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Articles 1 - 30 of 48
Full-Text Articles in Social and Behavioral Sciences
Impact Of Using Different Models In Practice - A Case Study With The Simplified Methods Of Iso 13790 Standard And Detailed Modelling Programs, Georgios Kokogiannakis, Jo Clarke, Paul Strachan
Impact Of Using Different Models In Practice - A Case Study With The Simplified Methods Of Iso 13790 Standard And Detailed Modelling Programs, Georgios Kokogiannakis, Jo Clarke, Paul Strachan
Faculty of Engineering and Information Sciences - Papers: Part A
The updated ISO 13790 Standard is part of the new set of CEN Standards that supports the European Energy Performance of Buildings Directive (EPBD) requirement for a general framework for calculation of the energy consumption of buildings. The Standard sets out procedures for space heating and cooling energy calculations, allowing the use of three different methods: a simplified monthly quasi-steady state method, a simple-hourly method and detailed simulation. This paper examines the implications of allowing different methods to be used for assessing the energy usage. The research method used was to undertake a comparison of the various methods applied to …
Kinetics Of Transfemoral Amputees With Osseointegrated Fixation Performing Common Activities Of Daily Living, Winson Lee, Laurent A. Frossard, Kerstin Hagberg, Eva Haggstrom, Rickard Branemark, John H. Evans, Mark J. Pearcy
Kinetics Of Transfemoral Amputees With Osseointegrated Fixation Performing Common Activities Of Daily Living, Winson Lee, Laurent A. Frossard, Kerstin Hagberg, Eva Haggstrom, Rickard Branemark, John H. Evans, Mark J. Pearcy
Faculty of Engineering and Information Sciences - Papers: Part A
Direct anchorage of a lower-limb prosthesis to the bone through an implanted fixation (osseointegration) has been suggested as an excellent alternative for amputees experiencing complications from use of a conventional socket-type prosthesis. However, an attempt needs to be made to optimize the mechanical design of the fixation and refine the rehabilitation program. Understanding the load applied on the fixation is a crucial step towards this goal. METHODS: The load applied on the osseointegrated fixation of nine transfemoral amputees was measured using a load transducer, when the amputees performed activities which included straight-line level walking, ascending and descending stairs and a …
Influence Of Microalloying Precipitates On Bauschinger Effect During Uoe Forming Of Line Pipe Steels, Andrii Kostryzhev, Martin Strangwood, Claire L. Davis
Influence Of Microalloying Precipitates On Bauschinger Effect During Uoe Forming Of Line Pipe Steels, Andrii Kostryzhev, Martin Strangwood, Claire L. Davis
Faculty of Engineering and Information Sciences - Papers: Part A
Large diameter steel line pipes are generally produced by cold deforming hot rolled or thermomechanically controlled rolled (TMCR) plate by the three-stage 'UOE' process. Pipe strength has been found to increase or decrease relative to the plate, depending on the steel grade and plate processing history. The strength increase is due to work hardening whereas any decrease in strength arises from the Bauschinger effect due to the reverse cold deformation of the UOE process. The steel chemistry, through the presence of strengthening microalloy precipitates, and prior processing, through the size and distribution of microalloy precipitates and the presence of retained …
A Nonlinear 1-D Case Backward Heat Problem: Regularization And Error, Dang Duc Trong, Pham Hoang Quan, Tran Vu Khanh, Nguyen Huy Tuan
A Nonlinear 1-D Case Backward Heat Problem: Regularization And Error, Dang Duc Trong, Pham Hoang Quan, Tran Vu Khanh, Nguyen Huy Tuan
Faculty of Engineering and Information Sciences - Papers: Part A
No abstract provided.
