Generalized estimating equation solvers in R only allow for a few pre-determined options for the link and variance functions. We provide a package, geeM, which is implemented entirely in R and allows for user specified link and variance functions. The sparse matrix representations provided in the Matrix package enable a fast implementation. To gain speed, we make use of analytic inverses of the...

this paper presents an analytical view of variance reduction by control variate technique for pricing arithmetic asian options as a financial derivatives. in this paper, the effect of correlation between two random variables is shown. we propose an efficient method for choose suitable control in pricing arithmetic asian options based on the control variates (cv). the numerical experiment shows ...

We discuss methods to quantitatively investigate the properties of correlation matrices of a financial system. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation-based trees and networks from a correlati...

Over the last years, novel low-complexity approaches to the equalization of MIMO channels have gained much attention. Thereby, methods based on lattice basis reduction are of special interest, as they achieve the optimum diversity order. In this paper, a tutorial overview on LRA equalization optimized according to the MMSE criterion is given. It is proven that applying the zero-forcing BLAST al...

We analyse the covariance of the one-dimensional mass power spectrum along lines of sight. The covariance reveals the correlation between different modes of fluctuations in the cosmic density field and gives the sample variance error for measurements of the mass power spectrum. For Gaussian random fields, the covariance matrix is diagonal. As expected, the variance of the measured one-dimension...

Ratios involving on-resonance measurements of the three-fold correlation (TC) and five-fold correlation (FC) cross-sections for which the dependence on some of the unknown spectroscopic data is eliminated are considered. Closedform expressions are derived for the statistical distributions of these ratios. Implications for bounds on the variance of matrix elements of time-reversal (T) non-invari...