This paper proposes a method for detecting geomagnetic sudden commencement (SC) from a geomagnetic horizontal (H) component b y using lifting wavelet lters. Lifting wavelet lters are biorthog-onal wavelet lers containing free parameters. Our method is to learn such free parameters based on some training signals which c o n tain the SC. The learnt w avelet lters have the feature of training sign...

We prove a symmetry relationship between floating-strike and fixed-strike Asian options for assets driven by general Lévy processes using a change of numéraire and the characteristic triplet of the dual process. We apply the same technique to prove a similar relationship between floating-strike and fixed-strike lookback options.

tion of techniques: chopping down the methodology jungle. Abstract In this article we discuss formalisation of techniques in the context of Information System Development methodologies. When such methodologies are developed, the primary goal is applicability. After the methodology has proven itself in practice, the methodology will be applied in more sophisticated situations, pushing the method...

Background: Investigations of running gait among barefoot and populations have revealed a diversity of foot strike behaviors, with some preferentially employing a rearfoot strike (RFS) as the foot touches down while others employ a midfoot strike (MFS) or forefoot strike (FFS). Here, we report foot strike behavior and joint angles among traditional Hadza hunter-gatherers living in Northern Tanz...

We consider the problem of finding bounds on the value of fixed-strike and floatingstrike Asian options. A good lower bound for both types was derived in Rogers & Shi (1995). We provide an alternative derivation, which leads to a simpler expression for the bound, and also to the bound given by Curran (1992) for fixed-strike options; we derive an analogous bound for floating-strike options. Comb...