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FS
2006
65views more  FS 2006»
15 years 6 months ago
Consistency among trading desks
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...
David Heath, Hyejin Ku
FS
2006
66views more  FS 2006»
15 years 6 months ago
Generalized deviations in risk analysis
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...
FUIN
2006
105views more  FUIN 2006»
15 years 6 months ago
Spiking Neural P Systems
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...
Mihai Ionescu, Gheorghe Paun, Takashi Yokomori
IEICET
2006
55views more  IEICET 2006»
15 years 6 months ago
Inserting Points Uniformly at Every Instance
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 ...
Sachio Teramoto, Tetsuo Asano, Naoki Katoh, Benjam...
IEICET
2006
70views more  IEICET 2006»
15 years 6 months ago
Subcarrier Block Power Control for Adaptive Downlink OFDM with Frequency Spreading and Equalization
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...
Nam-Su Kim, Sungho Cho, Chang-Jun Ahn