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Firdaniza Firdaniza, Budi Nurani Ruchjana, Diah Chaerani and Jaziar Radianti
Information diffusion, information spread, and influencers are important concepts in many studies on social media, especially Twitter analytics. However, literature overviews on the information diffusion of Twitter analytics are sparse, especially on the...
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Weiping Wu, Lifen Wu, Ruobing Xue and Shan Pang
This paper revisits the dynamic MV portfolio selection problem with cone constraints in continuous-time. We first reformulate our constrained MV portfolio selection model into a special constrained LQ optimal control model and develop the optimal portfol...
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Brandon Rumberg, Spencer Clites, Haifa Abulaiha, Alexander DiLello and David Graham
Floating-gate (FG) transistors are a primary means of providing nonvolatile digital memory in standard CMOS processes, but they are also key enablers for large-scale programmable analog systems, as well. Such programmable analog systems are often designe...
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Guglielmo D?Amico, Philippe Regnault, Stefania Scocchera and Loriano Storchi
In this paper, we apply information theory measures and Markov processes in order to analyse the inequality in the distribution of the financial risk in a pool of countries. The considered financial variables are sovereign credit ratings and interest rat...
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Guglielmo D?Amico, Philippe Regnault, Stefania Scocchera and Loriano Storchi
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Zi-Yi Guo
Pág. 507 - 512
The so-called ?foreign exchange rate determination puzzle? has been a hard topic in international finance for several decades. The puzzle illustrates the weak explanatory power of macroeconomic-based models of the nominal exchange rate fluctuations. We i...
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Thomas Poufinas
Transaction-cost models in continuous-time markets are considered. Given that investors decide to buy or sell at certain time instants, we study the existence of trading strategies that reach a certain final wealth level in continuous-time markets, under...
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Haroldo Valetin Ribeiro, Roberto Rossato, Angel Akio Tateishi, Ervin Kaminski Lenzi, Renio Mendes dos Santos
Pág. 201 - 206
We investigate how it is possible to obtain different diffusive regimes from the Continuous Time Random Walk (CTRW) approach performing suitable changes for the waiting time and jumping distributions in order to get two or more regimes for the same diffu...
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José Antonio Núñez,Elizabeth Ortega Benítez
As an extension of the article by Núñez, De la Cruz and Ortega (2007), differentparametric models with jumps are tested with the methodology developed by Ait-Sahalia and Peng (2006), based on the transition function. Data analyzed are the peso-dolla...
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Holger Boche, Yannik N. Böck, Ullrich J. Mönich and Frank H. P. Fitzek
This article compares two methods of algorithmically processing bandlimited time-continuous signals in light of the general problem of finding ?suitable? representations of analog information on digital hardware. Albeit abstract, we argue that this probl...
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Irina Kochetkova, Kseniia Leonteva, Ibram Ghebrial, Anastasiya Vlaskina, Sofia Burtseva, Anna Kushchazli and Konstantin Samouylov
Fifth-generation (5G) networks provide network slicing capabilities, enabling the deployment of multiple logically isolated network slices on a single infrastructure platform to meet specific requirements of users. This paper focuses on modeling and anal...
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Jinghua Li, Ruipu Dong and Wenhao Huang
In cruise ship manufacturing, it is common practice for prefabricated modular cabin units (PMCU) to be assembled in the workshop and transported to a designated installation location on board the ship. This paper proposed a Radau pseudospectral method ba...
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Donggeun You, Hyunwoo Heo, Hyungseup Kim, Yongsu Kwon, Sangmin Lee and Hyoungho Ko
A portable two-electrode ECG monitoring application.
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Jihwan Kim, Ung Jon and Hyeongcheol Lee
In this paper, we propose an analytic solution of state-constrained optimal tracking control problems for continuous-time linear time-invariant (CT-LTI) systems that are based on model-based prediction, the quadratic penalty function, and the variational...
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Francesco Cannarile, Michele Compare, Piero Baraldi, Francesco Di Maio and Enrico Zio
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Murali Krishna Gumma, Prasad S. Thenkabail and Andrew Nelson
Mapping irrigated areas of a river basin is important in terms of assessing water use and food security. This paper describes an innovative remote sensing based vegetation phenological approach to map irrigated areas and then the differentiates the groun...
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Thomas Le Mézo, Luc Jaulin, Damien Massé and Benoit Zerr
In this paper, we show that a basic fixed point method used to enclose the greatest fixed point in a Kleene algebra will allow us to compute inner and outer approximations of invariant-based sets for continuous-time nonlinear dynamical systems. Our contr...
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Csaba Budai, László L. Kovács
Pág. 176 - 181
This paper investigates the stability of a digitally controlled pendulum with Coulomb friction as primary source of dissipation. We focus on the stabilizing effect of friction against vibrations due to the otherwise unstable parameter settings, and we sh...
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Iphigenia Keramitsoglou, Panagiotis Sismanidis, Olga Sykioti, Vassilios Pisinaras, Ioannis Tsakmakis, Andreas Panagopoulos, Argyrios Argyriou and Chris T. Kiranoudis
A new satellite-enabled interoperable service has been developed to provide high spatiotemporal and continuous time series of Growing Degree Days (GDDs) at the field. The GDDs are calculated from MSG-SEVIRI data acquired by the EUMETCast station operated...
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