8 resultados para Minimal entropy martingale measure
em Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland
Resumo:
In this study, feature selection in classification based problems is highlighted. The role of feature selection methods is to select important features by discarding redundant and irrelevant features in the data set, we investigated this case by using fuzzy entropy measures. We developed fuzzy entropy based feature selection method using Yu's similarity and test this using similarity classifier. As the similarity classifier we used Yu's similarity, we tested our similarity on the real world data set which is dermatological data set. By performing feature selection based on fuzzy entropy measures before classification on our data set the empirical results were very promising, the highest classification accuracy of 98.83% was achieved when testing our similarity measure to the data set. The achieved results were then compared with some other results previously obtained using different similarity classifiers, the obtained results show better accuracy than the one achieved before. The used methods helped to reduce the dimensionality of the used data set, to speed up the computation time of a learning algorithm and therefore have simplified the classification task
Resumo:
Changes in the electroencephalography (EEG) signal have been used to study the effects of anesthetic agents on the brain function. Several commercial EEG based anesthesia depth monitors have been developed to measure the level of the hypnotic component of anesthesia. Specific anesthetic related changes can be seen in the EEG, but still it remains difficult to determine whether the subject is consciousness or not during anesthesia. EEG reactivity to external stimuli may be seen in unconsciousness subjects, in anesthesia or even in coma. Changes in regional cerebral blood flow, which can be measured with positron emission tomography (PET), can be used as a surrogate for changes in neuronal activity. The aim of this study was to investigate the effects of dexmedetomidine, propofol, sevoflurane and xenon on the EEG and the behavior of two commercial anesthesia depth monitors, Bispectral Index (BIS) and Entropy. Slowly escalating drug concentrations were used with dexmedetomidine, propofol and sevoflurane. EEG reactivity at clinically determined similar level of consciousness was studied and the performance of BIS and Entropy in differentiating consciousness form unconsciousness was evaluated. Changes in brain activity during emergence from dexmedetomidine and propofol induced unconsciousness were studied using PET imaging. Additionally, the effects of normobaric hyperoxia, induced during denitrogenation prior to xenon anesthesia induction, on the EEG were studied. Dexmedetomidine and propofol caused increases in the low frequency, high amplitude (delta 0.5-4 Hz and theta 4.1-8 Hz) EEG activity during stepwise increased drug concentrations from the awake state to unconsciousness. With sevoflurane, an increase in delta activity was also seen, and an increase in alpha- slow beta (8.1-15 Hz) band power was seen in both propofol and sevoflurane. EEG reactivity to a verbal command in the unconsciousness state was best retained with propofol, and almost disappeared with sevoflurane. The ability of BIS and Entropy to differentiate consciousness from unconsciousness was poor. At the emergence from dexmedetomidine and propofol induced unconsciousness, activation was detected in deep brain structures, but not within the cortex. In xenon anesthesia, EEG band powers increased in delta, theta and alpha (8-12Hz) frequencies. In steady state xenon anesthesia, BIS and Entropy indices were low and these monitors seemed to work well in xenon anesthesia. Normobaric hyperoxia alone did not cause changes in the EEG. All of these results are based on studies in healthy volunteers and their application to clinical practice should be considered carefully.
Resumo:
The properties and cosmological importance of a class of non-topological solitons, Q-balls, are studied. Aspects of Q-ball solutions and Q-ball cosmology discussed in the literature are reviewed. Q-balls are particularly considered in the Minimal Supersymmetric Standard Model with supersymmetry broken by a hidden sector mechanism mediated by either gravity or gauge interactions. Q-ball profiles, charge-energy relations and evaporation rates for realistic Q-ball profiles are calculated for general polynomial potentials and for the gravity mediated scenario. In all of the cases, the evaporation rates are found to increase with decreasing charge. Q-ball collisions are studied by numerical means in the two supersymmetry breaking scenarios. It is noted that the collision processes can be divided into three types: fusion, charge transfer and elastic scattering. Cross-sections are calculated for the different types of processes in the different scenarios. The formation of Q-balls from the fragmentation of the Aflieck-Dine -condensate is studied by numerical and analytical means. The charge distribution is found to depend strongly on the initial energy-charge ratio of the condensate. The final state is typically noted to consist of Q- and anti-Q-balls in a state of maximum entropy. By studying the relaxation of excited Q-balls the rate at which excess energy can be emitted is calculated in the gravity mediated scenario. The Q-ball is also found to withstand excess energy well without significant charge loss. The possible cosmological consequences of these Q-ball properties are discussed.
