A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Applying an XC6200 to real-time image processing

This implementation of a two-dimensional discrete cosine transform demonstrates the development of a suitable architectural style for a specific technology-in this case, the Xilinx XC6200 FPGA series. The design exploits distributed arithmetic, parallelism, and pipelining to achieve a high-performance custom-computing implementation.

An allelic series reveals essential roles for FY in plant development in addition to flowering-time control.

The autonomous pathway functions to promote flowering in Arabidopsis by limiting the accumulation of the floral repressor FLOWERING LOCUS C (FLC). Within this pathway FCA is a plant-specific, nuclear RNA-binding protein, which interacts with FY, a highly conserved eukaryotic polyadenylation factor. FCA and FY function to control polyadenylation site choice during processing of the FCA transcript. Null mutations in the yeast FY homologue Pfs2p are lethal. This raises the question as to whether these essential RNA processing functions are conserved in plants. Characterisation of an allelic series of fy mutations reveals that null alleles are embryo lethal. Furthermore, silencing of FY, but not FCA, is deleterious to growth in Nicotiana. The late-flowering fy alleles are hypomorphic and indicate a requirement for both intact FY WD repeats and the C-terminal domain in repression of FLC. The FY C-terminal domain binds FCA and in vitro assays demonstrate a requirement for both C-terminal FY-PPLPP repeats during this interaction. The expression domain of FY supports its roles in essential and flowering-time functions. Hence, FY may mediate both regulated and constitutive RNA 3'-end processing.

Evaluation of an algorithm to guide patients with type 1 diabetes treated with continuous subcutaneous insulin infusion on how to respond to real-time continuous glucose levels:A randomized controlled trial

OBJECTIVE - To evaluate an algorithm guiding responses of continuous subcutaneous insulin infusion (CSII)-treated type 1 diabetic patients using real-time continuous glucose monitoring (RT-CGM). RESEARCH DESIGN AND METHODS - Sixty CSII-treated type 1 diabetic participants (aged 13-70 years, including adult and adolescent subgroups, with A1C =9.5%) were randomized in age-, sex-, and A1C-matched pairs. Phase 1 was an open 16-week multicenter randomized controlled trial. Group A was treated with CSII/RT-CGM with the algorithm, and group B was treated with CSII/RT-CGM without the algorithm. The primary outcome was the difference in time in target (4-10 mmol/l) glucose range on 6-day masked CGM. Secondary outcomes were differences in A1C, low (=3.9 mmol/l) glucose CGM time, and glycemic variability. Phase 2 was the week 16-32 follow-up. Group A was returned to usual care, and group B was provided with the algorithm. Glycemia parameters were as above. Comparisons were made between baseline and 16 weeks and 32 weeks. RESULTS - In phase 1, after withdrawals 29 of 30 subjects were left in group A and 28 of 30 subjects were left in group B. The change in target glucose time did not differ between groups. A1C fell (mean 7.9% [95% CI 7.7-8.2to 7.6% [7.2-8.0]; P <0.03) in group A but not in group B (7.8% [7.5-8.1] to 7.7 [7.3-8.0]; NS) with no difference between groups. More subjects in group A achieved A1C =7% than those in group B (2 of 29 to 14 of 29 vs. 4 of 28 to 7 of 28; P = 0.015). In phase 2, one participant was lost from each group. In group A, A1C returned to baseline with RT-CGM discontinuation but did not change in group B, who continued RT-CGM with addition of the algorithm. CONCLUSIONS - Early but not late algorithm provision to type 1 diabetic patients using CSII/RT-CGM did not increase the target glucose time but increased achievement of A1C =7%. Upon RT-CGM cessation, A1C returned to baseline. © 2010 by the American Diabetes Association.

