Published Articles with Keyword: stochastic
- Title: Optimal Exchange Rates, Savings, Reserves, and Loans: A Malliavin Calculus Approach
Authors: Ahmed S. Abutaleb, Michael G. Papaioannou
Doi: 10.37394/23207.2025.22.42
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Published in WSEAS Transactions on Business and Economics, Volume 22, 2025
- Title: Impact of Pollutants in Surface Water Ecosystem using Hybrid Stochastic Geometry
Authors: Udayakumar Allimuthu, C. Edwin Singh, Saravanan Matheswaran
Doi: 10.37394/232015.2025.21.16
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Published in WSEAS Transactions on Environment and Development, Volume 21, 2025
- Title: Stability Analysis of Drill Strings with Initial Curvature in a Fluid Flow under Environmental Uncertainty
Authors: L. A. Khajiyeva, S. Kh. Efendiyev, A. K. Kudaibergenov, Sh. M. Gabayev
Doi: 10.37394/232013.2025.20.7
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Published in WSEAS Transactions on Fluid Mechanics, Volume 20, 2025
- Title: Square mean (ω, c)-periodic Limit Stochastic Processes and Some Basic Results
Authors: Zineb Dalla, Mohammed Taha Khalladi, Laid Gasmi
Doi: 10.37394/23206.2025.24.5
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Published in WSEAS Transactions on Mathematics, Volume 24, 2025
- Title: A Homing Problem for a Geometric Brownian Motion and Its Integral
Authors: Mario Lefebvre
Doi: 10.37394/23203.2025.20.2
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Published in WSEAS Transactions on Systems and Control, Volume 20, 2025
- Title: An Optimal Landing Problem for a Bessel Process
Authors: Mario Lefebvre
Doi: 10.37394/23202.2024.23.53
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Published in WSEAS Transactions on Systems, Volume 23, 2024
- Title: Robust Recursive Least-Squares Finite Impulse Response Filter in Linear Continuous-Time Stochastic Systems with Uncertainties
Authors: Seiichi Nakamori
Doi: 10.37394/232014.2024.20.11
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Published in WSEAS Transactions on Signal Processing, Volume 20, 2024
- Title: A Valid Transport Related SVEIHR Stochastic Epidemic Model with Coverage and Time Delays
Authors: Rujie Yang, Hong Qiu
Doi: 10.37394/23206.2024.23.84
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Published in WSEAS Transactions on Mathematics, Volume 23, 2024
- Title: Linear State Optimal Control Problem with a Stochastic Switching Time
Authors: Alessandra Buratto, Luca Grosset
Doi: 10.37394/23206.2024.23.64
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Published in WSEAS Transactions on Mathematics, Volume 23, 2024
- Title: Uncertainty Cost Functions for Wave Energy
Authors: Muhammad Atiq Ur Rehman, Gina Idarraga-Ospina, Sergio Rivera
Doi: 10.37394/232016.2024.19.24
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Published in WSEAS Transactions on Power Systems, Volume 19, 2024
- Title: Robust Recursive Least-Squares Fixed-Point Smoother and Filter using Covariance Information in Linear Continuous-Time Stochastic Systems with Uncertainties
Authors: Seiichi Nakamori
Doi: 10.37394/232014.2024.20.2
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Published in WSEAS Transactions on Signal Processing, Volume 20, 2024
- Title: Simplified Approach for Wind Uncertainty Cost Functions using a Mixture of Uniform Probability Distribution
Authors: Libardo Acero García, Muhammad Atiq Ur Rehman, Sergio Raul Rivera Rodriguez
Doi: 10.37394/232016.2024.19.7
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Published in WSEAS Transactions on Power Systems, Volume 19, 2024
- Title: Comperative Efficiency using Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) in the Banking Industry
Authors: Zaenal Abidin, R. Mahelan Prabantarikso, Edian Fahmy, Amabel Nabila
Doi: 10.37394/23207.2024.21.10
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Published in WSEAS Transactions on Business and Economics, Volume 21, 2024
- Title: Uncertainty Cost Functions for Renewable Generation: A Simplified Approach using a Mixture of Uniform Probability Distribution
Authors: Muhammad Atiq Ur Rehman, Miguel Romero-l, Sergio Raul Rivera
Doi: 10.37394/232016.2023.18.47
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Published in WSEAS Transactions on Power Systems, Volume 18, 2023
- Title: Robust Estimators for Missing Observations in Linear Discrete-Time Stochastic Systems with Uncertainties
Authors: Seiichi Nakamori
Doi: 10.37394/232014.2023.19.18
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Published in WSEAS Transactions on Signal Processing, Volume 19, 2023
- Title: Random Furrowing for a Stochastic Unit Commitment Solution
Authors: P. C. Thomas, Shinosh Mathew, Bobin K Mathew
