Nowadays, the regime switching model has become a popular model in mathematical finance and actuarial science. The market is not complete when the model has regime switching. Thus, pricing the regime switching risk is an important issue. In Naik (1993), a jump diffusion model with two regimes is studied. In this paper, we extend the model of Naik (1993) to a multi-regime case. We present a trin...

We numerically investigate the dynamical behavior of the fractional-order Chua’s system. By utilizing the multistep generalized differential transform method MSGDTM , we find that the fractional-order Chua’s system with “effective dimension” less than three can exhibit chaos as well as other nonlinear behavior. Numerical results are presented graphically and reveal that the multistep generalize...

In order to investigate the effects of the hypnotic state a standardized hypnosis session was conducted with 144 subjects in a controlled laboratory study. The induction of a hypnotic trance in the German version of the Harvard Group Scale of Hypnotic Susceptibility (HGSHS:A by Shor and Orne, 1962) was tape-recorded and used as the treatment. The HGSHS:A seems to be a reliable measure of sugges...

ABSTRACT We propose an effective method for clustering unknown speech utterances based on their associated speakers. The method jointly optimizes the generated clusters and the required number of clusters by estimating and minimizing the Rand index. The metric reflects the clustering errors that arise when utterances from the same speaker are placed in different clusters; or when utterances fro...

Here we introduce the concept of special effect curve which permits to study, from a different point of view, special linear systems in P, i.e. linear system with general multiple base points whose effective dimension is strictly greater than the expected one. In particular we study two different kinds of special effect: the α−special effect is defined by requiring some numerical conditions, wh...

Measuring formant frequencies in speech signals is indispensable for the search and technically problematic. Accurate measurement of formant frequencies is important in many studies of speech perception and production. Unfortunately, there is no totally effective method to allow good valuations of these frequencies. This paper presents a comparative study of two techniques of speech parameteriz...

Term translation probabilities proved an effective method of semantic smoothing in the language modelling approach to information retrieval tasks. In this paper, we use Generalized Latent Semantic Analysis to compute semantically motivated term and document vectors. The normalized cosine similarity between the term vectors is used as term translation probability in the language modelling framew...

The ROC (Receiver Operating Chracteristic) curves are frequently used for different diagnostic purposes. There are several different approaches how to find the suitable estimate of the ROC curve in binormal model. The effective methods which can be used when the sample sizes are small are still very demanded in different applications. In the paper the binormal model is assumed and the parametri...

View Materialization is an effective method to increase query efficiency in a data warehouse. However, one encounters the problem of space insufficiency if all possible views are materialized in advance. Reducing query time by means of selecting a proper set of materialized views with a lower cost is crucial for efficient data warehousing. In addition, the costs of data warehouse creation, quer...

Wavelet transform is an effective method of image fusion. But the decomposition level is an important factor which affects the image fusion effect and computing complexity. By using some evaluation methods of image fusion, such as entropy, standard deviation, mutual information, and quality measure methods was proposed by Wang & Bovik and Xing. Evaluation of image fusion was implemented with di...