Optimal alarms systems and its application to financial time series

This thesis focuses on the application of optimal alarm systems to non linear time series models. The most common classes of models in the analysis of real-valued and integer-valued time series are described. The construction of optimal alarm systems is covered and its applications explored. Considering models with conditional heteroscedasticity, particular attention is given to the Fractionally Integrated Asymmetric Power ARCH, FIAPARCH(p; d; q) model and an optimal alarm system is implemented, following both classical and Bayesian methodologies. Taking into consideration the particular characteristics of the APARCH(p; q) representation for financial time series, the introduction of a possible counterpart for modelling time series of counts is proposed: the INteger-valued Asymmetric Power ARCH, INAPARCH(p; q). The probabilistic properties of the INAPARCH(1; 1) model are comprehensively studied, the conditional maximum likelihood (ML) estimation method is applied and the asymptotic properties of the conditional ML estimator are obtained. The final part of the work consists on the implementation of an optimal alarm system to the INAPARCH(1; 1) model. An application is presented to real data series.

Door to Bookland due date card

This is a due date card for the book titled Door to Bookland, with stamped dates from 1941.

Multiple Linear Regression and Artificial Neural Networks to Predict Time and Efficiency of Soil Vapor Extraction

The prediction of the time and the efficiency of the remediation of contaminated soils using soil vapor extraction remain a difficult challenge to the scientific community and consultants. This work reports the development of multiple linear regression and artificial neural network models to predict the remediation time and efficiency of soil vapor extractions performed in soils contaminated separately with benzene, toluene, ethylbenzene, xylene, trichloroethylene, and perchloroethylene. The results demonstrated that the artificial neural network approach presents better performances when compared with multiple linear regression models. The artificial neural network model allowed an accurate prediction of remediation time and efficiency based on only soil and pollutants characteristics, and consequently allowing a simple and quick previous evaluation of the process viability.

Pay roll voucher from the Engineer Department of Port Dalhousie and Thorold Railway Extension for repairs to fences and cattle guards etc. in the months of April and May. This document is attached to a time sheet, May 11, 1857

Pay roll voucher from the Engineer Department of Port Dalhousie and Thorold Railway Extension for repairs to fences and cattle guards etc. in the months of April and May. This document is attached to a time sheet, May 11, 1857.

Learning-Based Approach to Real Time Tracking and Analysis of Faces

This paper describes a trainable system capable of tracking faces and facialsfeatures like eyes and nostrils and estimating basic mouth features such as sdegrees of openness and smile in real time. In developing this system, we have addressed the twin issues of image representation and algorithms for learning. We have used the invariance properties of image representations based on Haar wavelets to robustly capture various facial features. Similarly, unlike previous approaches this system is entirely trained using examples and does not rely on a priori (hand-crafted) models of facial features based on optical flow or facial musculature. The system works in several stages that begin with face detection, followed by localization of facial features and estimation of mouth parameters. Each of these stages is formulated as a problem in supervised learning from examples. We apply the new and robust technique of support vector machines (SVM) for classification in the stage of skin segmentation, face detection and eye detection. Estimation of mouth parameters is modeled as a regression from a sparse subset of coefficients (basis functions) of an overcomplete dictionary of Haar wavelets.

A new approach to real time traffic sign recognition based on colour information

The automatic interpretation of conventional traffic signs is very complex and time consuming. The paper concerns an automatic warning system for driving assistance. It does not interpret the standard traffic signs on the roadside; the proposal is to incorporate into the existing signs another type of traffic sign whose information will be more easily interpreted by a processor. The type of information to be added is profuse and therefore the most important object is the robustness of the system. The basic proposal of this new philosophy is that the co-pilot system for automatic warning and driving assistance can interpret with greater ease the information contained in the new sign, whilst the human driver only has to interpret the "classic" sign. One of the codings that has been tested with good results and which seems to us easy to implement is that which has a rectangular shape and 4 vertical bars of different colours. The size of these signs is equivalent to the size of the conventional signs (approximately 0.4 m2). The colour information from the sign can be easily interpreted by the proposed processor and the interpretation is much easier and quicker than the information shown by the pictographs of the classic signs

Have you seen who's just moved in next door to us?

Es un poema en el que hay variedad de monstruosos vecinos que habitan las casas de una rarísima calle. Aparecen personajes como King Kong, Drácula, La Cosa y además, fantasmas, extraterrestres, piratas, todos ellos y algunos más, conviven con humanos asustados y sorprendidos.