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Search Results: 1 - 10 of 17249 matches for " Andrew Kumiega "
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A Software Development Methodology for Research and Prototyping in Financial Markets
Andrew Kumiega,Ben Van Vliet
Computer Science , 2008,
Abstract: The objective of this paper is to develop a standardized methodology for software development in the very unique industry and culture of financial markets. The prototyping process we present allows the development team to deliver for review and comment intermediate-level models based upon clearly defined customer requirements. This spreadsheet development methodology is presented within a larger business context, that of trading system development, the subject of an upcoming book by the authors of this paper.
Preventing Another Crisis: Quality Data for MBS Markets
Andrew Kumiega,Ben Van Vliet,Apostolos Xanthopoulos
Accounting and Finance Research , 2012, DOI: 10.5430/afr.v1n1p162
Abstract: Mortgage-backed securities and derivatives pricing and risk models often assume static input distributions. As real-world uncertainty increases, the need for real-time data updates becomes imperative. Quality standards for pool level data would ensure the orderly re-pricing of risk. Many industries abide by government mandated quality data standards. We argue that what the financial industry needs is what the NIST already provides to manufacturing and the NASS provides to agriculture. The financial industry has evolved and now needs continuous monitoring framework for the securitization process to control the complex mathematical models and technological systems that enable disintermediation in the mortgage markets.
Risk Management for Complex Calculations: EuSpRIG Best Practices in Hybrid Applications
Deborah Cernauskas,Andrew Kumiega,Ben VanVliet
Computer Science , 2008,
Abstract: As the need for advanced, interactive mathematical models has increased, user/programmers are increasingly choosing the MatLab scripting language over spreadsheets. However, applications developed in these tools have high error risk, and no best practices exist. We recommend that advanced, highly mathematical applications incorporate these tools with spreadsheets into hybrid applications, where developers can apply EuSpRIG best practices. Development of hybrid applications can reduce the potential for errors, shorten development time, and enable higher level operations. We believe that hybrid applications are the future and over the course of this paper, we apply and extend spreadsheet best practices to reduce or prevent risks in hybrid Excel/MatLab applications.
Sclerosing angiomatoid nodular transformation of the spleen treated by laparoscopic partial splenectomy
Andrzej Budzyński,Sergiusz Demczuk,Beata Kumiega,Marcin Migaczewski
Videosurgery and Other Miniinvasive Techniques , 2011,
Abstract: The authors describe a case of sclerosing angiomatoid nodular transformation (SANT) of the spleen treated at the 2ndDepartment of Surgery, Jagiellonian University, Medical College. The patient was a 23-year-old woman. Clinically shepresented with 2-year history of recurrent mild fever, diffuse joint pain, abdominal discomfort and iron deficiencyanaemia of chronic disease. The laboratory tests revealed a non-characteristic chronic inflammatory response.A splenic solid lesion 9 cm in diameter was found on abdominal computed tomography. The patient underwentuneventful laparoscopic resection of the upper half of the splenic parenchyma. The resected tumour showed characteristichistological and immunophenotypical findings of SANT as previously described in the literature. In long-termfollow-up, improvement of preoperative symptoms and abnormalities in the blood tests was documented.
Can a Massive Graviton be a Stable Particle  [PDF]
Andrew Beckwith
Journal of Modern Physics (JMP) , 2011, DOI: 10.4236/jmp.2011.25043
Abstract: This document is based on a question asked in the Dark Side of the Universe 2010 conference in Leon, Mexico, when a researcher from India asked the author about how to obtain a stability analysis of massive gravitons. The answer to this question involves an extension of the usual Pauli_Fiertz Langrangian as written by Ortin, with non- zero graviton mass contributing to a relationship between the trace of a revised GR stress-energy tensor (assuming non- zero graviton mass), and the trace of a revised symmetric tensor times a tiny mass for a 4 dimensional graviton. The resulting analysis makes use of Visser’s treatment of a stress en-ergy tensor, with experimental applications discussed in the resulting analysis. If the square of frequency of a massive graviton is real valued and greater than zero, stability can be possibly confirmed experimentally.
