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  • Hindawi Journals  (20)
Type of Medium
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Year
  • 1
    In: Discrete Dynamics in Nature and Society, 2018, Vol.2018, 8 pages
    Description: This paper describes the peak, fat tail, and skewness characteristics of asset price via a Lévy process. It applies asymmetric GARCH model to depict asset price’s random volatility characteristics and builds a GARCH-Lévy option pricing model with random jump characteristics. It also uses circular maximum likelihood estimation technology to improve the stability of model parameter estimation. In order to test the model’s pricing results, we use Hong Kong Hang Seng Index (HSI) price data and its option data to carry out empirical studies. Results prove that the pricing bias of EGARCH-Lévy model is lower than that of standard Heston-Nandi (HN) model in the financial industry. For short-term, middle-term, and long-term European-style options, the pricing error of EGARCH-Lévy model is the lowest.
    Keywords: Engineering;
    ISSN: 1026-0226
    E-ISSN: 1607-887X
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  • 2
    In: Shock and Vibration, 2018, Vol.2018, 12 pages
    Description: In soft soil areas, such as the Nanjing, it is very important to quantitatively analyze the dynamic behaviors of soft soils during the metro train operation. A nonlinear coupling model of wheel-track and a finite element calculation model of tunnel and soil were established based on the mechanical character of elastic supporting block ballastless track and the actual parameters of Nanjing soft soil. The time-variant vertical acceleration of the rail, the sleepers, and the surface of the tunnel can be calculated by the models, and the frequency dependence acceleration was verified by the fast Fourier transform algorithm. A modified vibration power level for human sensitivity was used to quantify the vibration energy of each part of the system, and the impact of the parameters in the model was evaluated. The results can be applied to the metro design and construction, which also can be the guidance during the tunnel construction.
    ISSN: 1070-9622
    E-ISSN: 1875-9203
    Source: Hindawi Journals
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  • 3
    In: Computational Intelligence and Neuroscience, 2016, Vol.2016, 14 pages
    Description: Artificial immune system is one of the most recently introduced intelligence methods which was inspired by biological immune system. Most immune system inspired algorithms are based on the clonal selection principle, known as clonal selection algorithms (CSAs). When coping with complex optimization problems with the characteristics of multimodality, high dimension, rotation, and composition, the traditional CSAs often suffer from the premature convergence and unsatisfied accuracy. To address these concerning issues, a recombination operator inspired by the biological combinatorial recombination is proposed at first. The recombination operator could generate the promising candidate solution to enhance search ability of the CSA by fusing the information from random chosen parents. Furthermore, a modified hypermutation operator is introduced to construct more promising and efficient candidate solutions. A set of 16 common used benchmark functions are adopted to test the effectiveness and efficiency of the recombination and hypermutation operators. The comparisons with classic CSA, CSA with recombination operator (RCSA), and CSA with recombination and modified hypermutation operator (RHCSA) demonstrate that the proposed algorithm significantly improves the performance of classic CSA. Moreover, comparison with the state-of-the-art algorithms shows that the proposed algorithm is quite competitive.
    Keywords: Intelligence ; Recombination ; Nervous System ; Clonal Selection ; Convergence ; Hybrids ; Immune System ; Algorithms ; Computational Neuroscience ; Behavioral and Cognitive Neuroscience;
    ISSN: 1687-5265
    E-ISSN: 1687-5273
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  • 4
    In: Mathematical Problems in Engineering, 2018, Vol.2018, 9 pages
    Description: Time-varying characteristics of DC traction power supply system network structure are the key technical problem in its mathematical modeling. Based on node admittance network equation theory, this paper puts forward an optimizational mathematical modeling method of DC traction power supply system for urban mass transit, and that is to conduct automatic sequencing firstly for all the nodes on both ends of traction substation and the train according to the given rules, then arrange the nodes according to the position coordinates and save them into the arrays, and finally generate the node admittance network equation of DC traction power supply system according to the self-adaptive real-time dynamics of node arrays and input parameter documents. Simulation study indicates the rationality and correctness of optimizational mathematical modeling method of DC traction power supply system for urban mass transit.
    Keywords: Applied Sciences;
    ISSN: 1024-123X
    E-ISSN: 1563-5147
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  • 5
    In: Abstract and Applied Analysis, 2014, Vol.2014, 8 pages
    Description: This paper investigates the stabilization problem for impulsive switched systems with time delays. First, exponential stability criteria of the delayed impulsive switched systems are established by use of the Lyapunov-Krasovskii functional method. Based on these results, sufficient conditions for the existence of a guaranteed cost control are also given. Subject to these sufficient conditions, the closed-loop impulsive switched system under the guaranteed cost control law will be exponentially stable with a guaranteed cost value.
