Michael Schmuker " All models are wrong, but some models are useful. " – George E. P. Box (1979)

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...

The image logs interpretation from two wells in a fold hosting a west Iranian oil field located in the Dezful Embayment, SW Iran reveal the occurrence of two major systems of natural fractures. In the central part of the fold, the fold-related fractures include two sets of fractures trending N53°E and N34°E. In the eastern and also curved part of the fold, the strike of open fractures varies fr...

The objective of the study presented herein is to access the influence of rupture directivity on the inducement of liquefaction in loose, saturated sand. Rupture directivity is a near fault phenomenon that results in a pronounced double-sided velocity pulse in the strike normal component(s) of motion. Using the Palmgren-Miner fatigue theory, implemented for low cycle fatigue conditions, the num...