Search results for "Lua"

Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models

2016

American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed

Design time, run time, and artificial intelligence techniques for mobility of user interface

2011

Abstract Advancement in technology provides opportunities to user as well as challenges for application development organization. User interfaces which were design for specific device tend to be developed for various devices. Users are busy people, when they move among different context would like to move application with them. The current trend of users demanding mobile graphic user interface to support their daily life and work has led to a new generation of techniques. Design time technique provides better usability as compare to run time technique. On the other hand artificial intelligence technique like agent provides better flexibility and usability as compare to others. In this paper…

On the Students' QoS-Awareness of Video Lectures

2016

Video lectures bring flexibility and enable distance learning in education. With the help of videos, educational organizations are able to serve a wider and more heterogeneous group of students. As streaming videos have become essential part of teaching in higher education, quality of service (QoS) issues should be taken more into consideration. However, systematic quality monitoring of video lecture delivery, to our knowledge, is rarely used in a way that would provide also the student with quality information. This paper describes our ongoing research on developing a streaming video quality evaluation tool integrated in a learning environment that our master’s students use. The tool serve…

IMEX schemes for pricing options under jump–diffusion models

2014

We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…

Comparing Conservation Value Maps and Mapping Methods in a Rural Landscape in Southern Finland

2015

We tested to what extent conservation value maps are different if the valuation and mapping method is changed. We compared 66 different conservation value and 4 different ecosystem service maps. Using remote sensing and other georeferenced data, we produced 2 different habitat type maps, which were 50 % similar. We valued each mapped habitat type based on rarity corrected potential number of vascular plant species and naturalness using 6 different valuation alternatives. We mapped habitat type connectivity and complementarity using 2 main approaches. The habitat type valuation alternatives were quite similar, but if the habitat type naturalness was taken into account, differences were large…

Multi-hop D2D Communications with Network Coding : From A Performance Perspective

2019

Multi-hop device-to-device (D2D) communications play an important role in expanding D2D coverage. In this paper, we study a relay-based and network-coding-assisted (in particular, XOR coding) multi-hop D2D communication system. In the system, toward jointly considering the impact of interference and network traffic conditions on the quality of D2D communications, various channel fading models and traffic models are investigated, and the packet loss probability of D2D links is meticulously computed using these models. With the packet loss probability of D2D links, the general closed-form expressions of end-to-end packet loss probability (E2EPLP) of the system with the presence (or absence) o…

Strengthening Institutional Isomorphism in Development NGOs? Program Mechanisms in an Organizational Intervention

2017

Nongovernmental organizations (NGOs) in international development struggle between being actors in the mainstream or representatives of alternatives to it. However, many NGOs all over the world align with the mainstream and are increasingly similar to each other. This homogenization results from institutional isomorphism, which is affected by their aspirations to be legitimate vis-á-vis the international field. Consultancies are among the main practices to promote normative isomorphism, but little is known about their micro-level dynamics. Drawing on the notion of program mechanisms in realistic evaluation, we scrutinize how external facilitators in organizational development processes enab…

Jakelutien valinta sähkötarvikekaupassa

2001

Sensory changes with age and impact on appetite and food intake

2017

International audience

Sensory evaluation: How to measure olfactory and taste sensations?

2015

National audience