فهرست مقالات Reduction technique

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  1 - Variance analysis of control variate technique and applications in Asian option ‎pricing‎
  B. Fathi ‎Vajargah‎ A. Salimipour‎ S. Salahshour‎
  This paper presents an analytical view of variance reduction by control variate technique for pricing arithmetic Asian options as a financial derivatives. In this paper, the effect of correlation between two random variables is shown. We propose an efficient method for چکیده کامل

  This paper presents an analytical view of variance reduction by control variate technique for pricing arithmetic Asian options as a financial derivatives. In this paper, the effect of correlation between two random variables is shown. We propose an efficient method for choose suitable control in pricing arithmetic Asian options based on the control variates (CV). The numerical experiment shows the productivity of the proposed ‎method.‎ پرونده مقاله
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  2 - A Comparative Study on Existing Techniques for Variable Reduction Including Factor Analysis, Principal Component Analysis, Correlation-Based Techniques, and Relief in Predicting the Risk of Stock Price Crash in Tehran Stock Exchange
  Hassan Mohammadi Alireza Zarei Soudani
  In order to determine how well component extraction techniques (principal component analysis and factor analysis) and variable (feature) reduction techniques (correlation-based and relief techniques) perform in identifying the likelihood of future stock price crashes, t چکیده کامل

  In order to determine how well component extraction techniques (principal component analysis and factor analysis) and variable (feature) reduction techniques (correlation-based and relief techniques) perform in identifying the likelihood of future stock price crashes, the current study looked into these techniques' performance and effectiveness. To do this, a sample of 80 companies listed on Tehran Stock Exchange between 2006 and 2017 was chosen, and 17 often used major characteristics influencing the probability of a stock price drop were found by studying the literature. The criteria for evaluating the efficacy of the procedures under consideration included the mean absolute magnitude percentage error, root mean square error, and coefficient of determination. In comparison to the use of all key explanatory variables, the results showed that variable reduction and component extraction strategies work significantly better and are more effective at predicting the likelihood of future stock price crashes. پرونده مقاله
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  3 - Determination of Composite System Adequacy Equivalents Using a Reduction Technique: a Case Study on a Regional Electric Company
  Reza Keypour Hessam Golmohamadi M. S. Jahan Saeed Saeedi Asghar Akhundi
  Reliability evaluation of a large-scale composite power system faces to numerous events/outage and consequently imposes an extensive burden of calculations. In order to simplify the problem, determination of an equivalent system for large-scale power system is inevitabl چکیده کامل

  Reliability evaluation of a large-scale composite power system faces to numerous events/outage and consequently imposes an extensive burden of calculations. In order to simplify the problem, determination of an equivalent system for large-scale power system is inevitable. This paper proposes a framework as reduction technique to separate a composite power system to three areas: external area, optimization area and equipment outage area. This separation enables policy makers of power systems to evaluate reliability of large-scale power systems with less time of calculation and extraordinary precision. The reduction technique is applied to composite power system of Iran with more than 4600 buses to determine an equivalent network for reliability evaluation of Semnan Province network. Comparative discussions and simulations for case study are presented at the end. پرونده مقاله