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10 papers · 1 filter
Degenerate zero-truncated Poisson random variables
Taekyun Kim, Dae San Kim
In this paper, we introduce the degenerate zero-truncated Poisson random variables whose probability mass functions are a natural extension of the zero-truncated Poisson distributi…
Empirical investigation of state-of-the-art mean reversion strategies for equity markets
Seung-Hyun Moon, Yong-Hyuk Kim, Byung-Ro Moon
Recent studies have shown that online portfolio selection strategies that exploit the mean reversion property can achieve excess return from equity markets. This paper empirically…
On type 2 degenerate Bernoulli and Euler polynomials of complex variable
Taekyun Kim, Dae san Kim, Lee-Chae Jang +1
Recently, Masjed-Jamei-Beyki-Koepf studied the so called new type Euler polynomials without making use of Euler polynomials of complex variable. Here we study degenerate and type 2…
Fluctuation Theorem of Information Exchange within an Ensemble of Paths Conditioned on Correlated-Microstates
Lee Jinwoo
Fluctuation theorems are a class of equalities that express universal properties of the probability distribution of a fluctuating path functional such as heat, work or entropy prod…
Epistasis-based Basis Estimation Method for Simplifying the Problem Space of an Evolutionary Search in Binary Representation
Junghwan Lee, Yong-Hyuk Kim
An evolutionary search space can be smoothly transformed via a suitable change of basis; however, it can be difficult to determine an appropriate basis. In this paper, a method is…
Some identities of degenerate Euler polynomials associated with degenerate Bernstein polynomials
Won Joo Kim, Dae San Kim, Han Young Kim +1
In this paper, we investigate some properties and identities for degenerate Euler polynomials in connection with degenerate Bernstein polynomials by means of fermionic p-adic integ…