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OPTIMIZING REPLICATED CENTRAL COMPOSITE DESIGNS WITH FRACTIONAL FACTORIAL COMPONENTS: A STUDY ON DESIGN EFFICIENCY

By: CHARLES ANTHONY NSE
Published: February 26, 2025
Efficiency and optimal properties of four varieties of Central Composite Design, namely, SCCD, RCCD, OCCD and FCCD and having ???????? replicates of the Fractional Factorial portion, ???????? replicates of the axial portion and ???????? replicates of the center portion are studied in four to six design variables. Optimal combination,[????????: ????????:...

OPTIMIZING HEDGING STRATEGIES THROUGH UTILITY THEORY

By: Chukwuma Michael Okoro
Published: February 26, 2025
We reviewed the utility based option trading and hedging approach as well as other results under the asymptotic analytical approximation method and introduced the option hedging problem which clearly illustrates the intuition behind the hedging bandwidth and volatility adjustment. However, we used the multi-period measure determine the absolute risk aversion...