Zobrazeno 1 - 10
of 126
pro vyhledávání: '"Kenneth A. Lindsay"'
Publikováno v:
Journal of Financial Econometrics.
Maximum likelihood estimation of the parameters of stochastic differential equations commonly used in finance requires numerical approximation of their transitional probability density functions. This article undertakes a comparative study of the acc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e30ff5e6d29b7794299fdb54953be49
https://doi.org/10.1093/jjfinec/nbab021
https://doi.org/10.1093/jjfinec/nbab021
Publikováno v:
China Finance Review International. 9:312-323
Purpose The purpose of this paper is to revisit the numerical solutions of stochastic differential equations (SDEs). An important drawback when integrating SDEs numerically is the number of steps required to attain acceptable accuracy of convergence
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0aafe4606423ceee1816d99b594750ce
https://doi.org/10.1108/cfri-12-2018-0155
https://doi.org/10.1108/cfri-12-2018-0155
Autor:
Kenneth A. Lindsay, Abdullah Abdullah
Publikováno v:
Journal of Porous Media. 21:257-277
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::420b4aaf928473556f7d5e2552f32d4a
https://doi.org/10.1615/jpormedia.v21.i3.50
https://doi.org/10.1615/jpormedia.v21.i3.50
Autor:
Francis N. Sutton, Kenneth S. Lindsay
Publikováno v:
AIAA Scitech 2019 Forum.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10d53e896bcf6390b1a5e04cf5eefb4b
https://doi.org/10.2514/6.2019-0985
https://doi.org/10.2514/6.2019-0985
Autor:
Kenneth S. Lindsay
Publikováno v:
Transportation Research Record: Journal of the Transportation Research Board. 2501:9-17
The charter of FAA is to promote the safe, orderly, and expeditious use of the National Airspace System (NAS). To ensure that traffic flow is safe and efficient, FAA needs to know the expected traffic demand on the sector and the sector's capacity to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8831ea906189da7fbfb57b20a8f97b72
https://doi.org/10.3141/2501-02
https://doi.org/10.3141/2501-02
Calculations using the Hodgkin-Huxley and one-dimensional cable equations have been performed to determine the expected sensitivity of conduction and refractoriness to changes in the time constant of sodium channel deactivation at negative potentials
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b107334c21cd98e10554a8e312fa641
https://ora.ox.ac.uk/objects/uuid:eba4324d-0f99-4249-93e6-7d1073dc35ce
https://ora.ox.ac.uk/objects/uuid:eba4324d-0f99-4249-93e6-7d1073dc35ce
Autor:
Kenneth A. Lindsay, Jay R. Rosenberg
Publikováno v:
Progress in Biophysics and Molecular Biology. 109:76-94
In the 1880's Volterra characterised a nonlinear system using a functional series connecting continuous input and continuous output. Norbert Wiener, in the 1940's, circumvented problems associated with the application of Volterra series to physical p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::32a831e352cee4dfebc0fb496b39134b
https://doi.org/10.1016/j.pbiomolbio.2012.06.001
https://doi.org/10.1016/j.pbiomolbio.2012.06.001
Publikováno v:
International Journal of Forecasting. 28:400-411
In many electricity markets, retailers purchase electricity at an unregulated spot price and sell to consumers at a heavily regulated price. Consequently, the occurrence of spikes in the spot electricity price represents a major source of risk for re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::969e33ec7422a65157d19549395b6ce9
https://doi.org/10.1016/j.ijforecast.2011.02.019
https://doi.org/10.1016/j.ijforecast.2011.02.019
Autor:
Kenneth A. Lindsay, Jay R. Rosenberg
Publikováno v:
Biological Cybernetics. 104:385-396
Multichannel data collection in the neurosciences is routine and has necessitated the development of methods to identify the direction of interactions among processes. The most widely used approach for detecting these interactions in such data is bas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::04dc4facade917505ec649734ab5d107
https://doi.org/10.1007/s00422-011-0437-7
https://doi.org/10.1007/s00422-011-0437-7
Publikováno v:
Social Care and Neurodisability. 2:80-96
PurposeSuccessive governments have called for greater “empowerment” of the patient, reflected in the chief medical officer's call for more patient‐related outcome measures (PROM). This paper aims to bring together three‐linked studies.Design/
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e93fe91a09891fd7bd2e4c8cab302dd6
https://doi.org/10.1108/20420911111142759
https://doi.org/10.1108/20420911111142759