Search results for "Programming"
showing 10 items of 3090 documents
"Table 39" of "Tuning and test of fragmentation models based on identified particles and precision event shape data."
1996
Compilation of multiplicities of tensor mesons from current LEP I data.
"Table 37" of "Tuning and test of fragmentation models based on identified particles and precision event shape data."
1996
Compilation of multiplicities of scalar mesons from current LEP I data.
"Table 35" of "Tuning and test of fragmentation models based on identified particles and precision event shape data."
1996
Charged particle multiplicity compiled from current LEP I data.
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.
Moments and Laws of Large Numbers
2020
The most important characteristic quantities of random variables are the median, expectation and variance. For large n, the expectation describes the typical approximate value of the arithmetic mean (X 1+…+X n )/n of independent and identically distributed random variables (law of large numbers).
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…
Induced Pluripotent Mesenchymal Stromal Cell Clones Retain Donor-derived Differences in DNA Methylation Profiles
2012
Reprogramming of somatic cells into induced pluripotent stem cells (iPSCs) is an epigenetic phenomenon. It has been suggested that iPSC retain some tissue-specific memory whereas little is known about interindividual epigenetic variation. We have reprogrammed mesenchymal stromal cells from human bone marrow (iP-MSC) and compared their DNA methylation profiles with initial MSC and embryonic stem cells (ESCs) using high-density DNA methylation arrays covering more than 450,000 CpG sites. Overall, DNA methylation patterns of iP-MSC and ESC were similar whereas some CpG sites revealed highly significant differences, which were not related to parental MSC. Furthermore, hypermethylation in iP-MSC…