874 resultados para Tangibility of assets. Asset classes. Machinery


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In the multi-view approach to semisupervised learning, we choose one predictor from each of multiple hypothesis classes, and we co-regularize our choices by penalizing disagreement among the predictors on the unlabeled data. We examine the co-regularization method used in the co-regularized least squares (CoRLS) algorithm, in which the views are reproducing kernel Hilbert spaces (RKHS's), and the disagreement penalty is the average squared difference in predictions. The final predictor is the pointwise average of the predictors from each view. We call the set of predictors that can result from this procedure the co-regularized hypothesis class. Our main result is a tight bound on the Rademacher complexity of the co-regularized hypothesis class in terms of the kernel matrices of each RKHS. We find that the co-regularization reduces the Rademacher complexity by an amount that depends on the distance between the two views, as measured by a data dependent metric. We then use standard techniques to bound the gap between training error and test error for the CoRLS algorithm. Experimentally, we find that the amount of reduction in complexity introduced by co regularization correlates with the amount of improvement that co-regularization gives in the CoRLS algorithm.

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In this paper, we aim at predicting protein structural classes for low-homology data sets based on predicted secondary structures. We propose a new and simple kernel method, named as SSEAKSVM, to predict protein structural classes. The secondary structures of all protein sequences are obtained by using the tool PSIPRED and then a linear kernel on the basis of secondary structure element alignment scores is constructed for training a support vector machine classifier without parameter adjusting. Our method SSEAKSVM was evaluated on two low-homology datasets 25PDB and 1189 with sequence homology being 25% and 40%, respectively. The jackknife test is used to test and compare our method with other existing methods. The overall accuracies on these two data sets are 86.3% and 84.5%, respectively, which are higher than those obtained by other existing methods. Especially, our method achieves higher accuracies (88.1% and 88.5%) for differentiating the α + β class and the α/β class compared to other methods. This suggests that our method is valuable to predict protein structural classes particularly for low-homology protein sequences. The source code of the method in this paper can be downloaded at http://math.xtu.edu.cn/myphp/math/research/source/SSEAK_source_code.rar.

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Recently, focus of real estate investment has expanded from the building-specific level to the aggregate portfolio level. The portfolio perspective requires investment analysis for real estate which is comparable with that of other asset classes, such as stocks and bonds. Thus, despite its distinctive features, such as heterogeneity, high unit value, illiquidity and the use of valuations to measure performance, real estate should not be considered in isolation. This means that techniques which are widely used for other assets classes can also be applied to real estate. An important part of investment strategies which support decisions on multi-asset portfolios is identifying the fundamentals of movements in property rents and returns, and predicting them on the basis of these fundamentals. The main objective of this thesis is to find the key drivers and the best methods for modelling and forecasting property rents and returns in markets which have experienced structural changes. The Finnish property market, which is a small European market with structural changes and limited property data, is used as a case study. The findings in the thesis show that is it possible to use modern econometric tools for modelling and forecasting property markets. The thesis consists of an introduction part and four essays. Essays 1 and 3 model Helsinki office rents and returns, and assess the suitability of alternative techniques for forecasting these series. Simple time series techniques are able to account for structural changes in the way markets operate, and thus provide the best forecasting tool. Theory-based econometric models, in particular error correction models, which are constrained by long-run information, are better for explaining past movements in rents and returns than for predicting their future movements. Essay 2 proceeds by examining the key drivers of rent movements for several property types in a number of Finnish property markets. The essay shows that commercial rents in local markets can be modelled using national macroeconomic variables and a panel approach. Finally, Essay 4 investigates whether forecasting models can be improved by accounting for asymmetric responses of office returns to the business cycle. The essay finds that the forecast performance of time series models can be improved by introducing asymmetries, and the improvement is sufficient to justify the extra computational time and effort associated with the application of these techniques.

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A study of radio intensity variations at seven frequencies in the range 0.3 to 90 GHz for compact extragalactic radio sources classified as BL Lacs and high- and low-optical polarization quasars (HPQs and LPQs) is presented. This include the results of flux-density monitoring of 33 compact sources for three years at 327 MHz with the Ooty Synthesis Radio Telescope. The degrees of 'short-term' (tau less than about 1 yr) variability for the three optical types are found to be indistinguishable at low frequencies (less than 1 GHz), pointing to an extrinsic origin for the low-frequency variability. At high frequencies, a distinct dependence on optical type is present, the variability increasing from LPQs, through HPQs to BL Lacs. This trend persists even when only sources with ultra-flat radio spectra (alpha greater than -0.2) are considered. Implications of this for the phenomenon of high-frequency variability and the proposed unification schemes for different optical types of active galactic nuclei are discussed.

