Search results for "complexity"
showing 10 items of 1094 documents
Optimal Hedging of Option Portfolios with Transaction Costs
2006
One of the most successful approaches to option hedging with transaction costs is the utility based approach pioneered by Hodges and Neuberger (1989). However, this approach has one major drawback that prevents the broad application of this approach in practice: the lack of a closed-form solution. The direct numerical computations of the utility based hedging strategy are cumbersome in a practical implementation. Despite some recent advances in finding an explicit description of the utility based hedging strategy by using either asymptotic, approximation, or other methods, so far they were concerned primarily with hedging a single plain-vanilla option. However, in practice one often faces t…
Optimal Tree Decompositions Revisited: A Simpler Linear-Time FPT Algorithm
2020
In 1996, Bodlaender showed the celebrated result that an optimal tree decomposition of a graph of bounded treewidth can be found in linear time. The algorithm is based on an algorithm of Bodlaender and Kloks that computes an optimal tree decomposition given a non-optimal tree decomposition of bounded width. Both algorithms, in particular the second, are hardly accessible. We present the second algorithm in a much simpler way in this paper and refer to an extended version for the first. In our description of the second algorithm, we start by explaining how all tree decompositions of subtrees defined by the nodes of the given tree decomposition can be enumerated. We group tree decompositions …
Visualization of Large Terrain Using Non-restricted Quadtree Triangulations
2004
This paper presents a set of new techniques oriented towards the real-time visualization of large terrains. These techniques are mainly focused on semi-regular triangulations of non-restricted quadtree terrain representations. Despite the fact that the paper shows that triangulations based on non-restricted quadtrees are as simple and efficient as those based on restricted quadtrees, the new triangulations avoid discontinuity problems among the boundaries of different patches without the need for tree balancing and extra triangles addition. Another important feature of the proposed triangulation is that it incorporates an efficient method for building triangle strips and triangle fans for t…
Prediction of lncRNA-Disease Associations from Tripartite Graphs
2021
The discovery of novel lncRNA-disease associations may provide valuable input to the understanding of disease mechanisms at lncRNA level, as well as to the detection of biomarkers for disease diagnosis, treatment, prognosis and prevention. Unfortunately, due to costs and time complexity, the number of possible disease-related lncRNAs verified by traditional biological experiments is very limited. Computational approaches for the prediction of potential disease-lncRNA associations can effectively decrease time and cost of biological experiments. We propose an approach for the prediction of lncRNA-disease associations based on neighborhood analysis performed on a tripartite graph, built upon …
Exploring chemical complexity in group IV reticular solids
2022
Esta tesis aborda el reto de ampliar las herramientas sintéticas disponibles para aumentar la complejidad química de los materiales reticulares basados en metales del grupo IV, dirigiéndose tanto a la parte orgánica como a la inorgánica de estos materiales porosos e híbridos. El capítulo 1 ofrece una visión del aumento de la complejidad química en los sólidos reticulares, que proporciona un contexto general a los resultados desarrollados durante esta tesis. A continuación, la introducción de la variación química en los conectores orgánicos se describe en los capítulos 2, 3 y 4, mientras que la transformación química de los nodos inorgánicos se introduce en el capítulo 5. Todo el trabajo des…
The Average State Complexity of the Star of a Finite Set of Words Is Linear
2008
We prove that, for the uniform distribution over all sets Xof m(that is a fixed integer) non-empty words whose sum of lengths is n, $\mathcal{D}_X$, one of the usual deterministic automata recognizing X*, has on average $\mathcal{O}(n)$ states and that the average state complexity of X*is i¾?(n). We also show that the average time complexity of the computation of the automaton $\mathcal{D}_X$ is $\mathcal{O}(n\log n)$, when the alphabet is of size at least three.
The Complexity of Value and the Evaluation of Complexity: Social Use Value and Multi-criteria Analysis
2018
The “challenge of complexity” is one of the many points of convergence between the Encyclical Laudato si’ and the evolution of post-modern scientific thought. This study aims to analyze how complexity represents the essential element of the profound renewal in the scientific paradigm of the discipline of evaluation, particularly in regard to the theory of value, the categories of value, and the instruments of multi-criteria evaluation. Some contemporary theories of value propose, in fact, a complex source of value, such as surpluses of energy and of information (Ecological Economics) or as the creative and synergistic combination of three surpluses, namely energetic and non-entropic, geneal…
Heterogeneity in family firms: contextualising the adoption of family governance mechanisms
2020
PurposeThis research is aimed to better understand what characteristics of family firms create a context in which family governance systems are more frequently adopted.Design/methodology/approachWe analyse a sample of 490 Spanish family businesses using cluster analysis, and we identify four different types of family businesses whose characteristics are associated to the adoption of different family governance systems, i.e. family councils and family protocols. The comparison between clusters of the baseline parameters was performed using one-way analysis of variance (ANOVA) for parametric variables, the χ2 test for parametric variables and Kruskal-Wallis for nonparametric variables. By con…
Simultaneous optimization of mobile phase composition, column nature and length to analyse complex samples using serially coupled columns
2013
Abstract The combination of the selectivity of different columns serially coupled improves the separation expectancies with regard to the separation offered by each single column. In the reported approaches, either a pre-selected isocratic mobile phase composition or gradient program, giving rise to acceptable retention, is used. In previous work (JCA 1281 (2013) 94), we showed that the approach succeeds with conventional columns, assembled through zero-dead volume couplers. In this work, the simultaneous interpretive optimization of mobile phase composition and column nature and length, based on a limited number of experimental data, is demonstrated. This approach allows an impressive redu…
Two-variable First-Order Logic with Counting in Forests
2018
We consider an extension of two-variable, first-order logic with counting quantifiers and arbitrarily many unary and binary predicates, in which one distinguished predicate is interpreted as the mother-daughter relation in an unranked forest. We show that both the finite satisfiability and the general satisfiability problems for the extended logic are decidable in NExpTime. We also show that the decision procedure for finite satisfiability can be extended to the logic where two distinguished predicates are interpreted as the mother-daughter relations in two independent forests.