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This paper investigates the efficiency of Black-Scholes model used for valuation of call option contracts written on Eight Indian stocks quoted on NSE. It has been generally observed that the B & S Model misprices options considerably on... more
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      Standard DeviationBlack Scholes ModelAssumptions About Human NatureNull Hypotheses significance tests
Accurate prediction of burst pressure plays a central role in engineering design and integrity assessment of oil and gas pipelines. Theoretical and empirical solutions for such prediction are evaluated in this paper relative to a burst... more
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      Mechanical EngineeringEngineering DesignIntegrated assessmentPipeline
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    •   15  
      Forensic AnthropologyForensic ScienceMultidisciplinaryErotica
Murici (Byrsonima sericea) and ingá (Ingá edulis) desorption isotherms were determined by the gravimetric method at two different temperatures. Experimental data was adjusted to five sorption models of Langmuir, Oswin, Anderson, GAB and... more
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    •   9  
      ChemistryFood EngineeringModelingFood
Evapotranspiration plays a central role in the water balance of arid and semi-arid areas, as it is the major loss flux. The spatial estimation of actual evapotranspiration is thus of critical importance for hydrologic, environmental and... more
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    •   18  
      GeologyGeochemistryGeophysicsEnvironmental Management
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    •   18  
      StatisticsBiasComparative StudyApplied Economics
A prospective study was conducted at Obafemi Awolowo University Teaching Hospital Complex, Ile-Ife, Nigeria, between 3 January and 31May 2004, to compare the accuracy of clinical and ultrasonographic estimation of foetal weight at term.... more
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    •   17  
      DemographyNutrition and DieteticsHealthNigeria
We consider the fundamental problem of estimating the mean of a vector $y=X\beta+z$, where $X$ is an $n\times p$ design matrix in which one can have far more variables than observations, and $z$ is a stochastic error term--the so-called... more
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    •   9  
      Compressed SensingExperimental DesignAlgorithmOracle
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    •   8  
      EconometricsStatisticsMean square errorSplines
Abstract-Jitter is the limiting effect for high speed analog-to-digital converters with high resolution and wide digitization bandwidth, which are required in receivers in order to support high data rates. The rapid development of digital... more
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    •   6  
      Software Defined RadioSoftware RadioHigh ResolutionPower Spectrum
We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [1991, A log-linear... more
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    •   20  
      EconometricsStatisticsData AnalysisBias
In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using panel-data... more
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      Approximation TheoryStochastic ProcessEconometricsData Analysis
Solar panels are frequently used in wireless sensor nodes because they can theoretically provide quite a bit of harvested energy. However, they are not a reliable, consistent source of energy because of the Sun's cycles and the... more
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      Wireless Sensor NetworksStructural Health MonitoringEnergy ManagementEnergy Harvesting
We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [1991, A log-linear... more
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      MathematicsComputer ScienceEconometricsData Analysis
A group contribution technique is proposed t . ~ predict the coefficients in the heat capacity correlation, C, = a + bT + : + dT2 , for solid inorganic salts. The results fiom this C T work are compared with fits to experimental data fiom... more
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      EngineeringMaterials ScienceChemistryNumerical Analysis
A new methodology is developed for estimating unemployment or employment characteristics in small areas, based on the assumption that the sample totals of unemployed and employed individuals follow a multinomial logit model with random... more
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    •   19  
      EconomicsEconometricsStatisticsMean square error
Ordinal data are often modeled using a continuous latent response distribution, which is partially observed through windows of adjacent intervals de¯ned by cutpoints. In this paper we propose the beta distribution as a model for the... more
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    •   20  
      Approximation TheoryExperimental DesignAlgorithmApplied Economics