Doi: 10.37394/232025.2023.5.14
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Published in Engineering World, Volume 5, 2023
- Title: Robust Recursive Least-Squares Wiener Filter for Linear Continuous-Time Uncertain Stochastic Systems
Authors: Seiichi Nakamori
Doi: 10.37394/232014.2023.19.12
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Published in WSEAS Transactions on Signal Processing, Volume 19, 2023
- Title: Investigating Stochastic Dynamics of the Gilpin-Ayala Model in Dispersed Polluted Environments
Authors: A. Nait Brahim, B. Harchaoui, S. Boutouil, M. El Idrissi, S. Aznague, A. Settati, A. Lahrouz, M. El Jarroudi
Doi: 10.37394/23206.2023.22.67
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Published in WSEAS Transactions on Mathematics, Volume 22, 2023
- Title: Examining the Relationship Between Infection Power Rate and the Critical Threshold in Stochastic SIS Epidemic Modeling
Authors: B. Harchaoui, M. El Idrissi, A. El Haitami, A. Nait Brahim, A. Settati, A. Lahrouz, M. El Jarroudi, M. Er-Riani, T. Amtout
Doi: 10.37394/23208.2023.20.8
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Published in WSEAS Transactions on Biology and Biomedicine, Volume 20, 2023
- Title: Linear H-Infinity Tracking Control in Discrete-Time Stochastic Systems with Uncertain Parameters
Authors: Seiichi Nakamori
Doi: 10.37394/232014.2023.19.5
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Published in WSEAS Transactions on Signal Processing, Volume 19, 2023
- Title: Continuous-Time Markov Decision Problems with Binary State
Authors: Chiara Brambilla, Luca Grosset, Elena Sartori
Doi: 10.37394/23206.2023.22.17
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Published in WSEAS Transactions on Mathematics, Volume 22, 2023
- Title: H-Infinity Tracking Controller for Linear Discrete-Time Stochastic Systems with Uncertainties
Authors: Seiichi Nakamori
Doi: 10.37394/23201.2022.21.26
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Published in WSEAS Transactions on Circuits and Systems, Volume 21, 2022
- Title: A Sufficient Condition for Extinction and Stability of a Stochastic SIS Model With Random Perturbation
Authors: Mourad El Idrissi, Bilal Harchaoui, Abdeladim Nait Brahim, Ibrahim Bouzalmat, Adel Settati, Aadil Lahrouz
Doi: 10.37394/23202.2022.21.40
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Published in WSEAS Transactions on Systems, Volume 21, 2022
- Title: Optimal Exchange Rates: A Stochastic Control Approach
Authors: Ahmed S. Abutaleb, Michael G. Papaioannou
Doi: 10.37394/23207.2022.19.182
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Published in WSEAS Transactions on Business and Economics, Volume 19, 2022
- Title: Event-Based Clustering with Energy Data
Authors: Kieran Greer, Yaxin Bi
Doi: 10.37394/232022.2022.2.26
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Published in Design, Construction, Maintenance, Volume 2, 2022
- Title: Simulation Model to Reduce the Traffic Jams with a Stochastic Program
Authors: M. Ali Musri S, Siti Fatimah, Saiful Anwar Matondang
Doi: 10.37394/232015.2022.18.5
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Published in WSEAS Transactions on Environment and Development, Volume 18, 2022
- Title: Geometric Probabilities in Euclidean Space E<sub>3</sub>
Authors: G. Caristi, A. Puglisi, E.Saitta
Doi: 10.37394/232020.2021.1.8
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Published in Proof, Volume 1, 2021
- Title: Finite-time Stochastic Stability and Stabilization for Uncertain Discrete-time Stochastic Systems with Time-varying Delay
Authors: Xinyue Tang, Yali Dong, Meng Liu
Doi: 10.37394/23201.2021.20.27
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Published in WSEAS Transactions on Circuits and Systems, Volume 20, 2021
- Title: Cascade Products of Stochastic Automata
Authors: Merve Nur Cakir, Mehwish Saleemi, Karl-Heinz Zimmermann
Doi: 10.37394/23205.2021.20.17
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Published in WSEAS Transactions on Computers, Volume 20, 2021
- Title: On Stochastic Differential Equations Generating Non-gaussian Continuous Markov Process
Authors: Vladimir Lyandres
Doi: 10.37394/232014.2021.17.8
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Published in WSEAS Transactions on Signal Processing, Volume 17, 2021
- Title: On the Decomposition of Generalized Semiautomata
Authors: Merve Nur Cakir, Mehwish Saleemi, Karl-Heinz Zimmermann
Doi: 10.37394/23209.2021.18.6
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Published in WSEAS Transactions on Information Science and Applications, Volume 18, 2021
- Title: Option Pricing under GARCH Models Applied to the SET50 Index of Thailand
