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Articles 211 - 222 of 222
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A New Analytical-Approximation Formula For The Optimal Exercise Boundary Of American Put Options, Song-Ping Zhu
A New Analytical-Approximation Formula For The Optimal Exercise Boundary Of American Put Options, Song-Ping Zhu
Faculty of Informatics - Papers (Archive)
In this paper, a new analytical formula as an approximation to the value of American put options and their optimal exercise boundary is presented. A transform is first introduced to better deal with the terminal condition and, most importantly, the optimal exercise price which is an unknown moving boundary and the key reason that valuing American options is much harder than valuing its European counter- parts. The pseudo-steady-state approximation is then used in the performance of the Laplace transform, to convert the systems of partial differential equations to sys- tems of ordinary differential equations in the Laplace space. A simple …
Spin-Wave Relaxation In Diluted Magnetic Semiconductors Within The Self-Consistent Green's Function Approach, J E. Bunder, Shih-Jye Sun, Hsiu-Hau Lin
Spin-Wave Relaxation In Diluted Magnetic Semiconductors Within The Self-Consistent Green's Function Approach, J E. Bunder, Shih-Jye Sun, Hsiu-Hau Lin
Faculty of Informatics - Papers (Archive)
No abstract provided.
Stc-Mimo Block Spread Ofdm In Frequency Selective Rayleigh Fading Channels, Le Chung Tran, Xiaojing Huang, Eryk Dutkiewicz, Joe F. Chicharo
Stc-Mimo Block Spread Ofdm In Frequency Selective Rayleigh Fading Channels, Le Chung Tran, Xiaojing Huang, Eryk Dutkiewicz, Joe F. Chicharo
Faculty of Informatics - Papers (Archive)
In this paper, we expand the idea of spreading the transmitted symbols in OFDM systems by unitary spreading matrices based on the rotated Hadamard or rotated Discrete Fourier Transform (DFT) matrices proposed in the literature to apply to Space-Time Coded Multiple-Input Multiple-Output OFDM (STC-MIMO-OFDM) systems. We refer the resulting systems to as STC-MIMO Block Spread OFDM (STC-MIMO-BOFDM) systems. In the proposed systems, a multi-dimensional diversity, including time, frequency, space and modulation diversities, can be used, resulting in better bit error performance in frequency selective Rayleigh fading channels compared to the conventional OFDM systems with or without STCs. Simulations carried out …
Modelling The Induced Force Of Attraction In Electrorheological Nanofluids, Barry J. Cox, Ngamta Thamwattana, James M. Hill
Modelling The Induced Force Of Attraction In Electrorheological Nanofluids, Barry J. Cox, Ngamta Thamwattana, James M. Hill
Faculty of Informatics - Papers (Archive)
The problem of electric-field induced force between spheres is fundamental to electrorheological fluids. In this paper we summarize recent work, and in particular present an exact solution to the electrostatic problem of dielectric spheres subject to an externally applied electric field. The numerical results are compared to published experimental data and the solution is shown to accurately predict the low-frequency experimental results at all measured interstices and particularly is applicable to nanosized spheres in close proximity. This method is applicable to nonidentical spheres and results indicate a genuine maximum in the attractive force between spheres exists, which depends on relative …
Modelling A Wool Scour Bowl, James Caunce, Geoff Mercer, S. I. Barry, Timothy R. Marchant
Modelling A Wool Scour Bowl, James Caunce, Geoff Mercer, S. I. Barry, Timothy R. Marchant
Faculty of Informatics - Papers (Archive)
Wool scouring is the process of washing dirty wool after shearing. Our model simulates, using the advection-diffusion equation, the movement of contaminants within a scour bowl. The effects of varying the important parameters are investigated. Interesting, but simple, relationships are found which give insight into the dynamics of a scour bowl.
Freight Transport Cost Recovery In Australia, Philip Laird
Freight Transport Cost Recovery In Australia, Philip Laird
Faculty of Informatics - Papers (Archive)
Introduction: Recent rail and road freight tasks in Australia are indicated in Table 1. The income from rail freight services in 2002-03 was noted by the Australasian Railway Association (ARA - 2004) as $3 billion (hire and reward earnings plus the market value of ancillary freight operations). The hire and reward road freight industry income for 1999-2000 was about $18.2 billion (Australian Trucking Association, 2004).
