Algorithm for payoff calculation for option trading strategies using vector terminology

The aim of this paper is to develop an algorithm for calculating and plotting payoff of option strategies for a portfolio of path independent vanilla and exotic options. A general algorithm for calculating the vector matrix for any arbitrary combination strategy is also developed for some of the commonly option trading strategies.option trading strategies, vector

ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY

The aim of this paper is to develop an algorithm for calculating and plotting payoff of option strategies for a portfolio of path independent vanilla and exotic options. A general algorithm for calculating the vector matrix for any arbitrary combination strategy is also developed for some of the commonly option trading strategies.option trading strategy, payoff, vector, vanilla and exotic option

Path planning algorithm for a car-like robot based on cell decomposition method

This project proposes an obstacle avoiding path planning algorithm based on cell decomposition method for a car-like robot. Dijkstra’s algorithm is applied in order to find the shortest path. Using cell decomposition, the free space of the robot is exactly partitioned into cells. Then, the connectivity graph is created followed by calculating the shortest path by Dijkstra’s algorithm. This project also concerns the robot kinematic constraints such as minimum turning radius. Thus, kinematic modeling and Bezier curve have been used to obtain a feasible path. The algorithm is able to obtain a curvature bounded path with sub-optimal curve length while taking cell decomposition as reference skeleton. The C-space concept has been applied in this situation. The obstacles on the map are expanded according to the size of car-like robot, so that the robot could be treated as points on this map and the coordinates of the map is corresponding to these points. The simulation and experimental result shows the algorithm can obtain the collision free path which satisfies the curvature constraint and approaches the minimal curve length for a car-like robot

APPLE: Approximate Path for Penalized Likelihood Estimators

In high-dimensional data analysis, penalized likelihood estimators are shown to provide superior results in both variable selection and parameter estimation. A new algorithm, APPLE, is proposed for calculating the Approximate Path for Penalized Likelihood Estimators. Both the convex penalty (such as LASSO) and the nonconvex penalty (such as SCAD and MCP) cases are considered. The APPLE efficiently computes the solution path for the penalized likelihood estimator using a hybrid of the modified predictor-corrector method and the coordinate-descent algorithm. APPLE is compared with several well-known packages via simulation and analysis of two gene expression data sets.Comment: 24 pages, 9 figure

Torsional anharmonicity in the conformational thermodynamics of flexible molecules

We present an algorithm for calculating the conformational thermodynamics of large, flexible molecules that combines ab initio electronic structure theory calculations with a torsional path integral Monte Carlo (TPIMC) simulation. The new algorithm overcomes the previous limitations of the TPIMC method by including the thermodynamic contributions of non-torsional vibrational modes and by affordably incorporating the ab initio calculation of conformer electronic energies, and it improves the conventional ab initio treatment of conformational thermodynamics by accounting for the anharmonicity of the torsional modes. Using previously published ab initio results and new TPIMC calculations, we apply the algorithm to the conformers of the adrenaline molecule

Finite temperature fidelity susceptibility for one-dimensional quantum systems

We calculate the fidelity susceptibility chi_f for the Luttinger model and show that there is a universal contribution linear in temperature T (or inverse length 1/L). Furthermore, we develop an algorithm - based on a lattice path integral approach - to calculate the fidelity F(T) in the thermodynamic limit for one-dimensional quantum systems. We check the Luttinger model predictions by calculating chi_f(T) analytically for free spinless fermions and numerically for the XXZ chain. Finally, we study chi_f at the two phase transitions in this model.Comment: typo in Eq. (9) corrected, published versio

Finding the Best QoS Path in a Gilbert Channel Network

Many different types of modern wired and wireless communication links can be mathematically described as discrete- time Gilbert channels. In this extended abstract, we present an exact method of calculating the best path in a network of discrete- time Gilbert channels, each of which is defined as a Markov chain with two states. In the "Good" state of the chain, the channel produces no erasure, and in the "Bad" state of the chain, the channel produces an erasure. Our method relies on a modified version of the Dijkstra's algorithm, which we customize to operate on sets of Gilbert channel parameters, instead of real numbers. We prove that the Gilbert channels obeys a certain set of algebraic properties which makes it compatible with our algorithm