Search Results - subject:"first-order model"

Permutation-weighted portfolios and the efficiency of commodity futures markets

Fernholz, Ricardo T.; Fernholz, Robert - In: Annals of finance 18 (2022) 1, pp. 81-108

Persistent link: https://www.econbiz.de/10013194634

Alternative approach to fitting first-order model to the response surface methodology

Ismail, Muhammad; Kanwal, Nazia - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 7 (2013) 1, pp. 157-165

In this paper, we present the computational procedure of the First-Order Model in Response Surface Methodology (RSM) in … a new dimension. Firstly, we fit the First-Order Model to a 2k design by applying Yates' technique to calculate the sum …

Persistent link: https://www.econbiz.de/10011938339

Alternative approach to fitting first-order model to the response surface methodology

Ismail, Muhammad; Kanwal, Nazia - In: Pakistan journal of commerce and social sciences 7 (2013) 1, pp. 157-165

Persistent link: https://www.econbiz.de/10010260207

A second-order stock market model

Fernholz, Robert; Ichiba, Tomoyuki; Karatzas, Ioannis - In: Annals of Finance 9 (2013) 3, pp. 439-454

A first-order model for a stock market assigns to each stock a return parameter and a variance parameter that depend …

Persistent link: https://www.econbiz.de/10010866532

A second-order stock market model

Fernholz, Robert; Ichiba, Tomoyuki; Karatzas, Ioannis - In: Annals of finance 9 (2013) 3, pp. 439-454

Persistent link: https://www.econbiz.de/10009776425

Asymptotical stability of multi-delayed cellular neural networks with impulsive effects

Li, Dong; Yang, Dan; Wang, Hui; Zhang, Xiaohong; Wang, … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 2, pp. 218-224

effects are investigated. Based on the method of linear matrix inequality (LMI) and parameterized first-order model …

Persistent link: https://www.econbiz.de/10010872909

New delay-dependent exponential stability criteria of BAM neural networks with time delays

Yang, Degang; Liao, Xiaofeng; Hu, Chunyan; Wang, Yong - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 5, pp. 1679-1697

network models have been presented in literature. The method, called parameterized first-order model transformation, is used …

Persistent link: https://www.econbiz.de/10011051146

Multiclass first-order simulation model to explain non-linear traffic phenomena

Ngoduy, D.; Liu, R. - In: Physica A: Statistical Mechanics and its Applications 385 (2007) 2, pp. 667-682

With the first-order traffic model of Lighthill, Whitham and Richard (LWR), many simple traffic problems can be represented analytically such as a shock formation. However, the LWR model has some deficiencies. For example, among the other things, it fails to replicate interesting non-linear...

Persistent link: https://www.econbiz.de/10010873627