6 resultados para accounting-based valuation models

em Bulgarian Digital Mathematics Library at IMI-BAS


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Logic based Pattern Recognition extends the well known similarity models, where the distance measure is the base instrument for recognition. Initial part (1) of current publication in iTECH-06 reduces the logic based recognition models to the reduced disjunctive normal forms of partially defined Boolean functions. This step appears as a way to alternative pattern recognition instruments through combining metric and logic hypotheses and features, leading to studies of logic forms, hypotheses, hierarchies of hypotheses and effective algorithmic solutions. Current part (2) provides probabilistic conclusions on effective recognition by logic means in a model environment of binary attributes.

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Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

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The paper presents a new network-flow interpretation of Łukasiewicz’s logic based on models with an increased effectiveness. The obtained results show that the presented network-flow models principally may work for multivalue logics with more than three states of the variables i.e. with a finite set of states in the interval from 0 to 1. The described models give the opportunity to formulate various logical functions. If the results from a given model that are contained in the obtained values of the arc flow functions are used as input data for other models then it is possible in Łukasiewicz’s logic to interpret successfully other sophisticated logical structures. The obtained models allow a research of Łukasiewicz’s logic with specific effective methods of the network-flow programming. It is possible successfully to use the specific peculiarities and the results pertaining to the function ‘traffic capacity of the network arcs’. Based on the introduced network-flow approach it is possible to interpret other multivalue logics – of E.Post, of L.Brauer, of Kolmogorov, etc.

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This paper presents implementation of a low-power tracking CMOS image sensor based on biological models of attention. The presented imager allows tracking of up to N salient targets in the field of view. Employing "smart" image sensor architecture, where all image processing is implemented on the sensor focal plane, the proposed imager allows reduction of the amount of data transmitted from the sensor array to external processing units and thus provides real time operation. The imager operation and architecture are based on the models taken from biological systems, where data sensed by many millions of receptors should be transmitted and processed in real time. The imager architecture is optimized to achieve low-power dissipation both in acquisition and tracking modes of operation. The tracking concept is presented, the system architecture is shown and the circuits description is discussed.

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2000 Mathematics Subject Classification: 60K15, 60K20, 60G20,60J75, 60J80, 60J85, 60-08, 90B15.

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2000 Mathematics Subject Classification: 62H12, 62P99