In this paper, we mainly discuss an empirical study of option prices under the hybrid Brownian motion model developed by [1]. In a specific case of parameters, we have a simple transition probability density function that has a fattailed feature as time passes. We show some empirical evidences that the feature of the model reflects the real market price movements in Japanese stock market. Furth...

abstract to evaluate the effect of different levels of nitrogen fertilizer on competitive ability of canola against wild mustard interference, a split plot trial based on a randomized complete block design with 3 replications was carried out. experimental treatment were amounts of nitrogen fertilizer of urea (46% nitrogen) in 4 levels (100, 150, 200 and 250 kgn/ha) and 5 wild mustard densities ...

Based on logistic regression (LR) and artificial neural network (ANN) methods, we construct an LR model, an ANN model and three types of a two-stage hybrid model. The two-stage hybrid model is integrated by the LR and ANN approaches. We predict the credit risk of China’s small and medium-sized enterprises (SMEs) for financial institutions (FIs) in the supply chain financing (SCF) by applying th...

based on the problems caused by today conventional vehicles, much attention has been put on the fuel cell vehicles researches. however, using a fuel cell system is not adequate alone in transportation applications, because the load power profile includes transient that is not compatible with the fuel cell dynamic. to resolve this problem, hybridization of the fuel cell and energy storage device...

Computational intelligence approaches have gradually established themselves as a popular tool for forecasting the complicated financial markets. Forecasting accuracy is one of the most important features of forecasting models; hence, never has research directed at improving upon the effectiveness of time series models stopped. Nowadays, despite the numerous time series forecasting models propos...

The paper presents an approach for semi-empirical (hybrid) modelling of partially unknown processes. Using the integration platform CHEOPS it is possible to integrate process unit models from different modelling tools. The method is applied to the case of an ethylene glycol process model, incorporating known unit models from general purpose modelling tools and a structured hybrid model from the...

allocation and removing of excess water from the irrigation and drainage network is one of the most important activities in the management of these networks. side weir is one of the most common structures for this purpose. study on the flow hydraulic characteristics of this structure included two parts, defining the water surface profiles and estimating the discharge coefficient. to estimate th...

in this study an empirical model which can be used to predict the rutting parameter (g*/sinδ) for neat and powder rubber modified bitumen describes. the model was developed using 36 unique powder rubber modified bitumen combinations, rubber concentrations were varied at 5% intervals between 5 and 20%. the effects of powder rubber particle size on model accuracy were also studied ultimately a mo...

One purpose of this paper is to propose the hybrid neural network models for bankruptcy prediction. The proposed hybrid neural network models are, respectively, a MDA model integrated with financial ratios, a MDA model integrated with financial ratios and intellectual capital ratios, a MDA-assisted neural network model integrated with financial ratios, and a MDA-assisted neural network model in...