Probabilistic Stereo Egomotion Transform

In this paper we propose a novel fully probabilistic solution to the stereo egomotion estimation problem. We extend the notion of probabilistic correspondence to the stereo case which allow us to compute the whole 6D motion information in a probabilistic way. We compare the developed approach against other known state-of-the-art methods for stereo egomotion estimation, and the obtained results compare favorably both for the linear and angular velocities estimation.

A score test for non-nested hypotheses with applications to discrete data models

This paper suggests that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. It is shown that this procedure is essentially a test for the correct specification of the conditional distribution of the variable of interest.

Multipath policy routing in packet switched networks

Dissertação apresentada para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Dynamic delta hedging of autocallables under a discrete rebalancing context

This work tests different delta hedging strategies for two products issued by Banco de Investimento Global in 2012. The work studies the behaviour of the delta and gamma of autocallables and their impact on the results when delta hedging with different rebalancing periods. Given its discontinuous payoff and path dependency, it is suggested the hedging portfolio is rebalanced on a daily basis to better follow market changes. Moreover, a mixed strategy is analysed where time to maturity is used as a criterion to change the rebalancing frequency.

On the pricing of bivariate options in the presence of a discrete dividend payment

A Work Project, presented as part of the requirements for the Award of a Master's Double Degree in Finance from the NOVA School of Business and Economics / Masters Degree in Economics from Insper

The accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend

This project characterizes the accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend. A description of the escrowed dividend model is provided, and a comparison between this model and the benchmark model is realized. It is concluded that options on stocks with either low volatility, low dividend yield, low ex-dividend to maturity ratio or that are deep in or out of the money are reasonably priced with the escrowed dividend model.

Application of wavelets to the study of political history

\The idea that social processes develop in a cyclical manner is somewhat like a `Lorelei'. Researchers are lured to it because of its theoretical promise, only to become entangled in (if not wrecked by) messy problems of empirical inference. The reasoning leading to hypotheses of some kind of cycle is often elegant enough, yet the data from repeated observations rarely display the supposed cyclical pattern. (...) In addition, various `schools' seem to exist which frequently arrive at di erent conclusions on the basis of the same data." (van der Eijk and Weber 1987:271). Much of the empirical controversies around these issues arise because of three distinct problems: the coexistence of cycles of di erent periodicities, the possibility of transient cycles and the existence of cycles without xed periodicity. In some cases, there are no reasons to expect any of these phenomena to be relevant. Seasonality caused by Christmas is one such example (Wen 2002). In such cases, researchers mostly rely on spectral analysis and Auto-Regressive Moving-Average (ARMA) models to estimate the periodicity of cycles.1 However, and this is particularly true in social sciences, sometimes there are good theoretical reasons to expect irregular cycles. In such cases, \the identi cation of periodic movement in something like the vote is a daunting task all by itself. When a pendulum swings with an irregular beat (frequency), and the extent of the swing (amplitude) is not constant, mathematical functions like sine-waves are of no use."(Lebo and Norpoth 2007:73) In the past, this di culty has led to two di erent approaches. On the one hand, some researchers dismissed these methods altogether, relying on informal alternatives that do not meet rigorous standards of statistical inference. Goldstein (1985 and 1988), studying the severity of Great power wars is one such example. On the other hand, there are authors who transfer the assumptions of spectral analysis (and ARMA models) into fundamental assumptions about the nature of social phenomena. This type of argument was produced by Beck (1991) who, in a reply to Goldstein (1988), claimed that only \ xed period models are meaningful models of cyclic phenomena".We argue that wavelet analysis|a mathematical framework developed in the mid-1980s (Grossman and Morlet 1984; Goupillaud et al. 1984) | is a very viable alternative to study cycles in political time-series. It has the advantage of staying close to the frequency domain approach of spectral analysis while addressing its main limitations. Its principal contribution comes from estimating the spectral characteristics of a time-series as a function of time, thus revealing how its di erent periodic components may change over time. The rest of article proceeds as follows. In the section \Time-frequency Analysis", we study in some detail the continuous wavelet transform and compare its time-frequency properties with the more standard tool for that purpose, the windowed Fourier transform. In the section \The British Political Pendulum", we apply wavelet analysis to essentially the same data analyzed by Lebo and Norpoth (2007) and Merrill, Grofman and Brunell (2011) and try to provide a more nuanced answer to the same question discussed by these authors: do British electoral politics exhibit cycles? Finally, in the last section, we present a concise list of future directions.

