the purpose of this research is investigation of application of the arbitrage pricing theory and effect of unanticipated changes in a set of macroeconomic variables such as inflation rate, money supply, exchange rate, oil price, term structure and industrial production on expected security return in tehran stock exchange. in this research, data are analyzed quarterly for the period of 1997-2008...

Our approach is a departure from the procedures usually employed in the following important respects: (1) We recognize the typ ica l ly overlooked d is t inc t ion between lines and edges; f inding l ines offers s igni f icant simpl i f icat ions not available when searching for edges. (2) The perceptual pr imit ive we extract from the image to Indicate the local presence of l inear structure i...

Methods exhibiting linear scaling with respect to the size of the system, so called O(N) methods, are an essential tool for the calculation of the electronic structure of large systems containing many atoms. They are based on algorithms which take advantage of the decay properties of the density matrix. In this article the physical decay properties of the density matrix will first be studied fo...

We introduce the class of linear-rational term structure models, where the state price density is modeled such that bond prices become linear-rational functions of the current state. This class is highly tractable with several distinct advantages: i) ensures nonnegative interest rates, ii) easily accommodates unspanned factors affecting volatility and risk premiums, and iii) admits analytical s...

abstract this paper proposes an approach to find an optimum structure for educational levels of human forces. to this end, a linear programming (lp) model integrated with a social accounting matrix (sam) was employed. the integrated model was employed using the sam of golestan province of iran. it was demonstrated that when unemployment is the result of inconsistency between supply and demand f...