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    41.71+3.83 (+10.11%)

    at Fri, May 24, 2024, 4:00PM EDT - U.S. markets closed

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  2. Prism correction - Wikipedia

    en.wikipedia.org/wiki/Prism_correction

    Prism dioptres. Prism correction is commonly specified in prism dioptres, a unit of angular measurement that is loosely related to the dioptre. Prism dioptres are represented by the Greek symbol delta (Δ) in superscript. A prism of power 1 Δ would produce 1 unit of displacement for an object held 100 units from the prism. [2]

  3. MacCormack method - Wikipedia

    en.wikipedia.org/wiki/MacCormack_method

    Corrector step: In the corrector step, the predicted value is corrected according to the equation u i n + 1 = u i n + 1 / 2 − a Δ t 2 Δ x ( u i p − u i − 1 p ) {\displaystyle u_{i}^{n+1}=u_{i}^{n+1/2}-a{\frac {\Delta t}{2\Delta x}}\left(u_{i}^{p}-u_{i-1}^{p}\right)}

  4. Holm–Bonferroni method - Wikipedia

    en.wikipedia.org/wiki/Holm–Bonferroni_method

    The simple Bonferroni correction rejects only null hypotheses with p-value less than or equal to , in order to ensure that the FWER, i.e., the risk of rejecting one or more true null hypotheses (i.e., of committing one or more type I errors) is at most . The cost of this protection against type I errors is an increased risk of failing to reject ...

  5. Heckman correction - Wikipedia

    en.wikipedia.org/wiki/Heckman_correction

    The Heckman correction is a two-step M-estimator where the covariance matrix generated by OLS estimation of the second stage is inconsistent. [7] Correct standard errors and other statistics can be generated from an asymptotic approximation or by resampling, such as through a bootstrap. [8]

  6. Predictor–corrector method - Wikipedia

    en.wikipedia.org/wiki/Predictor–corrector_method

    First, the predictor step: starting from the current value , calculate an initial guess value via the Euler method, Next, the corrector step: improve the initial guess using trapezoidal rule, That value is used as the next step.

  7. Error correction model - Wikipedia

    en.wikipedia.org/wiki/Error_correction_model

    Among these are the Engle and Granger 2-step approach, estimating their ECM in one step and the vector-based VECM using Johansen's method. Engle and Granger 2-step approach. The first step of this method is to pretest the individual time series one uses in order to confirm that they are non-stationary in the first place.

  8. Crank–Nicolson method - Wikipedia

    en.wikipedia.org/wiki/Crank–Nicolson_method

    Principle The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] – the simplest example of a Gauss–Legendre implicit Runge–Kutta method – which also has the property of being a geometric ...

  9. Newmark-beta method - Wikipedia

    en.wikipedia.org/wiki/Newmark-beta_method

    The Newmark-beta method is a method of numerical integration used to solve certain differential equations. It is widely used in numerical evaluation of the dynamic response of structures and solids such as in finite element analysis to model dynamic systems. The method is named after Nathan M. Newmark, [1] former Professor of Civil Engineering ...

  10. EM algorithm and GMM model - Wikipedia

    en.wikipedia.org/wiki/EM_Algorithm_And_GMM_Model

    With Bayes Rule, the following result is obtained by the E-step: p ( z ( i ) = j | x ( i ) ; ϕ , μ , Σ ) = p ( x ( i ) | z ( i ) = j ; μ , Σ ) p ( z ( i ) = j ; ϕ ) ∑ l = 1 k p ( x ( i ) | z ( i ) = l ; μ , Σ ) p ( z ( i ) = l ; ϕ ) {\displaystyle p\left(z^{(i)}=j|x^{(i)};\phi ,\mu ,\Sigma \right)={\frac {p\left(x^{(i)}|z^{(i)}=j;\mu ...

  11. Lax–Wendroff method - Wikipedia

    en.wikipedia.org/wiki/Lax–Wendroff_method

    What follows is the Richtmyer two-step Lax–Wendroff method. The first step in the Richtmyer two-step Lax–Wendroff method calculates values for f(u(x, t)) at half time steps, t n + 1/2 and half grid points, x i + 1/2. In the second step values at t n + 1 are calculated using the data for t n and t n + 1/2. First (Lax) steps: