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  • 1.
    Abola, Benard
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Biganda, Pitos
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Anguzu, Collins
    Department of Mathematics, Makerere University, Kampala, Uganda.
    Mango, John Magero
    Department of Mathematics, Makerere University, Kampala, Uganda.
    Kakuba, Gudwin
    Department of Mathematics, Makerere University, Kampala, Uganda.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    A Variant of Updating Page Rank in Evolving Tree graphs2019In: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019 / [ed] Christos H. Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2019, p. 31-49Conference paper (Refereed)
    Abstract [en]

    PageRank update refers to the process of computing new PageRank values after change(s) (addition or removal of links/vertices) has occurred in real life networks. The purpose of the updating is to avoid recalculating the values from scratch. To efficiently carry out the update, we consider PageRank as the expected number of visits to target vertex if multiple random walks are performed, starting at each vertex once and weighing each of these walks by a weight value. Hence, it might be looked at as updating non-normalised PageRank. In the proposed approach, a scaled adjacency matrix is sequentially updated after every change and the levels of the vertices being updated as well. This enables sets of internal and sink vertices dependent on their roots or parents, thus vector-vector product can be performed sequentially since there are no infinite steps from one vertex to the other.

  • 2.
    Abola, Benard
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Biganda, Pitos
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John Magero
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Kakuba, Godwin
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    A Variant of Updating PageRank in Evolving Tree Graphs2021In: Applied Modeling Techniques and Data Analysis 1: Computational Data Analysis Methods and Tools / [ed] Yannis Dimotikalis, Alex Karagrigoriou, Christina Parpoula, Christos H. Skiadas, John Wiley & Sons, Inc. Hoboken, NJ, USA , 2021, Vol. 7, p. 3-22Chapter in book (Refereed)
    Abstract [en]

    A PageRank update refers to the process of computing new PageRank valuesafter a change(s) (addition or removal of links/vertices) has occurred in real-lifenetworks. The purpose of updating is to avoid re-calculating the values from scratch.To efficiently carry out the update, we consider PageRank to be the expected numberof visits to a target vertex if multiple random walks are performed, starting at eachvertex once and weighing each of these walks by a weight value. Hence, it mightbe looked at as updating a non-normalized PageRank. We focus on networks of treegraphs and propose an approach to sequentially update a scaled adjacency matrix afterevery change, as well as the levels of the vertices. In this way, we can update thePageRank of affected vertices by their corresponding levels.

  • 3.
    Abola, Benard
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Biganda, Pitos
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John Magero
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Kakuba, Godwin
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    PageRank in evolving tree graphs2018In: Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić, Springer, 2018, Vol. 271, p. 375-390Chapter in book (Refereed)
    Abstract [en]

    In this article, we study how PageRank can be updated in an evolving tree graph. We are interested in finding how ranks of the graph can be updated simultaneously and effectively using previous ranks without resorting to iterative methods such as the Jacobi or Power method. We demonstrate and discuss how PageRank can be updated when a leaf is added to a tree, at least one leaf is added to a vertex with at least one outgoing edge, an edge added to vertices at the same level and forward edge is added in a tree graph. The results of this paper provide new insights and applications of standard partitioning of vertices of the graph into levels using breadth-first search algorithm. Then, one determines PageRanks as the expected numbers of random walk starting from any vertex in the graph. We noted that time complexity of the proposed method is linear, which is quite good. Also, it is important to point out that the types of vertex play essential role in updating of PageRank.

  • 4.
    Abola, Benard
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Makerere University, Kampala, Uganda.
    Biganda, Pitos
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John Magero
    Makerere University, Kampala, Uganda.
    Kakuba, Godwin
    Makerere University, Kampala, Uganda.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Updating of PageRank in Evolving Tree graphs2020In: Data Analysis and Applications 3: Computational, Classification, Financial, Statistical and Stochastic Methods / [ed] A. Makrides, A. Karagrigoriou, C.H. Skiadas, John Wiley & Sons, 2020, p. 35-51Chapter in book (Refereed)
    Abstract [en]

    Summary Updating PageRank refers to a process of computing new PageRank values after changes have occurred in a graph. The main goal of the updating is to avoid recalculating the values from scratch. This chapter focuses on updating PageRank of an evolving tree graph when a vertex and an edge are added sequentially. It describes how to maintain level structures when a cycle is created and investigates the practical and theoretical efficiency to update PageRanks for an evolving graph with many cycles. The chapter discusses the convergence of the power method applied to stochastic complement of Google matrix when a feedback vertex set is used. It also demonstrates that the partition by feedback vertex set improves asymptotic convergence of power method in updating PageRank in a network with cyclic components.

  • 5.
    Abola, Benard
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Biganda, Pitos
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Evaluation of Stopping Criteria for Ranks in Solving Linear Systems2019In: Data Analysis and Applications 1: Clustering and Regression, Modeling‐estimating, Forecasting and Data Mining, Volume 2 / [ed] Christos H. Skiadas, James R. Bozeman, John Wiley & Sons, 2019, Chapter 10, p. 137-152Chapter in book (Refereed)
    Abstract [en]

    Bioinformatics, internet search engines (web pages) and social networks are some of the examples with large and high sparsity matrices. For some of these systems, only the actual ranks of the solution vector is interesting rather than the vector itself. In this case, it is desirable that the stopping criterion reflects the error in ranks rather than the residual vector that might have a lower convergence. This chapter evaluates stopping criteria on Jacobi, successive over relaxation (SOR) and power series iterative schemes. Numerical experiments were performed and results show that Kendall's correlation coefficient gives good stopping criterion of ranks for linear system of equations. The chapter focuses on the termination criterion as means of obtaining good ranks. It outlines some studies carried out on stopping criteria in solving the linear system.

