good approximation
Good Approximation of Exponential Utility Function for Optimal Futures Hedging
... Within the optimal production and hedging decision framework, Lien compares the exponential utility function with its second order approximation under the normality distribution assumption. In this paper, we first ...
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Good Approximation of Exponential Utility Function for Optimal Futures Hedging
... Using polynomials to approximate the expected utility function is one of the important issues, see, for example, Feldstein (1969), Samuelson (1970), Levy and Markowitz (1979), Pulley (1981), Kroll, Levy, and Markowitz ...
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Scanning and Selection Methods Using Solution Boxes of Inequality
... a good approximation value with gua- ranted error bound for the area (the volume) of the set ...an approximation of the volume of S and the scanning of the complementary set I S also facili- tates ...
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Effects of Nonlinearity on Wave Propagation in Fiber Bragg Gratings
... Abstract—In this paper, we show that the solution of linear coupled mode equations (LCME) is a good approximation to that of the nonlinear coupled mode equations (NLCME) for small times, provided that the ...
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Some qualitative results for the quadratic function approximation
... Particular attention was paid to the size of the region over which this was a good approximation and to comparisons of the accuracy of the quadratic approximation with the more tradition[r] ...
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Fayet-Iliopoulos D-terms, neutrino masses and anomaly mediated supersymmetry breaking
... The AMSB contributions to the scalar masses are diagonalised to a good approximation when we transform to the fermion mass-diagonal basis; as in fact are the FI contributions to the LH s[r] ...
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Compressive Sensing Based Design of Sparse Tripole Arrays
... give an improved level of sparsity. Both broadside and off-broadside design examples have been provided to verify the effectiveness of the proposed methods. In both cases, the results show that a good ...
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A note on inertial motion
... The easy solution is obtained by using ϕ = ϕ o . It is this solution which is produced in the textbooks. It is, however, also possible to integrate the three equations in (2) by numerical methods. Figure 1 shows the two ...
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Nonneutrality of Money in Dispersion: Hume Revisited
... As in the basic model, one gets a good approximation to period-t pairwise meeting outcomes in the transitional equilibrium by substituting the value of holding zZ/Zt+1 at the start of a [r] ...
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Evaluation of the Centre Manifold Method for Limit Cycle Calculations of a Nonlinear Structural Wing
... In this study, the centre manifold is used for predicting limit cycle amplitude of a highly nonlinear system. Zero, third and fifth order manifolds are used for this purpose and since second and forth order manifold does ...
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Optimal load shedding under contingency conditions using voltage stability index for real time applications in power systems
... However, it was unable to solve non-linear problems. Modal analysis and PSO were combined to achieve optimal load shedding and voltage stability in[18].However, the proposed technique works well on Transmission networks ...
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A Note On The Theoretical Relationship Between Rank Size Rule And Rural Taluk Size Distribution
... rule is explained in the following section.. Lognormal distribution gives a good approximation to normal distribution.. Thus, the strong expected rank size rule has been satisfi[r] ...
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Elastic and Dielectric Evaluation of the Piezoelectric Response of Ferroelectrics Using Unpoled Ceramics
... The anharmonic stiffening of s 0 ( T ) is generally linear with very good approximation down to 100 K, so that it is easy to.. a) Hypothetical compliance curves obtained by varying a mat[r] ...
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Approximation of hypergeometric functions with matricial argument through their development in series of zonal polynomials
... This article tries to obtain a good approximation of this family of functions, since there are no general expressions for them, calculating zonal polynomials of high degrees and developi[r] ...
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Time-and-Angle Resolved Studies of Quantum Materials.
... [160–162,164] In this approach, which is a very good approximation for nearly free electron metals, [160] the phase space available for scattering events involving excited state elect[r] ...
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... an approximation, certain degree of accuracy is required, because it is frequently used to calculate fuel costs (which represent approximately half of the total truck ...a good approximation for ...
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The Time Adaptive Self Organizing Map for Distribution Estimation
... Abstract The feature map represented by the set of weight vectors of the basic SOM (Self-Organizing Map) provides a good approximation to the input space from which the sample vectors come. But the time- ...
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Digital Image Correlation accuracy: influence of kind of speckle and recording setup
... In strain tests, the type of speckle pattern has a strong influence on the large strain measurements. Indeed, speckle patterns made of powder underestimate the strain measurement on large strains. As the grey level ...
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Demand for petrol and tobacco in Ireland
... However, in the relevant range o f income and prices, the log linear form may provide a good approximation to demand behaviour generated by the classical approach; as Goldberger [1] poin[r] ...
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High pT jets in p¯p collisions at s=630 and 1800 GeV
... data set included 46 events that passed selection cuts and contained a central jet (! ' !- 0.7" with transverse energy greater than 375 GeV. These events were visually scanned for contamination. We defined an event ...
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