325 resultados para option pricing VIX Laguerre expansion jump-diffusion
Resumo:
There has been significant research in the field of database watermarking recently. However, there has not been sufficient attention given to the requirement of providing reversibility (the ability to revert back to original relation from watermarked relation) and blindness (not needing the original relation for detection purpose) at the same time. This model has several disadvantages over reversible and blind watermarking (requiring only the watermarked relation and secret key from which the watermark is detected and the original relation is restored) including the inability to identify the rightful owner in case of successful secondary watermarking, the inability to revert the relation to the original data set (required in high precision industries) and the requirement to store the unmarked relation at a secure secondary storage. To overcome these problems, we propose a watermarking scheme that is reversible as well as blind. We utilize difference expansion on integers to achieve reversibility. The major advantages provided by our scheme are reversibility to a high quality original data set, rightful owner identification, resistance against secondary watermarking attacks, and no need to store the original database at a secure secondary storage. We have implemented our scheme and results show the success rate is limited to 11% even when 48% tuples are modified.
Resumo:
There has been significant research in the field of database watermarking recently. However, there has not been sufficient attention given to the requirement of providing reversibility (the ability to revert back to original relation from watermarked relation) and blindness (not needing the original relation for detection purpose) at the same time. This model has several disadvantages over reversible and blind watermarking (requiring only the watermarked relation and secret key from which the watermark is detected and the original relation is restored) including the inability to identify the rightful owner in case of successful secondary watermarking, the inability to revert the relation to the original data set (required in high precision industries) and the requirement to store the unmarked relation at a secure secondary storage. To overcome these problems, we propose a watermarking scheme that is reversible as well as blind. We utilize difference expansion on integers to achieve reversibility. The major advantages provided by our scheme are reversibility to a high quality original data set, rightful owner identification, resistance against secondary watermarking attacks, and no need to store the original database at a secure secondary storage. We have implemented our scheme and results show the success rate is limited to 11% even when 48% tuples are modified.
Resumo:
Dynamic light scattering (DLS) has become a primary nanoparticle characterization technique with applications from materials characterization to biological and environmental detection. With the expansion in DLS use from homogeneous spheres to more complicated nanostructures, comes a decrease in accuracy. Much research has been performed to develop different diffusion models that account for the vastly different structures but little attention has been given to the effect on the light scattering properties in relation to DLS. In this work, small (core size < 5 nm) core-shell nanoparticles were used as a case study to measure the capping thickness of a layer of dodecanethiol (DDT) on Au and ZnO nanoparticles by DLS. We find that the DDT shell has very little effect on the scattering properties of the inorganic core and hence can be ignored to a first approximation. However, this results in conventional DLS analysis overestimating the hydrodynamic size in the volume and number weighted distributions. By introducing a simple correction formula that more accurately yields hydrodynamic size distributions a more precise determination of the molecular shell thickness is obtained. With this correction, the measured thickness of the DDT shell was found to be 7.3 ± 0.3 Å, much less than the extended chain length of 16 Å. This organic layer thickness suggests that on small nanoparticles, the DDT monolayer adopts a compact disordered structure rather than an open ordered structure on both ZnO and Au nanoparticle surfaces. These observations are in agreement with published molecular dynamics results.
Resumo:
A modular, graphic-oriented Internet browser has been developed to enable non-technical client access to a literal spinning world of information and remotely sensed. The Earth Portal (www.earthportal.net) uses the ManyOne browser (www.manyone.net) to provide engaging point and click views of the Earth fully tessellated with remotely sensed imagery and geospatial data. The ManyOne browser technology use Mozilla with embedded plugins to apply multiple 3-D graphics engines, e.g. ArcGlobe or GeoFusion, that directly link with the open-systems architecture of the geo-spatial infrastructure. This innovation allows for rendering of satellite imagery directly over the Earth's surface and requires no technical training by the web user. Effective use of this global distribution system for the remote sensing community requires a minimal compliance with protocols and standards that have been promoted by NSDI and other open-systems standards organizations.
