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Although many theoretical methods were developed to price various derivatives, pricing deviation still remains very high. This paper provides a pragmatical option pricing method by combining skew ness and kurtosis adjusted Black-Scholes model of Corrado and Su, time series analysis and Artificial Neural Network (ANN). The empirical tests in FTSE 100 Index options show that pricing deviation calculated...
Online social networks (OSNs) currently face a significant challenge by the existence and continuous creation of fake user accounts (Sybils), which can undermine the quality of social network service by introducing spam and manipulating online rating. Recently, there has been much excitement in the research community over exploiting social network structure to detect Sybils. However, they rely on...
Among the various approaches to determine the true domain of fuzzy inference rules in the designing of fuzzy controller, the important one is to solve a system of fuzzy relation equations corresponding to the fuzzy inference sentence. In our earlier work, we gave a new method to construct the system and presented a method to solve the system when the system is consistent. But when the system is inconsistent,...
Topological relations are research focus in 3D GIS. Constructing nodes and arcs from curves, building the topological relations of these primitives with their parent geometry and other geometries, and forming the topological graph, are the basis of the calculation of topological relationship. The formal description and smallest set of topological relationships of 3D curves are given. The line segments...
In this paper, the robust tracking controllers with adaptive laws are designed for a class of nonlinear systems based on partition of unity. The results show that the tracking errors converge to a small neighborhood of zero and states in the closed-loop system are bounded via the controllers. Finally, the simulations show the validity of the method adopted in this paper.
In this paper, a novel variable-domain approach to curve evolution for image segmentation was proposed, being based on a statistical active contour model using level sets. The essential idea is to re-define the computing domain in image repeatedly, by separating the segmentation procedure into several individual phases, for images composed of an infinite number of regions. By our algorithm, the work...
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