Search results for "Statistic"

A new approach for estimating a nonlinear growth component in multilevel modeling

2011

This study presents a new approach to estimation of a nonlinear growth curve component with fixed and random effects in multilevel modeling. This approach can be used to estimate change in longitudinal data, such as day-of-the-week fluctuation. The motivation of the new approach is to avoid spurious estimates in a random coefficient regression model due to the synchronized periodical effect (e.g., day-of-the-week fluctuation) appearing both in independent and dependent variables. First, the new approach is introduced. Second, a Monte Carlo simulation study is carried out to examine the functioning of the proposed new approach in the case of small sample sizes. Third, the use of the approac…

Measuring Distraction at the Levels of Tactical and Strategic Control: The Limits of Capacity-Based Measures for Revealing Unsafe Visual Sampling Mod…

2011

The control theory of driving suggests that driver distraction can be analyzed as a breakdown of control at three levels. Common approach for analyzing distraction experimentally is to utilize capacity-based measures to assess distraction at the level of operational control. Three driving simulation experiments with 61 participants were organized to evaluate which kind of measures could be used to analyze drivers' tactical visual sampling models and the related effects of distraction while searching textual information on in-car display. The effects of two different text types were evaluated. The utilized capacity-based measures seemed to be insufficient for revealing participants' tactical…

On shape differentiation of discretized electric field integral equation

2013

Abstract This work presents shape derivatives of the system matrix representing electric field integral equation discretized with Raviart–Thomas basis functions. The arising integrals are easy to compute with similar methods as the entries of the original system matrix. The results are compared to derivatives computed with automatic differentiation technique and finite differences, and are found to be in an excellent agreement. Furthermore, the derived formulas are employed to analyze shape sensitivity of the input impedance of a planar inverted F-antenna, and the results are compared to those obtained using a finite difference approximation.

Understanding beginners' mistakes with Haskell

2015

AbstractThis article presents an overview of student difficulties in an introductory functional programming (FP) course taught in Haskell. The motivation for this study stems from our belief that many student difficulties can be alleviated by understanding the underlying causes of errors and by modifying the educational approach and, possibly, the teaching language accordingly. We analyze students' exercise submissions and categorize student errors according to compiler error messages and then manually according to the observed underlying cause. Our study complements earlier studies on the topic by applying computer and manual analysis while focusing on providing descriptive statistics of d…

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

2017

Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…

Interactive Multiple Criteria Decision Making based on preference driven Evolutionary Multiobjective Optimization with controllable accuracy

2012

Abstract We present an approach to interactive Multiple Criteria Decision Making based on preference driven Evolutionary Multiobjective Optimization with controllable accuracy. The approach relies on formulae for lower and upper bounds on coordinates of the outcome of an arbitrary efficient variant corresponding to preference information expressed by the Decision Maker. In contrast to earlier works on that subject, here lower and upper bounds can be calculated and their accuracy controlled entirely within evolutionary computation framework. This is made possible by exploration of not only the region of feasible variants – a standard within evolutionary optimization, but also the region of i…

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

Mobile Banking Services Continuous Usage -- Case Study of Finland

2016

Finland is at the forefront of using new information systems, such as mobile banking (m-banking). The present study develops and tests a model of continuous usage intentions toward m-banking services for a sample of 273 Finnish m-banking users. Results confirm the hypothesized direct relationships between self-congruence and perceived value, perceived risk and perceived value, perceived value and continuous usage, and continuous usage and word of mouth. The frequency of usage of m-banking services and experience moderate the relationship between perceived value and continuous usage. We discuss the theoretical and managerial implications of the study results and present recommendations for f…

Omission of Causal Indicators: Consequences and Implications for Measurement – A Rejoinder

2016

Context-aware data caching for 5G heterogeneous small cells networks

2016

In this work, we investigate the problem of context-aware data caching in the heterogeneous small cell networks (HSCNs) to provide satisfactory to the end-users in reducing the service latency. In particular, we explore the storage capability of base stations (BSs) in HSCNs and propose a data caching model consists of edge caching elements (CAEs), small cell base stations (SBSs), and macro cell BS (MBS). Then, we concentrate on how to efficiently match the data contents to the different cache entities in order to minimize the overall system service latency. We model it as a distributed college admission (CA) stable matching problem and tackle this issue by utilizing contextual information t…