New mathematical algorithm is proposed to find the controlling influences in a problem described by the system of ordinary differential equations but containing some unknown parameters which cannot be measured. The only restriction is that these parameters change slowly on the considered time...

We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance-covariance matrices, and the other is on offdiagonal sub-matrices which define the covariance between two non-overlapping segments of the high-dimensional...

Motivated by the latest effort to employ banded matrices to estimate a high-dimensional covariance Σ , we propose a test for Σ being banded with possible diverging bandwidth. The test is adaptive to the “large p , small n ” situations without assuming a specific parametric distribution for...

Research and Science Today Journal is a publication founded in 2011 and it is dedicated to the students of all levels (license, master and doctoral) of faculties in the country and abroad. We want to offer the participants the opportunity to present their scientific works in the following areas:...

Risk attitude and perception is reflected in brain reactions during RPID experiments. Given the fMRI data, an important research question is how to detect risk related regions and to investigate the relation between risk preferences and brain activity. Conventional methods are often insensitive...

In recent years, the government, of African Countries has assumed major responsibilities for economic reforms and growth. In attempting to describe their economies, economists (policymakers) in many African Countries have applied certain models that are by now widely known: Linear programming...

The article is dedicated to the questions of cost modeling on the basis of the Petri nets in order to exposure the inconsistency and duplication of operations that make business-processes, and also rational sequence of their implementation. As a result it helps to reduce combined value of...

In this study, a general overview of energy and renewable energy sources available in Australia was introduced, household’s electricity situation in Australia was presented, and focus wind energy was conducted. A theoretical methodology for quantification and costing of selected micro wind...

Computing Standardized Initial Margin Model Margin Valuation Adjustment (SIMM-MVA) requires the simulation of future sensitivities, but these are expensive to compute for callable products. This paper introduces a method which avoids nested calls to the pricing function, similar to the use of...

We generalize the algorithmic differentiation method proposed by Antonov (2016) from price Greeks to XVA Greeks. This method, named Backward Differentiation (BD), was developed in the context of computing price or PV Greeks for individual callable exotic trades.We start by treating cases where...