This paper focuses on a nonlinear stochastic model for financial simulation and forecasting based on assumptions of multivariate stochastic correlation, with an application to the European market. We present in particular the key elements of a structured hierarchical econometric model that can be used to forecast financial and commodity markets relying on statistical and simulation methods. The...

We present some results on almost maximum distance separable (AMDS) codes and Griesmer codes of dimension 4 over F5. We prove that no AMDS code of length 13 and minimum distance 5 exists, and we give a classification of some AMDS codes. Moreover, we classify the projective strongly optimal Griesmer codes over F5 of dimension 4 for some values of the minimum distance.

Completely regular codes with covering radius ρ = 1 must have minimum distance d ≤ 3. For d = 3, such codes are perfect and their parameters are well known. In this paper, the cases d = 1 and d = 2 are studied and completely characterized when the codes are linear. Moreover, it is proven that all these codes are completely transitive.

In this paper quadratic residue codes over the ring Fp + vFp are introduced in terms of their idempotent generators. The structure of these codes is studied and it is observed that these codes share similar properties with quadratic residue codes over finite fields. For the case p = 2, Euclidean and Hermitian self-dual families of codes as extended quadratic residue codes are considered and two...

an algebraic construction for constant dimension subspace codes is called orbit code. it arises as the orbits under the action of a subgroup of the general linear group on subspaces in an ambient space. in particular orbit codes of a singer subgroup of the general linear group has investigated recently. in this paper, we consider the normalizer of a singer subgroup of the general linear group a...