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Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/310195
Description: Strategic asset allocation is discussed in a discrete-time economy, where the rates of return from asset classes are explained in terms of some observable and hidden factors. We extend the existing mo ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/269703
Description: Array comparative genomic hybridization (aCGH) is one of the techniques that can be used to detect copy number variations in DNA sequences. It has been identified that abrupt changes in the human geno ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/271664
Description: The two-dimensional Helmholtz equation with Dirichlet's boundary conditions is rigorously solved for multiple arbitrary profiled cylinders. This describes the wave diffraction of E-polarized electroma ... More
Reviewed: Reviewed
Authors: Ma, Jun
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/269719
Description: Image reconstruction is a key component in many medical imaging modalities. The problem of image reconstruction can be viewed as a special inverse problem where the unknown image pixel intensities are ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/267417
Description: A detailed explanation of a mathematically rigorous method for numerical simulation of scalar wave diffraction by bodies and infinitely thin screens of revolution is given. The method reduces the diff ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/312278
Description: We compare the delta lenses, also known as d-lenses, of Diskin et al. with the c-lenses, known to be equivalent to opfibrations, already studied by the authors. Contrary to expectation a c-lens is a d ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/231380
Description: This paper analyses scalar scattering and diffraction from ensembles of coaxial axi-symmetric closed or open screens that are arbitrarily shaped. Plane wave and complex point source excitations are ex ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/267431
Description: A numerical study of the scattering of an E-polar-ised plane wave by an infinite cylindrical structure, on which an impedance boundary condition is enforced, is described. It employs an integral equat ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/231406
Description: Exact absorbing conditions are used in electrodynamics of nonsine waves for truncating the domain of computation when replacing an open initial boundary value problem by a modified problem formulated ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/213744
Description: This article discusses the pricing of derivatives in a continuous-time, hidden Markov-modulated, pure-jump asset price model. The hidden Markov chain modulating the pure-jump asset price model describ ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/213757
Description: We investigate the pricing of both European and American-style options when the price dynamics of the underlying risky assets are governed by a Markov-modulated constant elasticity of variance process ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/231422
Description: A rigorous solution for the scattering problem of a braided cylindrical shield due to an incident plane wave is presented. The scattering problem is solved using the semi-analytic Method of Regulariza ... More
Reviewed: Reviewed
Authors: Penev, S | Prvan, T
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/291200
Description: Structural equation models seek to find causal relationships between latent variables by analysing the mean and the covariance matrix of some observable indicators of the latent variables. Under a mul ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/267460
Description: Using the Method of analytical regularization, we rigorously solve scattering of E-polarized plane waves obliquely incident on a finite number of individually arbitrary shaped perfectly conducting cyl ... More
Reviewed: Reviewed
Authors: Marschner, Ian C
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/280519
Description: The Stochastic EM algorithm is a Monte Carlo method for approximating the regular EM algorithm in missing data situations where the E step is intractable. It produces a stationary Markov chain iterati ... More
Reviewed: Reviewed