  • 6.
    Abola, Benard
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Biganda, Pitos Seleka
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Dmitrii
    Mälardalen University, Department of Mathematics and Physics. Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John Magero
    Makerere University.
    Kakuba, Godwin
    Makerere University.
    Perturbed Markov chains and information networksManuscript (preprint) (Other academic)
  • 7.
    Abola, Benard
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Biganda, Pitos
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Silvestrov, Dmitrii
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Stockholm University, Sweden.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John
    Department of Mathematics, Makerere University, Kampala, Uganda.
    Kakuba, Gudwin
    Department of Mathematics, Makerere University, Kampala, Uganda.
    Nonlinearly  Perturbed Markov Chains  and  Information Networks2019In: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019 / [ed] Christos H. Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2019, p. 51-79Conference paper (Refereed)
    Abstract [en]

    The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding  a special damping matrix multiplied by a small damping (perturbation) parameter ε. In this paper, we present results of the detailed perturbation analysis of Markov chains with damping component and numerical experiments supporting and illustrating the results of this perturbation analysis.

  • 8.
    Abola, Benard
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Biganda, Pitos
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Dmitrii
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Stockholm University, Sweden.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John Magero
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Kakuba, Godwin
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Chapter 2. Nonlinearly Perturbed Markov Chains and Information Networks2021In: Applied Modeling Techniques and Data Analysis 1: Computational Data Analysis Methods and Tools / [ed] Yannis Dimotikalis, Alex Karagrigoriou, Christina Parpoula, Christos H. Skiadas, Hoboken, NJ: John Wiley & Sons, 2021, p. 23-55Chapter in book (Refereed)
    Abstract [en]

    This chapter is devoted to studies of perturbed Markov chains, commonly used for the description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularized by adding aspecial damping matrix, multiplied by a small damping (perturbation) parameter ε. In this chapter, we present the results of detailed perturbation analysis of Markov chains with damping component and numerical experiments supporting and illustrating the results of this perturbation analysis.

  • 9. Abramov, V.
    et al.
    Paal, E.Tallinn University of Technology.Silvestrov, Sergei D.Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.Stolin, A.Chalmers University of Techology.
    Proceedings of the 3rd Baltic-Nordic Workshop “Algebra, Geometry, and Mathematical Physics”2008Conference proceedings (editor) (Refereed)
  • 10. Abramov, Viktor
    et al.
    Paal, Eugen
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication.
    Stolin, Alexander
    Preface [Special issue devoted to the 4th Baltic-Nordic Workshop “Algebra, Geometry and Mathematical Physics”]2010In: Proceedings of the Estonian Academy of Sciences, ISSN 1736-6046, E-ISSN 1736-7530, Vol. 59, no 4Article in journal (Refereed)
  • 11.
    Abramov, Viktor
    et al.
    University of Tartu, Estonia.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    3-Hom-Lie Algebras Based on σ-Derivation and Involution2020In: Advances in Applied Clifford Algebras, ISSN 0188-7009, E-ISSN 1661-4909, Vol. 30, no 3, article id 45Article in journal (Refereed)
    Abstract [en]

    We show that, having a Hom-Lie algebra and an element of its dual vector space that satisfies certain conditions, one can construct a ternary totally skew-symmetric bracket and prove that this ternary bracket satisfies the Hom-Filippov-Jacobi identity, i.e. this ternary bracket determines the structure of 3-Hom-Lie algebra on the vector space of a Hom-Lie algebra. Then we apply this construction to two Hom-Lie algebras constructed on an associative, commutative algebra using σ-derivation and involution, and we obtain two 3-Hom-Lie algebras.

  • 12.
    Albuhayri, Mohammed
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    An Improved Asymptotics of Implied Volatility in the Gatheral Model2022In: Springer Proceedings in Mathematics and Statistics, Springer Nature, 2022, Vol. 408, p. 3-13Conference paper (Refereed)
    Abstract [en]

    We study the double-mean-reverting model by Gatheral. Our previous results concerning the asymptotic expansion of the implied volatility of a European call option, are improved up to order 3, that is, the error of the approximation is ultimately smaller that the 1.5th power of time to maturity plus the cube of the absolute value of the difference between the logarithmic security price and the logarithmic strike price.

  • 13.
    Albuhayri, Mohammed
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Tewolde, Finnan
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Zhang, Jiahui
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model2019In: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019 / [ed] Christos H. Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2019, p. 81-90Conference paper (Refereed)
    Abstract [en]

    The double-mean-reverting model by Gatheral [1] is motivated by empirical dynamics of the variance of the stock price. No closed-form solution for European option exists in the above model. We study the behaviour of the implied volatility with respect to the logarithmic strike price and maturity near expiry and at-the- money. Using the method by Pagliarani and Pascucci [6], we calculate explicitly the first few terms of the asymptotic expansion of the implied volatility within a parabolic region.

  • 14.
    Albuhayri, Mohammed
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Tewolde, Finnan
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Zhang, Jiahui
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model2021In: Applied Modeling Techniques and Data Analysis 2: Financial, Demographic, Stochastic and Statistical Models and Methods / [ed] Dimotikalis, Yannis, Karagrigoriou, Alex, Parpoula, Christina, Skiadas, Christos H., Hoboken, NJ, USA: John Wiley & Sons, 2021, p. 27-38Chapter in book (Refereed)
    Abstract [en]

    The double-mean-reverting model by Gatheral is motivated by empirical dynamics of the variance of the stock price. No closed-form solution for European option exists in the above model. We study the behaviour of the implied volatility with respect to the logarithmic strike price and maturity near expiry and at-the-money. Using the method by Pagliarani and Pascucci, we calculate explicitly the first few terms of the asymptotic expansion of the implied volatility within a parabolic region.

  • 15.
    Albuhayri, Mohammed
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Dimitrov, Marko
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Numerical Studies of the Implied Volatility Expansions up to Third Order under the Gatheral Model2022Conference paper (Other academic)
    Abstract [en]

    The Gatheral double stochastic volatility model is a three-factor model with mean-reverting stochastic volatility that reverts to a stochastic long-run mean. Our previous paper investigated the performance of the first and second-order implied volatilities expansions under this model. Moreover, a simple partial calibration method has been proposed. This paper reviews and extends previous results to the third-order implied volatility expansions under the same model. Using Monte-Carlo simulation as the benchmark method, extensive numerical studies are conducted to investigate the accuracy and properties of the third-order expansion. 

