Time-varying volatility model equipped with regime switching factor: valuation of option price written on energy futures حسب Leduc, Guillaume

"…We develop a semi-analytical method to determine the price of European options on these energy futures, involving the derivation of the characteristic function for the energy futures' dynamics. To determine the parameters of the regime switching model and identify when economic states change, we employ the EM algorithm, utilizing real gas futures price data. …"
احصل على النص الكامل

Random vector functional link network: Recent developments, applications, and future directions حسب A.K. Malik (16003193)

"…Generally, the back propagation (BP) based iterative approaches are used to train the neural networks, however, it results in the issues of local minima, sensitivity to learning rate and slow convergence. …"

Properties of simulated annealing and genetic algorithms for mapping data to multicomputers حسب Mansour, Nashat

"…The others are used in the GA and SA algorithms. The fault tolerance capability is demonstrated by mapping data to a multicomputer with some faulty processors. …"
احصل على النص الكامل
احصل على النص الكامل
احصل على النص الكامل

A comparative study of RSA based digital signature algorithms حسب Haraty, Ramzi A.

"…After factorization is found, the RSA problem could be solved by finding the private key using the extended Euclidean algorithm.…"
احصل على النص الكامل
احصل على النص الكامل
احصل على النص الكامل
احصل على النص الكامل

Convergence analysis of the variable weight mixed-norm LMS-LMFadaptive algorithm حسب Zerguine, A.

"…In this work, the convergence analysis of the variable weight mixed-norm LMS-LMF (least mean squares-least mean fourth) adaptive algorithm is derived. The proposed algorithm minimizes an objective function defined as a weighted sum of the LMS and LMF cost functions where the weighting factor is time varying and adapts itself so as to allow the algorithm to keep track of the variations in the environment. …"
احصل على النص الكامل
احصل على النص الكامل

Spherical cavity-expansion forcing function in PRONTO 3D for application to penetration problems حسب Tabbara, Mazen R.

احصل على النص الكامل
احصل على النص الكامل
احصل على النص الكامل

A hybridization of evolution strategies with iterated greedy algorithm for no-wait flow shop scheduling problems حسب Bilal Khurshid (16715865)

"…<p dir="ltr">This study investigates the no-wait flow shop scheduling problem and proposes a hybrid (HES-IG) algorithm that utilizes makespan as the objective function. …"

Metaheuristic algorithm for testing web 2.0 applications. (c2012) حسب Zeitunlian, Hratch Michel

احصل على النص الكامل
احصل على النص الكامل

Tracking analysis of the NLMS algorithm in the presence of both random and cyclic nonstationarities حسب Moinuddin, M.

"…The results show that, unlike in the stationary case, the steady-state excess MSE is not a monotonically increasing function of the step size. Moreover, the ability of the adaptive algorithm to track the variations in the environment is shown to degrade with increasing frequency offset.…"
احصل على النص الكامل
احصل على النص الكامل

Efficient heuristic algorithms for influence propagation in social networks. (c2018) حسب Lamaa, Karine H.

"…Then we introduce the notion of an influence propagation function and use it to design an efficient algorithm across all types of networks. …"
احصل على النص الكامل
احصل على النص الكامل
احصل على النص الكامل

A Multiswarm Intelligence Algorithm for Expensive Bound Constrained Optimization Problems حسب Wali Khan Mashwani (14590504)

"…Thirty bound constrained benchmark functions are used to evaluate the performance of the proposed algorithm. …"

Wild Blueberry Harvesting Losses Predicted with Selective Machine Learning Algorithms حسب Humna Khan (17541972)

"…The outcomes revealed that these ML algorithms can be useful in predicting ground losses during wild blueberry harvesting in the selected fields.…"

A parallel tabu search algorithm for VLSI standard-cell placement حسب Suit, S.M.

"…In this work, tabu search placement algorithm is parallelized on a network of workstations using PVM. …"
احصل على النص الكامل
احصل على النص الكامل

Performance assessment and exhaustive listing of 500+ nature-inspired metaheuristic algorithms حسب Zhongqiang Ma (13765801)

"…In addition, these new algorithms, compared against basic versions of other metaheuristics using classical benchmark problems, show competitive performances. …"

A comparative study of ElGamal based digital signature algorithms حسب Haraty, Ramzi A.

"…We implement the classical and modified ElGamal digital signature scheme to compare and to test their functionality, reliability and security. To test the security of the algorithms we use a famous attack algorithm called Baby-Step-Giant algorithm which works in the domain of natural integers. …"
احصل على النص الكامل
احصل على النص الكامل
احصل على النص الكامل
احصل على النص الكامل

An enhanced binary Rat Swarm Optimizer based on local-best concepts of PSO and collaborative crossover operators for feature selection حسب Abu Zitar, Raed

"…The binary enhanced RSO is built based on three successive modifications: i) an S-shape transfer function is used to develop binary RSO algorithms; ii) the local search paradigm of particle swarm optimization is used with the iterative loop of RSO to boost its local exploitation; iii) three crossover mechanisms are used and controlled by a switch probability to improve the diversity. …"

Development of Lévy flight-based reptile search algorithm with local search ability for power systems engineering design problems حسب Abu Zitar, Raed

"…The latter case is confirmed through 23 benchmark functions with different features using statistical and nonparametric tests. …"
احصل على النص الكامل

Design of an innovative and self-adaptive-smart algorithm to investigate the structural integrity of a rail track using Rayleigh waves emitted and sensed by a fully non-contact las... حسب Masurkar, Faeez

"…SASA is found to be able to suppress the unwanted wave packets from the overall signal leaving behind only the incident wave for a healthy spec imen, and the incident wave and its reflection from the defect for a damaged specimen. The functioning of the algorithm was successfully tested by carrying out extensive experiments on a real rail track in the presence of different types of surface and sub-surface defects on its head and web. …"
احصل على النص الكامل

Thyristor controlled phase shifter based stabilizer design usingsimulated annealing algorithm حسب Abido, M.A.

"…This paper presents a thyristor controlled phase shifter (TCPS) based stabilizer design using the simulated annealing (SA) algorithm. An eigenvalue based objective function to increase the system damping is proposed. …"
احصل على النص الكامل
احصل على النص الكامل

A new tabu search algorithm for the long-term hydro scheduling problem حسب Mantawy, A.H.

"…The algorithm is based on using the short-term memory of the tabu search (TS) approach to solve the nonlinear optimization problem in continuous variables of the LTHSP. …"
احصل على النص الكامل
احصل على النص الكامل