71 resultados para simultaneous volatility


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A technique for optimizing the efficiency of the sub-map method for large-scale simultaneous localization and mapping (SLAM) is proposed. It optimizes the benefits of the sub-map technique to improve the accuracy and consistency of an extended Kalman filter (EKF)-based SLAM. Error models were developed and engaged to investigate some of the outstanding issues in employing the sub-map technique in SLAM. Such issues include the size (distance) of an optimal sub-map, the acceptable error effect caused by the process noise covariance on the predictions and estimations made within a sub-map, when to terminate an existing sub-map and start a new one and the magnitude of the process noise covariance that could produce such an effect. Numerical results obtained from the study and an error-correcting process were engaged to optimize the accuracy and convergence of the Invariant Information Local Sub-map Filter previously proposed. Applying this technique to the EKF-based SLAM algorithm (a) reduces the computational burden of maintaining the global map estimates and (b) simplifies transformation complexities and data association ambiguities usually experienced in fusing sub-maps together. A Monte Carlo analysis of the system is presented as a means of demonstrating the consistency and efficacy of the proposed technique.

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The predominant fear in capital markets is that of a price spike. Commodity markets differ in that there is a fear of both upward and down jumps, this results in implied volatility curves displaying distinct shapes when compared to equity markets. The use of a novel functional data analysis (FDA) approach, provides a framework to produce and interpret functional objects that characterise the underlying dynamics of oil future options. We use the FDA framework to examine implied volatility, jump risk, and pricing dynamics within crude oil markets. Examining a WTI crude oil sample for the 2007–2013 period, which includes the global financial crisis and the Arab Spring, strong evidence is found of converse jump dynamics during periods of demand and supply side weakness. This is used as a basis for an FDA-derived Merton (1976) jump diffusion optimised delta hedging strategy, which exhibits superior portfolio management results over traditional methods.

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We identified a synthetic lethality between PLK1 silencing and the expression of an oncogenic Epidermal Growth Factor Receptor, EGFRvIII. PLK1 promoted homologous recombination (HR), mitigating EGFRvIII induced oncogenic stress resulting from DNA damage accumulation. Accordingly, PLK1 inhibition enhanced the cytotoxic effects of the DNA damaging agent, temozolomide (TMZ). This effect was significantly more pronounced in an Ink4a/Arf(-/-) EGFRvIII glioblastoma model relative to an Ink4a/Arf(-/-) PDGF-β model. The tumoricidal and TMZ-sensitizing effects of BI2536 were uniformly observed across Ink4a/Arf(-/-) EGFRvIII glioblastoma clones that acquired independent resistance mechanisms to EGFR inhibitors, suggesting these resistant clones retain oncogenic stress that required PLK1 compensation. Although BI2536 significantly augmented the anti-neoplastic effect of EGFR inhibitors in the Ink4a/Arf(-/-) EGFRvIII model, durable response was not achieved until TMZ was added. Our results suggest that optimal therapeutic effect against glioblastomas requires a "multi-orthogonal" combination tailored to the molecular physiology associated with the target cancer genome.

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Bioresorbable polymers have been widely investigated as materials exhibiting significant potential for successful application in the medical fields of bone fixation devices and drug delivery. Further to the ability to control degradation, surface engineering of polymers has been highlighted as a key method central to their development. Previous work has demonstrated the ability of electron beam (e-beam) technology to control the degradation profiles and bioresorption of a number of commercially relevant bioresorbable polymers (poly-l-lactic acid (PLLA), L-lactide/ DL-lactide co-polymer (PLDL) and poly(lactic-co-glycolic acid) (PLGA). This work investigates the further potential of e-beam technology to impart added biofunctionality through the manipulation of polymer (PLLA) surface properties. A Dynamatron Continuous DC e-beam unit (Synergy Health, UK), with beam energies of 0.5, 0.75, and 1.5 MeV, was used for the irradiation of PLLA samples with delivered surface doses of 150 or 500 kGy at each energy level. The chosen conditions reflect the need to achieve a specific surface modification for the control of surface degradation as demonstrated in previous work. Surface characterization was then performed using contact angle analysis, X-ray photoelectron spectroscopy (XPS), Raman spectroscopy, and atomic force microscopy.
Results demonstrated a significant increase in surface wettability post e-beam treatment. In correlation with this, XPS data showed the introduction of oxygen-containing functional groups to the surface of PLLA. Raman spectroscopy indicated chain scission in the near surface region of PLLA. E-beam irradiation did not seem to affect the surface roughness of PLLA as a direct consequence of the treatment. In conclusion electron beam surface modification has been found to modify both the surface-to-bulk bioresorption profile and the surface hydrophilicity. Both could provide benefits in relation to the performance of implantable medical devices.