Minimising Voltage Deviation In Distribution Feeders By Otpimising Size And Location Of Distributed Generation, Kashem M. Muttaqi, Michael Negnevitsky, Gerard Ledwich
Minimising Voltage Deviation In Distribution Feeders By Otpimising Size And Location Of Distributed Generation, Kashem M. Muttaqi, Michael Negnevitsky, Gerard Ledwich
Faculty of Engineering and Information Sciences - Papers: Part A
A new emerging trend of distribution networks is to use small generating units, known as distributed generation (DG), operating in parallel with the main grid. This kind of distribution networks has enabled DG to support power systems in fulfi lling their requirements to increase power output as well as quality of power supply. In order to maximise benefi ts from the DG system, proper DG planning is necessary. The main purpose of this research is to maximise voltage support through optimal sizing and location of DG. A new methodology is developed to determine an optimal DG size and DG location …
Numerical Simulation Of Temperature Field And Thermal Stress Field Of Work Roll During Hot Strip Rolling, Chang-Sheng Li, Hai-Liang Yu, Guan-Yu Deng, Xiang-Hua Liu, Guo-Dong Wang
Numerical Simulation Of Temperature Field And Thermal Stress Field Of Work Roll During Hot Strip Rolling, Chang-Sheng Li, Hai-Liang Yu, Guan-Yu Deng, Xiang-Hua Liu, Guo-Dong Wang
Faculty of Engineering and Information Sciences - Papers: Part A
Based on the thermal conduction equations, the three-dimensional (3D) temperature field of a work roll was investigated using finite element method (FEM). The variations in the surface temperature of the work roll during hot strip rolling were described, and the thermal stress field of the work roll was also analyzed. The results showed that the highest roll surface temperature is 593 °C, and the difference between the minimum and maximum values of thermal stress of the work roll surface is 145. 7 MPa. Furthermore, the results of this analysis indicate that temperature and thermal stress are useful parameters for the …
Influence Of Dog-Bone Apex On Shape During Slab Horizontal Rolling Process, Hai-Liang Yu, Xiang-Hua Liu, Chang-Sheng Li, Guo-Dong Wang
Influence Of Dog-Bone Apex On Shape During Slab Horizontal Rolling Process, Hai-Liang Yu, Xiang-Hua Liu, Chang-Sheng Li, Guo-Dong Wang
Faculty of Engineering and Information Sciences - Papers: Part A
The deformation of slab with dog-bone shape during the horizontal rolling process was simulated using FEM, and the influences of apical dislocation of dog-bone on the slab spread as well as the minimum crop end loss and the lost width at slab head and tail were analyzed. The results show that with the increase in the apical dislocation of dog-bone (LA), the slab spread and the minimum crop end loss at slab head and tail decrease, while the lost width at slab head and tail increases. Meanwhile, the relationships of S/LA-LA, LH/LA-LA, WH/LA-LA, LT/LA-LA, and WT/LA-LA were obtained. © 2007 …
Contact Element Method With Two Relative Coordinates And Its Application To Prediction Of Strip Profile Of A Sendzimir Mill, Hai-Liang Yu, Xiang-Hua Liu, Gyoo-Taek Lee
Contact Element Method With Two Relative Coordinates And Its Application To Prediction Of Strip Profile Of A Sendzimir Mill, Hai-Liang Yu, Xiang-Hua Liu, Gyoo-Taek Lee
Faculty of Engineering and Information Sciences - Papers: Part A
A new numerical method, Contact Element Method with Two Relative Coordinates, has been developed. The main features of this method are that element meshing depends on the contact length between rolls or between the work roll and the strip, and that each element has two relative coordinates based on two separate contact objects. With this method, a program code “Setup Models for Sendzimir Mill” (SM4SM) has been developed for prediction of the strip profile of a 20-high Sendzimir mill with double AS-U-Roll systems. The strip profiles are predicted under various rolling conditions, such as the positions of AS-U racks, the …
Strategic Analysis Adaptation Assessment: An Alternative To The Storyline Scenario, Susan Krumdieck, Mohammed Imroz Sohel
Strategic Analysis Adaptation Assessment: An Alternative To The Storyline Scenario, Susan Krumdieck, Mohammed Imroz Sohel
Faculty of Engineering and Information Sciences - Papers: Part A
Scenarios of future trends are widely used by government and international agencies to inform decision-making. While story line scenarios may be useful for business or government thinking, they are not effective at informing engineering research, innovation and design, and add very little to the understanding of sustainability. This paper presents a strategic analysis approach to complex systems, which relies on identification of risks to important activities and wellbeing. This method mimics the actual processes of anthropogenic continuity, where people explore, experiment, learn from success and mistakes, and adapt and evolve. The method is applied to the case study of transportation …
Further Discussions On The Security Of A Nominative Signature Scheme, Lifeng Guo, Guilin Wang, Duncan S. Wong
