Computer Engineering Commons^™

Stochastic Volatility Models And Financial Risk Measures: Towards New Justifications, Hung T. Nguyen, Vladik Kreinovich, Songsak Sriboonchitta

Departmental Technical Reports (CS)

We provide theoretical justifications for the empirical successes of (1) the asymmetric heteroskedasticity models of stochastic volatility in mathematical finance and (2) Wang's distorted probability risk measures in actuarial and investment sciences, using a unified framework of symmetry groups.

Computational Geometry And Artifical Neural Networks: A Hybrid Approach To Optimal Sensor Placement For Aerospace Nde, Roberto A. Osegueda, Carlos M. Ferregut, Mary J. George, Jose M. Gutierrez, Vladik Kreinovich

Departmental Technical Reports (CS)

The ideal design of an airplane should include built-in sensors that are pre-blended in the perfect aerodynamic shape. Each built-in sensor is expensive to blend in and requires continuous maintenance and data processing, so we would like to use as few sensors as possible. The ideal formulation of the corresponding optimization problem is, e.g., to minimize the average detection error for fault locations. However, there are two obstacles to this ideal formulation:

--First, this ideal formulation requires that we know the probabilities of different fault locations etc., and there are usually not enough statistics to determine these probabilities.

--Second, even …

Sensor Placement For Aerospace Non-Destructive Evaluation (Nde): Optimization Under Fuzzy Uncertainty, Roberto A. Osegueda, Carlos M. Ferregut, Mary J. George, Jose M. Gutierrez, Vladik Kreinovich

Departmental Technical Reports (CS)

No abstract provided.

Maximum Entropy Approach To Optimal Sensor Placement For Aerospace Non-Destructive Testing, Roberto A. Osegueda, Carlos M. Ferregut, Mary J. George, Jose M. Gutierrez, Vladik Kreinovich

Departmental Technical Reports (CS)

The ideal design of an airplane should include built-in sensors that are pre-blended in the perfect aerodynamic shape. Each built-in sensor is expensive to blend in and requires continuous maintenance and data processing, so we would like to use as few sensors as possible. The ideal formulation of the corresponding optimization problem is, e.g., to minimize the average detection error for fault locations. However, there are two obstacles to this ideal formulation:

--First, this ideal formulation requires that we know the probabilities of different fault locations and the probabilities of different aircraft exploitation regimes. In reality, especially for a …

Non-Equilibrium Thermodynamics Explains Semiotic Shapes: Applications To Astronomy And To Non-Destructive Testing Of Aerospace Systems, Roberto A. Osegueda, Carlos M. Ferregut, Mary J. George, Jose M. Gutierrez, Vladik Kreinovich

Departmental Technical Reports (CS)

Proceedings of the International Conference on Intelligent Systems and Semiotics (ISAS'97), National Institute of Standards and Technology Publ., Gaithersburg, MD, 1997, pp. 378-382.

Celestial bodies such as galaxies, stellar clusters, planetary systems, etc., have different geometric shapes (e.g., galaxies can be spiral or circular, etc.). Usually, complicated physical theories are used to explain these shapes; for example, several dozen different theories explain why many galaxies are of spiral shape. Some rare shapes are still difficult to explain.

It turns out that to explain these "astroshapes", we do not need to know the details of physical equations: practically all the shapes …