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High molecular weight dissolved organic matter (HMW-DOM, > 1000 Da) represents a major fraction (> 30%) of dissolved organic carbon (DOC) in the ocean and thus plays an important role in the global biogeochemical cycling of carbon and many other elements. Its organic sources and formation mechanisms, however, are still not well understood especially in estuarine and coastal regions where multiple natural and anthropogenic sources contribute to total HMW-DOM. In this paper we report our measurements of natural radiocarbon (C-14) abundances and stable carbon isotope (C-13) compositions of the major biochemical compound classes: amino acids, carbohydrates and lipids separated from eight HMW-DOM samples collected from five US estuaries as part of our on-going study of sources, distribution and transport of chromophoric dissolved organic matter (CDOM) in estuarine and coastal waters. Distinct differences in both C-14 and C-13 values were found among the bulk HMW-DOM samples as well as the individual compound classes. Radiocarbon ages of the major compound classes varied by as much as 27,000 years in a single sample. The calculated average radiocarbon ages of the compound fractions of HMW-DOM indicate that the total lipid fraction is very "old", while the acid-insoluble fraction is slightly younger. Total amino acid and carbohydrate fractions, however, have relatively modern apparent C-14 ages. The significant variability in C-14 ages among the compound classes indicates not only multiple organic carbon sources but also different formation and turnover pathways controlling the cycling of different biochemical components of HMW-DOM in estuarine and coastal waters. (c) 2006 Elsevier Ltd. All rights reserved.

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Riley, M. C., Clare, A., King, R. D. (2007). Locational distribution of gene functional classes in Arabidopsis thaliana. BMC Bioinformatics 8, Article No: 112 Sponsorship: EPSRC / RAEng

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This paper extends the standard network centrality measures of degree, closeness and betweenness to apply to groups and classes as well as individuals. The group centrality measures will enable researchers to answer such questions as â˜how central is the engineering department in the informal influence network of this company?â or â˜among middle managers in a given organization, which are more central, the men or the women?â With these measures we can also solve the inverse problem: given the network of ties among organization members, how can we form a team that is maximally central? The measures are illustrated using two classic network data sets. We also formalize a measure of group centrality efficiency, which indicates the extent to which a group's centrality is principally due to a small subset of its members.

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Chlorophyll-a satellite products are routinely used in oceanography, providing a synoptic and global view of phytoplankton abundance. However, these products lack information on the community structure of the phytoplankton, which is crucial for ecological modelling and ecosystem studies. To assess the usefulness of existing methods to differentiate phytoplankton functional types (PFT) or phytoplankton size classes from satellite data, in-situ phytoplankton samples collected in the Western Iberian coast, on the North-East Atlantic, were analysed for pigments and absorption spectra. Water samples were collected in five different locations, four of which were located near the shore and another in an open-ocean, seamount region. Three different modelling approaches for deriving phytoplankton size classes were applied to the in situ data. Approaches tested provide phytoplankton size class information based on the input of pigments data (Brewin et al., 2010), absorption spectra data (Ciotti et al., 2002) or both (Uitz et al., 2008). Following Uitz et al. (2008), results revealed high variability in microphytoplankton chlorophyll-specific absorption coefficients, ranging from 0.01 to 0.09 m2 (mg chl)∠1 between 400 and 500 nm. This spectral analysis suggested, in one of the regions, the existence of small cells (< 20 μm) in the fraction of phytoplankton presumed to be microphytoplankton (based on diagnostic pigments). Ciotti et al. (2002) approach yielded the highest differences between modelled and measured absorption spectra for the locations where samples had high variability in community structure and cell size. The Brewin et al. (2010) pigment-based model was adjusted and a set of model coefficients are presented and recommended for future studies in offshore water of the Western Iberian coast.

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The purpose of this study was to analyse differences between total physical activity (TPA) and moderate-to-vigorous PA (MVPA) of pre-school children during daily school hours when they attended the physical education class (PED) and school days without PE class (NPED) and to assess the contribution of PE classes to TPA in school hours. The sample was composed of 193 pre-school healthy children (96 girls) aged from three to five years old and was conducted between February and December of 2008. Children wore accelerometers for at least four consecutive days during school hours. Data were analysed with specific software, age-specific counts-per-minute cut-off points and a 5 s epoch were used. Independent and general linear model repeated measures were used to assess differences between gender and differences between different days within each gender, respectively. Boys engaged more MVPA than girls (P < 0.05). During PED, pre-school children engaged significantly more in TPA and MVPA than during NPED (P < 0.05). PE class contributed, on average, 27.7% for the TPA and 32.8% of daily MVPA during PED in both gender. The results of this study suggest that structured PA such as a PE class increased the daily TPA and MVPA level of pre-school children.

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This paper studies the drivers of heuristic application in different decision types. The study compares differences in frequencies of heuristic classes' such as recognition, one-reason choice and trade-off applied in, respectively, memory-based and stimulus-based choices as well as in high and low involvement decisions. The study has been conducted online among 205 participants from 28 countries.

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In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.