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Mathematics, Volume 9, Issue 2

2021 January-2 - 93 articles

Cover Story: Dariusz Gatarek and Juliusz Jabłecki review the main ideas and numerical techniques underlying single- and multifactor models for pricing Bermudan swaptions and develop a new approach based on the idea that for the purposes of swaption pricing, a potentially complex and multidimensional process for the underlying swap rate can be collapsed into a one-dimensional process. View this paper.
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Articles (93)

  • Article
  • Open Access
1 Citations
3,256 Views
14 Pages

19 January 2021

The credit risk management process is a critical element that allows financial institutions to withstand economic downturns. Unlike the methods regarding the probability of default, which have been deeply addressed after the financial crisis in 2008,...

  • Article
  • Open Access
22 Citations
4,496 Views
13 Pages

19 January 2021

Steganalysis is a method to detect whether the objects contain secret messages. With the popularity of deep learning, using convolutional neural networks (CNNs), steganalytic schemes have become the chief method of combating steganography in recent y...

  • Article
  • Open Access
8 Citations
3,055 Views
21 Pages

Indistinguishability Operators via Yager t-norms and Their Applications to Swarm Multi-Agent Task Allocation

  • Maria-del-Mar Bibiloni-Femenias,
  • José Guerrero,
  • Juan-José Miñana and
  • Oscar Valero

19 January 2021

In this paper, we propose a family of indistinguishability operators, that we have called Yager Possibilitic Response Functions (YPRFs for short), as an appropriate tool for allocating tasks to a collective of agents. In order to select the best agen...

  • Article
  • Open Access
17 Citations
2,472 Views
10 Pages

Subordination Properties of Meromorphic Kummer Function Correlated with Hurwitz–Lerch Zeta-Function

  • Firas Ghanim,
  • Khalifa Al-Shaqsi,
  • Maslina Darus and
  • Hiba Fawzi Al-Janaby

19 January 2021

Recently, Special Function Theory (SPFT) and Operator Theory (OPT) have acquired a lot of concern due to their considerable applications in disciplines of pure and applied mathematics. The Hurwitz-Lerch Zeta type functions, as a part of Special Funct...

  • Article
  • Open Access
1 Citations
2,344 Views
17 Pages

19 January 2021

Two sufficiency theorems for parametric and a nonparametric problems of Bolza in optimal control are derived. The dynamics of the problems are nonlinear, the initial and final states are free, and the main results can be applied when nonlinear mixed...

  • Article
  • Open Access
22 Citations
19,651 Views
19 Pages

19 January 2021

The human face holds a privileged position in multi-disciplinary research as it conveys much information—demographical attributes (age, race, gender, ethnicity), social signals, emotion expression, and so forth. Studies have shown that due to t...

  • Article
  • Open Access
4 Citations
3,228 Views
24 Pages

19 January 2021

Herein we study the problem of recovering a density operator from a set of compatible marginals, motivated by limitations of physical observations. Given that the set of compatible density operators is not singular, we adopt Jaynes’ principle a...

  • Article
  • Open Access
78 Citations
7,668 Views
21 Pages

19 January 2021

Recently, different recommendation techniques in e-learning have been designed that are helpful to both the learners and the educators in a wide variety of e-learning systems. Customized learning, which requires e-learning systems designed based on e...

  • Review
  • Open Access
8 Citations
2,926 Views
14 Pages

19 January 2021

The Wright function is a generalization of the exponential function and the Bessel functions. Integral relations between the Mittag–Leffler functions and the Wright function are presented. The applications of the Wright function and the Mainardi func...

  • Article
  • Open Access
19 Citations
2,673 Views
13 Pages

19 January 2021

We consider the coefficient inverse problem for the first-order hyperbolic system, which describes the propagation of the 2D acoustic waves in a heterogeneous medium. We recover both the denstity of the medium and the speed of sound by using a finite...

  • Article
  • Open Access
16 Citations
3,157 Views
15 Pages

19 January 2021

Project selection is a common problem for many companies. Specifically, it consists in identifying which projects should be selected with regard to their economic efficiency, i.e., the projects that maximise the profit they bring in while minimising...

  • Article
  • Open Access
9 Citations
7,294 Views
20 Pages

Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency

  • Karen Balladares,
  • José Pedro Ramos-Requena,
  • Juan Evangelista Trinidad-Segovia and
  • Miguel Angel Sánchez-Granero

18 January 2021

In this paper, we use a statistical arbitrage method in different developed and emerging countries to show that the profitability of the strategy is based on the degree of market efficiency. We will show that our strategy is more profitable in emergi...

