2009, Vol 10, No 1
http://hdl.handle.net/123456789/3942
2020-11-25T08:52:32ZA simple discrete model for the growth tumor
http://hdl.handle.net/123456789/10472
A simple discrete model for the growth tumor
Barrea, Andrés; Turner, Cristina
In this work we propose a discrete model for the growth tumor. This model is based on the continuous model in [1] which uses the conventional ideas of nutrient diffusion and consumption by the cells. We assume that region is two-dimensional and we discretize by means of a grid NxN where sites are occupied by the different types of tumor cells (proliferating, quiescent and dead) and normal cells. The growth rules are stochastic and depend on the concentration of nutrient. A discussion of the results and applications of the model are presented.
URL: http://sjam.selcuk.edu.tr/sjam/article/view/228
2009-01-01T00:00:00ZKonno-Yamazaki portfolio optimization model and an application to Istanbul Stock Exchange
http://hdl.handle.net/123456789/10471
Konno-Yamazaki portfolio optimization model and an application to Istanbul Stock Exchange
Genç, Aşır; Çelik, Nuri
The portfolio selection problem deals with how to form a satisfying portfolio. It is difficult to decide which assets should be selected because of the uncertainty on their returns. On the other hand, the increased volatility of financial markets during the last decade has induced researchers, practitioners and regulators to design and develop more sophisticated risk management tools. Value at Risk (VaR) has become the standard measure that financial analysts use to quantify market risk. VaR is defined as the maximum potential loss in value of a portfolio due to adverse market movements, for a given probability. In this work we considered Konno-Yamazaki model to optimize our portfolio and we compare this optimal portfolio with other possible portfolios with respect to VaR values.
URL: http://sjam.selcuk.edu.tr/sjam/article/view/227
2009-01-01T00:00:00ZA comparative study of black-scholes equation
http://hdl.handle.net/123456789/10470
A comparative study of black-scholes equation
Polat, Refet
In this paper, we analyzed Options and Black Scholes Models for the valuing and pricing of commodities. In particular, we examined the numerical solution techniques of American Option Problems. For the comparison of the results pertaining to different methods, we used classical methods utilizing chronological order. Then we compared the results of these methods and tried to determine the most efficient method.
URL: http://sjam.selcuk.edu.tr/sjam/article/view/226
2009-01-01T00:00:00ZComputing the tenacity of some graphs
http://hdl.handle.net/123456789/10469
Computing the tenacity of some graphs
Aytaç, Vecdi
In communication networks, vulnerability indicates the resistance of a network to disruptions in communication after a breakdown of some processors or communication links. We may use graphs to model networks, as graph theoretical parameters can be used to describe the stability and reliability of communication networks. In an analysis of the vulnerability of such a graph (or communication network) to disruption, two quantities (there may be others) that are important are: (1) the number of the components in the unaffected graph,(2) the size of the largest connected component.In particular, it is crucial that the first of these quantities be small, while the second is large, in order for one to say that the graph has tenacity. The concept of tenacity was introduced as a measure of graph vulnerability in this sense. The tenacity of a graph is defined asT(G)=min{((|S|+?(G-S))/(?(G-S))):S?V(G)and?(G-S)>1}where the ?(G-S) is the number of components of G-S and ?(G-S) is the number of vertices in a largest component of G. In this paper we give some bounds for tenacity and determination of the tenacity of total graphs of specific families of graphs and combinations of these graphs.
URL: http://sjam.selcuk.edu.tr/sjam/article/view/224
2009-01-01T00:00:00Z