In this paper, we explore a class of tractable interest rate models that have the property price zero-coupon bond can be expressed as polynomial state diffusion process. Our results include classification all such time-homogeneous single-factor in spirit Filipović’s maximal degree theorem for exponential models, well an explicit characterization set feasible parameters case when factor process ...

The paper presents a multi-factor decision-making approach for prioritizing failure modes as an alternative to traditional approach of failure mode and effect analysis (FMEA). The approach is based on the ‘technique for order preference by similarity to ideal solution’ (TOPSIS). The priority ranking is formulated on the basis of six parameters (failure occurrence, non-detection, maintainability...

data envelopment analysis (dea) is a non-parametric technique for evaluation of relative efficiency of decision making units described by multiple inputs and outputs. it is based on solving linear programming problems. since 1978 when basic dea model was introduced many its modifications were formulated. among them are two or multi-stage models with serial or parallel structure often called net...

Awareness of the level of river flow and its fluctuations at different times is one of the significant factor to achieve sustainable development for water resource issues. Therefore, the present study two hybrid models, Wavelet- Adaptive Neural Fuzzy Interference System (WANFIS) and Wavelet- Artificial Neural Network (WANN) are used for flow prediction of Gamasyab River (Nahavand, Hamedan, Iran...

overtaking a slow lead vehicle is a complex maneuver because of the variety of overtaking conditions and driver behavior. in this study, two novel prediction models for overtaking behavior are proposed. these models are derived based on multi-input multi-output adaptive neuro-fuzzy inference system (manfis). they are validated at microscopic level and are able to simulate and predict the future...