3 resultados para financial constraints

em Massachusetts Institute of Technology


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Visibility constraints can aid the segmentation of foreground objects observed with multiple range images. In our approach, points are defined as foreground if they can be determined to occlude some {em empty space} in the scene. We present an efficient algorithm to estimate foreground points in each range view using explicit epipolar search. In cases where the background pattern is stationary, we show how visibility constraints from other views can generate virtual background values at points with no valid depth in the primary view. We demonstrate the performance of both algorithms for detecting people in indoor office environments.

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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.

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The constraint paradigm is a model of computation in which values are deduced whenever possible, under the limitation that deductions be local in a certain sense. One may visualize a constraint 'program' as a network of devices connected by wires. Data values may flow along the wires, and computation is performed by the devices. A device computes using only locally available information (with a few exceptions), and places newly derived values on other, locally attached wires. In this way computed values are propagated. An advantage of the constraint paradigm (not unique to it) is that a single relationship can be used in more than one direction. The connections to a device are not labelled as inputs and outputs; a device will compute with whatever values are available, and produce as many new values as it can. General theorem provers are capable of such behavior, but tend to suffer from combinatorial explosion; it is not usually useful to derive all the possible consequences of a set of hypotheses. The constraint paradigm places a certain kind of limitation on the deduction process. The limitations imposed by the constraint paradigm are not the only one possible. It is argued, however, that they are restrictive enough to forestall combinatorial explosion in many interesting computational situations, yet permissive enough to allow useful computations in practical situations. Moreover, the paradigm is intuitive: It is easy to visualize the computational effects of these particular limitations, and the paradigm is a natural way of expressing programs for certain applications, in particular relationships arising in computer-aided design. A number of implementations of constraint-based programming languages are presented. A progression of ever more powerful languages is described, complete implementations are presented and design difficulties and alternatives are discussed. The goal approached, though not quite reached, is a complete programming system which will implicitly support the constraint paradigm to the same extent that LISP, say, supports automatic storage management.