Resumo:
The present study focused on simulating a trajectory point towards the end of the first experimental heatshield of the FIRE II vehicle, at a total flight time of 1639.53s. Scale replicas were sized according to binary scaling and instrumented with thermocouples for testing in the X1 expansion tube, located at The University of Queensland. Correlation of flight to experimental data was achieved through the separation, and independent treatment of the heat modes. Preliminary investigation indicates that the absolute value of radiant surface flux is conserved between two binary scaled models, whereas convective heat transfer increases with the length scale. This difference in the scaling techniques result in the overall contribution of radiative heat transfer diminishing to less than 1% in expansion tubes from a flight value of approximately 9-17%. From empirical correlation's it has been shown that the St √Re number decreases, under special circumstances, in expansion tubes by the percentage radiation present on the flight vehicle. Results obtained in this study give a strong indication that the relative radiative heat transfer contribution in the expansion tube tests is less than that in flight, supporting the analysis that the absolute value remains constant with binary scaling.
Resumo:
Database watermarking has received significant research attention in the current decade. Although, almost all watermarking models have been either irreversible (the original relation cannot be restored from the watermarked relation) and/or non-blind (requiring original relation to detect the watermark in watermarked relation). This model has several disadvantages over reversible and blind watermarking (requiring only watermarked relation and secret key from which the watermark is detected and original relation is restored) including inability to identify rightful owner in case of successful secondary watermarking, inability to revert the relation to original data set (required in high precision industries) and requirement to store unmarked relation at a secure secondary storage. To overcome these problems, we propose a watermarking scheme that is reversible as well as blind. We utilize difference expansion on integers to achieve reversibility. The major advantages provided by our scheme are reversibility to high quality original data set, rightful owner identification, resistance against secondary watermarking attacks, and no need to store original database at a secure secondary storage.
Resumo:
Characterized by socio-political changes, instability and conflict since 1990, Nepal is a nation in political transition. The media play a significant role in influencing this transition. Since 1990, various global and local factors have contributed to an unprecedented growth in the mass media in Nepal. This article analyses the expansion in the media against indicators of media pluralism to ask whether this expansion, within a difficult political transition, translates to media pluralism. The article draws upon qualitative research to assess the media market, the resources available for the media, diversity in media ownership and products, competition and ethics and policy and regulatory provisions within a struggling economy and an environment of poor law and order.
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This article describes the first steps toward comprehensive characterization of molecular transport within scaffolds for tissue engineering. The scaffolds were fabricated using a novel melt electrospinning technique capable of constructing 3D lattices of layered polymer fibers with well - defined internal microarchitectures. The general morphology and structure order was then determined using T 2 - weighted magnetic resonance imaging and X - ray microcomputed tomography. Diffusion tensor microimaging was used to measure the time - dependent diffusivity and diffusion anisotropy within the scaffolds. The measured diffusion tensors were anisotropic and consistent with the cross - hatched geometry of the scaffolds: diffusion was least restricted in the direction perpendicular to the fiber layers. The results demonstrate that the cross - hatched scaffold structure preferentially promotes molecular transport vertically through the layers ( z - axis), with more restricted diffusion in the directions of the fiber layers ( x – y plane). Diffusivity in the x – y plane was observed to be invariant to the fiber thickness. The characteristic pore size of the fiber scaffolds can be probed by sampling the diffusion tensor at multiple diffusion times. Prospective application of diffusion tensor imaging for the real - time monitoring of tissue maturation and nutrient transport pathways within tissue engineering scaffolds is discussed.
