Authors: M. S. Ismail, Fakhirah Alotaibi ABSTRACT In this paper, we are going to derive four numerical methods for solving the Modified Kortweg-de Vries (MKdV) equation using fourth Pade approximation for space direction and Crank Nicolson in the time direction. … Continue reading
Author: Daniel Felix Ahelegbey ABSTRACT We construct a new index of global equity market risk (EMR) using market interconnectedness and volatilities. We study the relationship between our EMR and the VIX over the last two decades. The EMR is shown … Continue reading
Authors: Maha Hamed, Ibrahim L. El-Kalla, Mohamed A. El-Beltagy, Beih S. El-desouky ABSTRACT In this paper, we introduce the study of the general form of stochastic Van der Pol equation (SVDP) under an external excitation described by Gaussian white noise. … Continue reading
Author: Fleur T. Tehrani ABSTRACT A new approach for solving polynomial equations is presented in this study. Two techniques for solving quartic equations are described that are based on a new method which was recently developed for solving cubic equations. … Continue reading
Author: Claudio Floris ABSTRACT This paper addresses the problem of the interpretation of the stochastic differential equations (SDE). Even if from a theoretical point of view, there are infinite ways of interpreting them, in practice only Stratonovich’s and Itô’s interpretations … Continue reading
Authors: Tatsuya Sekiguchi, Hiroyuki Hamada, Masahiro Okamoto ABSTRACT Systems biology requires the development of algorithms that use omics data to infer interaction networks among biomolecules working within an organism. One major type of evolutionary algorithm, genetic programming (GP), is useful … Continue reading
Authors: Pascal Stiefenhofer, Peter Giesl ABSTRACT This paper considers a dynamical system defined by a set of ordinary autonomous differential equations with discontinuous right-hand side. Such systems typically appear in economic modelling where there are two or more regimes with … Continue reading
Authors: Sami M. Al-Jaber, Iyad Saadeddin ABSTRACT In this work, Fourier-series representation of a discontinuous function is used to highlight and clarify the controversial problem of finding the value of the function at a point of discontinuity. Several physical situations … Continue reading
Authors: Kévin Duarte, Jean-Marie Monnez, Eliane Albuisson ABSTRACT We present a methodology for constructing a short-term event risk score from an ensemble predictor using bootstrap samples, two different classification rules, logistic regression and linear discriminant analysis for mixed data, continuous … Continue reading
Authors: Eric Linhart, Johannes Raabe ABSTRACT Research on strategic voting has mainly focused on electoral system effects but largely neglected the impact of different rationales of coalition formation. Based on a formal model of rational party choice and a simulation … Continue reading