Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi and Svetlozar T. Rachev
Using the Donsker?Prokhorov invariance principle, we extend the Kim?Stoyanov?Rachev?Fabozzi option pricing model to allow for variably-spaced trading instances, an important consideration for short-sellers of options. Applying the Cherny?Shiryaev?Yor inv...
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Esther Obonyo, Elie Kamseu, Uphie C. Melo and Cristina Leonelli
Because of concerns over the construction industry?s heavy use of cement and the general dissatisfaction with the performance of building envelopes with respect to durability, there is a growing demand for a novel class of ?green? binders. Geopolymer bin...
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Lilu Zhu, Yang Wang, Yunbo Kong, Yanfeng Hu and Kai Huang
The integration of geospatial-analysis models is crucial for simulating complex geographic processes and phenomena. However, compared to non-geospatial models and traditional geospatial models, geospatial-analysis models face more challenges owing to ext...
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Fangyuan Li, Zhenwei Guo, Peifeng Wu and Yunxuan Cui
This study proposes two curves that depict the vehicle?bridge contact force in a novel transportation system named AERORail, which is a lightweight cable-supported structure in which the rails and the prestressed cable form the load bearing system. Based...
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Ali Bagheri, Konstantinos N. Genikomsakis, Véronique Feldheim and Christos S. Ioakimidis
Data-driven models, either simplified or detailed, have been extensively used in the literature for energy assessment in buildings and districts. However, the uncertainty of the estimated parameters, especially of thermal masses in resistance?capacitance...
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