Octonionic Gravity Formation, Its Connections to Micro Physics  [PDF]
Andrew Beckwith
Open Journal of Microphysics (OJM) , 2011, DOI: 10.4236/ojm.2011.11002
Abstract: We ask if Octonionic quantum gravity is a relevant consideration near the Planck scale. Furthermore, we examine whether gravitational waves would be generated during the initial phase, , of the universe when triggered by changes in spacetime geometry; i.e. what role would an increase in degrees of freedom have in setting the conditions during , so that the result of these conditions can be observed and analyzed by a gravitational detector. The micro physics interaction is due to the formation of a pre Planckian to Planckian space time transition in spatial dimensions at and near the Planck dimensional values, i.e. 10–33 centimeters in spatial dimensions. This transition would be abrupt and arising in micro physics regimes of space time.
Detailing Coherent, Minimum Uncertainty States of Gravitons, as Semi Classical Components of Gravity Waves, and How Squeezed States Affect Upper Limits To Graviton Mass  [PDF]
Andrew Beckwith
Journal of Modern Physics (JMP) , 2011, DOI: 10.4236/jmp.2011.27086
Abstract: We present what is relevant to squeezed states of initial space time and how that affects both the composition of relic GW, and also gravitons. A side issue to consider is if gravitons can be configured as semi classical "particles", which is akin to the Pilot model of Quantum Mechanics as embedded in a larger non linear "deterministic" background.
What the Null Energy Condition (and When It May Be Violated) Tells Us about Gravitational Wave Frequencies in/for Relic Cosmology?  [PDF]
Andrew Beckwith
Journal of Modern Physics (JMP) , 2011, DOI: 10.4236/jmp.2011.29118
Abstract: We introduce a criterion as to the range of HFGW generated by early universe conditions. The 1 to 10 Giga Hertz range is constructed initially starting with what Grupen writes as far as what to expect of GW frequencies which can be detected assuming a sensitivity of 7×h~10-27 . From there we examine the implications of an earlier Hubble parameter at the start of inflation, and a phase transition treatment of pre to post Planckian inflation physics via use of inflatons. We close with an analysis of how gravitational constant G may vary with time, the tie in with the NEC condition and how to select a range of relic GW frequencies. The gravitational frequencies in turn may enable resolving a mis match between the datum that the entropy of the center of the galaxy black hole is greater than the entropy of the present four dimensional universe as we can infer and measure.
Result-Based Management in the Public Sector: A Decade of Experience for the Tanzanian Executive Agencies  [PDF]
Andrew Sulle
Journal of Service Science and Management (JSSM) , 2011, DOI: 10.4236/jssm.2011.44057
Abstract: One element of the NPM-inspired reforms is the adoption of result-based management in the Tanzanian public sector. This paper examines the implementation of this type of reform by focusing on executive agencies. Executive agencies were especially created to be result-oriented public organizations. Our empirical question is whether or not and to what extent the management of executive agencies has shifted to result-based approach as promised by NPM-reform doctrine. Our findings indicate that result-based approach has only been partially implemented in the Tanzanian public sector. There is less emphasis on managing for results and management processes have continued to be predominantly based on inputs and processes.
Can We Form Gravitinos by Something Other Than a Higgs Boson in the Electro-Weak Era?  [PDF]
Andrew Beckwith
Journal of Modern Physics (JMP) , 2012, DOI: 10.4236/jmp.2012.329162
Abstract: What is the physical nature of gravitinos? As asked before, this question was the template of how to introduce Machian Physics as a way to link gravitinos in the electro weak era and gravitons as of the present. What we wish to do now is to ask how a flaw in the Higgs equation as brought up by Comay shows a branch off from orthodox quantum physics, leading to, with the Machs principle application done earlier a way to embed the beginning of the universe as a semi classical superstructure of which Quantum Mechanics is a subset of. We argue that this will necessitate a review of the Higgs equation of state for reasons stated in the manuscript. We also finally review a proprosal for another form of mass formation mechanism as a replacement for the Higgs mass as introduced by Glinka and Beckwith, 2012, with commentary as to how suitable it may be to get a gravitino mass in fidelity to the Machian proposal introduced by Beckwith previously, to get linkage between electroweak era gravitinos and present day gravitons.
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