  • Article
  • Open Access
24 Citations
5,674 Views
14 Pages

18 January 2021

The spread of the COVID-19 epidemic worldwide has led to investigations in various aspects, including the estimation of expected cases. As it helps in identifying the need to deal with cases caused by the pandemic. In this study, we have used artific...

  • Article
  • Open Access
8 Citations
2,492 Views
9 Pages

A Note on the Paired-Domination Subdivision Number of Trees

  • Xiaoli Qiang,
  • Saeed Kosari,
  • Zehui Shao,
  • Seyed Mahmoud Sheikholeslami,
  • Mustapha Chellali and
  • Hossein Karami

18 January 2021

For a graph G with no isolated vertex, let γpr(G) and sdγpr(G) denote the paired-domination and paired-domination subdivision numbers, respectively. In this note, we show that if T is a tree of order n4 different from a healthy spider...

  • Article
  • Open Access
3,943 Views
15 Pages

Coverability of Graphs by Parity Regular Subgraphs

  • Mirko Petruševski and
  • Riste Škrekovski

18 January 2021

A graph is even (resp. odd) if all its vertex degrees are even (resp. odd). We consider edge coverings by prescribed number of even and/or odd subgraphs. In view of the 8-Flow Theorem, a graph admits a covering by three even subgraphs if and only if...

  • Article
  • Open Access
7 Citations
5,407 Views
14 Pages

Mathematical Calculation of Stray Losses in Transformer Tanks with a Stainless Steel Insert

  • Serguei Maximov,
  • Manuel A. Corona-Sánchez,
  • Juan C. Olivares-Galvan,
  • Enrique Melgoza-Vazquez,
  • Rafael Escarela-Perez and
  • Victor M. Jimenez-Mondragon

18 January 2021

At present it is claimed that all electrical energy systems operate with high values of efficiency and reliability. In electric power systems (EPS), electrical power and distribution transformers are responsible for transferring the electrical energy...

  • Article
  • Open Access
20 Citations
3,735 Views
22 Pages

18 January 2021

A finite difference/Galerkin spectral discretization for the temporal and spatial fractional coupled Ginzburg–Landau system is proposed and analyzed. The Alikhanov L2-1σ difference formula is utilized to discretize the time Caputo fractio...

  • Article
  • Open Access
10 Citations
7,834 Views
22 Pages

Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models

  • Oscar V. De la Torre-Torres,
  • Francisco Venegas-Martínez and
  • Mᵃ Isabel Martínez-Torre-Enciso

18 January 2021

In the present paper, we test the use of Markov-Switching (MS) models with time-fixed or Generalized Autoregressive Conditional Heteroskedasticity (GARCH) variances. This, to enhance the performance of a U.S. dollar-based portfolio that invest in the...

  • Article
  • Open Access
58 Citations
3,455 Views
20 Pages

Impact of Renewable Energy Sources into Multi Area Multi-Source Load Frequency Control of Interrelated Power System

  • Krishan Arora,
  • Ashok Kumar,
  • Vikram Kumar Kamboj,
  • Deepak Prashar,
  • Bhanu Shrestha and
  • Gyanendra Prasad Joshi

18 January 2021

There is an increasing concentration in the influences of nonconventional power sources on power system process and management, as the application of these sources upsurges worldwide. Renewable energy technologies are one of the best technologies for...

  • Article
  • Open Access
9 Citations
4,433 Views
15 Pages

Third Grade Students’ Use of Relational Thinking

  • Marta Molina and
  • Encarnación Castro

18 January 2021

Current mathematics curricula have as one of their fundamental objectives the development of number sense. This is understood as a set of skills. Some of them have an algebraic nature such as acquiring an abstract understanding of relations between n...

  • Article
  • Open Access
7 Citations
2,896 Views
15 Pages

17 January 2021

This study is concerned with robust synchronization for master–slave chaotic systems with matched/mismatched disturbances and uncertainty in the control input. A robust sliding mode control (SMC) is presented to achieve chaos synchronization even und...

  • Article
  • Open Access
7 Citations
2,982 Views
8 Pages

17 January 2021

One of the fastest known general techniques for computing permanents is Ryser’s formula. On this note, we show that this formula over Sylvester Hadamard matrices of order 2m, Hm, can be carried out by enumerating m-variable Boolean functions wi...

  • Article
  • Open Access
4 Citations
2,718 Views
11 Pages

17 January 2021

This paper concerns the properties of the generalized bi-periodic Fibonacci numbers {Gn} generated from the recurrence relation: Gn=aGn1+Gn2 (n is even) or Gn=bGn1+Gn2 (n is odd). We derive general identities for the recip...

