Displaying similar documents to “On peculiarity of the p = 2 case among the p -state Ising-like models.”

Modelling stock returns with AR-GARCH processes.

Elzbieta Ferenstein, Miroslaw Gasowski (2004)

SORT

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Financial returns are often modelled as autoregressive time series with random disturbances having conditional heteroscedastic variances, especially with GARCH type processes. GARCH processes have been intensely studied in financial and econometric literature as risk models of many financial time series. Analyzing two data sets of stock prices we try to fit AR(1) processes with GARCH or EGARCH errors to the log returns. Moreover, hyperbolic or generalized error distributions occur to...

Knowledge discovery in data using formal concept analysis and random projections

Cherukuri Aswani Kumar (2011)

International Journal of Applied Mathematics and Computer Science

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In this paper our objective is to propose a random projections based formal concept analysis for knowledge discovery in data. We demonstrate the implementation of the proposed method on two real world healthcare datasets. Formal Concept Analysis (FCA) is a mathematical framework that offers a conceptual knowledge representation through hierarchical conceptual structures called concept lattices. However, during the design of a concept lattice, complexity plays a major role.

CAPS in Z(2,n)

Kurz, Sascha (2009)

Serdica Journal of Computing

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We consider point sets in (Z^2,n) where no three points are on a line – also called caps or arcs. For the determination of caps with maximum cardinality and complete caps with minimum cardinality we provide integer linear programming formulations and identify some values for small n.