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132 results for “Stochastic”
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Research ArticleOpen accessIn the abstractA MATHEMATICAL ANALYSIS OF THE INCLUSION OF INSTITUTIONAL BETTING FUNDS INTO STOCK MARKET: THE CASE OF TECHNICAL AND FUNDAMENTAL PAYOFF MODELS IN HORSERACE BETTINGCraig George Leslie Hopf, Gurudeo Anand TularamHorserace win and place returns have yet to be considered seriously as portfolio inputs in financial trading markets. However there exist technical and fundamental stochastic models of parametric and nonparametric distribution that appear to optimize expected returns from win and place investing in the horserace wagering market. In this study, a complex number optimization technique is introduced and applied to … …Journal of Mathematics and Statistics, Vol. 10, Issue 3 · 23 Aug 2014 · 6,790 accessesView PDFCite
Research ArticleOpen accessIn the abstractMULTI-STATE MODELS OF HIV/AIDS BY HOMOGENEOUS SEMI-MARKOV PROCESSZelalem Getahun DessieMulti-state stochastic models are useful tools for studying complex dynamics such as chronic diseases. The purpose of this study is to determine factors associated with the progression between different stages of the disease and to model the progression of HIV/AIDS disease of an individual patient under ART follow-up using semi-Markov processes. A sample of 1456 patients has been taken from … …Current Research in Biostatistics, Vol. 4, Issue 2 · 11 Aug 2014 · 8,209 accessesView PDFCite
Research ArticleOpen accessIn the abstractTHE ADVERSE EFFECT OF STEEL PARTICLE CONTAMINANTS ON FATIGUE LIFE OF GREASE LUBRICATED BALL BEARINGSA. Stathis, Th. Costopoulos, D. Koulocheris, K. RaptisThe rating life of ball bearings is reduced when hard particle contaminants are present in the lubricant. Usually, this life reduction is taken into account in the calculation of modified rating life by using the contamination factor through a general characterization of the lubrication conditions. However, the impact of contaminant’s variables such as size, hardness and concentration level has to … …American Journal of Applied Sciences, Vol. 11, Issue 9 · 14 Jul 2014 · 6,991 accessesView PDFCite
Research ArticleOpen accessIn the abstractTHE EFFECT OF AGRICULTURAL EXTENSION SERVICE ON THE TECHNICAL EFFICIENCY OF TEFF (ERAGROSTISTEF) PRODUCERS IN ETHIOPIAAsres Elias, Makoto Nohmi, Kumi Yasunobu et al.Teff (Eragrostistef) is a major staple food crop in Ethiopia, but smallholder teff production is characterized by persistently low average yield. A major government effort aimed at raising the productivity and competitiveness of smallholder agriculture in Ethiopia involved reforming and implementing agricultural extension service known as Participatory Demonstration and Training Extension System (PADETES). Therefore, this study investigates the effect of … …American Journal of Applied Sciences, Vol. 11, Issue 2 · 21 Dec 2013 · 9,522 accessesView PDFCite
Research ArticleOpen accessIn the abstractLoss Monitoring of Star Topology Sensor Network Based on Scheduling Algorithm for Assessing Structural Health InformationMohammud Ershadul Haque, Mohammud Fauzi Mohammud Zain, Mohammud Abdul Hannan et al.Sensor network is the new invention for assessing civil building structural health information. The new challenge to sensor network: large volume of received data, analyzing result at the computing section, patient coverage area, accuracy and reliability of the system, real time response, optimization development. To cover the entire patient region, sensor topology network is as a key characteristic of Sensor … …American Journal of Applied Sciences, Vol. 10, Issue 12 · 5 Oct 2013 · 6,726 accessesView PDFCite
Research ArticleOpen accessIn the abstractSeasonal Autoregressive Integrated Moving Average Model for Precipitation Time SeriesYan Wang, Xinghua Chang, Meng Gao, Xiyong HouPredicting the trend of precipitation is a difficult task in meteorology and environmental sciences. Statistical approaches from time series analysis provide an alternative way for precipitation prediction. The ARIMA model incorporating seasonal characteristics, which is referred to as seasonal ARIMA model was presented. The time series data is the monthly precipitation data in Yantai, China and the period is from … …Journal of Mathematics and Statistics, Vol. 8, Issue 4 · 20 Feb 2013 · 12,655 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Price Hedging Model in Dynamic MarketKuo-Wei Lin, Kuang-Jung Tseng, Szu-Cheng ChengProblem statement: Pricing is a problem when a firm has to set a price for the first time. This happens when the firm develops or acquires a new product, introduces its regular product into a new distribution or geographical area, or enters bids on the new contract work. Many companies try to set the price to maximize current profits. They … …American Journal of Applied Sciences, Vol. 9, Issue 7 · 3 Aug 2012 · 6,938 accessesView PDFCite
Research ArticleOpen accessIn the abstractImpact of Human Immune Deficiency Virus and Acquired Immune Deficiency Syndrome on Farm HouseholdsOkezie Chukwukere Austin, Athenesius Onyekanma, Amir Hussin BaharuddinProblem statement: The impact of HIV/AIDS in Africa cut across all sectors of human development and it poses serious challenge to the survival of several vulnerable poor, whose livelihood depends solely on agriculture. This study is an attempt to contribute to the understanding of HIV/AIDS by investigating household vulnerablity and its impact on production variability in farm households. Approach: A … …American Journal of Infectious Diseases, Vol. 7, Issue 2 · 17 Sep 2011 · 8,001 accessesView PDFCite
Research ArticleOpen accessIn the abstractDynamic Bandwidth Allocation for Multiple Traffic Classes in IEEE 802.16e WiMax Networks: A Petrinet ApproachS. Geetha, R. JayaparvathyProblem statement: WiMAX supports multiple types of traffic such as data, voice and video. Each flow requires a certain minimum bandwidth to achieve its QoS. Bandwidth allocation to traffic classes should be in such a way that fairness criteria is met with. Hence, we propose a dynamic bandwidth allocation mechanism to achieve fair and efficient allocation. Approach: We present a … …Journal of Computer Science, Vol. 7, Issue 11 · 6 Sep 2011 · 7,101 accessesView PDFCite
Research ArticleOpen accessIn the abstractApplication of Markov Chains to Stock TrendsKevin J. Doubleday, Julius N. EsungeProblem statement: Modeling of the Dow Jones Industrial Average is frequently attempted in order to determine trading strategies with maximum payoff. Changes in the DJIA are important since movements may affect both individuals and corporations profoundly. Previous work showed that modeling a market as a random walk was valid and that a market may be viewed as having the Markov … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 8,558 accessesView PDFCite