the risk free rate of return plays a main role in financial economic theory and financial markets. due to prohibition of interest in islamic countries there is no specific financial instrument with risk free rate of return as a criterion for measuring the risk free rate of market. we apply the kalman filter to estimate this variable for financial markets in iran. the technique is based on a sta...

In agriculture Markov decision processes (MDPs) with finite state and action space are often used to model sequential decision making over time. For instance, states in the process represent possible levels of traits of the animal and transition probabilities are based on biological models estimated from data collected from the animal or herd. State space models (SSMs) are a general tool for mo...

The Stop-and-Wait protocol (SWP) has two (unbounded) parameters: the maximum sequence number (MaxSeqNo) and the maximum number of retransmissions (MaxRetrans). This paper presents an algebraic method for analysis of the SWP for all possible values of these parameters. Model checking such a system requires considering an in nite family of models, one for each combination of parameter values, and...

A noise canceling technique based on a model-based recursive processor is presented. Beginning with a canceling scheme using a reference source, it is shown how to obtain an estimate of the noise, which can then be incorporated in a recursive noise canceler. Once this is done, recursive detection and estimation schemes are developed. The approach is to model the nonstationary noise as an autore...

I create a state space within the game of ice hockey by noting which team has possession, and in what location of the rink the puck is located. This space is used to model the game as a semiMarkov process, as data from a series of games in 2004-2005 NCAA play suggest that the system cannot be modeled as a continuous time Markov process. The model is then used to determine the average number of ...

RB±ATL is an extension of ATL where it is possible to model consumption and production of several resources by a set of agents. The modelchecking problem for RB±ATL is known to be decidable. However the only available modelchecking algorithm for RB±ATL uses a forward search of the state space, and hence does not have an efficient symbolic implementation. In this paper, we consider a fragment of...

The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The mode...

We study thermodynamic state-space geometry of the black holes in string theory and M -theory. For a large number of microstates, we analyze the intrinsic state-space geometry for (i) extremal and non-extremal black branes in string theory, (ii) multi-centered black brane configurations, (iv) small black holes with fractional branes, and (v) fuzzy rings in the setup of Mathur’s fuzzballs and su...

introduction: light livestock is one of the main resources of the red meat supply. in our country, annual growth rate of light livestock production is decreased by 6.4 percent in 1383 -93. in the other words, the required input price of light livestock producing have fluctuations that have much effect on producer decisions quality. therefore, more attention to light livestock nurturing and fact...