  • 16.
    Alekseev, Aleksandr
    et al.
    Independent University of Moscow (IUM), Bolshoy Vlasyevskiy Pereulok 11, Moscow, 119002, Russian Federation.
    Arutyunov, Andronick
    V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, 65 Profsoyuznaya Street, Moscow, 117997, Russian Federation.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    On (σ,τ)-Derivations of Group Algebra as Category Characters2023In: Non-commutative and Non-associative Algebra and Analysis Structures: SPAS 2019, Västerås, Sweden, September 30 - October 2 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Springer , 2023, p. 81-99Conference paper (Refereed)
    Abstract [en]

    For the space of (σ,τ)-derivations of the group algebra C[G] of a discrete countable group G, the decomposition theorem for the space of (σ,τ)-derivations, generalising the corresponding theorem on ordinary derivations on group algebras, is established in an algebraic context using groupoids and characters. Several corollaries and examples describing when all (σ,τ)-derivations are inner are obtained. Considered in details are cases of (σ,τ)-nilpotent groups and (σ,τ)-FC groups.

  • 17.
    Ammar, F.
    et al.
    Faculté des Sciences, Université de Sfax, Tunisia .
    Makhlouf, A.
    Université de Haute Alsace, France .
    Silvestrov, S. D.
    Lund University.
    Ternary q-Virasoro-Witt Hom-Nambu-Lie algebras2010In: Journal of Physics A: Mathematical and Theoretical, ISSN 1751-8113, E-ISSN 1751-8121, Vol. 43, no 26, p. 265204-Article in journal (Refereed)
    Abstract [en]

    In this paper we construct ternary q-Virasoro-Witt algebras which q-deform the ternary Virasoro-Witt algebras constructed by Curtright, Fairlie and Zachos using su(1, 1) enveloping algebra techniques. The ternary Virasoro-Witt algebras constructed by Curtright, Fairlie and Zachos depend on a parameter and are not Nambu-Lie algebras for all but finitely many values of this parameter. For the parameter values for which the ternary Virasoro-Witt algebras are Nambu-Lie, the corresponding ternary q-Virasoro-Witt algebras constructed in this paper are also Hom-Nambu-Lie because they are obtained from the ternary Nambu-Lie algebras using the composition method. For other parameter values this composition method does not yield a Hom-Nambu-Lie algebra structure for q-Virasoro-Witt algebras. We show however, using a different construction, that the ternary Virasoro-Witt algebras of Curtright, Fairlie and Zachos, as well as the general ternary q-Virasoro-Witt algebras we construct, carry a structure of the ternary Hom-Nambu-Lie algebra for all values of the involved parameters.

  • 18.
    Andersson, Fredrik K.
    et al.
    WorldLight.com AB, Sweden.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication.
    The mathematics of internet search engines2008In: Acta Applicandae Mathematicae - An International Survey Journal on Applying Mathematics and Mathematical Applications, ISSN 0167-8019, E-ISSN 1572-9036, Vol. 104, no 2, p. 211-242Article in journal (Refereed)
    Abstract [en]

    This article presents a survey of techniques for ranking results in search engines, with emphasis on link-based ranking methods and the PageRank algorithm. The problem of selecting, in relation to a user search query, the most relevant documents from an unstructured source such as the WWW is discussed in detail. The need for extending classical information retrieval techniques such as boolean searching and vector space models with link-based ranking methods is demonstrated. The PageRank algorithm is introduced, and its numerical and spectral properties are discussed. The article concludes with an alternative means of computing PageRank, along with some example applications of this new method.

  • 19.
    Anguzu, Collins
    et al.
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Kasumba, Henry
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Mango, John Magero
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Algorithms for recalculating alpha and eigenvector centrality measures using graph partitioning techniques2022In: Springer Proceedings in Mathematics and Statistics, Springer Nature, 2022, Vol. 408, p. 541-562Conference paper (Refereed)
    Abstract [en]

    In graph theory, centrality measures are very crucial in ranking vertices of the graph in order of their importance. Alpha and eigenvector centralities are some of the highly placed centrality measures applied especially in social network analysis, disease diffusion networks and mechanical infrastructural developments. In this study we focus on recalculating alpha and eigenvector centralities using graph partitioning techniques. We write an algorithm for partitioning, sorting and efficiently computing these centralities for a graph. We then numerically demonstrate the technique on some sample small-sized networks to recalculate the two centrality measures

  • 20.
    Anguzu, Collins
    et al.
    Department of Mathematics, Makerere University, Kampala, Uganda.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    A Comparison of Graph Centrality Measures Based on Lazy Random Walks2021In: Applied Modeling Techniquesand Data Analysis 1: Computational Data AnalysisMethods and Tools / [ed] Yannis Dimotikalis, Alex Karagrigoriou, Christina Parpoula, Christos H Skiadas, John Wiley & Sons, Inc. Hoboken, NJ, USA , 2021, Vol. 7, p. 91-111Chapter in book (Refereed)
    Abstract [en]

    When working with a network, it is often of interest to locate the “most important”nodes in the network. A common way to do this is by using some graph centralitymeasures. Since what constitutes as an important node varies from one network toanother, or even in applications on the same network, there is a large number ofdifferent centrality measures proposed in the literature. Due to the large amount ofdifferent centrality measures proposed in different fields, there is also a large amountof very similar or equivalent centrality measures (in the sense that they give the sameranks). In this chapter, we focus on the centrality measures based on powers of theadjacency matrix and those based on random walk. In this case, we show how someof these centrality measures are related, as well as their lazy variants.We will performsome experiments to demonstrate the similarities between the centrality measures.

  • 21.
    Anguzu, Collins
    et al.
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    A comparison of graph centrality measures based on random walks and their computation2019In: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019 / [ed] Christos H. Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2019, p. 121-135Conference paper (Refereed)
    Abstract [en]

    When working with a network it is often of interest to locate the "most important" nodes in the network. A common way to do this is using some graph centrality measures. Since what constitutes an important node is different between different networks or even applications on the same network there is a large amount of different centrality measures proposed in the literature. Due to the large amount of different centrality measures proposed in different fields, there is also a large amount very similar or equivalent centrality measures in the sense that they give the same ranks. In this paper we will focus on centrality measures based on powers of the adjacency matrix or similar matrices and those based on random walk in order to show how some of these are related and can be calculated efficiently using the same or slightly altered algorithms.