Further Discussions On The Security Of A Nominative Signature Scheme, Lifeng Guo, Guilin Wang, Duncan S. Wong
Faculty of Engineering and Information Sciences - Papers: Part A
A nominative signature scheme allows a nominator (or signer) and a nominee (or veri¯er) to jointly generate and publish a signature in such a way that only the nominee can verify the signature and if nec- essary, only the nominee can prove to a third party that the signature is valid. In a recent work, Huang and Wang proposed a new nominative signature scheme which, in addition to the above properties, only allows the nominee to convert a nominative signature to a publicly veri¯able one. In ACISP 2005, Susilo and Mu presented several algorithms and claimed that these algorithms can …
Security Analysis Of Two Ultra-Lightweight Rfid Authentication Protocols, Tieyan Li, Guilin Wang
Security Analysis Of Two Ultra-Lightweight Rfid Authentication Protocols, Tieyan Li, Guilin Wang
Faculty of Engineering and Information Sciences - Papers: Part A
In this paper, we analyze the security vulnerabilities of two ultra-lightweight RFID mutual authentication protocols: LMAP and M2AP, which are recently proposed by Peris-Lopez et al.We identify two e®ective attacks, namely De-synchronization attack and Full-disclosure attack, against their protocols. The former attack can break the synchro- nization between the RFID reader and the tag in a single protocol run so that they can not authenticate each other in any following protocol runs. The latter attack can disclose all the secret information stored on a tag by interrogating the tag multiple times. Thus it compromises the tag completely. Moreover, we point …
Security Remarks On A Convertible Nominative Signature Scheme, Guilin Wang, Feng Bao
Security Remarks On A Convertible Nominative Signature Scheme, Guilin Wang, Feng Bao
Faculty of Engineering and Information Sciences - Papers: Part A
A nominative signature scheme allows a nominator (i.e. the signer) and a nominee (i.e. a designated verifier) to jointly generate and publish a signature so that only the nominee can check the validity of a nominative signature and further convince a third party to accept this fact. Recently, Huang and Wang proposed such a new scheme at ACISP 2004, and claimed that their scheme is secure under some standard computational assumptions. In this paper, we remark that their scheme is not a nominative signature in fact, since it fails to meet the crucial security requirement: verification untransferability. Specifically, we identify …
Doing It Tough: Factors Impacting On Local E-Government Mmaturity, Peter Shackleton, Linda Dawson
Doing It Tough: Factors Impacting On Local E-Government Mmaturity, Peter Shackleton, Linda Dawson
Faculty of Engineering and Information Sciences - Papers: Part A
As growing numbers of citizens seek to use the Internet to do business, governments across the world have moved into the area of electronic service delivery. For the last decade significant advancements have been made in the area of e-Government. Today, e-Government is often assumed to be wellestablished. However, ongoing support is often missing, particularly at the local government level. The multi-level nature of government often means that citizens are frustrated when accessing services that span many levels of bureaucracy. This paper describes an empirical study which explores the factors influencing local egovernment maturity and identifies the barriers, enablers, priorities …
Rqf Publication Quality Measures: Methodological Issues, John W. Lamp, Simon K. Milton, Linda Dawson, Julie Fisher
Rqf Publication Quality Measures: Methodological Issues, John W. Lamp, Simon K. Milton, Linda Dawson, Julie Fisher
Faculty of Engineering and Information Sciences - Papers: Part A
The Research Quality Framework uses Thomson-ISI citation benchmarks as its main set of objective measures of research quality. The Thomson-ISI measures rely on identifying a core set of journals in which the major publications for a discipline are to be found. The core for a discipline is determined by applying a nontransparent process that is partly based on Bradford's Law (1934). Yet Bradford was not seeking measures about quality of publications or journals. How valid then is it to base measures of publication quality on Bradford's Law? We explore this by returning to Bradford's Law and subsequent related research asking …
Kk-Theory And Spectral Flow In Von Neumann Algebras, J Kaad, R Nest, Adam C. Rennie
Kk-Theory And Spectral Flow In Von Neumann Algebras, J Kaad, R Nest, Adam C. Rennie
Faculty of Engineering and Information Sciences - Papers: Part A
We present a definition of spectral flow for any norm closed ideal J in any von Neumann algebra N. Given a path of selfadjoint operators in N which are invertible in N/J, the spectral flow produces a class in Ko(J).Given a semifinite spectral triple (A, H, D) relative to (N, t) with A separable, we construct a class [D] ? KK1(A, K(N)). For a unitary u ? A, the von Neumann spectral flow between D and u*Du is equal to the Kasparov product [u]A[D], and is simply related to the numerical spectral flow, and a refined C*-spectral flow.