This paper is concerned with estimating the solutions of numerically ill-posed least squares problems through Tikhonov regularization. Given a priori estimates on the covariance structure of errors in the measurement data b, and a... more
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      EconometricsData AnalysisAlgorithmMeasurement Error
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    •   23  
      Environmental EngineeringCivil EngineeringWater qualitySimulation
Two approaches for downscaling and calibrating error estimates from ensemble precipitation forecasts are evaluated; the two methods are intended to be used to produce flood forecasts based on global weather forecasts in ungauged river... more
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      BiasAtmospheric sciencesCalibrationWeather
Evapotranspiration plays a central role in the water balance of arid and semi-arid areas, as it is the major loss flux. The spatial estimation of actual evapotranspiration is thus of critical importance for hydrologic, environmental and... more
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    •   18  
      GeologyGeochemistryGeophysicsEnvironmental Management
In previous work on acoustical lens effect, a model based on the annular decomposition of an axisymmetric focused piezoelectric transducer was described and found to be in agreement with FEM and experimental results. The design of a... more
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      Finite Element AnalysisBiomedical ImagingTransfer FunctionMedical Image
To assess the literature on accuracy and clinical performance of computer technology applications in surgical implant dentistry. Materials and Methods: Electronic and manual literature searches were conducted to collect information about... more
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      DentistryBiomedical EngineeringDental ImplantsLinear models
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    •   18  
      StatisticsBiasComparative StudyApplied Economics
A comprehensive, physically based model of snow accumulation, redistribution, sublimation, and melt for open and forested catchments was assembled, based on algorithms derived from hydrological process research in Russia and Canada. The... more
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      HydrometeorologySeasonalityAtmospheric sciencesLarge Scale
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      MathematicsStochastic ProcessEconometricsStatistics
The possibilities of adapting the Modern Analogs Technique (MAT) based on planktonic foraminifers for estimating sea-surface temperatures (SST) in the Mediterranean during the Pliocene are discussed in this article. The calibration... more
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      Evolutionary BiologyPalaeogeographyGeologyEcology
We develop a statistical method for discriminating and classifying multivariate nonstationary signals. It is assumed that the processes that generate the signals are characterized by their time-evolving spectral matrix-a description of... more
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      Numerical AnalysisNumerical Linear AlgebraAlgorithmRidge Regression
In order to optimize the accuracy of imaging in Gamma Knife radiosurgery using the image fusion options available in the Leksell gamma plan. Phantom images from 1.5 Tesla MRI Scan (Magnetom vision-Siemens) and Computed Tomography images... more
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      Computed TomographyImage fusionMr ImagingTreatment Planning System
Ingeniería e Investigación Universidad Nacional de Colombia revii_bog@unal.edu.co ISSN (Versión impresa): 0120-5609 COLOMBIA ... Everaldo Joaquín Montes Montes / Ramiro Torres Gallo / Ricardo David Andrade Pizarro / Omar Andrés Pérez... more
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      MathematicsPhysicsKineticsModeling
This work seeks to analyze empirically the coherence of the VaR and the Expected Shortfall by the definition of Artzner et al. (1997) at the Brazilian Stock Market (Bovespa), calculated with three methodologies: the historical simulation,... more
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      EconomicsStock MarketMean square errorHybrid Approach
The accuracy of Geosat satellite altimetry over the Greenland ice sheet is evaluated by comparing the measured heights to radar elevations from the airborne Greenland Aerogeophysics Project. At the center of the ice sheet where the ice... more
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      GeologyRemote SensingComparative StudyMultidisciplinary
The aim of this paper is to propose two new hybrid cellular techniques for mobile positioning in UMTS. Developed methods are entirely mobile-based since no modifications are required on the network side. Proposed techniques exploit signal... more
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      Base stationMean ErrorNetwork ConfigurationSignal strength
We propose a new method to estimate the cumulative hazard function and the corresponding distribution function of survival times under randomly left truncated and right censored observations (LTRC). For the density function, a new... more