Testing For Activation In Data From Fmri Experiments, Martina Pavlicova, Noel A. Cressie, Thomas J. Santner
Testing For Activation In Data From Fmri Experiments, Martina Pavlicova, Noel A. Cressie, Thomas J. Santner
Faculty of Informatics - Papers (Archive)
The traditional method for processing functional magnetic resonance imaging (FMRI) data is based on a voxel-wise, general linear model. For experiments conducted using a block design, where periods of activation are interspersed with periods of rest, a haemodynamic response function (HRF) is convolved with the design function and, for each voxel, the convolution is regressed on prewhitened data. An initial analysis of the data often involves computing voxel-wise two-sample t-tests, which avoids a direct specification of the HRF. Assuming only the length of the haemodynamic delay is known, scans acquired in transition periods between activation and rest are omitted, and …
A Coordinated Architecture For The Agent-Based Service Level Agreement Negotiation Of Web Service Composition, Mohan Baruwal Chhetri, Jian Lin, Sukkeong Goh, Jun Yan, Jian Ying Zhang, Ryszard Kowalczyk
A Coordinated Architecture For The Agent-Based Service Level Agreement Negotiation Of Web Service Composition, Mohan Baruwal Chhetri, Jian Lin, Sukkeong Goh, Jun Yan, Jian Ying Zhang, Ryszard Kowalczyk
Faculty of Informatics - Papers (Archive)
Recent progress in the field of Web services has made it possible to integrate inter-organizational and heterogeneous services on the Web at runtime. If a user request cannot be satisfied by a single Web service, it is (or should be) possible to combine existing services in order to fulfill the request. However, there are several challenging issues that need to be addressed before this can be realized in the true sense. One of them is the ability to ensure end-to-end QoS of a Web service composition. There is a need for a SLA negotiation system which can ensure the autonomous …
Using Spatial Audio Cues From Speech Excitation For Meeting Speech Segmentation, Eva Cheng, I. Burnett, Christian Ritz
Using Spatial Audio Cues From Speech Excitation For Meeting Speech Segmentation, Eva Cheng, I. Burnett, Christian Ritz
Faculty of Informatics - Papers (Archive)
Multiparty meetings generally involve stationary participants. Participant location information can thus be used to segment the recorded meeting speech into each speaker's 'turn' for meeting 'browsing'. To represent speaker location information from speech, previous research showed that the most reliable time delay estimates are extracted from the Hubert envelope of the linear prediction residual signal. The authors' past work has proposed the use of spatial audio cues to represent speaker location information. This paper proposes extracting spatial audio cues from the Hubert envelope of the speech residual for indicating changing speaker location for meeting speech segmentation. Experiments conducted on recordings …
Inpcm: A Network Caching Technique For Improving The Performance Of Tcp In Wireless Ad-Hoc Networks, Andrew Adinegara, W. H. O. Lau, Kwan-Wu Chin
Inpcm: A Network Caching Technique For Improving The Performance Of Tcp In Wireless Ad-Hoc Networks, Andrew Adinegara, W. H. O. Lau, Kwan-Wu Chin
Faculty of Informatics - Papers (Archive)
We propose a novel mechanism called In-Network Packet Caching Mechanism (inPCM) to address TCP's poor performance in IEEE 802.11 based multi-hop wireless networks. In particular, we address TCP's inappropriate response to bursty and location dependent errors. The key concept is the use of intermediate nodes to perform packet recovery on behalf of TCP senders, similar to the well-known Snoop TCP but adapted to work over multi-hop wireless networks. We have conducted ns-2 simulation studies over a variety of network conditions and topologies. Our results confirm InPCM's benefits to TCP in terms of delay and throughput. Moreover, it is immediately deployable …
Hadamard Matrices Constructed By Circulant And Negacyclic Matrices, Tianbing Xia, Mingyuan Xia, Jennifer Seberry, Jing Wu
Hadamard Matrices Constructed By Circulant And Negacyclic Matrices, Tianbing Xia, Mingyuan Xia, Jennifer Seberry, Jing Wu
Faculty of Informatics - Papers (Archive)
In this paper we establish a correspondence between circulant and negacyclic matrices of order n for n odd, give the definition of suitable matrices, and show several new methods for constructing compsite suitable negacyclic (circulant) matrices from base sequences and suitable negacyclic (circulant) matrices under some general conditions.
An Energy Efficient Mac-Phy Approach To Support Distributed Source Coding In Wireless Sensor Network, Wei Wang, Dongming Peng, Honggang Wang, Hamid Sharif, Tadeusz A. Wysocki, Beata J. Wysocki
An Energy Efficient Mac-Phy Approach To Support Distributed Source Coding In Wireless Sensor Network, Wei Wang, Dongming Peng, Honggang Wang, Hamid Sharif, Tadeusz A. Wysocki, Beata J. Wysocki
Faculty of Informatics - Papers (Archive)
Distributed Source Coding (DSC) based signal processing applications are ideal candidates for multirate transmissions in Wireless Sensor Network (WSN). In this paper, we propose a novel MAC-PHY approach in WSN to achieve energy efficiency using multirate desirable for the DSC based signal processing applications. Our approach is different from the common multirate research in link adaptation, the focus of which is to increase throughput based on rate adaptation derived from variable channel conditions. In the proposed approach, the redundant and inefficient communications are eliminated, yielding significant improvement of energy efficiency in WSN. Here, the minimum desirable transmission power can be …