  • Article
  • Open Access
4 Citations
4,659 Views
21 Pages

16 January 2021

In this paper, a new class of Runge–Kutta-type collocation methods for the numerical integration of ordinary differential equations (ODEs) is presented. Its derivation is based on the integral form of the differential equation. The approach ena...

  • Review
  • Open Access
1 Citations
2,494 Views
13 Pages

Capital Allocation Rules and the No-Undercut Property

  • Gabriele Canna,
  • Francesca Centrone and
  • Emanuela Rosazza Gianin

16 January 2021

This paper makes the point on a well known property of capital allocation rules, namely the one called no-undercut. Its desirability in capital allocation stems from some stability game theoretical features that are related to the notion of core, bot...

  • Article
  • Open Access
2,043 Views
12 Pages

15 January 2021

We face the problem to determine whether an algebraic polynomial is nonnegative in an interval the Yau Number Theoretic Conjecture and Yau Geometric Conjecture is proved. In this paper, we propose a new theorem to determine if an algebraic polynomial...

  • Article
  • Open Access
4 Citations
3,711 Views
20 Pages

Dynamic Graph Learning: A Structure-Driven Approach

  • Bo Jiang,
  • Yuming Huang,
  • Ashkan Panahi,
  • Yiyi Yu,
  • Hamid Krim and
  • Spencer L. Smith

15 January 2021

The purpose of this paper is to infer a dynamic graph as a global (collective) model of time-varying measurements at a set of network nodes. This model captures both pairwise as well as higher order interactions (i.e., more than two nodes) among the...

  • Article
  • Open Access
4 Citations
3,798 Views
16 Pages

Simplicial-Map Neural Networks Robust to Adversarial Examples

  • Eduardo Paluzo-Hidalgo,
  • Rocio Gonzalez-Diaz,
  • Miguel A. Gutiérrez-Naranjo and
  • Jónathan Heras

15 January 2021

Broadly speaking, an adversarial example against a classification model occurs when a small perturbation on an input data point produces a change on the output label assigned by the model. Such adversarial examples represent a weakness for the safety...

  • Article
  • Open Access
5 Citations
2,332 Views
15 Pages

An Over and Underdispersed Biparametric Extension of the Waring Distribution

  • Valentina Cueva-López,
  • María José Olmo-Jiménez and
  • José Rodríguez-Avi

15 January 2021

A new discrete distribution for count data called extended biparametric Waring (EBW) distribution is developed. Its name is related to the fact that, in a specific configuration of its parameters, it can be seen as a biparametric version of the univa...

  • Article
  • Open Access
26 Citations
4,072 Views
31 Pages

15 January 2021

Path-planning for uninhabited combat air vehicles (UCAV) is a typically complicated global optimization problem. It seeks a superior flight path in a complex battlefield environment, taking into various constraints. Many swarm intelligence (SI) algor...

  • Article
  • Open Access
6 Citations
2,970 Views
19 Pages

15 January 2021

A novel integrated guidance and control (IGC) scheme for a Re-entry Hypersonic Vehicle (RHV) is proposed with the capabilities of online aerodynamic coefficient estimation based on an Unscented Kalman Filter and online trajectory generation based on...

  • Article
  • Open Access
5 Citations
2,971 Views
42 Pages

Four-Fold Formal Concept Analysis Based on Complete Idempotent Semifields

  • Francisco José Valverde-Albacete and
  • Carmen Peláez-Moreno

15 January 2021

Formal Concept Analysis (FCA) is a well-known supervised boolean data-mining technique rooted in Lattice and Order Theory, that has several extensions to, e.g., fuzzy and idempotent semirings. At the heart of FCA lies a Galois connection between two...

  • Article
  • Open Access
86 Citations
6,826 Views
18 Pages

14 January 2021

From the perspective of the policy impact effect, this paper takes green enterprises as the treatment group and polluters as the control group. Firstly, the double difference method (DID) was adopted to study the effect of green credit policy on ente...

  • Article
  • Open Access
2 Citations
2,507 Views
16 Pages

Quadrature Integration Techniques for Random Hyperbolic PDE Problems

  • Rafael Company,
  • Vera N. Egorova and
  • Lucas Jódar

14 January 2021

In this paper, we consider random hyperbolic partial differential equation (PDE) problems following the mean square approach and Laplace transform technique. Randomness requires not only the computation of the approximating stochastic processes, but...

  • Article
  • Open Access
8 Citations
2,380 Views
11 Pages

On Jungck–Branciari–Wardowski Type Fixed Point Results

  • Biljana Carić,
  • Tatjana Došenović,
  • Reny George,
  • Zoran D. Mitrović and
  • Stojan Radenović

14 January 2021

The terms of Fintegral contraction as well as (ϖ,ζ˜,F,i)integral contraction are introduced. Fixed point and common fixed point theorems are established. For the mapping F we use only the supposition that it is strictly i...

  • Article
  • Open Access
23 Citations
8,930 Views
20 Pages

14 January 2021

This case study focuses on a team of teachers and students in a Lesson Study, focused on using mathematical modeling (MM) to make significant decisions to design and plan for a sustainable edible garden in their community. We examined (a) how teacher...

  • Article
  • Open Access
9 Citations
3,165 Views
22 Pages

14 January 2021

We consider a class of cooperative differential games with continuous updating making use of the Pontryagin maximum principle. It is assumed that at each moment, players have or use information about the game structure defined in a closed time interv...

  • Article
  • Open Access
13 Citations
4,280 Views
24 Pages

14 January 2021

The heart consists of a complex network of billions of cells. Under physiological conditions, cardiac cells propagate electrical signals in space, generating the heartbeat in a synchronous and coordinated manner. When such a synchronization fails, li...

  • Article
  • Open Access
1 Citations
2,136 Views
17 Pages

14 January 2021

The present article concerns general mixed problems for nonlinear dispersive equations of any odd-orders posed on bounded intervals. The results on existence, uniqueness and exponential decay of solutions are presented.

  • Article
  • Open Access
4 Citations
2,379 Views
16 Pages

Removing Symmetry in Circulant Graphs and Point-Block Incidence Graphs

  • Josephine Brooks,
  • Alvaro Carbonero,
  • Joseph Vargas,
  • Rigoberto Flórez,
  • Brendan Rooney and
  • Darren Narayan

14 January 2021

An automorphism of a graph is a mapping of the vertices onto themselves such that connections between respective edges are preserved. A vertex v in a graph G is fixed if it is mapped to itself under every automorphism of G. The fixing number of a gra...

  • Article
  • Open Access
4 Citations
2,697 Views
17 Pages

Including Jumps in the Stochastic Valuation of Freight Derivatives

  • Lourdes Gómez-Valle and
  • Julia Martínez-Rodríguez

13 January 2021

The spot freight rate processes considered in the literature for pricing forward freight agreements (FFA) and freight options usually have a particular dynamics in order to obtain the prices. In those cases, the FFA prices are explicitly obtained. Ho...

  • Article
  • Open Access
42 Citations
3,601 Views
21 Pages

13 January 2021

In this paper, a new approximate analytical method is proposed for solving the fractional biological population model, the fractional derivative is described in the Caputo sense. This method is based upon the Aboodh transform method and the new itera...

  • Article
  • Open Access
8 Citations
3,799 Views
15 Pages

13 January 2021

Multi-class classification in imbalanced datasets is a challenging problem. In these cases, common validation metrics (such as accuracy or recall) are often not suitable. In many of these problems, often real-world problems related to health, some cl...

  • Article
  • Open Access
2 Citations
2,400 Views
18 Pages

13 January 2021

The fractional generalization of the Ambartsumian delay equation with Caputo’s fractional derivative is considered. The Ambartsumian delay equation is very difficult to be solved neither in the case of ordinary derivatives nor in the case of fr...

  • Article
  • Open Access
1 Citations
2,097 Views
26 Pages

13 January 2021

In this paper, we introduced controlled discrete-time semi-Markov random evolutions. These processes are random evolutions of discrete-time semi-Markov processes where we consider a control. applied to the values of random evolution. The main results...

  • Article
  • Open Access
22 Citations
3,998 Views
14 Pages

Issues on Applying One- and Multi-Step Numerical Methods to Chaotic Oscillators for FPGA Implementation

  • Omar Guillén-Fernández,
  • María Fernanda Moreno-López and
  • Esteban Tlelo-Cuautle

12 January 2021

Chaotic oscillators have been designed with embedded systems like field-programmable gate arrays (FPGAs), and applied in different engineering areas. However, the majority of works do not detail the issues when choosing a numerical method and the ass...

  • Article
  • Open Access
1 Citations
2,985 Views
18 Pages

12 January 2021

The present study concerns product diversification. The products differ in size, shape, flavor, fat content, etc., so that the producer can more specifically modify the particular product to the unique requirements of nonhomogeneous customers. The ma...

  • Article
  • Open Access
6 Citations
9,540 Views
16 Pages

Weighted Wiener Indices of Molecular Graphs with Application to Alkenes and Alkadienes

  • Simon Brezovnik,
  • Niko Tratnik and
  • Petra Žigert Pleteršek

12 January 2021

There exist many topological indices that are calculated on saturated hydrocarbons since they can be easily modelled by simple graphs. On the other hand, it is more challenging to investigate topological indices for hydrocarbons with multiple bonds....

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Mathematics - ISSN 2227-7390