In financial markets, errors in option hedging can arise from two sources. First, the option value is a nonlinear function of the underlying; therefore, hedging is instantaneous and hedging with discrete rebalancing gives rise to error. Frequent rebalancing can be impractical due to transaction costs. Second, errors in specifying the model for the underlying price movement (model specification ...

Background: Apnea can be associated with many complications such as bradycardia, cyanosis, hypotension, hypotonia, hydrocephalus, neurologic complications, and even death. Pharmacological treatment is associated with many side effects. We aimed to investigate the effect of aromatherapy on Apnea in premature newborns. <...

Estimating option sensitivities is another quite important task in financial mathematics. In this paper, we improve the estimate of ∆ value for a vanilla European option by a robust stochastic algorithm based on quasi Monte Carlo methods and the antithetic variance reduction technique. In comparison to existing the naive Monte Carlo methods, we can improve accurate significantly by implementing...

The main objective of this assignment was to implement a Naive Bayes classifier and attempt certain improvements upon the vanilla version. A major challenge was to implement the classifier in Scala using the two libraries scalala and scalanlp. This report presents details regarding the different experiments I tried out, namely varying the smoothing parameter, feature selection, n-gram models an...

An eumelanin-inspired core derived from the natural product, vanillin (vanilla bean extract) was utilized for the synthesis of eumelanin-inspired small molecules and polymer via Sonogashira cross coupling. The materials demonstrate that the methyl 4,7-dibromo-5,6-dimethoxy-N-methyl-1H-indole-2-carboxylate core can serve as a new building block for organic semiconductors.

For a large class of vanilla contingent claims, we establish an explicit Föllmer-Schweizer decomposition when the underlying is an exponential of an additive process. This allows to provide an efficient algorithm for solving the mean variance hedging problem. Applications to models derived from the electricity market are performed.

Flavor perception arises from the central integration of peripherally distinct sensory inputs (taste, smell, texture, temperature, sight, and even sound of foods). The results from psychophysical and neuroimaging studies in humans are converging with electrophysiological findings in animals and a picture of the neural correlates of flavor processing is beginning to emerge. Here we used event-re...

Assuming a conjectural upper bound for the least prime in an arithmetic progression, we show that n-bit integers may be multiplied in O(n logn 4 ∗ n) bit operations.