Authors: Somphorn Arunsingkarat, Renato Costa, Masnita Misran, Nattakorn Phewchean
Doi: 10.37394/23206.2021.20.12
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Published in WSEAS Transactions on Mathematics, Volume 20, 2021
- Title: On the Correlation Function of an Arbitrary Distributed Continuous Markov Process
Authors: V. Lyandres
Doi: 10.37394/23201.2020.19.12
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Published in WSEAS Transactions on Circuits and Systems, Volume 19, 2020
- Title: Mild Solution for a Stochastic Partial Differential Equation with Noise
Authors: Habib Djourdem, Noureddine Bouteraa
Doi: 10.37394/23202.2020.19.29
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Published in WSEAS Transactions on Systems, Volume 19, 2020
- Title: Robust Recursive Least-Squares Finite Impulse Response Predictor in Linear Discrete-Time Stochastic Systems with Uncertain Parameters
Authors: Seiichi Nakamori
Doi: 10.37394/23202.2020.19.13
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Published in WSEAS Transactions on Systems, Volume 19, 2020
- Title: The Influence of Covariance Hankel Matrix Dimension on Algorithms for VARMA Models
Authors: Celina Pestano-Gabino, Concepción González-Concepción, María Candelaria Gil-Fariña
Doi: 10.37394/23206.2020.19.1
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Published in WSEAS Transactions on Mathematics, Volume 19, 2020
- Title: Improvement of Induction Motor State Observation: Extended Kalman Filter Versus Adaptive Luenberger Observer
Authors: Yassine Zahraoui, Mohamed Akherraz, Sara Elbadaoui
Doi: 10.37394/23203.2020.15.14
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Published in WSEAS Transactions on Systems and Control, Volume 15, 2020
- Title: Stochastic Aspects of the Plastic Limit
Authors: Ioannis Doltsinis
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Published in WSEAS Transactions on Applied and Theoretical Mechanics, Volume 14, 2019
- Title: Efficiency and Stochastic Dominance in the European Equity Mutual Fund Market
Authors: Pablo Solórzano-Taborga, Ana Belén Alonso-Conde, Javier Rojo-Suárez
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Published in WSEAS Transactions on Business and Economics, Volume 16, 2019
- Title: Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing
Authors: Anna Walaszek-Babiszewska
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Published in WSEAS Transactions on Systems, Volume 18, 2019
- Title: An Approach to Chance Constrained Problems using Truncated Halton Sequence and Differential Evolution with Application to Flood Control Planning
Authors: Kiyoharu Tagawa
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Published in WSEAS Transactions on Systems, Volume 18, 2019
- Title: Robust Extended Recursive Wiener Fixed-Point Smoother and Filter in Discrete-Time Stochastic Systems
Authors: Seiichi Nakamori
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Published in WSEAS Transactions on Circuits and Systems, Volume 18, 2019
- Title: A Stochastic Programming Approach for Cyclic Personnel Scheduling with Double Shift Requirement
Authors: Pattarapong Pakpoom, Peerayuth Charnsethikul
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Published in WSEAS Transactions on Systems and Control, Volume 13, 2018
- Title: Stochastic Inner Product Core for Digital FIR Filters
Authors: Ming Ming Wong, Dennis Wong, Cishen Zhang, Ismat Hijazin
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Published in WSEAS Transactions on Systems and Control, Volume 16, 2017
- Title: A Stochastic Algorithm and Multiple Scale for Solution to PDE With Financial Application
Authors: Bright O. Osu, Okechukwu U. Solomon
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Published in WSEAS Transactions on Mathematics, Volume 16, 2017
- Title: Optimal Reinsurance and Investment Problem with Stochastic Interest Rate and Stochastic Volatility in the Mean-Variance Framework
Authors: Wei Wei, Shunhou Fan, Hao Chang
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016
- Title: Optimal Investment and Risk Management for Open-Ended Funds Under Heston’s SV Model
Authors: Zanyong Huang, Ximin Rong
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016
- Title: Optimal Consumption and Portfolio Decisions with Stochastic Affine Interest Rate Model
Authors: Hao Chang
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016
- Title: On a Simple Numerical Method for Estimation of an Unknown Matrix. Application to Adaptive Filtering Based Innovation Approach
Authors: Hong Son Hoang, Remy Baraille
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Published in WSEAS Transactions on Systems, Volume 15, 2016
- Title: An Adaptive Filter Based Innovation Approach for State Estimation in High-Dimensional Systems
