria Decision-Making Problem Under Risk in Fuzzy Environment." International Journal of Information Technology & Decision Making 15, no. 05 (September 2016): 1157–79. http://dx.doi.org/10.1142/s0219622016500279.
Full textVasilyev, Gleb S., Oleg R. Kuzichkin, Dmitriy I. Surzhik, and Igor A. Kurilov. "Algorithms for analysis of stability and dynamic characteristics of signal generators at the physical level in FANET networks." MATEC Web of Conferences 309 (2020): 03019. http://dx.doi.org/10.1051/matecconf/202030903019.
Full textSung, Soo Hak, Seongtaek Chee, and Choonsik Park. "Global avalanche characteristics and propagation criterion of balanced Boolean functions." Information Processing Letters 69, no. 1 (January 1999): 21–24. http://dx.doi.org/10.1016/s0020-0190(98)00184-7.
Full textKang, Sungkook, and Kazuo Yoshida. "Criterion Functions and Their Control Characteristics for Active Vibration Control." JSME international journal. Ser. C, Dynamics, control, robotics, design and manufacturing 37, no. 3 (1994): 456–61. http://dx.doi.org/10.1299/jsmec1993.37.456.
Full textDissertations / Theses on the topic "Criterion of characteristic functions"
Gaerke, Tiffani M. "Characteristic Functions and Bernoulli-Gaussian Impulsive Noise Channels." University of Akron / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=akron1408040080.
Full textYu, Jung-Suk. "Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility." ScholarWorks@UNO, 2006. http://scholarworks.uno.edu/td/431.
Full textDutschke, Cynthia F. (Cynthia Fleming). "The Characteristics and Properties of the Threshold and Squared-Error Criterion-Referenced Agreement Indices." Thesis, North Texas State University, 1988. https://digital.library.unt.edu/ark:/67531/metadc331415/.
Full textDiaz-Vargas, Javier Arturo 1952. "On zeros of characteristic p zeta functions." Diss., The University of Arizona, 1996. http://hdl.handle.net/10150/290585.
Full textChevyrev, Ilya. "Characteristic functions of path signatures and applications." Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:3dd5e063-bde0-434f-a781-61d3fe22aaa1.
Full textBinkowski, Karol Patryk. "Pricing of European options using empirical characteristic functions." Phd thesis, Australia : Macquarie University, 2008. http://hdl.handle.net/1959.14/28623.
Full textBibliography: p. 73-77.
Introduction -- Lévy processes used in option pricing -- Option pricing for Lévy processes -- Option pricing based on empirical characteristic functions -- Performance of the five models on historical data -- Conclusions -- References -- Appendix A. Proofs -- Appendix B. Supplements -- Appendix C. Matlab programs.
Pricing problems of financial derivatives are among the most important ones in Quantitative Finance. Since 1973 when a Nobel prize winning model was introduced by Black, Merton and Scholes the Brownian Motion (BM) process gained huge attention of professionals professionals. It is now known, however, that stock market log-returns do not follow the very popular BM process. Derivative pricing models which are based on more general Lévy processes tend to perform better. --Carr & Madan (1999) and Lewis (2001) (CML) developed a method for vanilla options valuation based on a characteristic function of asset log-returns assuming that they follow a Lévy process. Assuming that at least part of the problem is in adequate modeling of the distribution of log-returns of the underlying price process, we use instead a nonparametric approach in the CML formula and replaced the unknown characteristic function with its empirical version, the Empirical Characteristic Functions (ECF). We consider four modifications of this model based on the ECF. The first modification requires only historical log-returns of the underlying price process. The other three modifications of the model need, in addition, a calibration based on historical option prices. We compare their performance based on the historical data of the DAX index and on ODAX options written on the index between the 1st of June 2006 and the 17th of May 2007. The resulting pricing errors show that one of our models performs, at least in the cases considered in the project, better than the Carr & Madan (1999) model based on calibration of a parametric Lévy model, called a VG model. --Our study seems to confirm a necessity of using implied parameters, apart from an adequate modeling of the probability distribution of the asset log-returns. It indicates that to precisely reproduce behaviour of the real option prices yet other factors like stochastic volatility need to be included in the option pricing model. Fortunately the discrepancies between our model and real option prices are reduced by introducing the implied parameters which seem to be easily modeled and forecasted using a mixture of regression and time series models. Such approach is computationaly less expensive than the explicit modeling of the stochastic volatility like in the Heston (1993) model and its modifications.
