Anomalous Diffusion In Trading Models.,
2010
Universiti Malaya
Anomalous Diffusion In Trading Models., Sidiq Mohamad Khidzir
Student Works (2010-2019)
Econophysics is an interdisciplinary research field applying the mathematical methods of statistical physics to economics and finance. It emphasizes quantitative analysis of large amounts of economic and financial data as oppose to the more philosophical approach of political economics. A popular topic studied in econophysics is the distribution of wealth.Many models have been proposed to explain the trading dynamics [12,13] leading to the distribution of wealth universally observed in many countries. A more recent topic in econophysics is the movement of money studied by Brockmann in [19,20]. In this work, we are interested in studying the relation between the distribution …
A New Perspective On Visual Word Processing Efficiency,
2010
Wright State University - Main Campus
A New Perspective On Visual Word Processing Efficiency, Joseph W. Houpt, James T. Townsend
Psychology Faculty Publications
As a fundamental part of our daily lives, visual word processing has received much attention in the psychological literature. Despite the well established perceptual advantages of word and pseudoword context using accuracy, a comparable effect using response times has been elusive. Some researchers continue to question whether the advantage due to word context is perceptual. We use the capacity coefficient, a well established, response time based measure of efficiency to provide evidence of word processing as a particularly efficient perceptual process to complement those results from the accuracy domain.
Linear Dependency For The Difference In Exponential Regression,
2010
Old Dominion University
Linear Dependency For The Difference In Exponential Regression, Indika Sathish, Norou Diawara
Mathematics & Statistics Faculty Publications
In the field of reliability, a lot has been written on the analysis of phenomena that are related. Estimation of the difference of two population means have been mostly formulated under the no-correlation assumption. However, in many situations, there is a correlation involved. This paper addresses this issue. A sequential estimation method for linearly related lifetime distributions is presented. Estimations for the scale parameters of the exponential distribution are given under square error loss using a sequential prediction method. Optimal stopping rules are discussed using concepts of mean criteria, and numerical results are presented.
Probability Models For Blackjack Poker,
2010
Old Dominion University
Probability Models For Blackjack Poker, Charlie H. Cooke
Mathematics & Statistics Faculty Publications
For simplicity in calculation, previous analyses of blackjack poker have employed models which employ sampling with replacement. in order to assess what degree of error this may induce, the purpose here is to calculate results for a typical hand where sampling without replacement is employed. It is seen that significant error can result when long runs are required to complete the hand. The hand examined is itself of particular interest, as regards both its outstanding expectations of high yield and certain implications for pair splitting of two nines against the dealer's seven. Theoretical and experimental methods are used in order …
Encryption Using Deterministic Chaos,
2010
Technological University Dublin
Encryption Using Deterministic Chaos, Jonathan Blackledge, Nikolai Ptitsyn
Articles
The concepts of randomness, unpredictability, complexity and entropy form the basis of modern cryptography and a cryptosystem can be interpreted as the design of a key-dependent bijective transformation that is unpredictable to an observer for a given computational resource. For any cryptosystem, including a Pseudo-Random Number Generator (PRNG), encryption algorithm or a key exchange scheme, for example, a cryptanalyst has access to the time series of a dynamic system and knows the PRNG function (the algorithm that is assumed to be based on some iterative process) which is taken to be in the public domain by virtue of the Kerchhoff-Shannon …
Mixture Model Clustering For Very Large Data Sets.,
2010
Universiti Malaya
Mixture Model Clustering For Very Large Data Sets., Leong Siow Hoo
Student Works (2010-2019)
This thesis develops mixture model clustering algorithms scalable to data sets that do not fit into the computer memory buffer. Two algorithms, FlexClust and FlexClustMix, are proposed for clustering very large continuous and mixed data sets respectively. The basic framework of the algorithms is to scale down data incrementally using data compression, and incorporates the later compressed data into the current model with the ability to recover new clusters that have been missed out in the earlier compressed data. It consists of three modules: 1) incremental compression, 2) detecting change in cluster structure, and 3) update of current model. In …
