Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Abstract. This paper proposes an analysis technique for wide-band audio applications based on the predictability of the temporal evolution of Quadrature Mirror Filter (QMF) sub-ban...
Optimal Component Analysis (OCA) is a linear method for feature extraction and dimension reduction. It has been widely used in many applications such as face and object recognitio...
Discrete-event simulation is widely used to analyse and improve the performance of manufacturing systems. The related optimization problem often includes integer design variables ...
S. J. Abspoel, L. F. P. Etman, J. Vervoort, J. E. ...
Abstract We develop a Hamiltonian discontinuous finite element discretization of a generalized Hamiltonian system for linear hyperbolic systems, which include the rotating shallow ...