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A Novel Cluster Based Outlier Elimination Algorithm 一种新的基于聚类的离群值消除算法
Computation Theory eJournal Pub Date : 2018-10-30 DOI: 10.2139/ssrn.3275779
Rahul Pathak, Suraj Pathak
{"title":"A Novel Cluster Based Outlier Elimination Algorithm","authors":"Rahul Pathak, Suraj Pathak","doi":"10.2139/ssrn.3275779","DOIUrl":"https://doi.org/10.2139/ssrn.3275779","url":null,"abstract":"Outlier detection ensures that the data which is used to draw conclusions is consistent and reliable. The use of this technique has far reaching impact in a wide variety of different fields. In this paper, a new method for outlier detection is explored and presented. We will aim to show how outliers are detected using a sliding window of three points in the use case of High Frequency and Low Frequency time series data. This technique will be applied to this use case and an explanation of how the outliers were categorized will be provided. Experimental results will show that the algorithm created works successfully.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124236534","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Explicit Solutions of Fuzzy Time Fractional Diffusion Equations in Double Parametric Form of Fuzzy Number 模糊数双参数形式下模糊时间分数扩散方程的显式解
Computation Theory eJournal Pub Date : 2018-07-01 DOI: 10.2139/ssrn.3270358
Hamzeh H. Zureigat, Ahmad Izani Ismail, S. Sathasivam
{"title":"Explicit Solutions of Fuzzy Time Fractional Diffusion Equations in Double Parametric Form of Fuzzy Number","authors":"Hamzeh H. Zureigat, Ahmad Izani Ismail, S. Sathasivam","doi":"10.2139/ssrn.3270358","DOIUrl":"https://doi.org/10.2139/ssrn.3270358","url":null,"abstract":"Fuzzy fractional diffusion equations are used to model certain physical phenomena. In this paper, two explicit finite difference schemes, that is the forward time centre space (FTCS) and Saulev’s scheme methods are considered for solving fuzzy time fractional diffusion equation. The time fractional derivative is defined using the Caputo formula. The fuzziness is represented using convex normalized triangular fuzzy numbers based on a double parametric form of fuzzy number. A numerical example is presented to illustrate the feasibility of the proposed methods.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"132 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125940422","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Non-Linear Stress-Strain Relation Endowed With Fractional Derivative Elements 具有分数阶导数元的非线性应力-应变关系
Computation Theory eJournal Pub Date : 2018-07-01 DOI: 10.2139/ssrn.3270345
Francesco Paolo Pinnola, G. Zavarise
{"title":"A Non-Linear Stress-Strain Relation Endowed With Fractional Derivative Elements","authors":"Francesco Paolo Pinnola, G. Zavarise","doi":"10.2139/ssrn.3270345","DOIUrl":"https://doi.org/10.2139/ssrn.3270345","url":null,"abstract":"In this paper a non-linear stress-strain relation based on an integral formulation with a power-law kernel is proposed. This constitutive law is able to reproduce both the viscoelastic behavior and the inelastic irreversible phenomenon. It is shown how the proposed stress-strain law is capable to fit experimental data obtained from tensile tests on two kind of metal alloys. Such best-fitting procedure have shown the accuracy of the proposed model and its results are compared to other ones obtained with the aid of classical non-linear constitutive law.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122396511","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Big Data and the Precision Medicine Revolution 大数据和精准医疗革命
Computation Theory eJournal Pub Date : 2018-04-17 DOI: 10.2139/ssrn.3178772
W. Hopp, Jun Li, Guihua Wang
{"title":"Big Data and the Precision Medicine Revolution","authors":"W. Hopp, Jun Li, Guihua Wang","doi":"10.2139/ssrn.3178772","DOIUrl":"https://doi.org/10.2139/ssrn.3178772","url":null,"abstract":"The big data revolution is making vast amounts of information available in all sectors of the economy including health care. One important type of data that is particularly relevant to medicine is observational data from actual practice. In comparison to experimental data from clinical studies, observational data offers much larger sample sizes and much broader coverage of patient variables. Properly combining observational data with experimental data can facilitate precision medicine by enabling detection of heterogeneity in patient responses to treatments and tailoring of health care to the specific needs of individuals. However, because it is high‐dimensional and uncontrolled, observational data presents unique methodological challenges. The modeling and analysis tools of the production and operations management field are well‐suited to these challenges and hence POM scholars are critical to the realization of precision medicine with its many benefits to society.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124574216","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 42
Mapping Scdl/Bpel to Ada for Formal Verification of the Behavioral Properties of Service-Component Architecture 将Scdl/Bpel映射到Ada，以正式验证服务组件体系结构的行为属性
Computation Theory eJournal Pub Date : 2018-03-27 DOI: 10.2139/ssrn.3594392
T. Rouis
{"title":"Mapping Scdl/Bpel to Ada for Formal Verification of the Behavioral Properties of Service-Component Architecture","authors":"T. Rouis","doi":"10.2139/ssrn.3594392","DOIUrl":"https://doi.org/10.2139/ssrn.3594392","url":null,"abstract":"The Service Component Definition Language (SCDL) and the Web Service Business Process Execution Language (WS-BPEL) are the standards de-facto used in the modeling and implementing of ServiceComponent Architecture (SCA). However, these powerful languages lack a formal foundation for the specification and verification of the SCA properties. In this study, the use of Wright formal ADL and Ada programming language was proposed to check the behavioral properties of SCDL/WS-BPEL ServiceComponent architectures. To achieve this, the mapping of SCDL/WS-BPEL to the Wright formal ADL was suggested in order to verify the standard behavioral consistency of the source description. As a second step, the target specification could be transformed into Ada to check the specific and dynamic behavioral properties of the SCDL/WS-BPEL source architecture.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"64 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133139021","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Modelling of Bitcoin Price Dynamics by the Artificial Market Algorithm 基于人工市场算法的比特币价格动态建模
