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Time-varying volatility model equipped with regime switching factor: valuation of option price written on energy futures
Published 2025“…This paper explores the calculation of European option prices on energy futures using a time-varying volatility model enhanced by a regime switching factor. …”
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A reduced model for phase-change problems with radiation using simplified PN approximations
Published 2025“…The integro-differential equation for the full radiative transfer is replaced by a set of differential equations which are independent of the angle variable and easy to solve using conventional computational methods. To solve the coupled equations, we implement a second-order implicit scheme for the time integration and a mixed finite element method for the space discretization. …”
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Block constrained pressure residual preconditioning for two-phase flow in porous media by mixed hybrid finite elements
Published 2023“…An original MHFE-based formulation of the two-phase flow model is taken as a reference for the development of the BCPR preconditioner, in which the set of system unknowns comprises both element and face pressures, in addition to the cell saturations, resulting in a $$3\times 3$$ 3 × 3 block-structured Jacobian matrix with a $$2\times 2$$ 2 × 2 inner pressure problem. …”
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Evolutionary algorithms for state justification in sequential automatic test pattern generation
Published 2005“…Sequential circuit test generation using deterministic, fault-oriented algorithms is highly complex and time consuming. New approaches are needed to enhance the existing techniques, both to reduce execution time and improve fault coverage. …”
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A New Parallel Genetic Algorithm Model
Published 2020“…This paper presents an implementation of three Genetic Algorithm models for solving a reliability optimization problem for a redundancy system with several failure modes, a modification on a parallel a genetic algorithm model and a new parallel genetic algorithm model. …”
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Machine Learning-Driven Prediction of Corrosion Inhibitor Efficiency: Emerging Algorithms, Challenges, and Future Outlooks
Published 2025“…Ensemble schemes such as Gaussian process regression with simple averaging and gradient boosting regressors fortified by permutation feature importance improve robustness in noisy or multi-alloy environments. At the same time, virtual sample augmentation and genetic algorithm feature selection elevate sparse data performance, raising k-nearest neighbor models from R<sup>2</sup> = 0.05 to 0.99 in a representative thiophene set. …”
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Real-Time Implementation of High Performance Control Scheme for Grid-Tied PV System for Power Quality Enhancement Based on MPPC-SVM Optimized by PSO Algorithm
Published 2018“…This strategy uses a discrete model of the system based on the time domain to generate the average voltage vector at each sampling period, with the aim of canceling the errors between the estimated active and reactive power values and their references. …”
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Reinforcement R-learning model for time scheduling of on-demand fog placement
Published 2020“…We also demonstrate the ability of our model to improve over time by adapting the new demand of users. …”
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Extended Behavioral Modeling of FET and Lattice-Mismatched HEMT Devices
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Improved Transportation Model with Internet of Things Using Artificial Intelligence Algorithm
Published 2023“…<p dir="ltr">In this paper, the application of transportation systems in real-time traffic conditions is evaluated with data handling representations. …”
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A Genetic Algorithm for Improving Accuracy of Software Quality Predictive Models
Published 2010“…In this work, we present a genetic algorithm to optimize predictive models used to estimate software quality characteristics. …”
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An ant colony optimization algorithm to improve software quality prediction models
Published 2011“…Objective The objective of this paper is to present an approach that optimizes the accuracy of software quality predictive models when used to classify new data. Method This paper presents an adaptive approach that takes already built predictive models and adapts them (one at a time) to new data. …”
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Brain Source Localization in the Presence of Leadfield Perturbations
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A hybrid heuristic approach to optimize rule based software quality estimation models. (c2008)
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Design of A Theoretical Framework For A Real-Time Fire Evacuation Guidance System
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Monitoring Bone Density Using Microwave Tomography of Human Legs: A Numerical Feasibility Study
Published 2021“…This study was performed using an in-house finite-element method contrast source inversion algorithm (FEM-CSI). …”
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