Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Karl Jenkins"'
Autor:
Somtochukwu Godfrey Nnabuife, Caleb Kwasi Darko, Precious Chineze Obiako, Boyu Kuang, Xiaoxiao Sun, Karl Jenkins
Publikováno v:
Clean Technologies, Vol 5, Iss 4, Pp 1344-1380 (2023)
This study emphasises the growing relevance of hydrogen as a green energy source in meeting the growing need for sustainable energy solutions. It foregrounds the importance of assessing the environmental consequences of hydrogen-generating processes
Externí odkaz:
https://doaj.org/article/96e22b755e5f4b018aaf83d3e7d64778
Publikováno v:
Transportation Research Interdisciplinary Perspectives, Vol 24, Iss , Pp 101046- (2024)
Airport service quality evaluation is commonly found on social media sites, including Google Maps. The reviews by users of Google Maps are longer in terms of the number of words than those found on Twitter. They also include a rating, whereas those o
Externí odkaz:
https://doaj.org/article/383f0b1baa50455b908ac747a52911ac
In the last decade, Generative Adversarial Nets (GAN) have become a subject of growing interest in multiple research fields. In this paper, we focus on applications in the medical field by attempting to generate realistic X-ray chest images. A heuris
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dee4b1ffaac76f78454d03da7eeab325
https://dspace.lib.cranfield.ac.uk/handle/1826/18932
https://dspace.lib.cranfield.ac.uk/handle/1826/18932
Autor:
Karl Jenkins, Sam Jackson
The long-awaited memoir of one of the world's most popular contemporary classical composersThe Welsh musician Karl Jenkins is the UK's most popular contemporary composer, and one of the world's most critically acclaimed musicians. His fascinating sto
Optimum Weighting for the Least Squares Monte Carlo Approach to American Options Under the CEV Model
Autor:
Karl Jenkins, Jason Barden
Publikováno v:
SSRN Electronic Journal.
In this paper we propose the optimum weighting scheme for pricing American options under a local volatility model. American options are priced under the constant elasticity of variance volatility model using Monte Carlo simulation. The residuals obta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1515755d1769529ab79a0ce5a496cdbc
https://doi.org/10.2139/ssrn.2635238
https://doi.org/10.2139/ssrn.2635238