Mode of access: World Wide Web.
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Sagdicoglu, Serhat. "Cryptological Viewpoint Of Boolean Functions." Master's thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/1082403/index.pdf.
Full textAlcantara, Helene Deborah-Lynne. "Characteristic Memory Functions in Subtypes of Arithmetic Disabled Children." Thesis, University of North Texas, 1994. https://digital.library.unt.edu/ark:/67531/metadc277591/.
Full textSong, Qiang. "Non-euler-lagrangian pareto-optimality conditions for dynamic multiple-criterion decision problems." Diss., Georgia Institute of Technology, 1997. http://hdl.handle.net/1853/24920.
Full textWang, Wen-Chyi. "Regularized variable selection in proportional hazards model using area under receiver operating characteristic curve criterion." College Park, Md.: University of Maryland, 2009. http://hdl.handle.net/1903/9972.
Full textThesis research directed by: Dept. of Mathematics. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.
Books on the topic "Criterion of characteristic functions"
Alpay, Daniel, and Victor Vinnikov, eds. Characteristic Functions, Scattering Functions and Transfer Functions. Basel: Birkhäuser Basel, 2010. http://dx.doi.org/10.1007/978-3-0346-0183-2.
Full textStépán, G. Retarded dynamical systems: Stability and characteristic functions. Burnt Mill, Harlow, Essex, England: Longman Scientific & Technical, 1989.
Find full textKuzhel, A. Characteristic functions and models of nonself-adjoint operators. Dordrecht: Kluwer Academic, 1996.
Find full textKuzhel, A. Characteristic Functions and Models of Nonself-Adjoint Operators. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-0183-4.
Full text1955-, Lin Yizhong, and ebrary Inc, eds. Dual sets of envelopes and characteristic regions of quasi-polynomials. Hackensack, NJ: World Scientific, 2009.
Find full textCharacteristic based planning with mySAP SCM: Scenarios, processes, and functions. Berlin: Springer, 2005.
Find full textEvelina, Rossi Maria, and SpringerLink (Online service), eds. Hilbert Functions of Filtered Modules. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2010.
Find full textIarrobino, Anthony A. Associated graded algebra of a Gorenstein Artin algebra. Providence, RI: American Mathematical Society, 1994.
Find full textHerzog, Bernd. Kodaira-Spencer maps in local algebra. Berlin: Springer-Verlag, 1994.
Find full textBook chapters on the topic "Criterion of characteristic functions"
Zhang, Xian-Mo, and Yuliang Zheng. "GAC — the Criterion for Global Avalanche Characteristics of Cryptographic Functions." In J.UCS The Journal of Universal Computer Science, 320–37. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-80350-5_30.
Full textFristedt, Bert, and Lawrence Gray. "Characteristic Functions." In A Modern Approach to Probability Theory, 209–40. Boston, MA: Birkhäuser Boston, 1997. http://dx.doi.org/10.1007/978-1-4899-2837-5_13.
Full textKarr, Alan F. "Characteristic Functions." In Springer Texts in Statistics, 163–82. New York, NY: Springer New York, 1993. http://dx.doi.org/10.1007/978-1-4612-0891-4_7.
Full textHuzak, Miljenko. "Characteristic Functions." In International Encyclopedia of Statistical Science, 238–39. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_636.
Full textKoralov, Leonid, and Yakov G. Sinai. "Characteristic Functions." In Theory of Probability and Random Processes, 119–30. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-540-68829-7_9.
Full textCapiński, Marek, and Tomasz Zastawniak. "Characteristic Functions." In Problem Books in Mathematics, 213–32. New York, NY: Springer New York, 2001. http://dx.doi.org/10.1007/978-0-387-21659-1_12.
Full textBorovkov, Alexandr A. "Characteristic Functions." In Probability Theory, 153–84. London: Springer London, 2013. http://dx.doi.org/10.1007/978-1-4471-5201-9_7.
Full textSinai, Yakov G. "Characteristic Functions." In Probability Theory, 120–26. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02845-2_14.
Full textKuzhel, A. "Characteristic Functions." In Characteristic Functions and Models of Nonself-Adjoint Operators, 33–109. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-0183-4_3.
Full textGut, Allan. "Characteristic Functions." In Springer Texts in Statistics, 157–200. New York, NY: Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-4708-5_4.