  • 22.
    Arfa, Anja
    et al.
    Jouf University, Saudi Arabia; University of Sfax, Tunisia.
    Saadaoui, Nejib
    Université de Gabès, Tunisia.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Classification, Centroids and Derivations of Two-Dimensional Hom-Leibniz Algebras2023In: Non-commutative and Non-associative Algebra and Analysis Structures: SPAS 2019, Västerås, Sweden, September 30 - October 2 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Springer , 2023, p. 33-60Conference paper (Refereed)
    Abstract [en]

    Several recent results concerning Hom-Leibniz algebra are reviewed, the notion of symmetric Hom-Leibniz superalgebra is introduced and some properties are obtained. Classification of 2-dimensional Hom-Leibniz algebras is provided. Centroids and derivations of multiplicative Hom-Leibniz algebras are considered including the detailed study of 2-dimensional Hom-Leibniz algebras.

  • 23.
    Armakan, Abdoreza
    et al.
    Department of Mathematics, College of Sciences, Shiraz University, P.O. Box 71457-44776, Shiraz, Iran.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Color Hom-Lie Algebras, Color Hom-Leibniz Algebras and Color Omni-Hom-Lie Algebras2023In: Non-commutative and Non-associative Algebra and Analysis Structures: SPAS 2019, Västerås, Sweden, September 30 - October 2 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Springer , 2023, p. 61-79Conference paper (Refereed)
    Abstract [en]

    In this paper, the representations of color hom-Lie algebras have been reviewed and the existence of a series of coboundary operators is demonstrated. Moreover, the notion of a color omni-hom-Lie algebra associated to a linear space and an even invertible linear map have been introduced. In addition, characterization method for regular color hom-Lie algebra structures on a linear space is examined and it is shown that the underlying algebraic structure of the color omni-hom-Lie algebra is a color hom-Leibniz a algebra.

  • 24.
    Armakan, Abdoreza
    et al.
    Shahid Bahonar University of Kerman, Kerman, Iran.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Enveloping algebras of certain types of color hom-Lie algebras2020In: Algebraic Structures and Applications: Sergei Silvestrov, Anatoliy Malyarenko, Milica Rancic / [ed] S. Silvestrov, A. Malyarenko, Milica Rancic, Springer Nature, 2020, Vol. 317, p. 257-284Chapter in book (Refereed)
    Abstract [en]

    In this paper the universal enveloping algebra of color hom-Lie algebras is studied. A construction of the free hom-associative color algebra on a hom-module is described for a certain type of color hom-Lie algebras and is applied to obtain the universal enveloping algebra of those hom-Lie color algebras. Finally, this construction is applied to obtain the extension of the well-known Poincaré–Birkhoff–Witt theorem for Lie algebras to the enveloping algebra of the certain types of color hom-Lie algebra such that some power of the twisting map is the identity map.

  • 25.
    Armakan, Abdoreza
    et al.
    Shiraz Univ, Coll Sci, Dept Math, Shiraz, Iran..
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Farhangdoost, Mohammad Reza
    Shiraz Univ, Coll Sci, Dept Math, Shiraz, Iran..
    Enveloping algebras of color hom-Lie algebras2019In: Turkish Journal of Mathematics, ISSN 1300-0098, E-ISSN 1303-6149, Vol. 43, no 1, p. 316-339Article in journal (Refereed)
    Abstract [en]

    In this paper, the universal enveloping algebra of color hom-Lie algebras is studied. A construction of the free involutive hom-associative color algebra on a hom-module is described and applied to obtain the universal enveloping algebra of an involutive hom-Lie color algebra. Finally, the construction is applied to obtain the well-known Poincare- Birkhoff-Witt theorem for Lie algebras to the enveloping algebra of an involutive color hom-Lie algebra.

  • 26.
    Armakan, Abdoreza
    et al.
    Shiraz University, Iran.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Farhangdoost, Mohammad Reza
    Shiraz University, Iran.
    Extensions of hom-Lie color algebras2021In: Georgian Mathematical Journal, ISSN 1072-947X, E-ISSN 1572-9176, Vol. 28, no 1, p. 2019-2033Article in journal (Refereed)
    Abstract [en]

    In this paper, we study (non-Abelian) extensions of a given hom-Lie color algebra and provide a geometrical interpretation of extensions. In particular, we characterize an extension of a hom-Lie color algebra g by another hom-Lie color algebra h and discuss the case where h has no center. We also deal with the setting of covariant exterior derivatives, Chevalley derivative, curvature and the Bianchi identity for possible extensions in differential geometry. Moreover, we find a cohomological obstruction to the existence of extensions of hom-Lie color algebras, i.e., we show that in order to have an extendible hom-Lie color algebra, there should exist a trivial member of the third cohomology.

  • 27.
    Arnlind, Joakim
    et al.
    Linköping University, Sweden.
    Kitouni, Abdennour
    Université de Haute-Alsace, Mulhouse, France.
    Makhlouf, Abdenacer
    Université de Haute-Alsace, Mulhouse, France .
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Structure and Cohomology of 3-Lie Algebras Induced by Lie Algebras2014In: Springer Proceedings in Mathematics and Statistics, Berlin, Heidelberg: Springer, 2014, Vol. 85, p. 123-144Conference paper (Refereed)
    Abstract [en]

    The aim of this paper is to compare the structure and the cohomology spaces of Lie algebras and induced 3-Lie algebras

  • 28.
    Arnlind, Joakim
    et al.
    Max Planck Institute for Gravitational Physics (AEI), Am Mühlenberg 1, D-14476 Golm, Germany.
    Makhlouf, Abdenacer
    Université de Haute Alsace, Lab. de Mathématiques Informatique et Applications, 4, rue des Frères Lumière, F-68093 Mulhouse, France.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication.
    Construction of n-Lie algebras and n-ary Hom-Nambu-Lie algebras2011In: Journal of Mathematical Physics, ISSN 0022-2488, E-ISSN 1089-7658, Vol. 52, no 12, p. 123502-Article in journal (Refereed)
    Abstract [en]