Enhancing the performance of spread spectrum techniques in different applications

Spread spectrum, Automotive Radar, Indoor Positioning Systems, Ultrasonic and Microwave Imaging, super resolution technique and wavelet transform

Simulations for modelling of population balance equations of particulate processes using the discrete particle model (DPM)

Magdeburg, Univ., Fak. für Mathematik, Diss., 2009

Numerical investigation of micro and macro mechanical behaviour of granular media via a discrete element approach

Magdeburg, Univ., Fak. für Mathematik, Diss., 2009

Dissecando o GEN

In thee present paper the classical concept of the corpuscular gene is dissected out in order to show the inconsistency of some genetical and cytological explanations based on it. The author begins by asking how do the genes perform their specific functions. Genetists say that colour in plants is sometimes due to the presence in the cytoplam of epidermal cells of an organic complex belonging to the anthocyanins and that this complex is produced by genes. The author then asks how can a gene produce an anthocyanin ? In accordance to Haldane's view the first product of a gene may be a free copy of the gene itself which is abandoned to the nucleus and then to the cytoplasm where it enters into reaction with other gene products. If, thus, the different substances which react in the cell for preparing the characters of the organism are copies of the genes then the chromosome must be very extravagant a thing : chain of the most diverse and heterogeneous substances (the genes) like agglutinins, precipitins, antibodies, hormones, erzyms, coenzyms, proteins, hydrocarbons, acids, bases, salts, water soluble and insoluble substances ! It would be very extrange that so a lot of chemical genes should not react with each other. remaining on the contrary, indefinitely the same in spite of the possibility of approaching and touching due to the stato of extreme distension of the chromosomes mouving within the fluid medium of the resting nucleus. If a given medium becomes acid in virtue of the presence of a free copy of an acid gene, then gene and character must be essentially the same thing and the difference between genotype and phenotype disappears, epigenesis gives up its place to preformation, and genetics goes back to its most remote beginnings. The author discusses the complete lack of arguments in support of the view that genes are corpuscular entities. To show the emharracing situation of the genetist who defends the idea of corpuscular genes, Dobzhansky's (1944) assertions that "Discrete entities like genes may be integrated into systems, the chromosomes, functioning as such. The existence of organs and tissues does not preclude their cellular organization" are discussed. In the opinion of the present writer, affirmations as such abrogate one of the most important characteristics of the genes, that is, their functional independence. Indeed, if the genes are independent, each one being capable of passing through mutational alterations or separating from its neighbours without changing them as Dobzhansky says, then the chromosome, genetically speaking, does not constitute a system. If on the other hand, theh chromosome be really a system it will suffer, as such, the influence of the alteration or suppression of the elements integrating it, and in this case the genes cannot be independent. We have therefore to decide : either the chromosome is. a system and th genes are not independent, or the genes are independent and the chromosome is not a syntem. What cannot surely exist is a system (the chromosome) formed by independent organs (the genes), as Dobzhansky admits. The parallel made by Dobzhansky between chromosomes and tissues seems to the author to be inadequate because we cannot compare heterogeneous things like a chromosome considered as a system made up by different organs (the genes), with a tissue formed, as we know, by the same organs (the cells) represented many times. The writer considers the chromosome as a true system and therefore gives no credit to the genes as independent elements. Genetists explain position effects in the following way : The products elaborated by the genes react with each other or with substances previously formed in the cell by the action of other gene products. Supposing that of two neighbouring genes A and B, the former reacts with a certain substance of the cellular medium (X) giving a product C which will suffer the action, of the latter (B). it follows that if the gene changes its position to a place far apart from A, the product it elaborates will spend more time for entering into contact with the substance C resulting from the action of A upon X, whose concentration is greater in the proximities of A. In this condition another gene produtc may anticipate the product of B in reacting with C, the normal course of reactions being altered from this time up. Let we see how many incongruencies and contradictions exist in such an explanation. Firstly, it has been established by genetists that the reaction due.to gene activities are specific and develop in a definite order, so that, each reaction prepares the medium for the following. Therefore, if the medium C resulting from the action of A upon x is the specific medium for the activity of B, it follows that no other gene, in consequence of its specificity, can work in this medium. It is only after the interference of B, changing the medium, that a new gene may enter into action. Since the genotype has not been modified by the change of the place of the gene, it is evident that the unique result we have to attend is a little delay without seious consequence in the beginning of the reaction of the