Search results for " Programming"
showing 10 items of 1616 documents
A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
2006
Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a descent direction - and implement a line search strategy. In each level of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set strategy. This guarantees L^1 constraints for the volatility, in particular assuring its positivity. The proposed algorithm is founded on a thorough first- and second-order optimality analysis. We prove the existe…
The texture of tongues: Languages and power in China
1998
Mandarin stands at the pinnacle of a metalinguistic hierarchy which mirrors the vertical basis of power in China today. State language policies have established official minority languages and Chinese ‘dialects’ under the arching umbrella of the Chinese state; yet their domain is strictly constrained through prescriptive standardization. The tension between this codifying imperative and the dynamic force of speaker identity is examined through the expressions of power through language use, inviting a re‐examination of assumptions about the static texture of language in a multilingual society.
Simplifying differential equations for multi-scale Feynman integrals beyond multiple polylogarithms
2017
In this paper we exploit factorisation properties of Picard-Fuchs operators to decouple differential equations for multi-scale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the irreducible factors of the Picard-Fuchs operator. As a side product, our method can be used to easily convert the differential equations for Feynman integrals which evaluate to multiple polylogarithms to $\varepsilon$-form.
Weight Systems from Feynman Diagrams
1996
We find that the overall UV divergences of a renormalizable field theory with trivalent vertices fulfil a four-term relation. They thus come close to establish a weight system. This provides a first explanation of the recent successful association of renormalization theory with knot theory.
Critical reflections on asymptotically safe gravity
2020
Asymptotic safety is a theoretical proposal for the ultraviolet completion of quantum field theories, in particular for quantum gravity. Significant progress on this program has led to a first characterization of the Reuter fixed point. Further advancement in our understanding of the nature of quantum spacetime requires addressing a number of open questions and challenges. Here, we aim at providing a critical reflection on the state of the art in the asymptotic safety program, specifying and elaborating on open questions of both technical and conceptual nature. We also point out systematic pathways, in various stages of practical implementation, towards answering them. Finally, we also take…
The ATLAS Data Acquisition and High Level Trigger system
2016
Journal of Instrumentation 11(06), P06008 (2016). doi:10.1088/1748-0221/11/06/P06008
An integrated identity verification system for mobile terminals
2005
PurposeTo report the work on the design of an integrated identity verification system architecture aimed at approaching high verification accuracy, continuous security, and user‐friendliness.Design/methodology/approachThe reported research corresponds to the building process in the design science research paradigm. The requirements to an identity verification system are defined and used in the selection of architecture components. Furthermore, various issues affecting the suitability of component distribution between a terminal and a remote server are considered.FindingsIn order to meet the stated requirements, in the proposed architecture static and dynamic identity verification is combine…
United We Stand: The Recognition of Joint Degrees
2003
Joint degrees are awarded on the basis of completion of a study program established and provided jointly by two or more higher education institutions, normally located in different countries. They therefore normally require students to take a part of their degree abroad and are a potentially important instrument for increasing academic mobility and internationalizing higher education in Europe, which are among the key goals of the Bologna Process. A recent study by one of the authors, Andrejs Rauhvargers, undertaken for the European University Association (EUA), considers this increasingly important element of higher education that, however, is hampered by inadequate recognition across bor…
MASPEGHI 2004 Mechanisms for Speialization, Generalization and Inheritance
2005
Rapport de Recherche Projet OCL, N° I3S/RR-2004-15-FR; International audience; MASPEGHI 2004 is the third edition of the MASPEGHI workshop. This year the organizers of both the ECOOP 2002 Inheritance Workshop and MASPEGHI 2003 came together to enlarge the scope of the workshop and to address new challenges. We succeeded in gathering a diverse group of researchers and practitioners interested in mechanisms for managing specialization and generalization of programming language components. The workshop contained a series of presentations with discussions as well as group work, and the interplay between the more than 22 highly skilled and inspiring people from many different communities gave ri…
Distributed Data Collection for the ATLAS EventIndex
2015
The ATLAS EventIndex contains records of all events processed by ATLAS, in all processing stages. These records include the references to the files containing each event (the GUID of the file) and the internal “pointer” to each event in the file. This information is collected by all jobs that run at Tier-0 or on the Grid and process ATLAS events. Each job produces a snippet of information for each permanent output file. This information is packed and transferred to a central broker at CERN using an ActiveMQ messaging system, and then is unpacked, sorted and reformatted in order to be stored and catalogued into a central Hadoop server. This contribution describes in detail the Producer/Consu…