Search results for "Implicit"

showing 10 items of 287 documents

An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps

2014

Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps, especially for American-style option contracts. We consider the pricing of options under such models, namely the Bates model and the so-called stochastic volatility with contemporaneous jumps (SVCJ) model. The nonlocality of the jump terms in these models leads to matrices with full matrix blocks. Standard discretization methods are not viable directly since they would require the inversion of such a matrix. Instead, we adopt a two-step implicit-explicit (IMEX) time discretization scheme, the IMEX-CNAB scheme, where the jump term is treated ex…

Mathematical optimizationimplicit-explicit time discretizationDiscretizationStochastic volatilityApplied Mathematicsta111Linear systemLU decompositionMathematics::Numerical Analysislaw.inventionComputational MathematicsMatrix (mathematics)stochastic volatility modelMultigrid methodlawValuation of optionsjump-diffusion modelJumpoption pricingfinite difference methodMathematicsSIAM Journal on Scientific Computing
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Statistical methods for determining components non-liniarities, from thermoluminescent devices

2016

Thermoluminescent (TLD) dosimeters enjoy wide usage due to low cost and simplicity of use. They have however large errors at high doses in mixed-radiation fields, where non-linear effects occur. Algorithms based on the Akaike criterion [1] are presented for determining the maximal (physically meaningful) polynomial order with which the non-linearities are modeled. This depends on the number of points existing on a curve and on the points' errors.

Mathematical optimizationmedia_common.quotation_subjectPhysics::Medical PhysicsPolynomial order02 engineering and technology021001 nanoscience & nanotechnology01 natural sciencesThermoluminescence0103 physical sciencesAkaike criterionHigh dosesThermoluminescent dosimeterSimplicity010306 general physics0210 nano-technologyAlgorithmmedia_commonMathematics2016 IEEE 22nd International Symposium for Design and Technology in Electronic Packaging (SIITME)
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More About the Musical Expertise of Musically Untrained Listeners

2003

Several behavioral experiments that were designed to compare the abilities of musicians and nonmusicians to process subtle changes in musical structures are surveyed. These experiments deal with different aspects of music perception including the processing of melodic and harmonic structures, the processing of large-scale structures, and implicit learning. In all these experiments, the so-called nonmusician listeners behaved in a very similar way as did highly trained students from music conservatories and music departments. This outcome suggests that when the experimental setting requires participants to process musical structures (in contrast to musical tones), the large audience of untra…

MelodyAuditory perceptionCommunicationInformationSystems_INFORMATIONINTERFACESANDPRESENTATION(e.g.HCI)Music psychologybusiness.industryGeneral NeuroscienceBrainMusicalContrast (music)Musical toneGeneral Biochemistry Genetics and Molecular BiologyImplicit learningHistory and Philosophy of ScienceMusic and emotionAuditory PerceptionHumansOccupationsbusinessPsychologyMusicCognitive psychologyAnnals of the New York Academy of Sciences
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Modulating Long Term Memory at Late-Encoding Phase: An rTMS Study

2021

Despite a huge effort of the scientific community, the functioning of Long-Term Memory (LTM) processes is still debated and far from being elucidated. Functional and neurophysiological data point to an involvement of Dorsolateral Prefrontal Cortex (DLPFC) in both encoding and retrieval phases. However, the recently proposed Explicit/Implicit Memory Encoding and Retrieval (EIMER) model proposes that LTM at the encoding phase consists of anatomically and chronologically different sub-phases. On this basis, we aimed to investigate the role of right DLPFC during a late-encoding phase by means of low-frequency rTMS. Thirty right-handed healthy subjects were divided into three experimental groups…

Memory Long-TermExplicit memoryLong term memoryPhase (waves)Prefrontal CortexStimulationDLPFCSettore BIO/09 - FisiologiaDorsolateral Prefrontal CortexEncoding (memory)rTMSReaction TimemedicineExplicit memoryHumansRadiology Nuclear Medicine and imagingRadiological and Ultrasound Technologybusiness.industryLong-term memoryrTMS.NeurophysiologyTranscranial Magnetic StimulationDorsolateral prefrontal cortexmedicine.anatomical_structureNeurologySettore MED/26 - NeurologiaNeurology (clinical)Implicit memoryAnatomybusinessNeurosciencepsychological phenomena and processesBrain Topography
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IMPLICIT THEORIES OF INTELLIGENCE AND ACADEMIC ACHIEVEMENT: REVIEW OF TWO STUDIES IN LATVIA

2020

Growth mindset has become popular in the field of psychology and education all around the world. In the Baltic States this concept is relatively new. This research compiles results of two different studies that, for the first time in the Baltic States, analyse the concept of “implicit theories of intelligence” (ITI) and its factors – growth and fixed mindset, and investigate the relations between ITI and academic achievement of students. Data of two different samples of secondary school adolescents is used. Sample 1 consisted of students (N1=258) aged between 14 and 18, 134 females (M=15.13; SD=1.29) and 124 males (M=15.40; SD=1.20) studying in 7th-12th grade in two Latvian schools. Sample …

Microbiology (medical)05 social sciencesImmunologyMathematics education050301 educationImmunology and Allergy0501 psychology and cognitive sciencesAcademic achievementImplicit theories of intelligencePsychology0503 education050105 experimental psychologyProblems of Psychology in the 21st Century
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Prices in Mixed Cost Allocation Problems

2001

Abstract We consider mixed cost allocation problems, i.e., joint cost problems that involve two types of heterogeneous outputs, divisible and indivisible. The Aumann–Shapley price mechanism is extended to this setting. We also present a set of properties which characterize this cost sharing rule. Journal of Economic Literature Classification numbers: D63, C79.

