financial companies are constantly exposed to the dangers of risk. in the last few years for various reasons, measuring value at risk (var) has become increasingly important for financial firms. the study of multiple measures of risk, var measure with a new approach provides the ground for calculation of market risk. common approaches to risk measurement due to complicated, nonlinear and changi...

Numerical simulation of large-scale dynamical systems plays a fundamental role in studying a wide range of complex physical phenomena; however, the inherent large-scale nature of the models often leads to unmanageable demands on computational resources. Model reduction aims to reduce this computational burden by generating reduced models that are faster and cheaper to simulate, yet accurately r...

Although the emergence of multivariate signals in natural sciences and engineering has emphasised the problem of signal representation, that is, whether signals are by their nature a set of independent observations or multidimensional vectorial quantities, little research has been conducted on detecting the true nature of such signals. It remains unclear, therefore, when the complex-valued appr...

Reliable estimation of the local spatial extent of neural activity is a key to the quantitative analysis of MEG sources across subjects and conditions. In association with an understanding of the temporal dynamics among multiple areas, this would represent a major advance in electrophysiological source imaging. Parametric current dipole approaches to MEG (and EEG) source localization can rapidl...

Today, architectural design process is influenced by emerging generative/parametric design tools and advanced manufacturing technologies. Powerful computational tools can be used to produce variations in design while maintaining the dependencies and relations between iterations. Generative technologies, such as genetic evolution (GE) and performance driven form seeking, are used by architects t...

The emergence of complex-valued signals in natural sciences and engineering has been highlighted in the open literature, and in cases where the signals have complex-valued representations, the complex-valued approach is likely to exhibit advantages over the more convenient real-valued bivariate one. It remains unclear, however, whether and when the complex-valued approach should be preferred ov...

The aim of ultrasonic non-destructive evaluation includes the detection and characterization of defects, and an understanding of the nature of defects is essential for the assessment of structural integrity in safety critical systems. In general, the defect characterization challenge involves an estimation of defect parameters from measured data. In this paper, we explore the extent to which de...

Parametric design, with its unique scientific and logical nature, is gradually applied in the field of landscape design. Therefore, GIS (geographic information systems) technology parametric software was to optimization traditional architecture, practical application quality discussed. The actual analysis results showed that evaluation result design had highest score 7.71 behavioral perception....

Using two sets of data, including daily prices (open, close, high and low) of all S&P 500 stocks between 1992 and 1996, we perform a satistical test of the predictive capability of candlestick patterns. Out-of-sample tests indicate statistical signiŽcance at the level of 36 standard deviations from the null hypothesis, and indicate a proŽt of almost 1% during a two-day holding period. An essent...