    Keywords: Applied Sciences ; Mathematics;
    ISSN: 1085-3375
    E-ISSN: 1687-0409
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  • 6
    In: Journal of Electrical and Computer Engineering, 2018, Vol.2018, 13 pages
    Description: Integrating with analysis of uncertainties, this paper presented a multiobjective optimization approach for coordinating different DG from the perspective of Distribution Network Operator (DISOPER). Aiming to three uncertain factors including fuzzy variable, random variable, and interval variable, the information entropy and interval analysis methods are adopted to construct multistate models of multisource uncertainty. The information entropy method is to convert fuzzy variable into equivalent random variable. Interval analysis method is to transform random variables into interval variables by setting a confidence level. Then plenty of simulation analysis based on the small probability event and expectation are investigated to reduce the computational burden and eliminate invalid computation. Subsequently, multiobjective formulations based on multistate are built by analyzing systematical power loss, voltage quality, reliability, and environment change provide some reference for DISOPER in dealing with access of privately owned DG units. Furthermore, based on network topology analysis and modified nondominated sorting genetic algorithm (NSGA), a combinatorial optimization method is proposed to reduce search space and solve the constructed formulations efficiently. Simulations are carried out on IEEE 37-bus systems and results are presented and discussed.
    Keywords: Algorithms – Methods;
    ISSN: 2090-0147
    E-ISSN: 2090-0155
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  • 7
    In: Mathematical Problems in Engineering, 2017, Vol.2017, 4 pages
    Description: Weihai Zhang [1] and Honglei Xu [2] and Huanqing Wang [3] and Zhongwei Lin [4] 1, College of Electrical Engineering and Automation, Shandong University of Science and Technology, Qingdao 266590, China, sdust.edu.cn 2, Department of Mathematics and Statistics, Curtin University, Perth, WA, Australia,...
    Keywords: Control Theory ; Simulation ; Expected Utility ; Inventory Control ; Algorithms ; Kalman Filters ; Steel Products ; Economic Models ; Laplace Transforms ; Neural Networks ; Stochastic Systems;
    ISSN: 1024-123X
    E-ISSN: 1563-5147
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  • 8
    In: Journal of Function Spaces, 2016, Vol.2016, 7 pages
    Description: The paper aims at establishing a fast numerical algorithm for , where is any function in the Hardy space and is the scale level. Here, is an approximation to we recently constructed by applying the multiscale transform to the Cauchy kernel. We establish the matrix expression of and find that it has the structure of a multilevel Hankel matrix. Based on the structure, a fast numerical algorithm is established to compute . The computational complexity is given. A numerical experiment is carried out to check the efficiency of our algorithm.
    Keywords: Algorithms;
    ISSN: 2314-8896
    E-ISSN: 2314-8888
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  • 9
    In: Abstract and Applied Analysis, 2013, Vol.2013, 8 pages
    Description: This paper is concerned with the boundedness and attractiveness of nonlinear switched delay systems whose subsystems have different equilibria. Some sufficient conditions which can guarantee the system’s boundedness are obtained. In addition, we work out the region where the solution will remain and furthermore the relationship between the initial function and the bounded region. Based on the new concept of attractor with switching laws, we show that the nonlinear switched delay system is attractive and then obtain the attractive region.
    Keywords: Applied Sciences ; Mathematics;
    ISSN: 1085-3375
    E-ISSN: 1687-0409
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  • 10
    In: Mathematical Problems in Engineering, 2013, Vol.2013, 12 pages
    Description: Numerous excavation practices have shown that large discrepancies exist between field monitoring data and calculated results when the conventional symmetry-plane method (with half-width) is used to design the retaining structure under asymmetrical loads. To examine the characteristics of a retaining structure under asymmetrical loads, we use the finite element method (FEM) to simulate the excavation process under four different groups of asymmetrical loads and create an integrated model to tackle this problem. The effects of strut stiffness and wall length are also investigated. The results of numerical analysis clearly imply that the deformation and bending moment of diaphragm walls are distinct on different sides, indicating the need for different rebar arrangements when the excavation is subjected to asymmetrical loads. This study provides a practical approach to designing excavations under asymmetrical loads. We analyze and compare the monitoring and calculation data at different excavation stages and find some general trends. Several guidelines on excavation design under asymmetrical loads are drawn.
    Keywords: Finite Element Method – Usage ; Excavation – Methods ; Excavation – Analysis ; Underground Areas – Design and Construction ; Urban Planning – Analysis;
    ISSN: 1024-123X
    E-ISSN: 1563-5147
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