This paper presents a validation framework for collateral requirements or margins on a derivatives exchange. It can be used by investors, risk managers, and regulators to check the accuracy of a margining system. The statistical tests presented in this study are based either on the number, frequency, magnitude, or timing of margin exceedances, which are de…ned as situations in which the trading...

In this communication, hexapod tripod gaits for straightline motion and crab walking are derived. Mathematical relations that express the stability margin, the stride length, and the duty factor are formulated for straight-line motion and for crab walking, respectively. The derived results provide tripod gaits of the hexapod for walking with a prescribed stability margin either over perfect ter...

Recently, tuning the weights of the rules in Fuzzy Rule-Base Classification Systems is researched in order to improve the accuracy of classification. In this paper, a margin-based optimization model, inspired by Support Vector Machine classifiers, is proposed to compute these fuzzy rule weights. This approach not only  considers both accuracy and generalization criteria in a single objective fu...

abstract marketing element’s contrastive behaviors toward price risk had considerable effect on marketing margin in a way that transferring increase in price to final consumer, reduces purchasing power and so consumption amounts of consumers. present study evaluated effective parameters on marketing margin in 2 level of ranch-processing and processing- retail of beef and lamb with consideration...

Abstract We present an approach for efficiently training Gaussian Mixture Model (GMM) by Stochastic Gradient Descent (SGD) with non-stationary, high-dimensional streaming data. Our scheme does not require data-driven parameter initialization (e.g., k-means) and can thus be trained based on a random initial state. Furthermore, the allows mini-batch sizes as low 1, which are typical streaming-dat...

Two maximization problems of Rényi entropy rate are investigated: the maximization over all stochastic processes whose marginals satisfy a linear constraint, and the Burg-like maximization over all stochastic processes whose autocovariance function begins with some given values. The solutions are related to the solutions to the analogous maximization problems of Shannon entropy rate.

This study examines the effect of quantity sold (sales volume) on profitability market participating smallholder farmers in northern Ghana. Market participation has been shown to be important for increasing incomes and improving production efficiency farm households but still remains low SSA. While agribusiness development experts generally advocate more intensive participation, it is not clear...