product of B With its specific substratum C. This delay would be largely compensated by a greater amount of the substance C which the product of B should found already prepared. Moreover, the explanation did not take into account the fact that the genes work in the resting nucleus and that in this stage the chromosomes, very long and thin, form a network plunged into the nuclear sap. in which they are surely not still, changing from cell to cell and In the same cell from time to time, the distance separating any two genes of the same chromosome or of different ones. The idea that the genes may react directly with each other and not by means of their products, would lead to the concept of Goidschmidt and Piza, in accordance to which the chromosomes function as wholes. Really, if a gene B, accustomed to work between A and C (as for instance in the chromosome ABCDEF), passes to function differently only because an inversion has transferred it to the neighbourhood of F (as in AEDOBF), the gene F must equally be changed since we cannot almH that, of two reacting genes, only one is modified The genes E and A will be altered in the same way due to the change of place-of the former. Assuming that any modification in a gene causes a compensatory modification in its neighbour in order to re-establich the equilibrium of the reactions, we conclude that all the genes are modified in consequence of an inversion. The same would happen by mutations. The transformation of B into B' would changeA and C into A' and C respectively. The latter, reacting withD would transform it into D' and soon the whole chromosome would be modified. A localized change would therefore transform a primitive whole T into a new one T', as Piza pretends. The attraction point-to-point by the chromosomes is denied by the nresent writer. Arguments and facts favouring the view that chromosomes attract one another as wholes are presented. A fact which in the opinion of the author compromises sereously the idea of specific attraction gene-to-gene is found inthe behavior of the mutated gene. As we know, in homozygosis, the spme gene is represented twice in corresponding loci of the chromosomes. A mutation in one of them, sometimes so strong that it is capable of changing one sex into the opposite one or even killing the individual, has, notwithstading that, no effect on the previously existing mutual attraction of the corresponding loci. It seems reasonable to conclude that, if the genes A and A attract one another specifically, the attraction will disappear in consequence of the mutation. But, as in heterozygosis the genes continue to attract in the same way as before, it follows that the attraction is not specific and therefore does not be a gene attribute. Since homologous genes attract one another whatever their constitution, how do we understand the lack cf attraction between non homologous genes or between the genes of the same chromosome ? Cnromosome pairing is considered as being submitted to the same principles which govern gametes copulation or conjugation of Ciliata. Modern researches on the mating types of Ciliata offer a solid ground for such an intepretation. Chromosomes conjugate like Ciliata of the same variety, but of different mating types. In a cell there are n different sorts of chromosomes comparable to the varieties of Ciliata of the same species which do not mate. Of each sort there are in the cell only two chromosomes belonging to different mating types (homologous chromosomes). The chromosomes which will conjugate (belonging to the same "variety" but to different "mating types") produce a gamone-like substance that promotes their union, being without action upon the other chromosomes. In this simple way a single substance brings forth the same result that in the case of point-to-point attraction would be reached through the cooperation of as many different substances as the genes present in the chromosome. The chromosomes like the Ciliata, divide many times before they conjugate. (Gonial chromosomes) Like the Ciliata, when they reach maturity, they copulate. (Cyte chromosomes). Again, like the Ciliata which aggregate into clumps before mating, the chrorrasrmes join together in one side of the nucleus before pairing. (.Synizesis). Like the Ciliata which come out from the clumps paired two by two, the chromosomes leave the synizesis knot also in pairs. (Pachytene) The chromosomes, like the Ciliata, begin pairing at any part of their body. After some time the latter adjust their mouths, the former their kinetochores. During conjugation the Ciliata as well as the chromosomes exchange parts. Finally, the ones as the others separate to initiate a new cycle of divisions. It seems to the author that the analogies are to many to be overlooked. When two chemical compounds react with one another, both are transformed and new products appear at the and of the reaction. In the reaction in which the protoplasm takes place, a sharp difference is to be noted. The protoplasm, contrarily to what happens with the chemical substances, does not enter directly into reaction, but by means of products of its physiological activities. More than that while the compounds with Wich it reacts are changed, it preserves indefinitely its constitution. Here is one of the most important differences in the behavior of living and lifeless matter. Genes, accordingly, do not alter their constitution when they enter into reaction. Genetists contradict themselves when they affirm, on the one hand, that genes are entities which maintain indefinitely their chemical composition, and on the other hand, that mutation is a change in the chemica composition of the genes. They are thus conferring to the genes properties of the