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      StatisticsSurvival AnalysisEstimationCensored data
The ability of altimetry to detect extreme low pressure events and the relationship between sea level pressure and sea level anomalies during extra-tropical depressions have been investigated. Specific altimeter treatments have been... more
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    •   16  
      Analytical ChemistrySea LevelIndian OceanSensors
Context. To investigate the link between the International Celestial Reference Frame (ICRF) and its optical Hipparcos-based representation on the northern hemisphere. Aims. To present results of a pilot investigation on the astrometry of... more
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      Dust (Astronomy & Astrophysics)Standard DeviationSouthern HemisphereNorthern Hemisphere
Directional filters are not normally used as pre-filters for optical flow estimation because orientation selectivity tends to increase the aperture problem. Despite this fact, here we apply a subband decomposition using directional... more
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      Image QualityOptical FlowSegmentationDirection
Ingeniería e Investigación Universidad Nacional de Colombia revii_bog@unal.edu.co ISSN (Versión impresa): 0120-5609 COLOMBIA ... Everaldo Joaquín Montes Montes / Ramiro Torres Gallo / Ricardo David Andrade Pizarro / Omar Andrés Pérez... more
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      MathematicsPhysicsKineticsModeling
ABSTRACT
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      Global Navigation Satellite SystemsUser eXperienceArtificial SatellitesMean Error
We tested the hypothesis that the mechanism, rate, and extent of in vivo placental transfer of dideoxynucleoside drugs against human immunodeficiency virus can be predicted by the in vitro perfused human placenta and the drug... more
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      Clinical TrialBiologyForecastingMedicine
We present relative astrometric measurements of visual binaries made during the first semester of 2007, with the Pupil Interferometry Speckle camera and COronagraph (PISCO) at the 102-cm Zeiss telescope of Brera Astronomical Observatory,... more
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      PhysicsMean Error
The velocity–azimuth display (VAD) technique was designed to estimate the areal mean vertical profile of the horizontal wind above a ground-based Doppler radar. The method uses radial velocity observations under the assumption of a linear... more
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      GeologyMeteorologyAtmospheric sciencesData Collection
In this paper we assess accuracy of some commonly used estimators of upper quantiles of a right skewed distribution under both parameter and model uncertainty. In particular, for each of log-normal, log-logistic, and log-double... more
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      MathematicsApproximation TheoryEconometricsMonte Carlo Simulation
Central pattern generated walking for bipedal robots has proven to be a versatile and easily implementable solution that is used by several robot soccer teams in the RoboCup Humanoid Soccer League with great success. However, the forward... more
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      Machine LearningRoboCupMotion CaptureRobot Soccer
In selected patients undergoing epilepsy surgery, subdural electrode grids play an important role in localizing the epileptogenic zone and identifying eloquent cortex. Determining the relationship of the electrodes to underlying brain... more
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      Magnetic Resonance ImagingTreatment OutcomeBrain MappingComputer assisted orthopaedic surgery
We consider a distributed multi-agent network system where the goal is to minimize a sum of convex objective functions of the agents subject to a common convex constraint set. Each agent maintains an iterate sequence and communicates the... more
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      Applied MathematicsArtificial IntelligenceComplexityConvex Optimization
Determining a vehicle's lateral position in a highway lane is important for many applicationspreventing runoff the road accidents, determining erratic driving behavior based on vehicle motion, providing feedback to the driver under low... more
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      Image ProcessingVehicle DynamicsGlobal Positioning SystemStandard Deviation
SUMMARY: The point source recording can be decomposed into a set of plane-wave components with an arbitrary angle of propaga-tion. Such plane wave seismograms have a far simpler structure over spherical waves of the point source records,... more
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      GeophysicsMean Errorplane waves
In order to test the feasibility of cementum annulations to estimate age in humans, observer error and tooth variability in cementum ring counts were evaluated in a sample of 42 mandibular canine and first premolar pairs. Additionally,... more
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      Evolutionary BiologyArchaeologyForensicsAnthropology