Quantitative research

Quantitative Finance Research Centre Quantitative F Inance Research Centre Quantitative Finance Research Centre

In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance of different groups of variables. We present new randomized multilevel algorithms to tackle this integration problem and prove upper bounds for their randomi...

Quantitative Finance Research Centre Quantitative F Inance Research Centre Quantitative Finance Research Centre

In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes of the Heston (1993) type. We derive the associated partial differential equation (PDE) of the option price using hedging arguments and Ito’s lemma. An integral expression for the general solution of the PDE is presented b...

Quantitative Finance Research Centre Quantitative F Inance Research Centre

Quantitative Assessment of Muscle Fatigue for FES Research Studies

Background: Muscle fatigue is an important issue in neuromuscular rehabilitation. Better control of this phenomenon would result in better prevention of its consequent physiological damages.Objective: To provide a mathematical representation of muscle fatigue as a function of time.Methods: We conducted this study by combining the EMG-based estimation methods of muscle activation with the availa...

Systematic Review of Quantitative and Qualitative Research on Divorce Factors

Background: Divorce has always been one of the five main issues in the country and one of the criteria for community health. Therefore the purpose of this study is to investigate quantitative and qualitative researches on the factors affecting divorce through systematic review. Method: The research community includes all the quantitative and qualitative articles published (2006-2016) regarding...