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130
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MA
2011
Springer
188views Communications» more  MA 2011»
14 years 10 months ago
A copula-based model of speculative price dynamics in discrete time
This paper suggests a new technique to construct first order Markov processes using products of copula functions, in the spirit of Darsow et al. (1992). The approach requires the...
Umberto Cherubini, Sabrina Mulinacci, Silvia Romag...
122
Voted
CDC
2008
IEEE
129views Control Systems» more  CDC 2008»
15 years 5 months ago
Optimal control of a fedbatch fermentation process: Numerical methods, sufficient conditions and sensitivity analysis
Bang-bang and singular optimal controls in a fedbatch fermentation process are computed for a range of time horizons. Numerical algorithms for determining the optimal control struc...
Adam Korytowski, Maciej Szymkat, Helmut Maurer, Ge...
131
Voted
JCNS
2010
90views more  JCNS 2010»
14 years 10 months ago
Fast Kalman filtering on quasilinear dendritic trees
Optimal filtering of noisy voltage signals on dendritic trees is a key problem in computational cellular neuroscience. However, the state variable in this problem -- the vector of...
Liam Paninski
111
Voted
DSN
2002
IEEE
15 years 8 months ago
Generic Timing Fault Tolerance using a Timely Computing Base
Designing applications with timeliness requirements in environments of uncertain synchrony is known to be a difficult problem. In this paper, we follow the perspective of timing ...
Antonio Casimiro, Paulo Veríssimo
124
Voted
CSSC
2010
123views more  CSSC 2010»
15 years 3 months ago
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson ...
Laurent Ferrara, Dominique Guegan, Zhiping Lu