Full textConference papers on the topic "Criterion of characteristic functions"
Yoshimura, Masataka, and Takatoshi Nishikawa. "Flexible Optimization of Machine Products Considering the Working Environment." In ASME 1996 Design Engineering Technical Conferences and Computers in Engineering Conference. American Society of Mechanical Engineers, 1996. http://dx.doi.org/10.1115/96-detc/dac-1057.
Full textMedenica, M. S., and D. Lj Debeljkovic. "A Short Note on Stability of Linear Time Delay Systems." In ASME 8th Biennial Conference on Engineering Systems Design and Analysis. ASMEDC, 2006. http://dx.doi.org/10.1115/esda2006-95055.
Full textAluko, O. "A Parametric Study on Failure of Pin-Loaded Unidirectional-Woven Composite Joints." In ASME 2013 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/imece2013-63961.
Full textAluko, Olanrewaju. "Effect of Graphene on Mechanical Performance of Pin-Loaded Circular Hole in Laminated Composites." In ASME 2018 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/imece2018-87566.
Full textDa, Z. J., J. P. Sadler, and I. S. Jawahir. "Multiple Criteria Optimization of Finish Turning Operations Based on a Hybrid Model." In ASME 1996 Design Engineering Technical Conferences and Computers in Engineering Conference. American Society of Mechanical Engineers, 1996. http://dx.doi.org/10.1115/96-detc/dac-1480.
Full textChen, Jian, Jun Hong, Jinhua Zhang, Linbo Zhu, and Zhigang Liu. "Micro-Contact Models for Metallic Line-Contact Based on Measured Surface Profile." In ASME 2017 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/imece2017-70472.
Full textYoshimura, Masataka, Kazuhiro Izui, and Shigeaki Komori. "Optimization of Machine System Designs Using Hierarchical Decomposition Based on Criteria Influence." In ASME 2002 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2002. http://dx.doi.org/10.1115/detc2002/dac-34042.
Full textKoh, Sung K., and G. K. Ananthasuresh. "Design of HP Models of Proteins by Energy Gap Criterion Using Continuous Modeling and Optimization." In ASME 2004 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2004. http://dx.doi.org/10.1115/detc2004-57598.
Full textOizumi, Kazuya, and Naochika Tokuoka. "Evaluation Method of Design Products Based on Eco-Efficiency." In ASME 2007 International Mechanical Engineering Congress and Exposition. ASMEDC, 2007. http://dx.doi.org/10.1115/imece2007-41686.
Full textWesołowski, Mariusz, Krzysztof Blacha, and Piotr Barszcz. "Multi-Criteria Analysis in Assessment of the Degree of Degradation Pavement Elements Functional Airports Made of Cement Concrete." In Environmental Engineering. VGTU Technika, 2017. http://dx.doi.org/10.3846/enviro.2017.125.
Full textReports on the topic "Criterion of characteristic functions"
Zhao, Ying, and George Karypis. Soft Clustering Criterion Functions for Partitional Document Clustering. Fort Belvoir, VA: Defense Technical Information Center, May 2004. http://dx.doi.org/10.21236/ada439425.
Full textPaulson, A. S., Ho-Ling Hwang, and J. L. Bryant. Goodness of Fit Based on Integrated Squared Errors in Characteristic Functions or Densities. Fort Belvoir, VA: Defense Technical Information Center, January 1986. http://dx.doi.org/10.21236/ada179027.
Full textBryant, J. L., and A. S. Paulson. Goodness-of-Fit Based on Integrated Squared Discrepancies Between Sample and Population Characteristic Functions,. Fort Belvoir, VA: Defense Technical Information Center, January 1986. http://dx.doi.org/10.21236/ada178763.
Full textVillez, Kris. Computation and illustration of the generalized order restricted criterion (GORIC) for shape constrained spline functions. Office of Scientific and Technical Information (OSTI), September 2020. http://dx.doi.org/10.2172/1659607.
Full textJalil, Yorschua, and Ruvistay Gutierrez. Myokines secretion and their role in critically ill patients. A scoping review protocol. INPLASY - International Platform of Registered Systematic Review and Meta-analysis Protocols, September 2021. http://dx.doi.org/10.37766/inplasy2021.9.0048.
Full textCarney, Nancy, Tamara Cheney, Annette M. Totten, Rebecca Jungbauer, Matthew R. Neth, Chandler Weeks, Cynthia Davis-O'Reilly, et al. Prehospital Airway Management: A Systematic Review. Agency for Healthcare Research and Quality (AHRQ), June 2021. http://dx.doi.org/10.23970/ahrqepccer243.
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