This paper develops a simple new methodology to test for asset integration and applies it to the Japanese stock market. The technique is tightly based on a general intertemporal asset-pricing model, and relies on estimating and comparing expected risk-free rates across assets. Expected risk-free rates are allowed to vary freely over time, constrained only by the fact that they are equal across ...

Abstract. One of the most fruitful advances in the field of experimental mathematics has been the development of practical methods for very high-precision numerical integration, a quest initiated by Keith Geddes and other researchers in the 1980s and 1990s. These techniques, when coupled with equally powerful integer relation detection methods, have resulted in the analytic evaluation of many i...

Two papers recently published in Celestial Mechanics (Krasinsky 2006, and Krasinsky and Vasilyev 2006) have presented a model for Earth-rotation variations, called ERA-2005, based on numerical integration of a new set of equations for the rotation of a deformable Earth followed by a fit of the results of the integration to VLBI data. These papers claimed that this model was superior to any othe...

Four verification test problems are presented for checking the conceptual development and computational implementation of calculations to determine the probability of loss of assured safety (PLOAS) in temperaturedependent systems with multiple weak links (WLs) and strong links (SLs). The problems are designed to test results obtained with the following definitions of loss of assured safety: (i)...

This paper provides an algorithm for constructing numerical solutions of variable coefficient problems in a semi-infinite medium. Using sine Fourier transform an integral expression of the solution is found. Then numerical integration and the numerical solution of certain underlying differential equations are used to establish the algorithm.

In this contribution to the theory of lattice rules for multidimensional numerical integration, we first establish bounds for various efficiency measures which lead to the conclusion that in the search for efficient lattice rules one should concentrate on lattice rules with large first invariant. Then we prove an existence theorem for efficient lattice rules of rank 2 with prescribed invariants...

The articles are listed in the order of their appearance in the appendix. In the summary the mathematical background of the problems treated in this thesis is described, and the research articles are discussed in detail. of New South Wales in Sydney. I would like to thank the colleagues in these places for their hospitality. Furthermore, I would like to acknowledge support from the DFG under th...

In this paper, we will derive several error inequalities for a quadrature formula with a parameter, which will not only provide some generalizations of the known results, but also give some other interesting quadrature formulae as special cases. Furthermore, sharp upper and lower error bounds for the double error inequalities are obtained. Applications in numerical integration are also given. ©...

The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and accurate estimates of posterior marginals and also to be a valuable tool in practice via the R-package R-INLA. In this paper we formalize new developments in the R-INLA package and show how these features greatly extend the scope of models that can be analyzed by this interface. We al...

The purpose of this paper is to derive quadrature estimates on compact, homogenous manifolds embedded in Euclidean spaces, via energy functionals associated with a class of group-invariant kernels which are generalizations of zonal kernels on the spheres or radial kernels in euclidean spaces. Our results apply, in particular, to weighted Riesz kernels defined on spheres and certain projective s...