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127 articles for “Stochastic”
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Research ArticleOpen accessIn the keywordsComparing the Empirical and the Theoretical Probability Density of Return in which Variance Obeying Ornstein-Uhlenbeck Process at Indonesian Stock Exchange IDXDwi Satya Palupi, Eduardus Tandelilin, Arief Hermanto, Muhammad Farchani RosyidThe distribution of the probability density of a return index with stochastic volatility has been calculated. Here the stock index is assumed to follow geometric Brownian motion, while the variance is assumed to obey Ornstein-Uhlenbeck process as in Heston model. The distribution of the probability density of the return which is obtained by solving the Fokker-Planck equation of two dimensional … …American Journal of Applied Sciences, Vol. 14, Issue 9 · 17 May 2017 · 7,630 accessesView PDFCite
Research ArticleOpen accessIn the keywordsPredicting the Movement of Dentistry Students using Markov ChainEsmail Hassan Abdullatif Al-SabriDeveloping and increasing the effectiveness of any system (university system) depends on continuous evaluation and improvement using quantitative methods based on quantitative measurement and efficient mathematical models that can predict the future of the system, discover its improvement requirements and increase its effectiveness. This study is an application of the Stochastics Markov Process for students of the College of Dentistry … …Journal of Mathematics and Statistics, Vol. 18, Issue 1 · 19 Mar 2022 · 6,004 accessesView PDFCite
Research ArticleOpen accessIn the keywordsParametrical Tuning of Twisting GeneratorsAleksei F. Deon, Yulian A. MenyaevGenerators of uniformly distributed random numbers are broadly applied in simulations of stochastic processes that rely on normal and other distributions. In a point of fact, the uniform random numbers are actively used for applications that range from, modeling different phenomena such as theoretical mathematics and technical designing, to evidence-based medicine. This paper proposes a novel approach which consists of … …Journal of Computer Science, Vol. 12, Issue 8 · 7 Oct 2016 · 11,841 accessesView PDFCite
Research ArticleOpen accessIn the keywordsProcess Physics: Emergent Unified Dynamical 3-Space, Quantum and Gravity: A ReviewReginald Thomas CahillExperiments have repeatedly revealed the existence of a dynamical structured fractal 3-space, with a speed relative to the Earth of some 500 km sec-1 from a southerly direction. Experiments have ranged from optical light speed anisotropy interferometers to zener diode quantum detectors. This dynamical space has been missing from theories from the beginning of physics. This dynamical space generates a … …Physics International, Vol. 6, Issue 2 · 4 Aug 2015 · 8,518 accessesView PDFCite
Research ArticleOpen accessIn the keywordsFactor Affecting Technical Efficiency of Smallholder Rubber Farming in Northeast ThailandS. Poungchompu, S. ChantanopWith the increase of rubber production, Para rubber farmers in Northeastern Thailand have faced the limited physical and socio-economic conditions that have given rise to the improvement of technical efficiency. This study investigated the technical efficiency of Para rubber farmers. A multi-stage random sampling technique was used to collect cross sectional data on 300 farmers. The data was analyzed using … …American Journal of Agricultural and Biological Sciences, Vol. 10, Issue 2 · 24 Jun 2015 · 8,655 accessesView PDFCite
Research ArticleOpen accessIn the keywordsTIME SERIES MODELING OF MONTHLY RAINFALL IN ARID AREAS: CASE STUDY FOR SAUDI ARABIANidhal SaadaStochastic techniques are essential in planning and management of water resources systems especially in arid and semi-arid areas where water is scarce. The forecasting of future events requires identifying proper stochastic models to be used in this process. For this purpose, a Periodic ARMA (PARMA) model and a temporal disaggregation models were used in this study to investigate weather they … …American Journal of Environmental Sciences, Vol. 10, Issue 3 · 3 May 2014 · 7,207 accessesView PDFCite
Research ArticleOpen accessIn the keywordsKEY FACTORS FOR IMPROVING TECHNICAL EFFICIENCY OF UPLAND RICE PRODUCTIONThanaporn Athipanyakul, Panusak Jitsaeng, Napa Pongkapan, Piansak PakdeeFood security problems are major issues in developing countries, especially under the conditions of restricted farm resources and environmental degradation. The re-allocation of existing farm resources in the upland in order to reach a production of maximum output under given technologies and the estimated value of the technical efficiency have been important information for this purpose. The objective of this … …American Journal of Applied Sciences, Vol. 11, Issue 2 · 24 Dec 2013 · 7,291 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMinority Serving College and University Cost EfficienciesG. Thomas SavProblem statement: Higher education minority enrollment growth has far outstripped white non-minority growth in the United States. Minority serving colleges and universities have disproportionately attended to that growth and will continue to play a critical role in providing minority educational opportunities in a knowledge based and globally diverse economy. However, they will face new and challenging budgetary and managerial reforms … …Journal of Social Sciences, Vol. 8, Issue 1 · 21 Jan 2012 · 7,846 accessesView PDFCite
Research ArticleOpen accessIn the keywordsDissecting Two Approaches to Energy PricesJulius N. Esunge, Andrew Snyder-BeattieProblem statement: This research tested the viability of Geometric Brownian Motion as a stochastic model of oil prices. Approach: Using autoregressions and unit root tests, we determined that oil prices tend not to exhibit the Markov Property and thus GBM may be a problematic model. Results: Instead, oil prices seem to be mean reverting over the long run, possibly following … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 7,108 accessesView PDFCite
Research ArticleOpen accessIn the keywordsImplementation Weather-Type Models of Capacitated Arc Routing Problem via HeuristicsZuhaimy Ismail, Mohammad Fadzli RamliProblem statement: In this study, we introduced a new and real-life condition of Capacitated Arc Routing Problem (CARP), a model that represents vehicle’s operation in waste collection. In general, we studied the element of rain drops that affected the collected waste weight in total by imposed a new variable namely rainy weight age. In rainy days, the household refusals did … …American Journal of Applied Sciences, Vol. 8, Issue 4 · 18 Apr 2011 · 7,272 accessesView PDFCite