Modeling equity market integration using smooth transition analysis:a study of Eastern European stock markets

This paper assesses the extent to which the equity markets of Hungary, Poland the Czech Republic and Russia have become less segmented. Using a variety of tests it is shown there has been a consistent increase in the co-movement of some Eastern European markets and developed markets. Using the variance decompositions from a vector autoregressive representation of returns it is shown that for Poland and Hungary global factors are having an increasing influence on equity returns, suggestive of increased equity market integration. In this paper we model a system of bivariate equity market correlations as a smooth transition logistic trend model in order to establish how rapidly the countries of Eastern Europe are moving away from market segmentation. We find that Hungary is the country which is becoming integrated the most quickly. © 2005 ELsevier Ltd. All rights reserved.

Adding constrained discontinuities to Gaussian process models of wind fields

Gaussian Processes provide good prior models for spatial data, but can be too smooth. In many physical situations there are discontinuities along bounding surfaces, for example fronts in near-surface wind fields. We describe a modelling method for such a constrained discontinuity and demonstrate how to infer the model parameters in wind fields with MCMC sampling.

A novel framework of training hidden Markov support vector machines from lightly-annotated data

Natural language understanding (NLU) aims to map sentences to their semantic mean representations. Statistical approaches to NLU normally require fully-annotated training data where each sentence is paired with its word-level semantic annotations. In this paper, we propose a novel learning framework which trains the Hidden Markov Support Vector Machines (HM-SVMs) without the use of expensive fully-annotated data. In particular, our learning approach takes as input a training set of sentences labeled with abstract semantic annotations encoding underlying embedded structural relations and automatically induces derivation rules that map sentences to their semantic meaning representations. The proposed approach has been tested on the DARPA Communicator Data and achieved 93.18% in F-measure, which outperforms the previously proposed approaches of training the hidden vector state model or conditional random fields from unaligned data, with a relative error reduction rate of 43.3% and 10.6% being achieved.

On the numerical solution of a Cauchy problem in an elastostatic half-plane with a bounded inclusion

We propose an iterative procedure for the inverse problem of determining the displacement vector on the boundary of a bounded planar inclusion given the displacement and stress fields on an infinite (planar) line-segment. At each iteration step mixed boundary value problems in an elastostatic half-plane containing the bounded inclusion are solved. For efficient numerical implementation of the procedure these mixed problems are reduced to integral equations over the bounded inclusion. Well-posedness and numerical solution of these boundary integral equations are presented, and a proof of convergence of the procedure for the inverse problem to the original solution is given. Numerical investigations are presented both for the direct and inverse problems, and these results show in particular that the displacement vector on the boundary of the inclusion can be found in an accurate and stable way with small computational cost.

An alternating potential based approach for a Cauchy problem for the Laplace equation in a planar domain with a cut

We consider a Cauchy problem for the Laplace equation in a bounded region containing a cut, where the region is formed by removing a sufficiently smooth arc (the cut) from a bounded simply connected domain D. The aim is to reconstruct the solution on the cut from the values of the solution and its normal derivative on the boundary of the domain D. We propose an alternating iterative method which involves solving direct mixed problems for the Laplace operator in the same region. These mixed problems have either a Dirichlet or a Neumann boundary condition imposed on the cut and are solved by a potential approach. Each of these mixed problems is reduced to a system of integral equations of the first kind with logarithmic and hypersingular kernels and at most a square root singularity in the densities at the endpoints of the cut. The full discretization of the direct problems is realized by a trigonometric quadrature method which has super-algebraic convergence. The numerical examples presented illustrate the feasibility of the proposed method.

Spiral attractor created by vector solitons

Mode-locked lasers emitting a train of femtosecond pulses called dissipative solitons are an enabling technology for metrology, high-resolution spectroscopy, fibre optic communications, nano-optics and many other fields of science and applications. Recently, the vector nature of dissipative solitons has been exploited to demonstrate mode locked lasing with both locked and rapidly evolving states of polarisation. Here, for an erbium-doped fibre laser mode locked with carbon nanotubes, we demonstrate the first experimental and theoretical evidence of a new class of slowly evolving vector solitons characterized by a double-scroll chaotic polarisation attractor substantially different from Lorenz, Rössler and Ikeda strange attractors. The underlying physics comprises a long time scale coherent coupling of two polarisation modes. The observed phenomena, apart from the fundamental interest, provide a base for advances in secure communications, trapping and manipulation of atoms and nanoparticles, control of magnetisation in data storage devices and many other areas. © 2014 CIOMP. All rights reserved.

Rotation invariant iris feature extraction using Gaussian Markov random fields with non-separable wavelet

Rotation invariance is important for an iris recognition system since changes of head orientation and binocular vergence may cause eye rotation. The conventional methods of iris recognition cannot achieve true rotation invariance. They only achieve approximate rotation invariance by rotating the feature vector before matching or unwrapping the iris ring at different initial angles. In these methods, the complexity of the method is increased, and when the rotation scale is beyond the certain scope, the error rates of these methods may substantially increase. In order to solve this problem, a new rotation invariant approach for iris feature extraction based on the non-separable wavelet is proposed in this paper. Firstly, a bank of non-separable orthogonal wavelet filters is used to capture characteristics of the iris. Secondly, a method of Markov random fields is used to capture rotation invariant iris feature. Finally, two-class kernel Fisher classifiers are adopted for classification. Experimental results on public iris databases show that the proposed approach has a low error rate and achieves true rotation invariance. © 2010.

