Search results for "programming"
showing 10 items of 3090 documents
A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing
2006
Our goal is to identify the volatility function in Dupire's equation from given option prices. Following an optimal control approach in a Lagrangian framework, we propose a globalized sequential quadratic programming (SQP) algorithm with a modified Hessian - to ensure that every SQP step is a descent direction - and implement a line search strategy. In each level of the SQP method a linear-quadratic optimal control problem with box constraints is solved by a primal-dual active set strategy. This guarantees L^1 constraints for the volatility, in particular assuring its positivity. The proposed algorithm is founded on a thorough first- and second-order optimality analysis. We prove the existe…
Description and evaluation of an introductory course to Matlab for a heterogeneous group of university students
2010
This paper presents the experience of the authors in teaching the Matlab™ software to students with different levels of academic training, even though all of them belong to the field of Science. Matlab™ is a worldwide standard in technical programming and computing, and its use is still growing; therefore, it is taught in many different university degree programs (Physics, Mathematics, Engineering, etc.). The course analyzed in this paper contains examples of different fields of knowledge to show the students the versatility and power of this tool. At the end of each course, which consists of 30 h, the students expressed their opinions about the content in a private opinion poll (questionna…
Advanced Stochastic Petri Net Modeling with the Mercury Scripting Language
2017
Formal models are widely used in performance and dependability studies of computational systems. Graphical modeling tools allow users to compose such models with ease, but they complicate the creation of models with a dynamic/complex structure, the hierarchical arrangement of different models, and the automatic execution of models with different parameter configurations. To overcome this problem, we created a scripting language for the Mercury tool that supports the combination of different modeling approaches (e.g., Stochastic Petri Nets and Reliability Block Diagrams) in a single project. In this paper, we focus on the extensions developed to improve the capabilities of Generalized Stocha…
Discovering learning paths on a domain ontology using natural language interaction
2005
The present work investigates the problem of determining a learning path inside a suitable domain ontology. The proposed approach enables the user of a web learning application to interact with the system using natural language in order to browse the ontology itself. The course related knowledge is arranged as a three level hierarchy: content level, symbolic level, and conceptual level bridging the previous ones. The implementation of the ontological, the interaction, and the presentation component inside the TutorJ system is explained, and the first results are presented.
The texture of tongues: Languages and power in China
1998
Mandarin stands at the pinnacle of a metalinguistic hierarchy which mirrors the vertical basis of power in China today. State language policies have established official minority languages and Chinese ‘dialects’ under the arching umbrella of the Chinese state; yet their domain is strictly constrained through prescriptive standardization. The tension between this codifying imperative and the dynamic force of speaker identity is examined through the expressions of power through language use, inviting a re‐examination of assumptions about the static texture of language in a multilingual society.
The 54 days orbital period of AX J1820.5-1434 unveiled by Swift
2013
The hard X-ray survey that Swift-BAT has been performing since late 2004 has provided a considerable database for a large number of sources whose hard X-ray emission was poorly known. We are exploiting the BAT survey archive to improve the temporal and spectral characterization of the Galactic hard-X-ray sources. In this letter we focus on the study of the high mass X-ray binary AX J1820.5-1434. All the data relevant to AX J1820.5-1434 have been extracted from the BAT survey archive and analyzed using a folding technique to search for periodical modulations. A broad-band spectral analysis was also performed complementing the BAT spectrum with the available Swift-XRT and XMM-Newton pointed o…
Finding a 61.0-day orbital period for the HMXB 4U 1036-56 with the Swift-BAT monitoring
2013
Since November 2004, the Burst Alert Telescope on board Swift is producing a monitoring of the entire sky in the 15-150 keV band, recording the timing and spectral behavior of the detected sources. Here we study the properties of the HMXB 4U 1036-56 using both the BAT survey data and those from a Swift-XRT observation. A folding analysis performed on the BAT light curve of the first 100 months of survey unveils a periodic modulation with a period of 61.0 days, tied to the presence in the BAT light curve of several intensity enhancements lasting ~1/4 of P_0. We explain this modulation as the orbital period of the binary system. The position of 4U 1036-56 on the Corbet diagram, the derived se…
Simplifying differential equations for multi-scale Feynman integrals beyond multiple polylogarithms
2017
In this paper we exploit factorisation properties of Picard-Fuchs operators to decouple differential equations for multi-scale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the irreducible factors of the Picard-Fuchs operator. As a side product, our method can be used to easily convert the differential equations for Feynman integrals which evaluate to multiple polylogarithms to $\varepsilon$-form.
Weight Systems from Feynman Diagrams
1996
We find that the overall UV divergences of a renormalizable field theory with trivalent vertices fulfil a four-term relation. They thus come close to establish a weight system. This provides a first explanation of the recent successful association of renormalization theory with knot theory.
JaxoDraw: A graphical user interface for drawing Feynman diagrams
2003
JaxoDraw is a Feynman graph plotting tool written in Java. It has a complete graphical user interface that allows all actions to be carried out via mouse click-and-drag operations in a WYSIWYG fashion. Graphs may be exported to postscript/EPS format and can be saved in XML files to be used in later sessions. One of the main features of JaxoDraw is the possibility to produce LaTeX code that may be used to generate graphics output, thus combining the powers of TeX/LaTeX with those of a modern day drawing program. With JaxoDraw it becomes possible to draw even complicated Feynman diagrams with just a few mouse clicks, without the knowledge of any programming language.