Search results for "ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION"
showing 10 items of 140 documents
Prevision model and empirical test of box office results for sequels
2021
International audience; As studios release an increasing number of movie sequels, scholars have begun to examine this strategic choice. Prior studies use standard models of box office performance to evaluate sequels’ performance and have mainly compared the box office results of the original movie with those of its sequel. However, sequels hold a unique position in the motion picture market since they are strongly associated with the original movie. Using the accessibility-diagnosticity framework, this research investigates the drivers behind the success of sequels and examines specifically the original movie’s impact through the role of reviews. The results – from 232 movies (116 original …
Effects of message appeal and service type in CSR communication strategies
2015
Abstract Studies highlight the importance of corporate social responsibility (CSR) for companies' stakeholders. Consumers, however, are often unaware of such initiatives. Understanding how to effectively communicate socially responsible initiatives is an important challenge for both researchers and managers, who invest considerable resources in CSR initiatives. This study examines consumers' responses to two types of CSR initiatives (environment-related and employee-based) using two types of message appeals (emotional and rational) across two service types (hedonic and utilitarian). Responses provide data on consumers' awareness of CSR initiatives, attitudes toward the company, perceived co…
COMPUTATION OF LOCAL VOLATILITIES FROM REGULARIZED DUPIRE EQUATIONS
2005
We propose a new method to calibrate the local volatility function of an asset from observed option prices of the underlying. Our method is initialized with a preprocessing step in which the given data are smoothened using cubic splines before they are differentiated numerically. In a second step the Dupire equation is rewritten as a linear equation for a rational expression of the local volatility. This equation is solved with Tikhonov regularization, using some discrete gradient approximation as penalty term. We show that this procedure yields local volatilities which appear to be qualitatively correct.
Error bounds for a convexity-preserving interpolation and its limit function
2008
AbstractError bounds between a nonlinear interpolation and the limit function of its associated subdivision scheme are estimated. The bounds can be evaluated without recursive subdivision. We show that this interpolation is convexity preserving, as its associated subdivision scheme. Finally, some numerical experiments are presented.
A Projected Algebraic Multigrid Method for Linear Complementarity Problems
2011
We present an algebraic version of an iterative multigrid method for obstacle problems, called projected algebraic multigrid (PAMG) here. We show that classical AMG algorithms can easily be extended to deal with this kind of problem. This paves the way for efficient multigrid solution of obstacle problems with partial differential equations arising, for example, in financial engineering.
Combinatorial Gray codes for classes of pattern avoiding permutations
2007
The past decade has seen a flurry of research into pattern avoiding permutations but little of it is concerned with their exhaustive generation. Many applications call for exhaustive generation of permutations subject to various constraints or imposing a particular generating order. In this paper we present generating algorithms and combinatorial Gray codes for several families of pattern avoiding permutations. Among the families under consideration are those counted by Catalan, Schr\"oder, Pell, even index Fibonacci numbers and the central binomial coefficients. Consequently, this provides Gray codes for $\s_n(\tau)$ for all $\tau\in \s_3$ and the obtained Gray codes have distances 4 and 5.
Some subgroup embeddings in finite groups
2015
In this survey paper several subgroup embedding properties related to some types of permutability are introduced and studied.
Solution of coupled riccati equations occurring in nash games
2006
To obtain the open-loop Nash strategy for a linear-quadratic differential game, a set of coupled matrix Riccati equations has to be solved. It is shown that by means of algebraic transformations, the original problem can be reduced to another one to which the successive approximation method is applicable. This leads to a simple iterative algorithm with a predetermined approximation error. An example is given to illustrate the proposed method.
Construction of a fundamental set of solutions of an arbitrary homogeneous linear difference equation
2002
Abstract The detailed construction of a prefixed fundamental set of solutions of a linear homogeneous difference equation of any order with arbitrarily variable coefficients is reported. The usefulness of the resulting resolutive formula is illustrated by simple applications to the Hermite polynomials and to the Fibonacci sequence.
Path integral solution handled by Fast Gauss Transform
2009
Abstract The path integral solution method is an effective tool for evaluating the response of non-linear systems under Normal White Noise, in terms of probability density function (PDF). In this paper it has been observed that, using short-time Gaussian approximation, the PDF at a given time instant is the Gauss Transform of the PDF at an earlier close time instant. Taking full advantage of the so-called Fast Gauss Transform a new integration method is proposed. In order to overcome some unsatisfactory trends of the classical Fast Gauss Transform, a new version termed as Symmetric Fast Gauss Transform is also proposed. Moreover, extensions to the two Fast Gauss Transform to MDOF systems ar…