    As n-ary operations, generalizing Lie and Poisson algebras, arise in many different physical contexts, it is interesting to study general ways of constructing explicit realizations of such multilinear structures. Generically, they describe the dynamics of a physical system, and there is a need of understanding their quantization. Hom-Nambu-Lie algebras provide a framework that might be an appropriate setting in which n-Lie algebras (n-ary Nambu-Lie algebras) can be deformed, and their quantization studied. We present a procedure to construct (n + 1)-ary Hom-Nambu-Lie algebras from n-ary Hom-Nambu-Lie algebras equipped with a generalized trace function. It turns out that the implications of the compatibility conditions, that are necessary for this construction, can be understood in terms of the kernel of the trace function and the range of the twisting maps. Furthermore, we investigate the possibility of defining (n + k)-Lie algebras from n-Lie algebras and a k-form satisfying certain conditions. (C) 2011 American Institute of Physics. [doi:10.1063/1.3653197]

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  • 29.
    Arnlind, Joakim
    et al.
    Max Planck Institute for Gravitational Physics (AEI), Germany.
    Makhlouf, Abdenacer
    Université de Haute Alsace, France .
    Silvestrov, Sergei
    Lund University, Sweden.
    Ternary Hom-Nambu-Lie algebras induced by Hom-Lie algebras2010In: Journal of Mathematical Physics, ISSN 0022-2488, E-ISSN 1089-7658, Vol. 51, no 4, p. 043515-11Article in journal (Refereed)
    Abstract [en]

    The need to consider n-ary algebraic structures, generalizing Lie and Poisson algebras, has become increasingly important in physics, and it should therefore be of interest to study the mathematical concepts related to n-ary algebras. The purpose of this paper is to investigate ternary multiplications (as deformations of n-Lie structures) constructed from the binary multiplication of a Hom-Lie algebra, a linear twisting map, and a trace function satisfying certain compatibility conditions. We show that the relation between the kernels of the twisting maps and the trace function plays an important role in this context and provide examples of Hom-Nambu-Lie algebras obtained using this construction.

  • 30.
    Arnlind, Joakim
    et al.
    Albert Einstein Institute, Golm, Germany.
    Silvestrov, Sergei
    Lund University.
    Affine transformation crossed product type algebras and noncommutative surfaces2009In: Operator structures and dynamical systems: July 21-25 2008, Lorentz Center, Leiden, The Netherlands, satellite conference of the fifth European Congress of Mathematics, Amer. Math. Soc. , 2009, Vol. 503, p. 1-25Chapter in book (Refereed)
  • 31.
    Ataguema, H.
    et al.
    Universit́e de Haute Alsace, France .
    Makhlouf, A.
    Universit́e de Haute Alsace, France .
    Silvestrov, S. D.
    Lund University.
    Generalization of n-ary Nambu algebras and beyond2009In: Journal of Mathematical Physics, ISSN 0022-2488, E-ISSN 1089-7658, Vol. 50, no 8, p. Article number 083501-Article in journal (Refereed)
    Abstract [en]

    The aim of this paper is to introduce n-ary Hom-algebra structures generalizing the n-ary algebras of Lie type including n-ary Nambu algebras, n-ary Nambu-Lie algebras and n-ary Lie algebras, and n-ary algebras of associative type including n-ary totally associative and n-ary partially associative algebras. We provide examples of the new structures and present some properties and construction theorems. We describe the general method allowing one to obtain an n-ary Hom-algebra structure starting from an n-ary algebra and an n-ary algebra endomorphism. Several examples are derived using this process. Also we initiate investigation of classification problems for algebraic structures introduced in the article and describe all ternary three-dimensional Hom-Nambu-Lie structures with diagonal homomorphism.

  • 32.
    Attari Polsangi, Ahmad Reza
    et al.
    Department of Mathematics, College of Sciences, Shiraz University, P.O. Box 71457-44776, Shiraz, Iran.
    Farhangdoost, Mohammad Reza
    Department of Mathematics, College of Sciences, Shiraz University, P.O. Box 71457-44776, Shiraz, Iran.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Decomposition of Complete Color Hom-Lie Algebras2023In: Non-commutative and Non-associative Algebra and Analysis Structures: SPAS 2019, Västerås, Sweden, September 30 - October 2 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Springer , 2023, p. 101-120Conference paper (Refereed)
    Abstract [en]

    In this paper, we study some equivalent conditions for a color hom-Lie algebra to be a complete color hom-Lie algebra. In particular, we discuss the relationship between decomposition and completness for a color hom-Lie algebra. Moreover, we check some conditions that the set of αs -derivations of a color hom-Lie algebra to be complete and simply complete. Finally, we find some conditions in which the decomposition into hom-ideals of the complete multiplicative color hom-Lie algebras is unique up to order of hom-algebra.

  • 33.
    Bakayoko, I.
    et al.
    Université de N’Zérékoré, Nzerekore, Guinea.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Multiplicative n-hom-lie color algebras2020In: Algebraic Structures and Applications / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Milica Rancic, Springer Nature, 2020, Vol. 317, p. 159-187Chapter in book (Refereed)
    Abstract [en]

    The purpose of this paper is to generalize some results on n-Lie algebras and n-Hom-Lie algebras to n-Hom-Lie color algebras. Then we introduce and give some constructions of n-Hom-Lie color algebras.

  • 34.
    Bakayoko, Ibrahima
    et al.
    Univiversite N'Zerekore, Department of Mathematics, N'Zerekore, Guinea.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Hom-left-symmetric color dialgebras, Hom-tridendriform color algebras and Yau's twisting generalizations2021In: Afrika Matematika, ISSN 1012-9405, E-ISSN 2190-7668, Vol. 32, no 5-6, p. 941-958Article in journal (Refereed)
    Abstract [en]

    The goal of this paper is to introduce and give some constructions and study properties of Hom-left-symmetric color dialgebras and Hom-tridendriform color algebras. Next, we study their connection with Hom-associative color algebras, Hom-post-Lie color algebras and Hom-Poisson color dialgebras. Finally, we generalize Yau's twisting to a class of color Hom-algebras and use endomorphisms or elements of centroids to produce other color Hom-algebras from given one.

