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Publications Influence

Using of stochastic Ito and Stratonovich integrals derived security pricing

- E. C. Cipu
- Economics
- 2005

We seek for good numerical approximations of solutions for stochastic dierential equation (SDE) of stock price of underlying asset of an European call option. Using Ito and Stratonovich integrals and… Expand

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Evaluation of the transition probabilities for daily precipitation time series using a Markov chain model

- L. Cazacioc, E. C. Cipu
- Geography
- 2005

The Markov models are frequently proposed to quickly obtain forecasts of the weather ”states” at some future time using information given by the current state. One of the applications of the Markov… Expand

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STOCHASTIC MODELLING AND PROGNOSIS OF AN UNDERLYING ASSET PRICING

- E. C. Cipu, Laura Panzar
- Economics
- 2005

The aim of this paper is to obtain a stochastic model for an underlying asset pricing. Several stochastic models using time series are presented, such as stationary stochastic processes AR and MA or… Expand

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A bioinspired mathematical model for a robotic swarm to discriminate between self and nonself robots

- S. Bibic, E. C. Cipu, C. Buiu
- Engineering
- 19th International Conference on System Theory…
- 9 November 2015

TLDR

Numerical study for two point boundary problems in nonlinear ∞uid mechanics

- E. C. Cipu, Carmen Pricin
- Mathematics
- 2009

We study a nonlinear second order difierential equation for two point boundary problems. We present a numerical algorithm in order to approximate the solution. We generalize the method for a system… Expand

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Estimating non-maturity deposits

- E. C. Cipu, S. Udriste
- Economics
- 3 September 2009

We use certain statistical models for studying the demand deposits. For each model we precise the theoretical estimation and we propose an original algorithm for simulations. Using a time series data… Expand

2- PDF

Hazard based models and covariates

- Mariana Craiu, E. C. Cipu
- Mathematics
- 2005

The aim of this paper is to establish parametric and semiparametric estimation for models with and without covariates (or explanatory variables) that are related to lifetime analysis.

A shock wave propagation into a transonic ßow of a compressible ßuid

- E. C. Cipu
- Physics
- 2003

The interaction of weak pressure waves with a transonic sow due to a small perturbation of a second order compressible suid is studied. It is Þrst described the nondimensional problem and a… Expand

On the Flow of a Third Grade Viscoelastic Fluid in an Orthogonal Rheometer

- Carmen D. Pricinâ, E. C. Cipu, V. Ţigoiu
- Materials Science
- 28 April 2008

The flow of a third grade fluid in an orthogonal rheometer is studied. We employ the admissible velocity field proposed in [5]. We solve the problem and obtain the velocity field as well as the… Expand

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A shock wave propagation into a transonic flow of a compressible fluid

- E. C. Cipu
- 2003

The interaction of weak pressure waves with a transonic flow due to a small perturbation of a second order compressible fluid is studied. It is first described the nondimensional problem and a… Expand

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