Resumo:
Luokittelujärjestelmää suunniteltaessa tarkoituksena on rakentaa systeemi, joka pystyy ratkaisemaan mahdollisimman tarkasti tutkittavan ongelma-alueen. Hahmontunnistuksessa tunnistusjärjestelmän ydin on luokitin. Luokittelun sovellusaluekenttä on varsin laaja. Luokitinta tarvitaan mm. hahmontunnistusjärjestelmissä, joista kuvankäsittely toimii hyvänä esimerkkinä. Myös lääketieteen parissa tarkkaa luokittelua tarvitaan paljon. Esimerkiksi potilaan oireiden diagnosointiin tarvitaan luokitin, joka pystyy mittaustuloksista päättelemään mahdollisimman tarkasti, onko potilaalla kyseinen oire vai ei. Väitöskirjassa on tehty similaarisuusmittoihin perustuva luokitin ja sen toimintaa on tarkasteltu mm. lääketieteen paristatulevilla data-aineistoilla, joissa luokittelutehtävänä on tunnistaa potilaan oireen laatu. Väitöskirjassa esitetyn luokittimen etuna on sen yksinkertainen rakenne, josta johtuen se on helppo tehdä sekä ymmärtää. Toinen etu on luokittimentarkkuus. Luokitin saadaan luokittelemaan useita eri ongelmia hyvin tarkasti. Tämä on tärkeää varsinkin lääketieteen parissa, missä jo pieni tarkkuuden parannus luokittelutuloksessa on erittäin tärkeää. Väitöskirjassa ontutkittu useita eri mittoja, joilla voidaan mitata samankaltaisuutta. Mitoille löytyy myös useita parametreja, joille voidaan etsiä juuri kyseiseen luokitteluongelmaan sopivat arvot. Tämä parametrien optimointi ongelma-alueeseen sopivaksi voidaan suorittaa mm. evoluutionääri- algoritmeja käyttäen. Kyseisessä työssä tähän on käytetty geneettistä algoritmia ja differentiaali-evoluutioalgoritmia. Luokittimen etuna on sen joustavuus. Ongelma-alueelle on helppo vaihtaa similaarisuusmitta, jos kyseinen mitta ei ole sopiva tutkittavaan ongelma-alueeseen. Myös eri mittojen parametrien optimointi voi parantaa tuloksia huomattavasti. Kun käytetään eri esikäsittelymenetelmiä ennen luokittelua, tuloksia pystytään parantamaan.
Resumo:
The aim of this research is to examine the pricing anomalies existing in the U.S. market during 1986 to 2011. The sample of stocks is divided into decile portfolios based on seven individual valuation ratios (E/P, B/P, S/P, EBIT/EV, EVITDA/EV, D/P, and CE/P) and price momentum to investigate the efficiency of individual valuation ratio and their combinations as portfolio formation criteria. This is the first time in financial literature when CE/P is employed as a constituent of composite value measure. The combinations are based on median scaled composite value measures and TOPSIS method. During the sample period value portfolios significantly outperform both the market portfolio and comparable glamour portfolios. The results show the highest return for the value portfolio that was based on the combination of S/P & CE/P ratios. The outcome of this research will increase the understanding on the suitability of different methodologies for portfolio selection. It will help managers to take advantage of the results of different methodologies in order to gain returns above the market.