living and the lifeless substances. The protoplasm, as we know, without changing its composition, can synthesize different kinds of compounds as enzyms, hormones, and the like. A mutation, in the opinion of the writer would then be a new property acquired by the protoplasm without altering its chemical composition. With regard to the activities of the enzyms In the cells, the author writes : Due to the specificity of the enzyms we have that what determines the order in which they will enter into play is the chemical composition of the substances appearing in the protoplasm. Suppose that a nucleoproteln comes in relation to a protoplasm in which the following enzyms are present: a protease which breaks the nucleoproteln into protein and nucleic acid; a polynucleotidase which fragments the nucleic acid into nucleotids; a nucleotidase which decomposes the nucleotids into nucleoids and phosphoric acid; and, finally, a nucleosidase which attacs the nucleosids with production of sugar and purin or pyramidin bases. Now, it is evident that none of the enzyms which act on the nucleic acid and its products can enter into activity before the decomposition of the nucleoproteln by the protease present in the medium takes place. Leikewise, the nucleosidase cannot works without the nucleotidase previously decomposing the nucleotids, neither the latter can act before the entering into activity of the polynucleotidase for liberating the nucleotids. The number of enzyms which may work at a time depends upon the substances present m the protoplasm. The start and the end of enzym activities, the direction of the reactions toward the decomposition or the synthesis of chemical compounds, the duration of the reactions, all are in the dependence respectively o fthe nature of the substances, of the end products being left in, or retired from the medium, and of the amount of material present. The velocity of the reaction is conditioned by different factors as temperature, pH of the medium, and others. Genetists fall again into contradiction when they say that genes act like enzyms, controlling the reactions in the cells. They do not remember that to cintroll a reaction means to mark its beginning, to determine its direction, to regulate its velocity, and to stop it Enzyms, as we have seen, enjoy none of these properties improperly attributed to them. If, therefore, genes work like enzyms, they do not controll reactions, being, on the contrary, controlled by substances and conditions present in the protoplasm. A gene, like en enzym, cannot go into play, in the absence of the substance to which it is specific. Tne genes are considered as having two roles in the organism one preparing the characters attributed to them and other, preparing the medium for the activities of other genes. At the first glance it seems that only the former is specific. But, if we consider that each gene acts only when the appropriated medium is prepared for it, it follows that the medium is as specific to the gene as the gene to the medium. The author concludes from the analysis of the manner in which genes perform their function, that all the genes work at the same time anywhere in the organism, and that every character results from the activities of all the genes. A gene does therefore not await for a given medium because it is always in the appropriated medium. If the substratum in which it opperates changes, its activity changes correspondingly. Genes are permanently at work. It is true that they attend for an adequate medium to develop a certain actvity. But this does not mean that it is resting while the required cellular environment is being prepared. It never rests. While attending for certain conditions, it opperates in the previous enes It passes from medium to medium, from activity to activity, without stopping anywhere. Genetists are acquainted with situations in which the attended results do not appear. To solve these situations they use to make appeal to the interference of other genes (modifiers, suppressors, activators, intensifiers, dilutors, a. s. o.), nothing else doing in this manner than displacing the problem. To make genetcal systems function genetists confer to their hypothetical entities truly miraculous faculties. To affirm as they do w'th so great a simplicity, that a gene produces an anthocyanin, an enzym, a hormone, or the like, is attribute to the gene activities that onlv very complex structures like cells or glands would be capable of producing Genetists try to avoid this difficulty advancing that the gene works in collaboration with all the other genes as well as with the cytoplasm. Of course, such an affirmation merely means that what works at each time is not the gene, but the whole cell. Consequently, if it is the whole cell which is at work in every situation, it follows that the complete set of genes are permanently in activity, their activity changing in accordance with the part of the organism in which they are working. Transplantation experiments carried out between creeper and normal fowl embryos are discussed in order to show that there is ro local gene action, at least in some cases in which genetists use to recognize such an action. The author thinks that the pleiotropism concept should be applied only to the effects and not to the causes. A pleiotropic gene would be one that in a single actuation upon a more primitive structure were capable of producing by means of secondary influences a multiple effect This definition, however, does not preclude localized gene action, only displacing it. But, if genetics goes back to the egg and puts in it the starting point for all events which in course of development finish by producing the visible characters of the