A Currency Forward Contract. by Kamil, Anton Abdulbasah, Khor, Lian Peng

“…The aim of the paper is to present one out of conceivable approaches to problems of foreign exchange rates and subsequently forward contracts on them Our approach based on stochastic analysis, provides an untraditional view of the issues. …”
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Global optimization methods for urban road network design problems by Liu, Haoxiang

“…However, due to the inherent characteristic of stochastic optimization method, global solution cannot be guaranteed. …”
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Quantum Inference Protocol : from origination to application by Ho, Matthew Shu Hui

“…We are at the interface of two hot research areas – modelling of stochastic processes with causal models in quantitative science, and quantum simulation on real quantum devices. …”
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Deep splitting method for parabolic PDEs by Beck, Christian, Becker, Sebastian, Cheridito, Patrick, Jentzen, Arnulf, Neufeld, Ariel

“…We test the method on different examples from physics, stochastic control and mathematical finance. In all cases, it yields very good results in up to 10,000 dimensions with short run times.…”
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Parallel agent-based demographic simulation by Malhotra, Rahul

“…Traditionally, demographic simulators have focused on representing populations as aggregations sharing similar characteristics, while using stochastic models to simulate changes in their numbers. …”
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Interference management and subchannel selection in femtocells by Jagadheesan Vignesh

“…Two methods, namely the best response and the stochastic best response, are suggested in this dissertation. …”
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Efisiensi usahatani melon di kecamatan wedi kabupaten klaten=Efficiency of Melon Farm at Kecamatan Wedi in Kabupaten by Perpustakaan UGM, i-lib

“…Technical Efficiency analyzed by frontier stochastic production function type of Cobb-Douglas, Allocation Efficiency by marginal value product compare with the price of input, Economic Efficiency rating analyzed by frontier stochastic unit output price profit function type Cobb-Douglas. …”

Explaining satisficing through risk aversion by Permana, Yudistira

“…I consider two special cases of the EU preferences: CRRA and CARA; and I combine these with two different stories for the stochastic specification of errors: beta and normal. …”
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Weighted Watson-Crick Automata by Mohd Tamrin, Mohd Izzuddin, Turaev, Sherzod, Tengku Sembok, Tengku Mohd

“…However, they cannot be used as suitable DNA based computational models for molecular stochastic processes and fuzzy processes that are related to important practical problems such as molecular parsing, gen disease detection, and food authentication. …”
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Optimization of dynamic carousel circuit for droneport airside operations under weather uncertainty by Zeng, Yixi, Ky, Gregoire, Wu, Yu, Duong, Vu N.

“…The finding of this study shows that such approach can be successfully applied to obtain the optimum radius for the dynamic carousel circuit with stochastic inputs. Results from the Monte Carlo simulation prove the stability of the dynamic carousel circuit under weather uncertainty and changing demand.…”
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Inexact management modeling for urban water supply systems by Xu, Y., Huang, G. H., Xu, T. Y.

“…In this study, an interval-parameter stochastic chance-constrained programming (IPSCCP) model was developed for urban water supply system. …”
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Probabilistic forecasting of residential load power for smart home by Du, Zhenyuan

“…Due to the stochastic nature of occupants’ behaviors, forecasting individual household-level residential load for smart home has been a challenging problem. …”
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WR-32AB : flooding modelling studies - use of RainSim by Koh, Jocelyn Seow Mian

“…RainSim V3 is a robust and well-tested stochastic rainfall field generator that uses a Spatial Temporal Neyman-Scott Rectangular Pulses (STNSRP) process. …”
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Efficient estimators for geometric fractional brownian motion perturbed by fractional Ornstein-Uhlenbeck process by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

“…This paper discusses an enhanced model of geometric fractional Brownian motion where its volatility is assumed to be stochastic volatility model obey fractional Ornstein-Uhlenbeck process. …”

Alternative methods to Derive the Black-Scholes-Merton Equation by Phewchean, Nattakorn, Costa, Renato, Misiran, Masnita, Lenbury, Yongwimon

“…Finally, we consider different drifts, volatilities and Wiener processes but now from n stochastic assets taking into account a fixed-income…”
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Alternative Methods to Derive the Black-Scholes-Merton Equation by Phewchean, Nattakorn, Costa, Renato, Misiran, Masnita, Lenbury, Yongwimon

“…Finally, we consider different drifts, volatilities and Wiener processes but now from n stochastic assets taking into account a fixed-income…”
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Holistic management of mobile energy storage resources in coupled power and transportation systems by Liu, Xiaochuan

“…The scheduling and management of MESSs and CDTNs are formulated as a two-stage stochastic optimization problem, where the uncertainties of traffic demands, VRE outputs and loads are depicted using scenarios. …”
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Risk-based route planning and decision making for unmanned aircraft system operations in urban environments by Pang, Bizhao

“…The route selection and departure time decisions are made in the second stage by considering stochastic risk conditions to further reduce the ground risk. …”
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Total Factor Productivity Growth, Efficiency and Technological Progress of the Malaysian Manufacturing Sector by Md Isa, Roslina

“…In this study, the methodologies of stochastic frontier production and cost are employed using microlfirm level data. …”
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Performance of STAR Virtual Trials for Diabetic and Non-Diabetic in HTAA Intensive Care Unit by Ummu Kulthum, Jamaludin, Fatimah, Dzaharudin, Normy Norfiza, A. Razak, L. H., Shah, W. Zuhriraihan, W. M. Zulkifly, Fatanah, M. Suhaimi, Azrina, Md. Ralib, Mohd Basri, Mat Nor, Christopher, G. Pretty

“…It is found that 82% of BG levels are within tar gated band for non-diabetes cohort under stochastic targeted (STAR) glycaemic control protocol. …”
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