نتایج جستجو برای: generalized harmonic model ghm
تعداد نتایج: 2268841 فیلتر نتایج به سال:
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
We provide a language for formulating a range of state space models with response densities within the exponential family. The described methodology is implemented in the R-package sspir. A state space model is specified similarly to a generalized linear model in R, and then the time-varying terms are marked in the formula. Special functions for specifying polynomial time trends, harmonic seaso...
This paper was presented at the Conference GENERALIZED FUNCTIONS 2004, Topics in PDE, Harmonic Analysis and Mathematical Physics, Novi Sad, September 22– 28, 2004
This study examines the impact of green practise (GP) antecedents—green halal supplier selection (SUPP), manufacturing (GHM), and logistics (GHL)—on supply chain performance in context food small medium enterprises (SME). The examined relationship between GP antecedent using data from 115 SME. To test proposed hypothesis, this employed quantitative methodology with a purposive sampling techniqu...
The generalized coherent states for oscillators, connected with Meixner and Meixner-Pollaczek polynomials 1 Authors dedicate this work to our friend and the colleague P.P.Kulish in connection with his 60 th birthday The investigation of the generalized coherent states for oscillator-like systems connected with given family of orthogonal polynomials is continued. In this work we consider oscil-l...
It is shown that several Hamiltonian systems possessing dynamical or hidden symmetries can be realized within the framework of Nambu’s generalized mechanics. Among such systems are the SU(n)-isotropic harmonic oscillator and the SO(4)-Kepler problem. As required by the formulation of Nambu dynamics, the integrals of motion for these systems necessarily become the so-called generalized Hamiltoni...
Some aspects of adelic generalized functions, as linear continuous functionals on the space of Schwartz-Bruhat functions, are considered. The importance of adelic generalized functions in adelic quantum mechanics is demonstrated. In particular, adelic product formula for Gauss integrals is derived, and the connection between the functional relation for the Riemann zeta function and quantum stat...
We develop polynomials in z ∈ C for which some generalized harmonic numbers are special cases at z= 0. By using the Riordan array method, we explore interesting relationships between these polynomials, the generalized Stirling polynomials, the Bernoulli polynomials, the Cauchy polynomials and the Nörlund polynomials. © 2007 Elsevier B.V. All rights reserved.
We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function, and then we study numerically the impact of time-correlated noise on the time evolution of a (1+1)-dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double...
As an special intuitionistic fuzzy set defined on the real number set, triangular intuitionistic fuzzy number (TIFN) is a fundamental tool for quantifying an ill-known quantity. In order to model the decision maker's overall preference with mandatory requirements, it is necessary to develop some Bonferroni harmonic mean operators for TIFNs which can be used to effectively intergrate the informa...
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