organism, this will signify a great progress. From the analysis of the results of the study of the phenocopies the author concludes that agents other than genes being also capaole of determining the same characters as the genes, these entities lose much of their credit as the unique makers of the organism. Insisting about some points already discussed, the author lays once more stress upon the manner in which the genes exercise their activities, emphasizing that the complete set of genes works jointly in collaboration with the other elements of the cell, and that this work changes with development in the different parts of the organism. To defend this point of view the author starts fron the premiss that a nerve cell is different from a muscle cell. Taking this for granted the author continues saying that those cells have been differentiated as systems, that is all their parts have been changed during development. The nucleus of the nerve cell is therefore different from the nucleus of the muscle cell not only in shape, but also in function. Though fundamentally formed by th same parts, these cells differ integrally from one another by the specialization. Without losing anyone of its essenial properties the protoplasm differentiates itself into distinct kinds of cells, as the living beings differentiate into species. The modified cells within the organism are comparable to the modified organisms within the species. A nervo and a muscle cell of the same organism are therefore like two species originated from a common ancestor : integrally distinct. Like the cytoplasm, the nucleus of a nerve cell differs from the one of a muscle cell in all pecularities and accordingly, nerve cell chromosomes are different from muscle cell chromosomes. We cannot understand differentiation of a part only of a cell. The differentiation must be of the whole cell as a system. When a cell in the course of development becomes a nerve cell or a muscle cell , it undoubtedly acquires nerve cell or muscle cell cytoplasm and nucleus respectively. It is not admissible that the cytoplasm has been changed r.lone, the nucleus remaining the same in both kinds of cells. It is therefore legitimate to conclude that nerve ceil ha.s nerve cell chromosomes and muscle cell, muscle cell chromosomes. Consequently, the genes, representing as they do, specific functions of the chromossomes, are different in different sorts of cells. After having discussed the development of the Amphibian egg on the light of modern researches, the author says : We have seen till now that the development of the egg is almost finished and the larva about to become a free-swimming tadepole and, notwithstanding this, the genes have not yet entered with their specific work. If the haed and tail position is determined without the concourse of the genes; if dorso-ventrality and bilaterality of the embryo are not due to specific gene actions; if the unequal division of the blastula cells, the different speed with which the cells multiply in each hemisphere, and the differential repartition of the substances present in the cytoplasm, all this do not depend on genes; if gastrulation, neurulation. division of the embryo body into morphogenetic fields, definitive determination of primordia, and histological differentiation of the organism go on without the specific cooperation of the genes, it is the case of asking to what then the genes serve ? Based on the mechanism of plant galls formation by gall insects and on the manner in which organizers and their products exercise their activities in the developing organism, the author interprets gene action in the following way : The genes alter structures which have been formed without their specific intervention. Working in one substratum whose existence does not depend o nthem, the genes would be capable of modelling in it the particularities which make it characteristic for a given individual. Thus, the tegument of an animal, as a fundamental structure of the organism, is not due to gene action, but the presence or absence of hair, scales, tubercles, spines, the colour or any other particularities of the skin, may be decided by the genes. The organizer decides whether a primordium will be eye or gill. The details of these organs, however, are left to the genetic potentiality of the tissue which received the induction. For instance, Urodele mouth organizer induces Anura presumptive epidermis to develop into mouth. But, this mouth will be farhioned in the Anura manner. Finalizing the author presents his own concept of the genes. The genes are not independent material particles charged with specific activities, but specific functions of the whole chromosome. To say that a given chromosome has n genes means that this chromonome, in different circumstances, may exercise n distinct activities. Thus, under the influence of a leg evocator the chromosome, as whole, develops its "leg" activity, while wbitm the field of influence of an eye evocator it will develop its "eye" activity. Translocations, deficiencies and inversions will transform more or less deeply a whole into another one, This new whole may continue to produce the same activities it had formerly in addition to those wich may have been induced by the grafted fragment, may lose some functions or acquire entirely new properties, that is, properties that none of them had previously The theoretical possibility of the chromosomes acquiring new genetical properties in consequence of an exchange of parts postulated by the present writer has been experimentally confirmed by Dobzhansky, who verified that, when any two Drosophila pseudoobscura II - chromosomes exchange parts, the chossover chromosomes show new "synthetic" genetical effects.

