Zobrazeno 1 - 10
of 276
pro vyhledávání: '"Tertychnyi AS"'
Publikováno v:
In Machine Learning with Applications 15 June 2022 8
Publikováno v:
Machine Learning with Applications, Vol 8, Iss , Pp 100306- (2022)
Money laundering is a global threat to society nowadays. Governments and governmental authorities fight money laundering, in part, by regulating banks and financial institutions. Financial institutions, in turn, are obligated to implement mechanisms
Externí odkaz:
https://doaj.org/article/51afe5053cf74bc094dabb3a0a977bae
A (2+1)-dimensional linear ultra-parabolic Fokker--Planck--Kolmogorov equation is investigated from the group-theoretical point of view. By using the Berest--Aksenov approach, an algebra of invariance of fundamental solutions of the equation is found
Externí odkaz:
http://arxiv.org/abs/1408.0166
We derived similar to Bo et al. (2010) results but in the case when the dynamics of the FX rate is driven by a general Merton jump-diffusion process. The main results of our paper are as follows: 1) formulas for the Esscher transform parameters which
Externí odkaz:
http://arxiv.org/abs/1402.2273
Using a Levy process we generalize formulas in Bo et al.(2010) for the Esscher transform parameters for the log-normal distribution which ensure the martingale condition holds for the discounted foreign exchange rate. Using these values of the parame
Externí odkaz:
http://arxiv.org/abs/1402.1953
Publikováno v:
Бизнес управление / Business Managment. 31(4):43-57
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=871325
Publikováno v:
Бизнес управление / Business Managment. 31(4):39-51
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=871318
A continuous infinite system of point particles with strong superstable interaction is considered in the framework of classical statistical mechanics. The family of approximated correlation functions is determined in such a way, that they take into a
Externí odkaz:
http://arxiv.org/abs/1007.4325
Autor:
Rebenko, Alexei, Tertychnyi, Maksym
Publikováno v:
J.Math.Phys. (2009), 50, No. 3, P. 0333301-10
A continuous infinite system of point particles interacting via two-body strong superstable potential is considered in the framework of classical statistical mechanics. We define some kind of approximation of main quantities, which describe macroscop
Externí odkaz:
http://arxiv.org/abs/0901.0826
On stability, superstability and strong superstability of classical systems of Statistical Mechanics
Autor:
Rebenko, Oleksey, Tertychnyi, Maksym
A detailed analysis of conditions on 2-body interaction potential, which ensure stability, superstability or strong superstability of statistical systems is given. There has been given the connection between conditions of superstability (strong super
Externí odkaz:
http://arxiv.org/abs/0805.2252