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INTRODUCTION: Increasing health care costs, limited resources and increased demand makes cost effective and cost-efficient delivery of Adolescent Idiopathic Scoliosis (AIS) management paramount. Rising implant costs in deformity correction surgery have prompted analysis of whether high implant densities are justified. The objective of this study was to analyse the costs of thoracoscopic scoliosis surgery, comparing initial learning curve costs with those of the established technique and to the costs involved in posterior instrumented fusion from the literature. METHODS: 189 consecutive cases from April 2000 to July 2011 were assessed with a minimum of 2 years follow-up. Information was gathered from a prospective database covering perioperative factors, clinical and radiological outcomes, complications and patient reported outcomes. The patients were divided into three groups to allow comparison; 1. A learning curve cohort, 2. An intermediate cohort and 3. A third cohort of patients, using our established technique. Hospital finance records and implant manufacturer figures were corrected to 2013 costs. A literature review of AIS management costs and implant density in similar curve types was performed. RESULTS: The mean pre-op Cobb angle was 53°(95%CI 0.4) and was corrected postop to mean 22.9°(CI 0.4). The overall complication rate was 20.6%, primarily in the first cohort, with a rate of 5.6% in the third cohort. The average total costs were $46,732, operating room costs of $10,301 (22.0%) and ICU costs of $4620 (9.8%). The mean number of screws placed was 7.1 (CI 0.04) with a single rod used for each case giving average implant costs of $14,004 (29.9%). Comparison of the three groups revealed higher implant costs as the technique evolved to that in use today, from $13,049 in Group 1 to $14577 in Group 3 (P<0.001). Conversely operating room costs reduced from $10,621 in Group 1 to $7573 (P<0.001) in Group 3. ICU stay was reduced from an average of 1.2 to 0 days. In-patient stay was significantly (P=0.006) lower in Groups 2 and 3 (5.4 days) than Group 1 (5.9 days) (i.e. a reduction in cost of approximately $6,140). CONCLUSIONS: The evolution of our thoracoscopic anterior scoliosis correction has resulted in an increase in the number of levels fused and reduction in complication rate. Implant costs have risen as a result, however, there has been a concurrent decrease in those costs generated by operating room use, ICU and in-patient stay with increasing experience. Literature review of equivalent curve types treated posteriorly shows similar perioperative factors but higher implant density, 69-83% compared to the 50% in this study. Thoracoscopic Scoliosis surgery presents a low density, reliable, efficient and effective option for selected curves. A cost analysis of Thoracoscopic Scoliosis Surgery using financial records and a prospectively collected database of all patients since 2000, demonstrating a clear cost advantage compared to equivalent posterior instrumentation and fusion.
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This paper develops a semiparametric estimation approach for mixed count regression models based on series expansion for the unknown density of the unobserved heterogeneity. We use the generalized Laguerre series expansion around a gamma baseline density to model unobserved heterogeneity in a Poisson mixture model. We establish the consistency of the estimator and present a computational strategy to implement the proposed estimation techniques in the standard count model as well as in truncated, censored, and zero-inflated count regression models. Monte Carlo evidence shows that the finite sample behavior of the estimator is quite good. The paper applies the method to a model of individual shopping behavior. © 1999 Elsevier Science S.A. All rights reserved.
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Controlling the electrical resistance of granular thin films is of great importance for many applications, yet a full understanding of electron transport in such films remains a major challenge. We have studied experimentally and by model calculations the temperature dependence of the electrical resistance of ultrathin gold films at temperatures between 2 K and 300 K. Using sputter deposition, the film morphology was varied from a discontinuous film of weakly coupled meandering islands to a continuous film of strongly coupled coalesced islands. In the weak-coupling regime, we compare the regular island array model, the cotunneling model, and the conduction percolation model with our experimental data. We show that the tunnel barriers and the Coulomb blockade energies are important at low temperatures and that the thermal expansion of the substrate and the island resistance affect the resistance at high temperatures. At low temperatures our experimental data show evidence for a transition from electron cotunneling to sequential tunneling but the data can also be interpreted in terms of conduction percolation. The resistivity and temperature coefficient of resistance of the meandering gold islands are found to resemble those of gold nanowires. We derive a simple expression for the temperature at which the resistance changes from non-metal-like behavior into metal-like behavior. In the case of strong island coupling, the total resistance is solely determined by the Ohmic island resistance.
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Growth kinetics of carbon nanofibers in a hydrocarbon plasma is studied. In addition to gas-phase and surface processes common to chemical vapor deposition, the model includes (unique to plasma-exposed catalyst surfaces) ion-induced dissociation of hydrocarbons, interaction of adsorbed species with incoming hydrogen atoms, and dissociation of hydrocarbon ions. It is shown that at low, nanodevice-friendly process temperatures the nanofibers grow via surface diffusion of carbon adatoms produced on the catalyst particle via ion-induced dissociation of a hydrocarbon precursor. These results explain a lower activation energy of nanofiber growth in a plasma and can be used for the synthesis of other nanoassemblies. © 2007 American Institute of Physics.
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This paper assesses whether incorporating investor sentiment as conditioning information in asset-pricing models helps capture the impacts of the size, value, liquidity and momentum effects on risk-adjusted returns of individual stocks. We use survey sentiment measures and a composite index as proxies for investor sentiment. In our conditional framework, the size effect becomes less important in the conditional CAPM and is no longer significant in all the other models examined. Furthermore, the conditional models often capture the value, liquidity and momentum effects.