MicroeconomicsEconomics and EconometricsCost allocationJoint costCost estimateTotal costEconomic costEconomicsRelevant costCost sharingFinanceImplicit costGames and Economic Behavior
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Fooled by Data-Mining: The Real-Life Performance of Market Timing with Moving Averages

2013

In this paper, we revisit the myths regarding the superior performance of market timing strategies based on moving average and time-series momentum rules. These active timing strategies are very appealing to investors because of their extraordinary simplicity and because they promise substantial advantages over their passive counterparts (see, for example, the paper by M. Faber (2007) "A Quantitative Approach to Tactical Asset Allocation" published in the Journal of Wealth Management). However, the ``too good to be true" reported performance of these market timing rules raises a legitimate concern as to whether this performance is realistic and whether investors can expect that future perfo…

MicroeconomicsTransaction costTactical asset allocationMomentum (finance)Series (mathematics)Financial economicsMoving averagemedia_common.quotation_subjectTechnical analysisEconomicsSimplicityMarket timingmedia_commonSSRN Electronic Journal
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Aging effects and feasibility of statistical learning tasks across modalities

2021

Knowledge on statistical learning (SL) in healthy elderly is scarce. Theoretically, it is not clear whether aging affects modality-specific and/or domain-general learning mechanisms. Practically, there is a lack of research on simplified SL tasks, which would ease the burden of testing in clinical populations. Against this background, we conducted two experiments across three modalities (auditory, visual and visuomotor) in a total of 93 younger and older adults. In Experiment 1, SL was induced in all modalities. Aging effects appeared in the tasks relying on an explicit posttest to assess SL. We hypothesize that declines in domain-general processes that predominantly modulate explicit learn…

ModalitiesModality (human–computer interaction)genetic structuresStatistical learningExperimental and Cognitive PsychologyHealthy elderlybehavioral disciplines and activitiesImplicit learningTask (project management)Psychiatry and Mental healthNeuropsychology and Physiological PsychologyExplicit learningGeriatrics and GerontologyPsychologypsychological phenomena and processesCognitive psychologyAging, Neuropsychology, and Cognition
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On the Catalytic Effect of Water in the Intramolecular Diels–Alder Reaction of Quinone Systems: A Theoretical Study

2012

The mechanism of the intramolecular Diels#8211;Alder (IMDA) reaction of benzoquinone 1, in the absence and in the presence of three water molecules, 1w, has been studied by means of density functional theory (DFT) methods, using the M05-2X and B3LYP functionals for exploration of the potential energy surface (PES). The energy and geometrical results obtained are complemented with a population analysis using the NBO method, and an analysis based on the global, local and group electrophilicity and nucleophilicity indices. Both implicit and explicit solvation emphasize the increase of the polarity of the reaction and the reduction of activation free energies associated with the transition stat…

Models MolecularImplicit solvationPopulationpolar Diels–Alder reactionsMolecular ConformationPharmaceutical SciencePhotochemistryArticleCatalysisAnalytical Chemistrylcsh:QD241-441lcsh:Organic chemistryComputational chemistryDrug DiscoveryDFT reactivity indicesComputer SimulationPhysical and Theoretical ChemistryeducationDiels–Alder reactioneducation.field_of_studyCycloaddition ReactionChemistryOrganic Chemistryintramolecular Diels–Alder reactionsSolvationQuinonesWaterHydrogen Bondingwater catalysisBenzoquinoneTransition stateModels ChemicalChemistry (miscellaneous)Intramolecular forceMolecular MedicineQuantum TheoryThermodynamicsDensity functional theorylocal reactivity difference indexDiterpenesAlgorithmsMolecules
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Algorithms on Graphs

1988

In this chapter we shall develop some basic algorithms for directed graphs and relations which will be of use in later chapters, where the efficient construction of parsers is considered. The constructions needed can be expressed as the computing of certain “relational expressions”. These are expressions whose operands are relations and whose operators are chosen from among multiplication, closure, union and inverse. For this purpose we need to develop an algorithm for computing the closure of a relation. In view of the nature of our applications, the most appropriate way to do this is by a depth-first traversal of the graph that corresponds to the given relation. Other ways of computing th…

Modular decompositionIndifference graphPathwidthClique problemComputer scienceChordal graphDirected graphAlgorithmImplicit graphGraph product
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