Authors: Hong Son Hoang, Remy Baraille
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Published in WSEAS Transactions on Systems, Volume 15, 2016
- Title: Genetic Algorithm Based Feature Selection in High Dimensional Text Dataset Classification
Authors: Ferhat Ӧzgür Ҫatak
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Published in WSEAS Transactions on Information Science and Applications, Volume 12, 2015
- Title: Stochastic Analysis of Stock Market Price Models: A Case Study of the Nigerian Stock Exchange (NSE)
Authors: M. E. Adeosun, S. O. Edeki, O. O. Ugbebor
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Published in WSEAS Transactions on Mathematics, Volume 14, 2015
- Title: Measure of Bullwhip Effect Considering Stochastic Disturbance Based on Price Fluctuations in a Supply Chain with Two Retailers based on price fluctuations in a supply chain with two retailers
Authors: Junhai Ma, Jing Zhang
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Published in WSEAS Transactions on Mathematics, Volume 14, 2015
- Title: Probability Density Function of the Time to Kill for Heterogeneous Target
Authors: Jianjun Li, Liwei Liu, Tao Jiang
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Published in WSEAS Transactions on Mathematics, Volume 14, 2015
- Title: Suboptimal Dual Controller for Stochastic Systems with Variable Design Parameter
Authors: Aderson Jamier Santos Reis, Andre Laurindo Maitelli
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Published in WSEAS Transactions on Systems and Control, Volume 10, 2015
- Title: Global Finite-Time Stabilization of Stochastic Nonlinear Systems with Low-Order Nonlinearities
Authors: Yanling Shang
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Published in WSEAS Transactions on Systems and Control, Volume 10, 2015
- Title: Dominance Among Financial Markets
Authors: Sergio Ortobelli Lozza, Tomas Tichy, Filomena Petronio
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Published in WSEAS Transactions on Business and Economics, Volume 11, 2014
- Title: A Toxoplasmosis Spread Model between Cat and Oocyst Populations with Independent Stochastic Perturbations
Authors: Qianyong Wu, Yongzhen Pei
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Published in WSEAS Transactions on Mathematics, Volume 13, 2014
- Title: Identifying Change Point in Production Time-Series Volatility Using Control Charts and Stochastic Differential Equations
Authors: Martin Kovarik
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Published in WSEAS Transactions on Mathematics, Volume 13, 2014
- Title: Square-Mean Almost Periodic Solutions of Neutral Stochastic Functional Differential Equations on Time Scales
Authors: Meng Hu, Lili Wang
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Published in WSEAS Transactions on Mathematics, Volume 13, 2014
- Title: The Optimal Control Problem with Terminal Condition and Random Intervention Times
Authors: Qiuyuan Wang
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Published in WSEAS Transactions on Systems and Control, Volume 9, 2014
- Title: Utility Portfolio Optimization with Liability and Multiple Risky Assets under the Extended CIR Model
Authors: Hao Chang, Ji-Mei Lu
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Published in WSEAS Transactions on Systems and Control, Volume 9, 2014
- Title: Hedging Strategy for Unit-Linked Life Insurance Contracts in Stochastic Volatility Models
Authors: Wei Wang, Linyi Qian, Wensheng Wang
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Published in WSEAS Transactions on Mathematics, Volume 12, 2013
- Title: Multi-Objective Integer Programming Model and Algorithm of the Crew Pairing Problem in a Stochastic Environment
Authors: Deyi Mou, Yingnan Zhang
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Published in WSEAS Transactions on Mathematics, Volume 12, 2013
- Title: Mean Square Stability of Periodic Solution for Stochastic Cohen-Grossberg-Type BAM Neural Networks with Delays
Authors: Chunfang Miao, Yunquan Ke
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Published in WSEAS Transactions on Mathematics, Volume 11, 2012
- Title: The Valuation of Futures Options for Emissions Allowances under the Term Structure of Stochastic Multi-Factors
Authors: Kai Chang, Su-Sheng Wang, Peng Ke, Huang Yu-Rong, Yu Zhen
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Published in WSEAS Transactions on Systems, Volume 11, 2012
- Title: Generic Stochastic Effect Model of Noise in Controlling Source to Electronically Controlled Device
Authors: Rawid Banchuin
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Published in WSEAS Transactions on Circuits and Systems, Volume 11, 2012