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/********************************************************************************** EWMA : computes the exponential weighted moving average of the volatility of asset returns [in] double lambda : weight of past observations : decay factor vector<double> prices : vector of asset prices [out]: vector<double> : EWMA volatilities **********************************************************************************/ vector<double> StatModel::EWMA(double lambda, vector<double>& prices) { vector<double> returns; // vector of returns vector<double> vols; // vector of volatilities vector<double>::iterator iter; // vector iterator double ret = 0.0; // continuously compounded return at time i double sum = 0.0; // add up total returns double var = 0.0; // sum of squared errors double ave = 0.0; // average return int N = prices.size(); // cache sizes of time series const int lag = 100; // moving average time lag const int A = 252; // number of trading days

Stateless session beans are EJBs that have neither state nor persistence characteristics. By foregoing those characteristics, stateless session beans gain increased scalability. These are great for handling requests that can be completed within a single request. Because they are stateless, an EJB container can create or destroy stateless session beans as necessary, to match the processing load. They are interchangeable and can be easily distributed to many nodes within a clustered application server. Stateless session beans can perform most tasks. They often act as facades that coordinate the activity of many other components, such as other EJBs, for a client. Another great use pattern is to have them front a distributed persistence mechanism such as JDO or Hibernate, thus gaining the benefits of container management without having to deal with heavy component-oriented persistence schemes such as container-managed beans.

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lenses with large apertures that include circular aperture blades enjoy a certain status in the bokeh world for the beautiful out-of-focus effects they produce on background or foreground elements. A detailed description of bokeh is beyond the scope of this book, but I urge you to experiment with your own lens s largest apertures and to research bokeh effects on the Internet to see the optical results for yourself.

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equation. For the saturation current, a somehow precise expression could be given approximately by [8 11] Is T KT m e VGO =ZVT where K m Z VGO VT T a constant independent on temperature 2 for germanium and m 1 for silicon 1 for germanium and Z 2 for silicon 0:785 V for germanium and VGO 1:21 V for silicon and it is known as the equivalent voltage of the prohibited band (eV) kT/q T/11; 605:4677 is an equivalent voltage to the junction temperature 298 C.

There are seven variables to be exact. Variables can take on a nearly infinite number of values. In this example, the value of the variable Torque will change contingent of the value of variables Rpm, a1, b1, c1, d1, and e1.

Command Summary Tapes and Floppy Diskettes, Continued COMMAND DESCRIPTION -v Verbose -d Create needed directory for relative path names -u Unconditional to override last modification date Example: $ cpio -o > /dev/fd0 filename1 filename2 <Ctrl>-d or $ cpio -iv filename1 < /dev/fd0 tar Alternative utility to back up and restore files

Notice that the result isn t perfect. For example, it will not work if the cell contains only one name (for example, Madonna). And, this method also fails if a name has two middle names (such as John Jacob Robert Smith). That occurs because the formula simply searches for the second space character in the name. In this example, the megaformula returns John Robert Smith. Later in this chapter, I present an array formula method to identify the last space character in a string.

existing ones, in particular, privacy, security and service quality control. At the same time, automation of service management processes makes it possible to automate the implementation of market mechanisms, bringing down cost and time-to-market. Service-oriented architectures hold great promise in this respect. Irrespective of which technologies will emerge as winners, most of the participants in the service provision chain need to cope with legacy equipment. It remains to be seen how exactly the future will unfold, but the new possibilities are certainly exciting.

FIGURE 12-9 Cumulative aperture distribution of a 10-ring space tapered (30-dB Taylor distribution) ring array with linear taper on the element spacing from 0.66 to 1.4 .