Journal: Mathematical and Computer Modelling

Found 566 papers in total
Long-term dynamics of chromosomal instability in cancer: A transition probability model
Long-term dynamics of chromosomal instability in cancer: A transition probability model
2001,
A stochastic model of chromosomal instability has been previously developed which has...
Model for the occurrence of bone tumors in beagles
Model for the occurrence of bone tumors in beagles
2001,
A three-stage model for the induction of bone tumors in beagles from single injections...
A stereological method for the analysis of cellular lesions in tissue sections using three-dimensional cellular automata
A stereological method for the analysis of cellular lesions in tissue sections using three-dimensional cellular automata
2001,
A simple three-dimensional cellular automaton with random asynchrone single-site...
Role and results of statistical methods in protein fold class prediction
Role and results of statistical methods in protein fold class prediction
2001,
Statistical methods of discrimination and classification are used for the prediction...
Dynamics of global supply chain supernetworks
Dynamics of global supply chain supernetworks
2003,
In this paper, we develop a framework for the modelling, analysis, and computation of...
Multicriteria support for construction bidding
Multicriteria support for construction bidding
2001,
While profit maximization is one important objective in this decision domain, other...
Approximate reduction of multiregional birth–death models with fast migration
Approximate reduction of multiregional birth–death models with fast migration
2002,
In this work, we deal with the reduction of time discrete model for a population...
A note on equilibria for abstract economies
A note on equilibria for abstract economies
2001,
In this paper, we use new fixed-point results in Fréchet spaces to generalize...
Box–triangular multiobjective linear programs for resource allocation with application to load management and energy market problems
Box–triangular multiobjective linear programs for resource allocation with application to load management and energy market problems
2003,
Models for multicriteria resource allocation are constructed with the specific...
Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
2001,
We investigate the main properties of high-frequency exchange rate data in the setting...
Asymmetric Laplace laws and modeling financial data
Asymmetric Laplace laws and modeling financial data
2001,
Asymmetric Laplace laws form a subclass of geometric stable distributions, the...
Fractional moment estimation of Linnik and Mittag–Leffler parameters
Fractional moment estimation of Linnik and Mittag–Leffler parameters
2001,
It is shown that Linnik and Mittag–Leffler distributions are geometric stable...
Safety-first analysis and stable Paretian approach to portfolio choice theory
Safety-first analysis and stable Paretian approach to portfolio choice theory
2001,
In this paper, we present some characterizations of efficient sets using the...
Classification rules for stable distributions
Classification rules for stable distributions
2001,
Often one is interested in identifying whether the financial market for a commodity...
Testing the stable Paretian assumption
Testing the stable Paretian assumption
2001,
We propose a computationally simple method for testing whether an independent,...
Estimation of stable spectral measures
Estimation of stable spectral measures
2001,
We present two new estimators of a stable special measure. One is based on the...
Margrabe's option to exchange in a Paretian-stable subordinated market
Margrabe's option to exchange in a Paretian-stable subordinated market
2001,
This paper derives the formula for a European option to exchange one asset for another...
The GARCH-stable option pricing model
The GARCH-stable option pricing model
2001,
An option pricing model is developed based on a generalized autoregressive conditonal...
The impact of stationarity assessment on studies of volatility and value-at-risk
The impact of stationarity assessment on studies of volatility and value-at-risk
2001,
Recent research on volatility of asset returns demonstrates that model innovations...
Stable modeling of value at risk
Stable modeling of value at risk
2001,
The value-at-risk (VAR) measurements are widely applied to estimate exposure to market...
Analyzing the potential of a firm: an operations research approach
Analyzing the potential of a firm: an operations research approach
2002,
An approach to analyzing the potential of a firm, which is understood as the firm's...
Modelling inpatient length of stay by a hierarchical mixture regression via the expectation maximization algorithm
Modelling inpatient length of stay by a hierarchical mixture regression via the expectation maximization algorithm
2003,
The modelling of inpatient length of stay (LOS) has important implications in health...
Foreign reserve crisis and the Korean industrial structure – A computable general equilibrium (CGE) approach
Foreign reserve crisis and the Korean industrial structure – A computable general equilibrium (CGE) approach
2001,
A dynamic CGE model is used to investigate the major characteristics of the evolution...
Estimation of survival based on proportional hazards when cure is a possibility
Estimation of survival based on proportional hazards when cure is a possibility
2001,
Inference based on the proportional hazards model is discussed in the presence of...
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