Exploiting the fact that most arrival processes exhibit cyclic behaviour, we propose a simple procedure for estimating the intensity of a non-homogeneous Poisson process. The estimator is the super-resolution analogue to Shao 2010 and Shao & Lii 2011, which is a sum of p sinusoids where p and...

The problem of energy consumption of composite conveyors is considered. A distributed model of control of production lines is proposed for use. The model of control of composite conveyors in partial derivatives is described. The problem of optimal control of conveyors with leading and driven...

In this article, the Universal Approximation Theorem of Artificial Neural Networks (ANNs) is applied to the SABR stochastic volatility model in order to construct highly efficient representations. Initially, the SABR approximation of Hagan et al. [2002] is considered, then a more accurate...

Visualization is not only an important part of experimental data analysis process but also an efficient tool for transfer of acquired knowledge in multiple areas including, but not restricted to, ICT, general scientific discussion, innovation, data mining, decision support systems as well as...

A model of an economic-production system with a flow-based method for organizing production is considered. The space of states of the subject of labor is introduced. The state of a particular subject of labor is determined by a point in the state space. The state of the economic-production...

Russian Abstract: В статье обсуждается построение модели производственной поточной линии с учетом ограничений на технологическую траекторию движения предметов труда....

The article discusses the construction of the model of streaming production line with the constraints on the technological trajectory of subjects of labour. The work shows the influence of the subject of labour movement trajectory, which is related to the limited maximum capacity of the...

Russian Abstract: В статье анализируются режимы функционирования производственных поточных линий, приводятся общие закономерности движения предметов труда по...

Ticket queues arise often in public and private sector operations. The service providers in ticket queues have limited information on customer abandonments because abandonment time data is interval censored. The censored nature of data poses challenges in modeling and analysis of abandonments...

This paper uses deep learning to value derivatives. The approach is broadly applicable, and we use a call option on a basket of stocks as an example. We show that the deep learning model is accurate and very fast, capable of producing valuations a million times faster than traditional models. We...