298 citations
- UNSW SydneyAU7 papers
- University of South AustraliaAU5 papers
- Australian National UniversityAU4 papers
- The University of MelbourneAU4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Massachusetts Institute of TechnologyUS3 papers
- The University of QueenslandAU3 papers
- University of CanberraAU3 papers
- Astronomical Society of AustraliaAU2 papers
- Australian Defence Force AcademyAU2 papers
- Colorado State UniversityUS2 papers
- Commonwealth Scientific and Industrial Research OrganisationAU2 papers
6 papers · 1 filter
Adaptive-Wave Alternative for the Black-Scholes Option Pricing Model
Vladimir G. Ivancevic
A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial mar…
Causal association of Electromagnetic Signals using the Cayley Menger Determinant
Samuel Picton Drake, Brian D. O. Anderson, Changbin Yu
In complex electromagnetic environments it can often be difficult to determine whether signals received by an antenna array emanated from the same source. The failure to appropriat…
Computational Scenario-based Capability Planning
Hussein Abbass, Axel Bender, Helen Dam +3
Scenarios are pen-pictures of plausible futures, used for strategic planning. The aim of this investigation is to expand the horizon of scenario-based planning through computationa…
Strategic Positioning in Tactical Scenario Planning
James M. Whitacre, Hussein A. Abbass, Ruhul Sarker +2
Capability planning problems are pervasive throughout many areas of human interest with prominent examples found in defense and security. Planning provides a unique context for opt…
Crowd Behavior Dynamics: Entropic Path-Integral Model
Vladimir G. Ivancevic, Darryn J. Reid, Eugene V. Aidman
We propose an entropic geometrical model of crowd behavior dynamics (with dissipative crowd kinematics), using Feynman action--amplitude formalism that operates on three synergetic…
Decoding Network Codes by Message Passing
Daniel Salmond, Alex Grant, Terence Chan +1
In this paper, we show how to construct a factor graph from a network code. This provides a systematic framework for decoding using message passing algorithms. The proposed message…