Assessment Of Drucker-Prager Type Plasticity Models For Predicting The Behaviour Of Frp-Confined Concrete, T Yu, J G. Teng, Y L. Wong, S L. Dong
Assessment Of Drucker-Prager Type Plasticity Models For Predicting The Behaviour Of Frp-Confined Concrete, T Yu, J G. Teng, Y L. Wong, S L. Dong
Faculty of Engineering and Information Sciences - Papers: Part A
This paper presents a critical assessment of the ability of existing Drucker-Prager (D-P) type plasticity models to predict the behaviour of confined concrete using both experimental observations and a recent analytical model. This assessment shows that for a D-P plasticity model to succeed in predicting the behaviour of FRP-confined and other passively-confined concrete, it needs to possess the following three features: (a) a yield criterion which includes the third deviatoric stress invariant, (b) a hardening/softening rule which is dependent on the confining pressure; and (c) a flow rule which is dependent on both the confining pressure and the rate of …
The Dixmier Trace And Asymptotics Of Zeta Functions, Alan L. Carey, Adam C. Rennie, Aleksandr Sedaev, Fyodor A. Sukochev
The Dixmier Trace And Asymptotics Of Zeta Functions, Alan L. Carey, Adam C. Rennie, Aleksandr Sedaev, Fyodor A. Sukochev
Faculty of Engineering and Information Sciences - Papers: Part A
We obtain general theorems which enable the calculation of the Dixmier trace in terms of the asymptotics of the zeta function and of the trace of the heat semigroup. We prove our results in a general semi-finite von Neumann algebra. We find for p > 1 that the asymptotics of the zeta function determines an ideal strictly larger than Lp,∞ on which the Dixmier trace may be defined. We also establish stronger versions of other results on Dixmier traces and zeta functions.
Discovering Prediction Model For Environmental Distribution Maps, Ke Zhang, Huidong Jin, Nianjun Liu, Rob Lesslie, Lei Wang, Zhouyu Fu, Terry Caelli
Discovering Prediction Model For Environmental Distribution Maps, Ke Zhang, Huidong Jin, Nianjun Liu, Rob Lesslie, Lei Wang, Zhouyu Fu, Terry Caelli
Faculty of Engineering and Information Sciences - Papers: Part A
Currently environmental distribution maps, such as for soil fertility, rainfall and foliage, are widely used in the natural resource management and policy making. One typical example is to predict the grazing capacity in particular geographical regions. This paper uses a discovering approach to choose a prediction model for real-world environmental data. The approach consists of two steps: (1) model selection which determines the type of prediction model, such as linear or non-linear; (2) model optimisation which aims at using less environmental data for prediction but without any loss on accuracy. The latter step is achieved by automatically selecting non-redundant features …
Feature Subset Selection For Multi-Class Svm Based Image Classification, Lei Wang
Feature Subset Selection For Multi-Class Svm Based Image Classification, Lei Wang
Faculty of Engineering and Information Sciences - Papers: Part A
Multi-class image classification can benefit much from feature subset selection. This paper extends an error bound of binary SVMs to a feature subset selection criterion for the multi-class SVMs. By minimizing this criterion, the scale factors assigned to each feature in a kernel function are optimized to identify the important features. This minimization problem can be efficiently solved by gradient-based search techniques, even if hundreds of features are involved. Also, considering that image classification is often a small sample problem, the regularization issue is investigated for this criterion, showing its robustness in this situation. Experimental study on multiple benchmark image …
Synchrotron Radiation Computed Tomography Station At The Esrf Biomedical Beamline, C Nemoz, S Bayat, G Berruyer, T Brochard, P Coan, G Le Duc, J Keyrilainen, S Monfraix, M Renier, H Requardt, A Bravin, P Tafforeau, J F. Adam, M C. Biston, C Boudou, A M. Charvet, S Corde, H Elleaume, F Esteve, A Joubert, J Rousseau, I Tropres, M Fernandez, L Porra, P Suortti, S Fiedler, W Thomlinson
Synchrotron Radiation Computed Tomography Station At The Esrf Biomedical Beamline, C Nemoz, S Bayat, G Berruyer, T Brochard, P Coan, G Le Duc, J Keyrilainen, S Monfraix, M Renier, H Requardt, A Bravin, P Tafforeau, J F. Adam, M C. Biston, C Boudou, A M. Charvet, S Corde, H Elleaume, F Esteve, A Joubert, J Rousseau, I Tropres, M Fernandez, L Porra, P Suortti, S Fiedler, W Thomlinson
