Levy Processes Simulation for Modeling in Bioinformatics

Levy Processes Simulation for Modeling in Bioinformatics

Anna V. Kuzmina
Copyright: © 2020 |Pages: 10
DOI: 10.4018/IJARB.2020010105
OnDemand:
(Individual Articles)
Available
$37.50
No Current Special Offers
TOTAL SAVINGS: $37.50

Abstract

This article discusses the capabilities of the R language for modeling Levy processes, processes that currently most closely correspond to the nature of the evolution of stock price movements. The efficient algorithm of the CGMY process simulation as a difference of the tempered stable independent Levy is processed and programmed with the R language. The efficient algorithm of variance gamma process simulation using variance gamma random variables is processed and programmed with the R language. The article is focused on an entirely new area relevant to the scope of the International Journal of Applied Research in Bioinformatics (IJARB).
Article Preview
Top

Introduction

The works of Mkrttchian (2015) and Mkrttchian et al. (2015) has been highlights the importance’s of practicing use Online Multi-Cloud Platform Lab with Intellectual Agent (IA) – Avatar for modeling & researching. Avatar manager is a valuable contribution to “hhh” technology model (Mkrttchian, 2011); it includes the reflective practice allows managing meta-level conversations. New technological tools such as conferencing platforms, asynchronous discussion structures, social networking environments, and video sharing websites are developed which are capable for online learning. The avatar-based interface allows focusing more on the tasks of hearing, understanding and responding. Reflection pedagogies facilitate and extend learning when they are used in online learning environments, especially when delivered to connect geo- graphically dispersed students. The Avatar manager allows to facilitate features of interaction and to integrate its principles in reflective communication practice by creating a constructive classroom environment. Making a practical dynamic advanced representation of a specific individual is a testing and multifaceted errand (Mkrttchian, 2012). To edge a talk identified with the advancement furthermore, execution of the intelligent instructional methods in connected settings, writing concentrating on the significance of giving chances to guided appearance in experientially based learning was investigated.

Besides, on the grounds that the courses analyzed and additionally researched in the studies of Mkrttchian and Stephanova (2013) were led in virtual classrooms, with experiential learning.

A ration option price discovery is one of the significant problems of financial engineering. Both an issuing client and a share purchaser are interested in a ration option price value. A derivatives price accuracy of calculation depends on models that are used to describe the evolution of behavior assets prices. The problems of behavior asset (stock prices, indexes) forecast ability and models-building of behavior assets prices evolution have been addressed for more than 100 years. The first mathematical model of behavior assets evolution was introduced by L. Bachelier in 1900. Our times of evolution behavior assets research began at 1953 year when M. Kendall’s paper was published. M. Kendall suggested describing an evolution of behavior assets using random walk model. These days models using Levy processes describe a behavior assets evolution most exactly.

R language is a programming language commonly used in statistical computing, data analytics and scientific research. It is one of the most popular languages used by statisticians, data analysts, researchers and marketers to retrieve, clean, analyze, visualize and present data. The simulation functions of basic distributions are implemented in R. These days the problem of simulation probability distributions for further Levy process simulation is actual in R.

Complete Article List

Search this Journal:
Reset
Volume 13: 1 Issue (2024): Forthcoming, Available for Pre-Order
Volume 12: 2 Issues (2022): 1 Released, 1 Forthcoming
Volume 11: 2 Issues (2021)
Volume 10: 2 Issues (2020)
Volume 9: 2 Issues (2019)
View Complete Journal Contents Listing