Sciweavers

3 search results - page 1 / 1
» Issues in Simulation for Valuing Long-Term Forwards
Sort
View
CISSE
2007
Springer
13 years 8 months ago
Issues in Simulation for Valuing Long-Term Forwards
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
Phillip G. Bradford, Alina Olteanu
ISCAS
2007
IEEE
136views Hardware» more  ISCAS 2007»
13 years 11 months ago
Feed-Forward Pulse Width Modulation for High Line Regulation Buck or Boost Converters
—A novel feed-forward pulse width modulation (FF-PWM) technique is proposed for improving line regulation of buck or boost (BOB) converters. In order to provide a regulated suppl...
Huan-Jen Yang, Ke-Horng Chen, Yung-Pin Lee
KDD
2008
ACM
159views Data Mining» more  KDD 2008»
14 years 5 months ago
Semi-supervised learning with data calibration for long-term time series forecasting
Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one ...
Haibin Cheng, Pang-Ning Tan