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Towards a closed-form formula for roots of

by unknown authors , 2014
"... polynomials ..."
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polynomials

Closed Form Formula for the Price of the Options on the 1 Day Brazilian

by Interfinancial Deposits, Index Idi, Cícero Augusto, Vieira Neto, Risk Manager, Pedro L. Valls Pereira
"... This article derives a closed form formula for the arbitrage free price of the options on the One day Brazilian Interfinancial Deposits Index (IDI) using some results from modern theory of finance. 1 The authors would like to acknowledge the financial support from CNPq and the second author also fro ..."
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This article derives a closed form formula for the arbitrage free price of the options on the One day Brazilian Interfinancial Deposits Index (IDI) using some results from modern theory of finance. 1 The authors would like to acknowledge the financial support from CNPq and the second author also

Closed Form Formula for WENO Smoothness Indicators with Arbitrary Order

by Bruno Costa, Wai Sun Don , 2010
"... In this article, we present a general closed form formula for computing lower order local smoothness indicators used in forming nonlinear WENO weights of arbitrary orders 2r − 1. The closed form formula of the smoothness indicators is given in a convenient matrix form. The smoothness indicators can ..."
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In this article, we present a general closed form formula for computing lower order local smoothness indicators used in forming nonlinear WENO weights of arbitrary orders 2r − 1. The closed form formula of the smoothness indicators is given in a convenient matrix form. The smoothness indicators can

Closed-Form Formulae for Time-Difference-of-Arrival Estimation

by Hing Cheung So, Yiu Tong Chan, Frankie Kit Wing Chan , 2008
"... For a positioning system with Lsensors, a maximum of L(L-1)/2 distinct time-difference-of-arrival (TDOA) measurements, which are referred to as the full TDOA set, can be obtained. In this paper, closed-form expressions regarding optimum conversion of the full TDOA set to the nonredundant TDOA set, ..."
Abstract - Cited by 11 (1 self) - Add to MetaCart
For a positioning system with Lsensors, a maximum of L(L-1)/2 distinct time-difference-of-arrival (TDOA) measurements, which are referred to as the full TDOA set, can be obtained. In this paper, closed-form expressions regarding optimum conversion of the full TDOA set to the nonredundant TDOA set

Outstanding Principal as Prepayment Value: A Closed-Form Formula for Mortgage Pricing

by Yi-cheng Tsai, Chin-laung Lei, Jan-ming Ho, Ming-yang Kao, Szu-lang Liao
"... Abstract — Mortgage is one of the most popular instruments in the financial markets. In this study, we consider three actions, i.e., to default, to prepay, and to maintain the mortgage, that a borrower may have in mortgage horizon. We provide an effective pricing formula, which not only considers th ..."
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of the mortgage. We present a new closed-form pricing formula of risky mortgage and also derive its yield to maturity, duration and convexity to provide a framework for risk management.

Policy search in a space of simple closed-form formulas: Towards interpretability of reinforcement learning

by Francis Maes , Raphael Fonteneau , Louis Wehenkel , Damien Ernst - in Discovery Science (DS 2012 , 2012
"... Abstract. In this paper, we address the problem of computing interpretable solutions to reinforcement learning (RL) problems. To this end, we propose a search algorithm over a space of simple closed-form formulas that are used to rank actions. We formalize the search for a high-performance policy a ..."
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Abstract. In this paper, we address the problem of computing interpretable solutions to reinforcement learning (RL) problems. To this end, we propose a search algorithm over a space of simple closed-form formulas that are used to rank actions. We formalize the search for a high-performance policy

Closed-form formulas for the Zhang-Zhang polynomials of benzenoid structures: Chevrons and Generalized Chevrons

by Chien-pin Chou, Henryk A. Witek , 2014
"... Closed-form, general formulas for the Zhang-Zhang (ZZ) polynomials for two important classes of benzenoid structures, chevrons ܥ݄ሺ݇ǡ݉ǡ ݊ ሻ and generalized chevrons ܥ݄ሺ݇ǡ݉ǡ ݊ଵǡ ݊ଶሻ, are formally derived. The derivations rely on a new and important theorem, which states that the ZZ polynomial of two ..."
Abstract - Cited by 1 (0 self) - Add to MetaCart
Closed-form, general formulas for the Zhang-Zhang (ZZ) polynomials for two important classes of benzenoid structures, chevrons ܥ݄ሺ݇ǡ݉ǡ ݊ ሻ and generalized chevrons ܥ݄ሺ݇ǡ݉ǡ ݊ଵǡ ݊ଶሻ, are formally derived. The derivations rely on a new and important theorem, which states that the ZZ polynomial of two

Closed-Form Formulas for Private Watermarking Capacities of Laplacian Sources with the Magnitude-Error Distortion Measure and under Additive Attacks

by Wei Sun, En-hui Yang - Lecture Notes on Computer Science 3710
"... Abstract. Calculation of watermarking capacities of private Laplacian watermarking systems with the magnitude-error distortion measure under fixed attacks is addressed. First, in the case of an additive Laplacian attack, a nice closed-form formula for the watermarking capacities is derived, which in ..."
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Abstract. Calculation of watermarking capacities of private Laplacian watermarking systems with the magnitude-error distortion measure under fixed attacks is addressed. First, in the case of an additive Laplacian attack, a nice closed-form formula for the watermarking capacities is derived, which

Exact Closed Form Formula for Partial Mutual Inductance of On-Chip Interconnects

by Guoan Zhong, Cheng-kok Koh - Proceedings of the 2002 IEEE International Conference on Computer Design: VLSI in Computers and Processors, ICCD , 2002
"... In this paper, we propose a new exact closed form mutual inductance equation for on-chip interconnects. We express the mutual inductance between two parallel rectangular conductors as a weighted sum of self-inductances. We do not place any restrictions on the alignment of the two parallel rectangula ..."
Abstract - Cited by 7 (0 self) - Add to MetaCart
In this paper, we propose a new exact closed form mutual inductance equation for on-chip interconnects. We express the mutual inductance between two parallel rectangular conductors as a weighted sum of self-inductances. We do not place any restrictions on the alignment of the two parallel

Stability of Surface Contacts for Humanoid Robots: Closed-Form Formulae of the Contact Wrench Cone for Rectangular Support Areas

by Quang-cuong Pham, Yoshihiko Nakamura
"... Abstract — Humanoids locomote by making and breaking contacts with their environment. Thus, a crucial question for them is to anticipate whether a contact will hold or break under effort. For rigid surface contacts, existing methods usually consider several point-contact forces, which has some drawb ..."
Abstract - Cited by 1 (1 self) - Add to MetaCart
drawbacks due to the underlying redundancy. We derive a criterion, the Contact Wrench Cone (CWC), which is equivalent to any number of applied forces on the contact surface, and for which we provide a closed-form formula. It turns out that the CWC can be decomposed into three conditions: (i) Coulomb
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