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We studied the application of gradient based optimization methods for calibrating stochastic volatility models. In this study, the algorithmic differentiation is proposed as a novel approach for Greeks computation. The “payoff function independent” feature of algorithmic differentiation offers a unique solution cross distinct models. To this end, we derived, analysed and compared Monte Carlo estimators...
In order to depict a more accurate workspace boundary of planar robot manipulator, an improved numerical method is proposed in the paper. The algorithm searches boundary points of workspace from both axes, and connects these points in turn to form a closed curve. A robot manipulator is taken as an example, and least-square is applied to compare the errors of both workspaces which are generated by...
Dual arm robots are essential to dexterity and broaden greatly the types of activities the robot can achieve. Exact computation of the boundary shape and volume or area of dual arm robot workspace is very important for its optimum design and application. In the paper, a ground experimental system of a dual arm space robot in two-dimension was illustrated, and the kinematic model of the both arms was...
Exact computation of the workspace of robot manipulator is very important for its optimum design and application. Some analytical methods were proposed to study three dimensional (3D) workspace of robot manipulator. Unfortunately, these methods are not suitable from engineering standpoint due to their complexities in mathematics. In the paper, an integrated approach based on numerical calculation...
The workspace of a robot is an important criterion in evaluating manipulator geometry and kinematic performance. A systematical approach was presented in the paper to computing the shape and size of the workspace of planar robot manipulator. Firstly, a novel algorithm based on the Monte Carlo method was proposed to depict the boundary curves of robot workspace. Then, two methods for calculating area...
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