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May 26, 2020Open Access
In order to improve the reliability of busbar protection, a new fast busbar protection algorithm based on active power and extreme learning machine is proposed. By performing S-transformation on the fault voltage and current traveling wave, the active power amplitude within 0.1 ms after the fault is obtained. Simulate different fault types in the busbar area and build a bus fault feature vector sample set. The intelligent model of fault learning of extreme learning machine is established, and th...
Aug 02, 2019Open Access
This report is about modeling a European Option in general when the stock price process is being driven by geometric Brownian motion (gBm). The volatility parameter is used as an example of a basic estimator and simulated values of geometric Brownian motion hence exploring some of the properties that improve the accuracy of an estimator. The theory is then extended to estimate the volatility from real data by using t ...
Jun 05, 2019Open Access
Cryptocurrencies are a mean of executing online transactions. They use a variety of cryptographic techniques to secure and verify these transactions, which are functionally supported by the Blockchain platform. Blockchain is a continuously growing, distributed ledger of files that contains all transactions between users of cryptocurrencies in a verifiable and permanent manner. It consists of blocks that are connected and secured c ...
Oct 17, 2016Open Access
Stock market networks
commonly involve uncertainty, and the theory of soft sets emerges as a powerful
tool to handle it. In this study, we present a soft analogue of the
differential of a vibrational potential function acting on a stock market
network as vibrational force. For this purpose, we first study the vibrational
potential function operating on each vertex by using the Laplacian of the
neighborhood graph, then applied the ...
May 24, 2016Open Access
In this paper, we consider a discrete time insurance risk model, in which
insurance and financial risks jointly follow a bivariate generalized FGM
distribution. Assuming that every convex combination of the marginal distributions
of insurance and financial risks belongs to strongly
regular variation class, we derive some asymptotic equivalence formulas for
these probabilities with both finite and infinite time horizons, all in the ...
Jan 29, 2016Open Access
This article provides partial mathematical analysis of Amartya Sen’s
published paper “Peasants and Dualism with or without Surplus Labor”. This
paper may provide useful illustrations of the applications of mathematics to
economics. Here, three portions of Sen’s paper “the simplest model, production
for a market response and to withdrawal of labor” are discussed in some
details. Results of the study are given in mathematical formulations with
physical interpretations. An attempt is taken here to ...
Apr 17, 2015Open Access
In this paper we present an alternative approach for the solution of the
Black-Scholes partial differential equation for European call option which pays
dividend yield using the modified Mellin transform method. The approach used in
this paper does not require variables transformation. We also extend the
modified Mellin transform method for the valuation of European call option
which pays dividend yield. The numerical results show that the modified Mellin
transform is accurate, mutually consiste...
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