Abstract. We consider a bank having several trading desks, each of which trades a different class of contingent claims with each desk using a different model. We assume that the mo...
General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
This paper is an attempt to incorporate the idea of spiking neurons into the area of membrane computing, and to this aim we introduce a class of neural-like P systems which we cal...
A problem of arranging n points as uniformly as possible, which is equivalent to that of packing n equal and non-overlapping circles in a unit square, is frequently asked. In this ...
In this paper, we propose the transmit power controlled adaptive downlink frequency symbol spreading OFDM (TPC-AMS/FSS-OFDM) system. In the TPC-AMS/FSSOFDM, each serial to paralle...