  • 35.
    Bakayoko, Ibrahima
    et al.
    Département de Mathématiques, Université de N’Zérékoré, BP 50, N’Zérékoré, Guinea.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Hom-Prealternative Superalgebras2023In: Non-commutative and Non-associative Algebra and Analysis Structures: SPAS 2019, Västerås, Sweden, September 30 - October 2 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Springer , 2023, p. 121-145Conference paper (Refereed)
    Abstract [en]

    The purpose of this paper is to introduce Hom-prealternative superalgebras and their bimodules. Some constructions of Hom-prealternative superalgebras and Hom-alternative superalgebras are given, and their connection with Hom-alternative superalgebras are studied. Bimodules over Hom-prealternative superalgebras are introduced, relations between bimodules over Hom-prealternative superalgebras and the bimodules of the corresponding Hom-alternative superalgebras are considered, and construction of bimodules over Hom-prealternative superalgebras by twisting is described.

  • 36.
    Ben Hassine, Abdelkader
    et al.
    Univ Bisha,Dept Math, Sabt Al Alaya, Saudi Arabia.;Univ Sfax, Fac Sci, Sfax, Tunisia..
    Chtioui, Taoufik
    Univ Sfax, Fac Sci, Sfax, Tunisia..
    Mabrouk, Sami
    Univ Gafsa, Fac Sci, Gafsa, Tunisia..
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Structure and cohomology of 3-Lie-Rinehart superalgebras2021In: Communications in Algebra, ISSN 0092-7872, E-ISSN 1532-4125, Vol. 49, no 11, p. 4883-4904Article in journal (Refereed)
    Abstract [en]

    We introduce a concept of 3-Lie-Rinehart superalgebra and systematically describe a cohomology complex by considering coefficient modules. Furthermore, we study the relationships between a Lie-Rinehart superalgebra and its induced 3-Lie-Rinehart superalgebra. The deformations of 3-Lie-Rinehart superalgebra are considered via a cohomology theory.

  • 37.
    Betuel, Canhanga
    et al.
    Faculty of Sciences, Dept of Mathematics and Computer Sciences, Eduardo Mondlane University, Mozambique.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Rancic, Milica
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Calibration of Multiscale Two-Factor Stochastic Volatility Models: A Second-Order Asymptotic Expansion Approach2018In: / [ed] Christos H Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2018Conference paper (Refereed)
    Abstract [en]

    The development of financial markets imposes more complex models on the option pricing problems. On the previous papers by the authors, we consider a model under which the underlying asset is driven by two independent Heston-type stochastic volatility processes of multiscale (fast and slow) mean-reverting rates and we compute an approximate solution for the option pricing problem, using asymptotic expansion method. In the present paper, we aim to calibrate the model using the market prices of options on Euro Stoxx 50 index and an equity stock in the European market. Our approach is to use the market implied volatility surface for calibrating directly a set of new parameters required in our second-order asymptotic expansion pricing formula for European options. This secondorder asymptotic expansion formula provides a better approximation formula for European option prices than the first-order formula, as explained in an earlier work of the authors.

  • 38.
    Biganda, Pitos
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Abola, Benard
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John Magero
    Department of Mathematics, Makerere University, Uganda.
    Kakuba, Godwin
    Department of Mathematics, Makerere University, Uganda.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Exploring The Relationship Between Ordinary PageRank, Lazy PageRank and Random Walk with Backstep PageRank for Different Graph Structures2020In: Data Analysis and Applications 3: Computational, Classification, Financial, Statistical and Stochastic Methods, Volume 5 / [ed] A. Makrides, A. Karagrigoriou, C.H. Skiadas, John Wiley & Sons, Ltd , 2020, p. 53-73Chapter in book (Refereed)
    Abstract [en]

    PageRank is an algorithm for ranking web pages. It is the first and best known webgraph-based algorithm in the Google search engine. The algorithm is simple, robust and reliable to measure the importance of web pages. This chapter presents a comparative review of three variants of PageRank, namely ordinary PageRank (introduced by Brin and Page as a measure of importance of a web page), lazy PageRank and random walk with backstep PageRank. It compares the variants in terms of their convergence and consistency in rank scores for different graph structures with reference to PageRank’s parameters, damping factor and backstep parameter. The chapter also shows that ordinary PageRank can be formulated from the other two variants by some proportionality relationships.

  • 39.
    Biganda, Pitos
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Abola, Benard
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John Magero
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Kakuba, Godwin
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Traditional and lazy pageranks for a line of nodes connected with complete graphs2018In: Stochastic Processes and Applications: SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Milica Rančić, Springer, 2018, Vol. 271, p. 391-412Chapter in book (Refereed)
    Abstract [en]

    PageRank was initially defined by S. Brin and L. Page for the purpose of measuring the importance of web pages (nodes) based on the structure of links between them. Due to existence of diverse methods of random walk on the graph, variants of PageRank now exists. They include traditional (or normal) PageRank due to normal random walk and Lazy PageRank due to lazy random walk on a graph. In this article, we establish how the two variants of PageRank changes when complete graphs are connected to a line of nodes whose links between the nodes are in one direction. Explicit formulae for the two variants of PageRank are presented. We have noted that the ranks on a line graph are the same except their numerical values which differ. Further, we have observed that both normal random walk and lazy random walk on complete graphs spend almost the same time at each node.

  • 40.
    Biganda, Pitos
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Abola, Benard
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Mango, John Magero
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Kakuba, Gudwin
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    PageRank and perturbed Markov chains2019In: Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop, Florence, Italy: 11-14 June, 2019 / [ed] Christos H. Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2019, p. 233-247Conference paper (Refereed)
    Abstract [en]

    PageRank is a widely-used hyperlink-based algorithm to estimate the relative importance of nodes in networks [11]. Since many real world networks are large sparse networks, this makes efficient calculation of PageRank complicated. Moreover, one needs to escape from dangling effects in some cases as well as slow convergence of the transition matrix. Primitivity adjustment with a damping (perturbation) parameter ε(0,ε0] (for fixed ε0.15) is one of the essential procedure that is known to ensure convergence of the transition matrix [24]. If ε is large, the transition matrix looses information due to shift of information to teleportation matrix [27]. In this paper, we formulate PageRank problem as the first and second order Markov chains perturbation problem. Using numerical experiments, we compare convergence rates for the two problems for different values of ε on different graph structures and investigate the difference in ranks for the two problems.

