Financial Markets: Very Noisy Information Processing Malik Magdon-Ismail, Alexander Nicholson and Yaser S. Abu-Mostafa Abstract| We report new results about the impact of noise on information processing, with application to nancial markets. These results quantify the tradeo between the amount of data and the noise level in the data. They also provide estimates for the performance of a learning ...

A class of finite difference methods for solving fractional diffusion equations is considered. These methods are an extension of the weighted average methods for ordinary (non-fractional) diffusion equations. Their accuracy is of order (Dx) and Dt, except for the fractional version of the Crank–Nicholson method, where the accuracy with respect to the timestep is of order (Dt) if a second-order ...

This paper considers the single factor Heath-Jarrow-Morton model for the interest rate curve with stochastic volatility. Its natural formulation, described in terms of stochastic differential equations, is solved through Monte Carlo simulations, that usually involve rather large computation time, inefficient from a practical (financial) perspective. This model turns to be Markovian in three dim...

2005;128;2166-2175 Chest Zavora, Vladislav Velimirovic, Delmer Henninger and Dennis Nicholson Philip R. Westbrook, Daniel J. Levendowski, Milenko Cvetinovic, Timothy Home Diagnose Sleep Apnea-Hypopnea in the Evaluation System: A Novel Method To Description and Validation of the Apnea Risk http://chestjournal.org/cgi/content/abstract/128/4/2166 and services can be found online on the World Wide ...

Continued fraction absorbing boundary conditions (CFABCs) are new arbitrarily high-order local absorbing boundary conditions that are highly effective in simulating wave propagation in unbounded domains. The current versions of CFABCs are developed for the non-dispersive acoustic wave equation with convex polygonal computational domains. In this paper, the CFABCs are modified through augmentati...

The electrochemical behavior of 2'-halogeno-N,N-dimethyl-4-aminoazobenzene derivatives was investigated using various polarographic and voltammetric methods. The peak potentials of these derivatives were observed to shift towards negative values along with an increase in the pH. A reduction of the azo linkage took place via two electrons at pH > 4, but four electrons at pH < 4 in aqueous-ethano...