Faculty of Engineering and Information Sciences - Papers: Part A
The different tomography imaging modalities of the ESRF Medical Beamline are described and research applications are presented
Malicious Kgc Attacks In Certificateless Cryptography, Man Ho Au, Jing Chen, Joseph K. Liu, Yi Mu, Duncan S. Wong, Guomin Yang
Malicious Kgc Attacks In Certificateless Cryptography, Man Ho Au, Jing Chen, Joseph K. Liu, Yi Mu, Duncan S. Wong, Guomin Yang
Faculty of Engineering and Information Sciences - Papers: Part A
Identity-based cryptosystems have an inherent key escrow issue, that is, the Key Generation Center (KGC) always knows user secret key. If the KGC is malicious, it can always impersonate the user. Certificateless cryptography, introduced by Al-Riyami and Paterson in 2003, is intended to solve this problem. However, in all the previously proposed certificateless schemes, it is always assumed that the malicious KGC starts launching attacks (so-called Type II attacks) only after it has generated a master public/secret key pair honestly. In this paper, we propose new security models that remove this assumption for both certificateless signature and encryption schemes. Under …
Evolution Analysis Of Iterative Lmmse-App Detection For Coded Linear System With Cyclic Prefixes, Xiaojun Yuan, Qinghua Guo, Li Ping
Evolution Analysis Of Iterative Lmmse-App Detection For Coded Linear System With Cyclic Prefixes, Xiaojun Yuan, Qinghua Guo, Li Ping
Faculty of Engineering and Information Sciences - Papers: Part A
This paper is concerned with the iterative detection principles for coded linear systems with cyclic prefixes. We derive a matrix-form low-cost fast Fourier transform (FFT) based iterative LMMSE-APP detector and propose an evolution technique for the performance evaluation of the proposed detector. Numerical results show a good match between simulation and evolution prediction. ©2007 IEEE.
The Ofdm-Idma Approach To Wireless Communication Systems, Li Ping, Qinghua Guo, Jun Tong
The Ofdm-Idma Approach To Wireless Communication Systems, Li Ping, Qinghua Guo, Jun Tong
Faculty of Engineering and Information Sciences - Papers: Part A
This article outlines the basic principles of OFDM-IDMA. Comparisons with other alternative technologies such as OFDM-CDMA and OFDMA are provided. Some attractive features of OFMD-IDMA are explained, including low-cost iterative multi-user detection, flexible rate adaptation, frequency diversity, and significant advantages regarding spectral and power efficiency. © 2007 IEEE.
Performance Comparison Of Subtractive Resistive Readout With Conventional Resistive Readout For A High-Resolution Compact Gamma Camera, Y J. Qi, M J. Zhang, C L. Zhao, R F. Wojcik
Performance Comparison Of Subtractive Resistive Readout With Conventional Resistive Readout For A High-Resolution Compact Gamma Camera, Y J. Qi, M J. Zhang, C L. Zhao, R F. Wojcik
Faculty of Engineering and Information Sciences - Papers: Part A
The purpose of this study was to investigate an optimal readout for a high-resolution compact gamma camera with maximum performance in crystal element identifications. The compact camera is based on a pixellated Nal(Tl) crystal with 1.2 mm pixel size coupled to a 5" Hamamatsu R3292 PSPMT. A conventional resistive-chain readout was initially developed for the camera. Then a novel subtractive resistive readout developed was utilized to optimize the performance of the camera. The performance of the camera was evaluated by raw flood images of a 137Cs source. The results show that the conventional resistive readout results in a significant shrinkage …
Fast Encodable And Decodable Irregular Repeat Accumulate Codes From Circulant Permutation Matrices, S Tong, S Zhang, B Bai, X Wang
Fast Encodable And Decodable Irregular Repeat Accumulate Codes From Circulant Permutation Matrices, S Tong, S Zhang, B Bai, X Wang
Faculty of Engineering and Information Sciences - Papers: Part A
An approach to construct irregular repeat accumulate (RA) codes from circulant permutation matrices is presented. The constructed irregular RA codes can be encoded with shift registers and decoded in the turbo decoding fashion, which leads to a much faster convergence rate compared to the conventional full parallel decoding fashion.
