نتایج جستجو برای: multi factor models

تعداد نتایج: 2089299  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه شیراز - دانشکده علوم 1391

مدلهای گارچ در فضاهای هیلبرت پایان نامه حاضر شامل دو بخش می باشد. در قسمت اول مدلهای اتورگرسیو تعمیم یافته مشروط به ناهمگنی واریانس در فضاهای هیلبرت را معرفی، مفاهیم ریاضی مورد نیاز در تحلیل این مدلها در دامنه زمان را مطرح کرده و آنها را مورد بررسی قرار می دهیم. بر اساس پیشرفتهایی که اخیرا در زمینه تئوری داده های تابعی و آماره های عملگری ایجاد شده است، فرآیندهایی که دارای مقادیر در فضاهای ...

 Multi-choice knapsack problem is a branch of regular knapsack problem where the objects are classified in different classes and each class has one and only one representative in final solution. Although it is assumed that each object belongs to just one class, sometimes this assumption is not valid in real problems. In this case an object may belong to the several classes. In fuzzy multi-choic...

Journal: :global journal of environmental science and management 2016
a. padash s.a. jozi s.m.b. nabavi b. dehzad

in recent decades, necessity to protect environment has been a serious concern for all people and international communities. in appropriate development of human economic activities, subsistence dependence of the growing world population on nature decreases the natural diversity of ecosystems and habitats day by day and provides additional constraints for life and survival of wildlife. as a resu...

2006
Raoul Pietersz Antoon A. J. Pelsser

We compare single factor Markov-functional and multi factor market models for hedging performance of Bermudan swaptions. We show that hedging performance of both models is comparable, thereby supporting the claim that Bermudan swaptions can be adequately risk-managed with single factor models. Moreover, we show that the impact of smile can be much larger than the impact of correlation. We use t...

Journal: :مهندسی برق و الکترونیک ایران 0
s. sadough a. mahmood e. jaffrot pierre duhamel

this paper investigates the multi-band ofdm (mb-ofdm) based physical (phy) layer proposal for ieee 802.15.3a working group on short-range high data-rate ultra-wide-band (uwb) communications. an overview of the mb-ofdm phy layer architecture with its various parameters is presented and the optimal choice of critical parameters is discussed. next, we derive the theoretical un-coded bit error rate...

Journal: :iranian journal of oil & gas science and technology 2014
ali khazaei hossein parhizgar mohammad reza dehghani

in this work, artificial neural network (ann) has been employed to propose a practical model forpredicting the surface tension of multi-component mixtures. in order to develop a reliable modelbased on the ann, a comprehensive experimental data set including 15 ternary liquid mixtures atdifferent temperatures was employed. these systems consist of 777 data points generally containinghydrocarbon ...

Journal: :international journal of environmental research 2011
b. subramanyam d. ashutosh

liquid-phases adsorption equilibrium of phenol onto two naturally available soils namely kalathur soil (kr) and adhanur soil (ar) were studied. the experimental data were analyzed using fourteen isotherm models, ranging from single-parametric model to multi-parametric models (up to 5 parameters) of the system. results show that in general the accuracy of models to fit experimental data improve...

Journal: :natural environment change 2015
mojtaba yamani alireza arabameri

today, environmental crisis and loss of natural resources are the principle causes of the creation of environmental management systems. the optimal management of natural resources requires the assessment and classification of ecological and environmental potentials. using this method, the abilities and restrictions of resources can be recognized, and their future trends can be predicted. nebka ...

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