Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Behrouz Fathi Vajargah"'
Publikováno v:
Computer Science Journal of Moldova, Vol 18, Iss 3(54), Pp 355-366 (2011)
Matrix balancing may effect the stability of algorithms in matrix computations and the accuracy of computed solutions. In this paper, we first introduce an algorithm for matrix balancing. Then, using Monte Carlo method we propose a robust algorith
Externí odkaz:
https://doaj.org/article/f82d8d9f10714873910d11991a6ce5d1
Autor:
Behrouz Fathi Vajargah, Mojtaba Moradi
Publikováno v:
Mathematical Modelling and Analysis, Vol 15, Iss 3 (2010)
In this paper, we consider the Monte Carlo method for finding the solution of nonlinear integral equations at a fixed point xo‐ In this method, simulated Galton‐Watson branching process is employed for solving the proposed integral equation. The
Externí odkaz:
https://doaj.org/article/6f77c427badc4afbaf19f69cf190769e
Publikováno v:
Soft Computing. 25:8539-8547
In this paper, we consider two new stock models in which their differential equations are modeled by Liu process in uncertain environment. Firstly, we study the uncertain Schobel–Zhu–Hull–White hybrid model and obtain its closed European call o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::36d2b72b16f825a241f207db08085f99
https://doi.org/10.1007/s00500-021-05702-8
https://doi.org/10.1007/s00500-021-05702-8
Publikováno v:
Soft Computing. 24:1255-1270
In this paper, we apply the Monte Carlo method to solve the real and complex fuzzy system of linear algebraic equations via new techniques. At first, we determine the specified and simpler computing condition for convergence of the Monte Carlo method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ca992d3e875550dac304f2df249afeb
https://doi.org/10.1007/s00500-019-03960-1
https://doi.org/10.1007/s00500-019-03960-1
Publikováno v:
Soft Computing. 23:13205-13213
Financial pricing models have great impact on the world of high finance as they enable financial experts to predict the dynamics of underlying asset. Over the last few decades, there has been a lot of competitions among financial researches to establ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ecbed1fa80c1e155f4dea2ac0e2289a
https://doi.org/10.1007/s00500-019-03862-2
https://doi.org/10.1007/s00500-019-03862-2
Publikováno v:
2021 5th International Conference on Pattern Recognition and Image Analysis (IPRIA).
Because in Monte Carlo computations the generation of random numbers is the most important factor in the accuracy of computation, we assume that the maximum uniformity in the interval (0, 1) is used in this calculation. In this paper, we first provid
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::063d1c48f57a962e92a3d61e6e33651f
https://doi.org/10.1109/ipria53572.2021.9483544
https://doi.org/10.1109/ipria53572.2021.9483544
Publikováno v:
Journal of Computers. :309-326
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a7823208d118e2e6ee83dce4f3f55778
https://doi.org/10.17706/jcp.13.3.309-326
https://doi.org/10.17706/jcp.13.3.309-326
Publikováno v:
International Journal of e-Navigation and Maritime Economy, Vol 7, Iss C, Pp 1-10 (2017)
Wind waves are important due to their high energy and impact on marine activities. This phenomenon is affects directly or indirectly the construction of coastal infrastructure, shipping and recreational activities. Due to the issues presented, marine
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::44c4ec096236e9dd2bbda521b0a724a5
https://doi.org/10.1016/j.enavi.2017.06.001
https://doi.org/10.1016/j.enavi.2017.06.001
Publikováno v:
Soft Computing. 22:4123-4131
In this paper, we study a modified risk model in which both the claim amount and premium are assumed to be random fuzzy variables. In this risk model, some new theorems concerning the mean chance of ultimate ruin time are proved in two cases where th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ac334d4fe79c53143f2b0e1e8c473e3
https://doi.org/10.1007/s00500-017-2629-0
https://doi.org/10.1007/s00500-017-2629-0
Autor:
Behrouz Fathi-Vajargah, Mahmod Navidi
Publikováno v:
Applied Mathematical Modelling. 40:1506-1513
In this paper, theorems on the asymptotic behavior of local probabilities of crossing nonlinear boundary by a perturbed random walk were proved.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1ff9592e510f17551fe313f3ba1591b
https://doi.org/10.1016/j.apm.2015.08.004
https://doi.org/10.1016/j.apm.2015.08.004