Searchsleuth: The Conceptual Neighbourhood Of An Web Query, Jon Ducrou, Peter Eklund
Searchsleuth: The Conceptual Neighbourhood Of An Web Query, Jon Ducrou, Peter Eklund
Faculty of Engineering and Information Sciences - Papers: Part A
This paper presents SearchSleuth, a program developed to experiment with a form of automatic local analysis that extends the standard Web search interface to include a conceptual neighbourhood focused on a formal concept derived from the query. The conceptual neighbourhood is displayed with upper neighbours representative of a generalisation operation, and lower neighbours representative of a specialisation operation. SearchSleuth also introduces a notion of a categorisation operation, where the conceptual focus can shift to a sibling concept of the search concept.
A Study Of Hippocampal Shape Difference Between Genders By Efficient Hypothesis Test And Discriminative Deformation, Luping Zhou, Richard Hartley, Paulette Lieby, Nick Barnes, Kaarin Anstey, Nicolas Cherbuin, Perminder Sachdev
A Study Of Hippocampal Shape Difference Between Genders By Efficient Hypothesis Test And Discriminative Deformation, Luping Zhou, Richard Hartley, Paulette Lieby, Nick Barnes, Kaarin Anstey, Nicolas Cherbuin, Perminder Sachdev
Faculty of Engineering and Information Sciences - Papers: Part A
Hypothesis testing is an important way to detect the statistical difference between two populations. In this paper, we use the Fisher permutation and bootstrap tests to differentiate hippocampal shape between genders. These methods are preferred to traditional hypothesis tests which impose assumptions on the distribution of the samples. An efficient algorithm is adopted to rapidly perform the exact tests. We extend this algorithm to multivariate data by projecting the original data onto an "informative direction" to generate a scalar test statistic. This "informative direction" is found to preserve the original discriminative information. This direction is further used in this paper …
Remarks On Accessible Steady States For Some Coagulation-Fragmentation Systems, Miguel A. Herrero, Marianito R. Rodrigo
Remarks On Accessible Steady States For Some Coagulation-Fragmentation Systems, Miguel A. Herrero, Marianito R. Rodrigo
Faculty of Engineering and Information Sciences - Papers: Part A
In this paper we consider some systems of ordinary differential equations which are related to coagulation-fragmentation processes. In particular, we obtain explicit solutions of such systems which involve certain coefficients obtained by solving a suitable algebraic recurrence relation. The coefficients are derived in two relevant cases: the high-functionality limit and the Flory-Stockmayer model. The solutions thus obtained are polydisperse (that is, is different from zero for all ) and may exhibit monotonically increasing or decreasing total mass. We also solve a monodisperse case (where is different from zero but is equal to zero for all ) in the high-functionality limit. …
Sobre La Infinidad De Los Numeros Primos: Un Enfoque Topologico, Marianito Rocha Rodrigo
Sobre La Infinidad De Los Numeros Primos: Un Enfoque Topologico, Marianito Rocha Rodrigo
Faculty of Engineering and Information Sciences - Papers: Part A
Un resultado bien conocido en la teor´ıa elemental de n´umeros, usualmente atribuido a Euclides, dice que hay un n´umero infinito de primos. Existen varias demostraciones de este resultado [1, 3] pero en esta nota mostraremos en detalle el enfoque ingenioso de Furstenberg [2], que utiliza conocimientos b´asicos de topolog´ıa, por ejemplo, espacios topol´ogicos, conjuntos abiertos y conjuntos cerrados.
Recovery Of Time-Dependent Parameters Of A Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach, Marianito R. Rodrigo, Rogemar S. Mamon
Recovery Of Time-Dependent Parameters Of A Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach, Marianito R. Rodrigo, Rogemar S. Mamon
Faculty of Engineering and Information Sciences - Papers: Part A
We show that the problem of recovering the time-dependent parameters of an equation of Black-Scholes type can be formulated as an inverse Stieltjes moment problem. An application to the problem of implied volatility calculation in the case when the model parameters are time varying is provided and results of numerical simulations are presented.