  • 41.
    Biganda, Pitos
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania.
    Abola, Benard
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Kakuba, Godwin
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    Mango, John Magero
    Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda.
    PageRank and Perturbed Markov Chains2021In: Applied Modeling Techniques and Data Analysis 1: Computational Data Analysis Methods and Tools / [ed] Yannis Dimotikalis, Alex Karagrigoriou, Christina Parpoula, Christos H. Skiadas, John Wiley & Sons, Inc. Hoboken, NJ, USA , 2021, Vol. 7, p. 57-74Chapter in book (Refereed)
    Abstract [en]

    PageRank is a widely used hyperlink-based algorithm for estimating the relative importance of nodes in networks. Since many real-world networks are large sparse networks, efficient calculation of PageRank is complicated. Moreover, we need to overcome dangling effects in some cases as well as slow convergence of the transition matrix. Primitivity adjustment with a damping (perturbation) parameter is one of the essential procedures known to ensure convergence of the transition matrix. If the perturbation parameter is not small enough, the transition matrix loses information due to the shift of information to the teleportation matrix. We formulate the PageRank problem as a first- and second-order Markov chains perturbation problem. Using numerical experiments, we compare convergence rates for different values of perturbation parameter on different graph structures and investigate the difference in ranks for the two problems.

  • 42.
    Biganda, Pitos Seleka
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Abola, Benard
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Engström, Christopher
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    PageRank, connecting a line of nodes with multiple complete graphs2017In: Proceedings of the 17th Applied Stochastic Models and Data Analysis International Conference with the 6th Demographics Workshop, London, UK: June 6-9, 2017. / [ed] Christos H Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2017, p. 113-126Conference paper (Refereed)
    Abstract [en]

    PageRank was initially defined by S. Brin and L. Page for the purpose of ranking homepages (nodes) based on the structure of links between these pages. Studies has shown that PageRank of a graph changes with changes in the structure of the graph. In this article, we examine how the PageRank changes when two or more outside nodes are connected to a line directed graph. We also look at the PageRank of a graph resulting from connecting a line graph to two complete graphs. In this paper we demonstrate that both the probability (or random walk on a graph) and blockwise matrix inversion approaches can be used to determine explicit formulas for the PageRanks of simple networks.

  • 43. Boulougari, Andromachi
    et al.
    Lundengård, Karl
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Rancic, Milica
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Strass, Belinda
    Suleiman, Samya
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. University of Dar es salaam, Dar es salaam, Tanzania.
    Application of a power-exponential function-based model to mortality rates forecasting2019In: Communications in Statistics: Case Studies, Data Analysis and Applications, E-ISSN 2373-7484, Vol. 5, no 1, p. 3-10Article in journal (Refereed)
    Abstract [en]

    There are many models for mortality rates. A well-known problem that complicates modeling of human mortality rates is the “accident hump” occurring in early adulthood. Here, two models of mortality rate based on power-exponential functions are presented and compared to a few other models. The models will be fitted to known data of measured death rates from several different countries using numerical techniques for curve-fitting with the nonlinear least-squares method. The properties of the model with respect to forecasting with the Lee–Carter method will be discussed.

  • 44.
    Bäck, Per
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Richter, Johan
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Hom-associative Ore extensions2018In: Journal of Physics, Conference Series, ISSN 1742-6588, E-ISSN 1742-6596, Vol. 965, no 1, article id 012006Article in journal (Refereed)
    Abstract [en]

    We introduce hom-associative Ore extensions as non-associative, non-unital Ore extensions with a hom-associative multiplication, as well as give some necessary and sufficient conditions when such exist. Within this framework, we also construct a family of hom-associative Weyl algebras as generalizations of the classical analogue, and prove that they are simple.

  • 45.
    Bäck, Per
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Richter, Johan
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Hom-associative Ore extensions and weak unitalizations2018In: International Electronic Journal of Algebra, E-ISSN 1306-6048, Vol. 24, p. 174-194Article in journal (Refereed)
    Abstract [en]

    We introduce hom-associative Ore extensions as non-unital, nonassociative Ore extensions with a hom-associative multiplication, and give some necessary and sucient conditions when such exist. Within this framework, we construct families of hom-associative quantum planes, universal enveloping algebras of a Lie algebra, and Weyl algebras, all being hom-associative generalizations of their classical counterparts, as well as prove that the latter are simple. We also provide a way of embedding any multiplicative hom-associative algebra into a multiplicative, weakly unital hom-associative algebra, which we call a weak unitalization.

  • 46.
    Canhanga, Betuel
    et al.
    Eduardo Mondlane University, Maputo, Mozambique.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Murara, Jean-Paul
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Advanced Monte Carlo pricing of european options in a market model with two stochastic volatilities2020In: Algebraic Structures and Applications / [ed] Sergei Silvestrov, Anatoliy Malyarenko, Milica Rancic, Springer Nature, 2020, Vol. 317, p. 857-874Chapter in book (Refereed)
    Abstract [en]

    We consider a market model with four correlated factors and two stochastic volatilities, one of which is rapid-changing, while another one is slow-changing in time. An advanced Monte Carlo method based on the theory of cubature in Wiener space is used to find the no-arbitrage price of the European call option in the above model.

