This paper employs a general non-linear analysis tool to analyse the nature of time series associated with the price (returns) of a particular company in Tehran Stock Exchange. It is shown that the behavior of the process associated with the price (returns) time-series of this company is weakly chaotic, and due to the non-random behavior of the process, short term prediction of stock price is p...

translation is an active process in which a meaning is transferred from a source to a target language. during this process, meaning must have accordance with two main semantic sub-systems: signification and evaluation. signification is related to a signified unit of a linguistic sign and its encompassing properties known as seme. however, evaluation includes a range of different actualizations ...

Modeling and analysis of future prices has been hot topic for economic analysts in recent years. Traditionally, the complex movements in the prices are usually taken as random or stochastic process. However, they may be produced by a deterministic nonlinear process. Accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. Nonlinear ...

This paper employs a general non-linear analysis tool to analyse the nature of time series associated with the price (returns) of a particular company in Tehran Stock Exchange. It is shown that the behavior of the process associated with the price (returns) time-series of this company is weakly chaotic, and due to the non-random behavior of the process, short term prediction of stock price is p...

In this thesis we present two methods for the pricing and hedging of cliquet options with global floor and/or cap within a Black-Scholes market model with fixed dividends and time dependent volatilities and interest rates. The first is a Fourier transform method giving integral formulas for the price and the greeks. A numerical integration scheme is proposed for the evaluation of these formulas...

Perrin et al. (1995) and Geubelle and Rice (1995) have introduced a spectral method for numerical solution of twoand three-dimensional elastodynamic fracture problems. The method applies for ruptures confined to a plane separating homogeneous elastic half spaces. In this method, the physical variables, such as the traction components of stress and displacement discontinuity on the rupture plane...

Abstract 1: CMAQ is a numerical air quality model which gives concentration of various air pollutants at several different scales. Our main interest is to model the conditional distribution of high resolution output (96 by 96 in space,576 hours) given low resolution output (24 by 24 in space, 576 hours). By a Haar Wavelet Packet Transform of high resolution output for each hour, we naturally li...

  In this article, Non radial method of dynamic DEA with the parallel network structure is presented and is used for calculation of relative efficiency measures when inputs and outputs do not change equally. In this model, DMU divisions under evaluation have been put together in parallel. But its dynamic structure is assumed in series. Since in real applications there are undesirable inputs an...