Efficiency Comparison of DFT/IDFT Algorithms by Evaluating Diverse Hardware Implementations

In this paper we investigate various algorithms for performing Fast Fourier Transformation (FFT)/Inverse Fast Fourier Transformation (IFFT), and proper techniques for maximizing the FFT/IFFT execution speed, such as pipelining or parallel processing, and use of memory structures with pre-computed values (look up tables -LUT) or other dedicated hardware components (usually multipliers). Furthermore, we discuss the optimal hardware architectures that best apply to various FFT/IFFT algorithms, along with their abilities to exploit parallel processing with minimal data dependences of the FFT/IFFT calculations. An interesting approach that is also considered in this paper is the application of the integrated processing-in-memory Intelligent RAM (IRAM) chip to high speed FFT/IFFT computing. The results of the assessment study emphasize that the execution speed of the FFT/IFFT algorithms is tightly connected to the capabilities of the FFT/IFFT hardware to support the provided parallelism of the given algorithm. Therefore, we suggest that the basic Discrete Fourier Transform (DFT)/Inverse Discrete Fourier Transform (IDFT) can also provide high performances, by utilizing a specialized FFT/IFFT hardware architecture that can exploit the provided parallelism of the DFT/IDF operations. The proposed improvements include simplified multiplications over symbols given in polar coordinate system, using sinе and cosine look up tables, and an approach for performing parallel addition of N input symbols.

Efficiency Comparison of DFT/IDFT Algorithms by Evaluating Diverse Hardware : Implementations,Parallelization Prospectsand Possible Improvements

In this paper we investigate various algorithms for performing Fast Fourier Transformation (FFT)/Inverse Fast Fourier Transformation (IFFT), and proper techniquesfor maximizing the FFT/IFFT execution speed, such as pipelining or parallel processing, and use of memory structures with pre-computed values (look up tables -LUT) or other dedicated hardware components (usually multipliers). Furthermore, we discuss the optimal hardware architectures that best apply to various FFT/IFFT algorithms, along with their abilities to exploit parallel processing with minimal data dependences of the FFT/IFFT calculations. An interesting approach that is also considered in this paper is the application of the integrated processing-in-memory Intelligent RAM (IRAM) chip to high speed FFT/IFFT computing. The results of the assessment study emphasize that the execution speed of the FFT/IFFT algorithms is tightly connected to the capabilities of the FFT/IFFT hardware to support the provided parallelism of the given algorithm. Therefore, we suggest that the basic Discrete Fourier Transform (DFT)/Inverse Discrete Fourier Transform (IDFT) can also provide high performances, by utilizing a specialized FFT/IFFT hardware architecture that can exploit the provided parallelism of the DFT/IDF operations. The proposed improvements include simplified multiplications over symbols given in polar coordinate system, using sinе and cosine look up tables,and an approach for performing parallel addition of N input symbols.

Verification of system properties of polynomial systems using discrete-time approximations and set-based analysis

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2015

Global eriodicity and complete integrability of discrete dynamical systems

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