Zobrazeno 11 - 20
of 187
pro vyhledávání: '"Frank P. A. Coolen"'
Publikováno v:
Communications in statistics – theory and methods, 2021, Vol.50(20), pp.4657-4684 [Peer Reviewed Journal]
In this article, we present the American option pricing procedure based on the binomial tree from an imprecise statistical aspect. Nonparametric Predictive Inference (NPI) is implemented to infer imprecise probabilities of underlying asset movements,
Publikováno v:
Proceedings of the institution of mechanical engineers, part O : journal of risk and reliability, 2020, Vol.234(2), pp.275-289 [Peer Reviewed Journal]
In this article, we present a new imprecise statistical inference method for accelerated life testing data, where nonparametric predictive inferences at normal stress levels are integrated with a parametric Arrhenius-Weibull model. The method include
Publikováno v:
Metrika, 2021, Vol.84, pp.913-925 [Peer Reviewed Journal]
This paper presents an imprecise predictive inference method for accelerated life testing. The method is largely nonparametric, with a basic parametric function to link different stress levels. The log-rank test is used to provide imprecision for the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c5ec78b0c370a2dbb90826ae5d98c94
http://dro.dur.ac.uk/32515/2/32515VoR.pdf
http://dro.dur.ac.uk/32515/2/32515VoR.pdf
Publikováno v:
Journal of the Operational Research Society, 2019, Vol.70(10), pp.1678-1691 [Peer Reviewed Journal]
This paper introduces a novel method for asset and option trading in a binomial scenario. This method uses nonparametric predictive inference (NPI), a statistical methodology within im- precise probability theory. Instead of inducing a single probabi
Autor:
Frank P. A. Coolen, Yao Li
Publikováno v:
Journal of risk and reliability, 2019, Vol.233(6), pp.1074-1085 [Peer Reviewed Journal]
Due to the high failure rates and the high cost of operation and maintenance of wind turbines, not only manufacturers but also service providers try many ways to improve the reliability of some critical components and subsystems. In reality, redundan
Publikováno v:
Reliability engineering & system safety, 2019, Vol.185, pp.511-517 [Peer Reviewed Journal]
In recent research, the major focus on reliability-redundancy allocation problems has been on the possibility of using more efficient and effective algorithms to improve convergence speed and solution accuracy of the optimization model. But the model
Publikováno v:
Journal of the Operational Research Society. 70:1692-1708
In finance, option pricing is one of the main topics. A basic model for option pricing is the Binomial Tree Model, proposed by Cox, Ross, and Rubinstein in 1979 (CRR). This model assumes that the underlying asset price follows a binomial distribution
Autor:
Frank P. A. Coolen, Aesha Najem
Publikováno v:
Applied stochastic models in business and industry, 2018, Vol.35(3), pp.399-413 [Peer Reviewed Journal]
Resilience of systems to failures during functioning is of great practical importance. One of the strategies that might be considered to enhance reliability and resilience of a system is swapping components when a component fails, thus replacing it b
Publikováno v:
Advances in Uncertainty Quantification and Optimization Under Uncertainty with Aerospace Applications ISBN: 9783030805418
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd23a6316ca1f4f515bdf6c448667582
https://doi.org/10.1007/978-3-030-80542-5_11
https://doi.org/10.1007/978-3-030-80542-5_11
Publikováno v:
Communications in statistics-theory and methods, 2021, Vol.50(19), pp.4470-4486 [Peer Reviewed Journal]
An important aim in diagnostic medical research is comparison of the accuracy of two diagnostic tests. In this paper, comparison of two diagnostic tests is presented using nonparametric predictive inference (NPI) for future order statistics. The test
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a849de2d4c7154c779e5629a2d71a40
https://doi.org/10.1080/03610926.2020.1719157
https://doi.org/10.1080/03610926.2020.1719157