Computation Theory eJournal Pub Date : 2017-10-29 DOI: 10.2139/ssrn.3072304
Y. Shimada
{"title":"A Modelling of Bitcoin Price Dynamics by the Artificial Market Algorithm","authors":"Y. Shimada","doi":"10.2139/ssrn.3072304","DOIUrl":"https://doi.org/10.2139/ssrn.3072304","url":null,"abstract":"A famous crypto-currency “Bitcoin” was invented in 2009. Since then, we have observed dramatic fluctuation of its price due to the nature of crypto-currency. In other words, the level of the fluctuation seems totally different from the ordinary financial assets like equities, interest rates and foreign exchange rates. Therefore it is afraid that the well-known framework of PDE used for those financial assets, is not suitable to express Bitcoin’s dynamics. In this article, an algorithm of artificial market simulation model, so called “150 Agents Model” is proposed to express the fluctuation of Bitcoin price. The model is composed of two types of agents, Traders and Non-Traders, who trade Bitcoin through “itayose” method. The aim of the model is not pricing Bitcoin exactly for trading. Rather it could visualize the structure implied behind the price actions. By calibrating the model to actual price fluctuation of Bitcoin, we are able to see the overall market picture composed of agents to recognize their target prices and price sensitivities as the driver of the price dynamics, to predict the range of next big fluctuation and to recognize how the change of agent’s target price and its sensitivity to the price change, affect the landscape of the price range. This model is versatile and flexible. We could add new agents, take new issued amount into consideration, express flash crush and also simulate fluctuation of ordinary financial assets like foreign exchange rates by applying a moderate range of the parameters, which could produce a kind of Elliot Wave dynamics.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"82 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-10-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123073293","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Semiparametric Estimation of Dynamic Discrete Choice Models 动态离散选择模型的半参数估计
Computation Theory eJournal Pub Date : 2016-05-26 DOI: 10.2139/ssrn.3378724
Nicholas Buchholz, M. Shum, Haiqing Xu
{"title":"Semiparametric Estimation of Dynamic Discrete Choice Models","authors":"Nicholas Buchholz, M. Shum, Haiqing Xu","doi":"10.2139/ssrn.3378724","DOIUrl":"https://doi.org/10.2139/ssrn.3378724","url":null,"abstract":"We consider the estimation of dynamic discrete choice models in a semiparametric setting, in which the per-period utility functions are known up to a finite number of parameters, but the distribution of utility shocks is left unspecified. This semiparametric setup differs from most of the existing identification and estimation literature for dynamic discrete choice models. To show identification we derive and exploit a new Bellman-like recursive representation for the unknown quantile function of the utility shocks. Our estimators are straightforward to compute; some are simple and require no iteration, and resemble classic estimators from the literature on semiparametric regression and average derivative estimation. Monte Carlo simulations demonstrate that our estimator performs well in small samples. To highlight features of this estimator, we estimate a structural model of dynamic labor supply for New York City taxicab drivers.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"151 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-05-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123382978","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 15
Human Mobility Patterns Modelling Using Cdrs 使用Cdrs的人类移动模式建模
Computation Theory eJournal Pub Date : 2016-01-30 DOI: 10.2139/ssrn.3618870
S. Behadili, C. Bertelle, Loay E. George
{"title":"Human Mobility Patterns Modelling Using Cdrs","authors":"S. Behadili, C. Bertelle, Loay E. George","doi":"10.2139/ssrn.3618870","DOIUrl":"https://doi.org/10.2139/ssrn.3618870","url":null,"abstract":"The research objectives are exploring characteristics of human mobility patterns, subsequently modelling them mathematically depending on inter-event time and traveled distances parameters using CDRs (Call Detailed Records). The observations are obtained from Armada festival in France. Understanding, modelling and simulating human mobility among urban regions is excitement approach, due to itsimportance in rescue situations for various events either indoor events like evacuation of buildings or outdoor ones like public assemblies,community evacuation in casesemerged during emergency situations, moreover serves urban planning and smart cities.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124436496","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
A Cheat Sheet for Algorithmic Trading of Investment Portfolios 投资组合算法交易的备忘单
Computation Theory eJournal Pub Date : 2013-08-01 DOI: 10.2139/ssrn.2314590
P. Beaudan
{"title":"A Cheat Sheet for Algorithmic Trading of Investment Portfolios","authors":"P. Beaudan","doi":"10.2139/ssrn.2314590","DOIUrl":"https://doi.org/10.2139/ssrn.2314590","url":null,"abstract":"These working notes on algorithmic trading are designed as an introduction to the basic equations that govern the day-to-day trading of an investment portfolio to meet a predefined strategic asset allocation. The algebraic framework applies generally to long only and long/short strategies. It incorporates the use of leverage as well as the impact of trading costs on a portfolio. The presentation of the material is based on first principles. As such it assumes an elementary knowledge of linear algebra, but no particular expertise in finance or securities trading.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"88 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123775718","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Analysis of Cortical Connectivity Using Hopfield Neural Network 用Hopfield神经网络分析皮质连通性
Computation Theory eJournal Pub Date : 2002-02-01 DOI: 10.1016/j.neucom.2004.01.181
S. Dixit, K. Mosier
{"title":"Analysis of Cortical Connectivity Using Hopfield Neural Network","authors":"S. Dixit, K. Mosier","doi":"10.1016/j.neucom.2004.01.181","DOIUrl":"https://doi.org/10.1016/j.neucom.2004.01.181","url":null,"abstract":"","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126979042","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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