A multiplicative model for volume and volatility

We first present prima facie evidence for the predictions generated by the mixture of distributions hypothesis, using daily German stock returns and their corresponding daily trading volumes and number of trades. These last two variables are used as proxies for the stochastic rate of information arrival when one wishes to explain GARCH effects by adhering to the mixture of distributions hypothesis. We show that there is no need for these proxies when the stochastic rate of information arrival follows an inverted gamma distribution. Daily trading volume and the daily number of trades, however, empirically provide an explanation for the occurrence of conditional heteroskedasticity of the GARCH form. We estimate several specifications where daily trading volume is included in the conditional variance equation additively and multiplicatively. The new multiplicative specification clearly outperforms the additive specification.     

Cauchy Integral Formulae in Quaternionic Hermitean Clifford Analysis

The theory of complex Hermitean Clifford analysis was developed recently as a refinement of Euclidean Clifford analysis; it focusses on the simultaneous null solutions, called Hermitean monogenic functions, of two Hermitean Dirac operators constituting a splitting of the traditional Dirac operator. In this function theory, the fundamental integral representation formulae, such as the Borel?CPompeiu and the Clifford?CCauchy formula have been obtained by using a (2 ×?2) circulant matrix formulation. In the meantime, the basic setting has been established for so-called quaternionic Hermitean Clifford analysis, a theory centred around the simultaneous null solutions, called q-Hermitean monogenic functions, of four Hermitean Dirac operators in a quaternionic Clifford algebra setting. In this paper we address the problem of establishing a quaternionic Hermitean Clifford?CCauchy integral formula, by following a (4?× 4) circulant matrix approach.     

Hlder Norm Estimate for a Hilbert Transform in Hermitean Clifford Analysis

A Hilbert transform for Hlder continuous circulant (2 × 2) matrix functions, on the d-summable (or fractal) boundary Γ of a Jordan domain Ω in R2n , has recently been introduced within the framework of Hermitean Clifford analysis. The main goal of the present paper is to estimate the Hlder norm of this Hermitean Hilbert transform. The expression for the upper bound of this norm is given in terms of the Hlder exponents, the diameter of Γ and a specific d-sum (d d) of the Whitney decomposition of Ω. The result is shown to include the case of a more standard Hilbert transform for domains with left Ahlfors-David regular boundary.     

Multi-vector Spherical Monogenics, Spherical Means and Distributions in Clifford Analysis

New higher-dimensional distributions have been introduced in the framework of Clifford analysis in previous papers by Brackx, Delanghe and Sommen. Those distributions were defined using spherical co-ordinates, the ＂finite part＂ distribution Fp x＋^μ on the real line and the generalized spherical means involving vector-valued spherical monogenics. In this paper, we make a second generalization, leading to new families of distributions, based on the generalized spherical means involving a multivector-valued spherical monogenic. At the same time, as a result of our attempt at keeping the paper self-contained, it offers an overview of the results found so far.     

Strategic oscillation for the capacitated hub location problem with modular links

The capacitated single assignment hub location problem with modular link capacities is a variant of the classical hub location problem in which the cost of using edges is not linear but stepwise, and the hubs are restricted in terms of transit capacity rather than in the incoming traffic. We propose a metaheuristic algorithm based on strategic oscillation, a methodology originally introduced in the context of tabu search. Our method incorporates several designs for constructive and destructive algorithms, together with associated local search procedures, to balance diversification and intensification for an efficient search. Computational results on a large set of instances show that, in contrast to exact methods that can only solve small instances optimally, our metaheuristic is able to find high-quality solutions on larger instances in short computing times. In addition, the new method, which joins tabu search strategies with strategic oscillation, outperforms the previous tabu search implementation.     

An effective modeling and solution approach for the generalized independent set problem

The generalized independent set (GIS) problem was first introduced by Hochbaum and Pathria (Forest Sci 43(4), 544–554, 1997) and independently explored in greater detail by Hochbaum (Manage Sci 50(6), 709–123, 2004). This problem, with applications in forest management and a variety of related areas, is a generalization of the classical maximum independent set problem. In this paper we highlight a natural, nonlinear formulation for the problem that is an attractive alternative to the linear model found in the literature. The effectiveness of this alternative formulation is demonstrated by computational experience on test problems of varying size and density, disclosing a dramatic reduction in the time to obtain optimal and near optimal solutions and an ability to solve much larger problems.     

Social systems analysis

We present a model of social systems as special types of games in extensive form in which perception and learned strategies play an important role. We discuss personality, emotions, and the relation of utility to Maslow's hierarchy of values. We also formulate a new class of games, partially cooperative games, and attempt to define a solution concept for these.     

Prediction of Gear Dynamics Using Fast Fourier Transform of Static Transmission Error*

ABSTRACT

An analytical computer simulation procedure for dynamic modeling of low-contact-ratio spur gear systems is presented. The procedure computes the gear static transmission error and uses a Fast Fourier Transform (FFT) to generate its frequency spectrum at various tooth profile modifications. The dynamic loading response of an unmodified (perfect involut) gear pair is compared with that of gears with profile modifications. Correlations are found between several profile modifications and the resulting dynamic loads. An effective error, obtained from frequency domain anal     

Computing the boxicity of a graph by covering its complement by cointerval graphs

If $\text{F}$ is a family of sets, its intersection graph has the sets in $\text{F}$ as vertices and an edge between two sets if and only if they overlap. This paper investigates the concept of boxicity of a graph G, the smallest n such that G is the intersection graph of boxes in Euclidean n-space. The boxicity, b(G), was introduced by Roberts in 1969 and has since been studied by Cohen, Gabai, and Trotter. The concept has applications to niche overlap (competition) in ecology and to problems of fleet maintenance in operations research. These applications will be described briefly. While the problem of computing boxicity is in general a difficult problem (it is NP-complete), this paper develops techniques for computing boxicity which give useful bounds. They are based on the simple observation that b(G)≤k if and only if there is an edge covering of $\text{G}$ by spanning subgraphs of $\text{G}$, each of which is a cointerval graph, the complement of an interval graph (a graph of boxicity ≤1.).     

The spectra of nonnegative integer matrices via formal power series

We characterize the possible nonzero spectra of primitive integer matrices (the integer case of Boyle and Handelman's Spectral Conjecture). Characterizations of nonzero spectra of nonnegative matrices over and follow from this result. For the proof of the main theorem we use polynomial matrices to reduce the problem of realizing a candidate spectrum to factoring the polynomial as a product where the 's are polynomials in satisfying some technical conditions and is a formal power series in . To obtain the factorization, we present a hierarchy of estimates on coefficients of power series of the form to ensure nonpositivity in nonzero degree terms.