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In this work, olive stone (OS) was utilized to investigate its capacity as biosorbent for methylene blue (MB) and Cr(III), which are usually present in textile industry effluents. Equilibrium and kinetic experiments were performed in batch experiments. The biosorption process followed pseudo-second-order kinetics. The equilibrium data were fitted with several models, but Langmuir and Sips models best reproduced the experimental results. Maximum biosorption capacities were 3.296 mg/g (0.0116 mmol/g) and 4.990 mg/g (0.0960 mmol/g) for MB and Cr(III), respectively. Several operation variables, such as
biosorbent mass, flow rate, and initial concentration on the removal of dye and metal, were evaluated in column system. The removal efficiency improved as OS mass increased and decreased when flow rate and initial concentration increased. Also, MB uptake was substantially decreased by increasing the initial concentration of Cr(III), ranging from 6.09 to 2.75 mg/g. These results show that the presence of Cr(III) significantly modifies the biosorption capacity of MB by the OS. These results suggest that OS is a potential low-cost food industry waste for textile industry wastewater treatment.

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The semiconductor photocatalysed (SPC) oxidation of toluene is performed inside an NMR spectrometer and the reaction monitored simultaneously in-situ, using a fibre optic probe/diffuser to provide the UV light to activate the titania photocatalyst coating on the inside of the NMR tube. Such a system has great potential for the simple rapid screening of a wide range of SPC mediated organic reactions.

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Photocatalytic conversion of cellulose to sugars and carbon dioxide with simultaneous production of hydrogen assisted by cellulose decomposition under UV or solar light irradiation was achieved upon immobilization of cellulose onto a TiO2 photocatalyst. This approach enables production of hydrogen from water without using valuable sacrificial agents, and provides the possibility for recovering sugars as liquid fuels.

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We present the Coordinated Synoptic Investigation of NGC 2264, a continuous 30 day multi-wavelength photometric monitoring campaign on more than 1000 young cluster members using 16 telescopes. The unprecedented combination of multi-wavelength, high-precision, high-cadence, and long-duration data opens a new window into the time domain behavior of young stellar objects. Here we provide an overview of the observations, focusing on results from Spitzer and CoRoT. The highlight of this work is detailed analysis of 162 classical T Tauri stars for which we can probe optical and mid-infrared flux variations to 1% amplitudes and sub-hour timescales. We present a morphological variability census and then use metrics of periodicity, stochasticity, and symmetry to statistically separate the light curves into seven distinct classes, which we suggest represent different physical processes and geometric effects. We provide distributions of the characteristic timescales and amplitudes and assess the fractional representation within each class. The largest category (>20%) are optical "dippers" with discrete fading events lasting ~1-5 days. The degree of correlation between the optical and infrared light curves is positive but weak; notably, the independently assigned optical and infrared morphology classes tend to be different for the same object. Assessment of flux variation behavior with respect to (circum)stellar properties reveals correlations of variability parameters with Hα emission and with effective temperature. Overall, our results point to multiple origins of young star variability, including circumstellar obscuration events, hot spots on the star and/or disk, accretion bursts, and rapid structural changes in the inner disk. Based on data from the Spitzer and CoRoT missions. The CoRoT space mission was developed and is operated by the French space agency CNES, with participation of ESA's RSSD and Science Programmes, Austria, Belgium, Brazil, Germany, and Spain.

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Channel randomness can be exploited to generate secret keys. However, to ensure secrecy, it is necessary that the channel response of any eavesdropping party remain sufficiently de-correlated with that of the legitimate users'. In this paper, we investigate whether such de-correlation occurs for a body area network (BAN) operating in an indoor environment at 2.45 GHz. The hypothetical BAN configuration consisted of two legitimate transceivers, one situated on the user's left wrist and the other on the user's waist. The eavesdroppers were positioned in either a co-located or distributed manner in the area surrounding the BAN user. Using the simultaneous channel response measured at the legitimate BAN nodes and the eavesdropper positions for stationary and mobile scenarios, we analyze the localized correlation coefficient. This allows us to determine if it is possible to generate secret keys in the presence of multiple eavesdroppers in an indoor environment. Our experimental results show that although channel reciprocity was observed for both the stationary and the mobile scenarios, a higher de-correlation between the legitimate users' channels was observed for the stationary case. This indicates that mobile scenarios are better suited for secret key generation.