Search results for " Programming"

Dissensus, death and division

2009

The modeling of switching systems describing networks where death and duplication processes occur is described. A dissensus protocol, complementary to consensus protocol, is introduced and the convergence or divergence of the agents' state evolution is studied. We discuss some properties of the topology reached by the network when different rules of duplication and inheritance are implemented.

Pricing and hedging GDP-linked bonds in incomplete markets

2018

Abstract We model the super-replication of payoffs linked to a country’s GDP as a stochastic linear program on a discrete time and state-space scenario tree to price GDP-linked bonds. As a byproduct of the model we obtain a hedging portfolio. Using linear programming duality we compute also the risk premium. The model applies to coupon-indexed and principal-indexed bonds, and allows the analysis of bonds with different design parameters (coupon, target GDP growth rate, and maturity). We calibrate for UK and US instruments, and carry out sensitivity analysis of prices and risk premia to the risk factors and bond design parameters. We also compare coupon-indexed and principal-indexed bonds. F…

Pricing and Hedging GDP-Linked Bonds in Incomplete Markets

2017

We model the super-replication of payoffs linked to a country's GDP as a stochastic linear program on a discrete time and state-space scenario tree to price GDP-linked bonds. As a byproduct of the model, we obtain a hedging portfolio. Using linear programming duality we also compute the risk premium. The model applies to coupon-indexed and principal-indexed bonds, and allows the analysis of bonds with different design parameters (coupon, target GDP growth rate, and maturity). We calibrate for UK and US instruments and carry out a sensitivity analysis of prices and risk premia to the risk factors and bond design parameters. We also compare coupon-indexed and principal-indexed bonds. Results …

Estimating feature discriminant power in decision tree classifiers

1995

Feature Selection is an important phase in pattern recognition system design. Even though there are well established algorithms that are generally applicable, the requirement of using certain type of criteria for some practical problems makes most of the resulting methods highly inefficient. In this work, a method is proposed to rank a given set of features in the particular case of Decision Tree classifiers, using the same information generated while constructing the tree. The preliminary results obtained with both synthetic and real data confirm that the performance is comparable to that of sequential methods with much less computation.

When Eroticism Makes Luxury Fashion Brands Fly: Introducing the Construct of Eroticism, Providing a First Measurement and Rank of Luxury Fashion Bran…

2021

Study of a medium-size biological molecular association by means of a pair potential semiempirical approach: β-carboline-lumiflavin

1985

The molecular association between some substituted β-carbolines and a model flavin, lumiflavin, has been studied by means of a semiempirical approach proposed by Fraga based on a 1/R expansion of atom-atom pair potentials. Only stacked minima have been considered because of their possible biological interest. The calculations characterize 15 different minimum stacked conformations, most of them occurring in the complexes considered. The structural and energetic effects of 1–Me, 6–OH and 7–OH substituents of β-carboline are discussed. An equilibrium conformation involving geometric overlap between the pteridinic portion of flavin and the indole group of β-carboline is predicted to be the mos…

Toward a formalization of a two traders market with information exchange

2014

This paper shows that Hamiltonians and operators can also be put to good use even in contexts which are not purely physics based. Consider the world of finance. The work presented here {models a two traders system with information exchange with the help of four fundamental operators: cash and share operators; a portfolio operator and an operator reflecting the loss of information. An information Hamiltonian is considered and an additional Hamiltonian is presented which reflects the dynamics of selling/buying shares between traders. An important result of the paper is that when the information Hamiltonian is zero, portfolio operators commute with the Hamiltonian and this suggests that the dy…

2020

Abstract Interest in studying information systems discontinuance has been increasing lately, yet there is no consensus on what it means. To improve the situation, we conduct a comprehensive review of current literature on IS discontinuance and identify 55 studies published during 1991–2017 that specifically focus on the topic. Our conceptual analysis disentangles the process, content, and context of the phenomenon, revealing that over the course of a typical IS lifecycle, IS discontinuance may materialize at least in five distinct forms: rejection, regressive discontinuance, quitting, temporary discontinuance, and replacement. After elaborating their distinctions, we discuss their theoretic…

Adaptive memory programming for the dynamic bipartite drawing problem

2020

Abstract The bipartite drawing problem is a well-known NP-hard combinatorial optimization problem with numerous applications. The aim is to minimize the number of edge crossings in a two-layer graph, in which the edges are drawn as straight lines. We consider the dynamic variant of this problem, called the dynamic bipartite drawing problem (DBDP), which consists of adding (resp. or removing) vertices and edges to (resp. or from) a given bipartite drawing, thereby obtaining a new drawing with a layout similar to that of the original drawing. To solve this problem, we propose a tabu search method that incorporates adaptive memory to search the solution space efficiently. In this study, we com…

Multiple UAV cooperative path planning via neuro-dynamic programming

2004

In this paper, a team of n unmanned air-vehicles (UAVs) in cooperative path planning is given the task of reaching the assigned target while i) avoiding threat zones ii) synchronizing minimum time arrivals on the target, and iii) ensuring arrivals coming from different directions. We highlight three main contributions. First we develop a novel hybrid model and suit it to the problem at hand. Second, we design consensus protocols for the management of information. Third, we synthesize local predictive controllers through a distributed, scalable and suboptimal neuro-dynamic programming (NDP) algorithm.