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1. Quantitative Methods in Economics and Finance.

Author

Kliestik, Tomas, Kliestik, Tomas, Kovacova, Maria, and Valaskova, Katarina

Subjects
Coins, banknotes, medals, seals (numismatics), AUD-USD exchange rate, American-type option, EBIT, International Valuation Standards (IVS), Monte Carlo simulation, RAROC, artificial neural networks, business finance, cost of sales, customer relationship management (CRM), Big Data, diffusion, earnings management, economic security of companies, exchange rate, exchange traded funds, exchange-rate risk, financial innovations, financial modelling, global economy, homogeneity, legal disputes over intellectual rights, loan origination, loan pricing, long-range dependency, multi-frequency analysis, multi-layer perceptron, omnichannel (omni-channel) sales, optimal stopping, prediction, radial basis function, robo-advisor, sales funnel, seasonal fluctuations, stationarity, stock index futures, stock index options, stock market indexes, time series, time series methods, unit root, valuation of intangible assets and intellectual property, wavelets, π-option
Abstract

Summary: The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.

2. Quantitative Modeling of Self-organizing Properties.

Author

Holzer, Richard and de Meer, Hermann

Abstract

For analyzing properties of complex systems, a mathematical model for these systems is useful. In this paper we give quantitative definitions of adaptivity, target orientation, homogeneity and resilience with respect to faulty nodes or attacks by intruders. The modeling of the system is done by using a multigraph to describe the connections between objects and stochastic automatons for the behavior of the objects. The quantitative definitions of the properties can help for the analysis of existing systems and for the design of new systems. To show the practical usability of the concepts, the definitions are applied to a slot synchronization algorithm in wireless sensor networks. [ABSTRACT FROM AUTHOR]

Published
2009
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3. Toward fast and accurate deterministic methods for dose calculation in electron radiotherapy.

Author

Frank, Martin, Hensel, Hartmut, and Klar, Axel

Subjects
RADIATION doses, RADIOTHERAPY, MATHEMATICAL models, FOKKER-Planck equation, APPROXIMATION theory, HOMOGENEITY, IRRADIATION, IMAGING phantoms
Abstract

This paper, an abridged version of [5], presents a first step toward a moment method for dose calculations in radiotherapy. Starting from a deterministic transport model for electron radiation and its Fokker-Planck approximation, a new macroscopic model is presented. We investigate several ways to simplify the deterministic model having two goals in mind, lower computation times on the one hand, high accuracy and model inherent incorporation of tissue inhomogeneities on the other hand. While being fast, the second property is lost in the often used pencil beam models. We discuss the properties of well-known macroscopic models and design a new model, which combines their advantages. Several test cases, including the irradiation of a water phantom, are presented. [ABSTRACT FROM AUTHOR]

Published
2007