  • 47.
    Canhanga, Betuel
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Murara, Jean-Paul
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Numerical Studies on Asymptotics of European Option under Multiscale Stochastic Volatility2015In: ASMDA 2015 Proceedings: 16th Applied Stochastic Models and Data Analysis International Conference with 4th Demographics 2015 Workshop / [ed] Christos H Skiadas, ISAST: International Society for the Advancement of Science and Technology , 2015, p. 53-66Conference paper (Refereed)
    Abstract [en]

    Multiscale stochastic volatilities models relax the constant volatility assumption from Black-Scholes option pricing model. Such model can capture the smile and skew of volatilities and therefore describe more accurately the movements of the trading prices. Christoffersen et al. [3] presented a model where the underlying priceis governed by two volatility components, one changing fast and another changing slowly. Chiarella and Ziveyi [2] transformed Christoffersen’s model and computed an approximate formula for pricing American options. They used Duhamel’s principle to derive an integral form solution of the boundary value problem associated to the option price. Using method of characteristics, Fourier and Laplace transforms, they obtained with good accuracy the American options prices. In a previous research of the authors (Canhanga et al. [1]), a particular case of Chiarella and Ziveyi [2] model is used for pricing of European options. The novelty of this earlier work is to present an asymptotic expansion for the option price. The present paper provides experimental and numerical studies on investigating the accuracy of the approximation formulae given by this asymptotic expansion. We present also a procedure for calibrating the parameters produced by our first-order asymptotic approximation formulae. Our approximated option prices will be compared to the approximation obtained by Chiarella and Ziveyi [2].

    1. Canhanga B., Malyarenko, A., Ni, Y. and Silvestrov S. Perturbation methods for pricing European options in a model with two stochastic volatilities. 3rd SMTDA Conference Proceedings. 11-14 June 2014, Lisbon Porturgal, C. H. Skiadas (Ed.) 489-500 (2014).

    2. Chiarella, C, and Ziveyi, J. American option pricing under two stochastic volatility processes. J. Appl. Math. Comput. 224:283–310 (2013).

    3. Christoffersen, P.; Heston, S.; Jacobs, K. The shape and term structure of the index option smirk: why multifactor stochastic volatility models work so well. Manage. Sci. 55 (2) 1914-1932; (2009).

  • 48.
    Canhanga, Betuel
    et al.
    DMI, Eduardo Mondlane University, Maputo, Mozambique.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Murara, Jean-Paul
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility2017In: Methodology and Computing in Applied Probability, ISSN 1387-5841, E-ISSN 1573-7713, Vol. 19, no 4, p. 1075-1087Article in journal (Refereed)
    Abstract [en]

    Multiscale stochastic volatilities models relax the constant volatility assumption from Black-Scholes option pricing model. Such models can capture the smile and skew of volatilities and therefore describe more accurately the movements of the trading prices. Christoffersen et al. Manag Sci 55(2):1914–1932 (2009) presented a model where the underlying price is governed by two volatility components, one changing fast and another changing slowly. Chiarella and Ziveyi Appl Math Comput 224:283–310 (2013) transformed Christoffersen’s model and computed an approximate formula for pricing American options. They used Duhamel’s principle to derive an integral form solution of the boundary value problem associated to the option price. Using method of characteristics, Fourier and Laplace transforms, they obtained with good accuracy the American option prices. In a previous research of the authors (Canhanga et al. 2014), a particular case of Chiarella and Ziveyi Appl Math Comput 224:283–310 (2013) model is used for pricing of European options. The novelty of this earlier work is to present an asymptotic expansion for the option price. The present paper provides experimental and numerical studies on investigating the accuracy of the approximation formulae given by this asymptotic expansion. We present also a procedure for calibrating the parameters produced by our first-order asymptotic approximation formulae. Our approximated option prices will be compared to the approximation obtained by Chiarella and Ziveyi Appl Math Comput 224:283–310 (2013).

  • 49.
    Canhanga, Betuel
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Murara, Jean-Paul
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Pricing European Options Under Stochastic Volatilities Models2016In: Engineering Mathematics I: Electromagnetics, Fluid Mechanics, Material Physics and Financial Engineering / [ed] Sergei Silvestrov; Milica Rancic, Springer, 2016, p. 315-338Chapter in book (Refereed)
    Abstract [en]

    Interested by the volatility behavior, different models have been developed for option pricing. Starting from constant volatility model which did not succeed on capturing the effects of volatility smiles and skews; stochastic volatility models appearas a response to the weakness of the constant volatility models. Constant elasticity of volatility, Heston, Hull and White, Schöbel-Zhu, Schöbel-Zhu-Hull-Whiteand many others are examples of models where the volatility is itself a random process. Along the chapter we deal with this class of models and we present the techniques of pricing European options. Comparing single factor stochastic volatility models to constant factor volatility models it seems evident that the stochastic volatility models represent nicely the movement of the asset price and its relations with changes in the risk. However, these models fail to explain the large independent fluctuations in the volatility levels and slope. Christoffersen et al. in [4] proposed a model with two-factor stochastic volatilities where the correlation between the underlying asset price and the volatilities varies randomly. In the last section of this chapter we introduce a variation of Chiarella and Ziveyi model, which is a subclass of the model presented in [4] and we use the first order asymptotic expansion methods to determine the price of European options.

  • 50.
    Canhanga, Betuel
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Faculty of Sciences, Department of Mathematics and Computer Sciences, Eduardo Mondlane University, Maputo, Mozambique.
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Ni, Ying
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Rancic, Milica
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Silvestrov, Sergei
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.
    Analytical and Numerical Studies on the Second Order Asymptotic Expansion Method for European Option Pricing under Two-factor Stochastic Volatilities2018In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 47, no 6, p. 1328-1349Article in journal (Refereed)
    Abstract [en]

    The celebrated Black–Scholes model made the assumption of constant volatility but empirical studies on implied volatility and asset dynamics motivated the use of stochastic volatilities. Christoffersen in 2009 showed that multi-factor stochastic volatilities models capture the asset dynamics more realistically. Fouque in 2012 used it to price European options. In 2013 Chiarella and Ziveyi considered Christoffersen's ideas and introduced an asset dynamics where the two volatilities of the Heston type act separately and independently on the asset price, and using Fourier transform for the asset price process and double Laplace transform for the two volatilities processes, solved a pricing problem for American options. This paper considers the Chiarella and Ziveyi model and parameterizes it so that the volatilities revert to the long-run-mean with reversion rates that mimic fast(for example daily) and slow(for example seasonal) random effects. Applying asymptotic expansion method presented by Fouque in 2012, we make an extensive and detailed derivation of the approximation prices for European options. We also present numerical studies on the behavior and accuracy of our first and the second order asymptotic expansion formulas.

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