Theoretical results are derived for finding D-optimal two-level orthogonal arrays for estimating main effects and some specified two-factor interactions. The upper bounds of the determinant of the related matrix for D-optimality are obtained. For run sizes 12 and 20, D-optimal orthogonal arrays...

Generalized Aberration (GA) is one of the most frequently used criteria to quantify the suitability of an orthogonal array (OA) to be used as an experimental design. We demonstrate that this criterion is less suitable than other criteria to classify multi-level OAs of strength 3. For this...

This article develops a new mechanism to foldover designs involving factors with multi-level. By exhaustive search we identify the optimal foldover plans. This paper aims to study the issue of the optimal foldover plans for three-level designs, in view of the uniformity criterion measured by the...

The addition of another fraction to an initial experiment is often necessary to resolve ambiguities involving aliasing of factorial effects. One of the most widely used techniques for the selection of a follow-up experiment is foldover. However, semifoldover (i.e., adding half of a foldover...

The stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is a...

The stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is a...

The stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is a...

[En] The aim of the paper is to redefine, the notational aspect of the traditional formulas of the, numbers index theory. After having defined the total value index, the “generalised Index Numbers” (g-IN) are introduced and the “indicator function of the copresent” and the Basket factor...