Practical Stability and Vector-Lyapunov Functions for Impulsive Differential Equations with "Supremum"

Stability of nonlinear impulsive differential equations with "supremum" is studied. A special type of stability, combining two different measures and a dot product on a cone, is defined. Perturbing cone-valued piecewise continuous Lyapunov functions have been applied. Method of Razumikhin as well as comparison method for scalar impulsive ordinary differential equations have been employed.

Calculating the derivative of piecewise functions

Exercises involving the calculation of the derivative of piecewise defined functions are common in calculus, with the aim of consolidating beginners’ knowledge of applying the definition of the derivative. In such exercises, the piecewise function is commonly made up of two smooth pieces joined together at one point. A strategy which avoids using the definition of the derivative is to find the derivative function of each smooth piece and check whether these functions agree at the chosen point. Showing that this strategy works together with investigating discontinuities of the derivative is usually beyond a calculus course. However, we shall show that elementary arguments can be used to clarify the calculation and behaviour of the derivative for piecewise functions.

Assembly accuracy analysis for small components with a planar surface in large-scale metrology

Large-scale mechanical products, such as aircraft and rockets, consist of large numbers of small components, which introduce additional difficulty for assembly accuracy and error estimation. Planar surfaces as key product characteristics are usually utilised for positioning small components in the assembly process. This paper focuses on assembly accuracy analysis of small components with planar surfaces in large-scale volume products. To evaluate the accuracy of the assembly system, an error propagation model for measurement error and fixture error is proposed, based on the assumption that all errors are normally distributed. In this model, the general coordinate vector is adopted to represent the position of the components. The error transmission functions are simplified into a linear model, and the coordinates of the reference points are composed by theoretical value and random error. The installation of a Head-Up Display is taken as an example to analyse the assembly error of small components based on the propagation model. The result shows that the final coordination accuracy is mainly determined by measurement error of the planar surface in small components. To reduce the uncertainty of the plane measurement, an evaluation index of measurement strategy is presented. This index reflects the distribution of the sampling point set and can be calculated by an inertia moment matrix. Finally, a practical application is introduced for validating the evaluation index.

Exploring Relationships Between Vector-Borne Diseases and Landscape Architecture: Aedes aegypti, Aedes albopictus and Landscape Architecture

Thesis (Master's)--University of Washington, 2016-06

Smooth regular neighborhoods

If K is a subcomplex of a smooth triangulation of a manifold M and N is a regular neighborhood of K contained in an open neighborhood U of K in M, there is a piecewise regular homeomorphism f of M carrying N onto a smooth submanifold of U, and f reduces to the identity map on K and outside U.

On tubular neighborhoods of piecewise linear and topological manifolds.

Analogues of the smooth tubular neighborhood theorem are developed for the topological and piecewise linear categories.

Bumps and rings in a two-dimensional neural field: splitting and rotational instabilities

In this paper we consider instabilities of localised solutions in planar neural field firing rate models of Wilson-Cowan or Amari type. Importantly we show that angular perturbations can destabilise spatially localised solutions. For a scalar model with Heaviside firing rate function we calculate symmetric one-bump and ring solutions explicitly and use an Evans function approach to predict the point of instability and the shapes of the dominant growing modes. Our predictions are shown to be in excellent agreement with direct numerical simulations. Moreover, beyond the instability our simulations demonstrate the emergence of multi-bump and labyrinthine patterns. With the addition of spike-frequency adaptation, numerical simulations of the resulting vector model show that it is possible for structures without rotational symmetry, and in particular multi-bumps, to undergo an instability to a rotating wave. We use a general argument, valid for smooth firing rate functions, to establish the conditions necessary to generate such a rotational instability. Numerical continuation of the rotating wave is used to quantify the emergent angular velocity as a bifurcation parameter is varied. Wave stability is found via the numerical evaluation of an associated eigenvalue problem.

Transforming transformation optics via generalised refraction

Generalised refraction is a topic which has, thus far, garnered far less attention than it deserves. The purpose of this thesis is to highlight the potential that generalised refraction has to offer with regards to imaging and its application to designing new passive optical devices. Specifically in this thesis we will explore two types of gener- alised refraction which takes place across a planar interface: refraction by generalised confocal lenslet arrays (gCLAs), and refraction by ray-rotation sheets. We will show that the corresponding laws of refraction for these interfaces produce, in general, light-ray fields with non-zero curl, and as such do not have a corresponding outgoing waveform. We will then show that gCLAs perform integral, geometrical imaging, and that this enables them to be considered as approximate realisations of metric tensor interfaces. The concept of piecewise transformation optics will be introduced and we will show that it is possible to use gCLAs along with other optical elements such as lenses to design simple piecewise transformation-optics devices such as invisibility cloaks and insulation windows. Finally, we shall show that ray-rotation sheets can be interpreted as performing geometrical imaging into complex space, and that as a consequence, ray-rotation sheets and gCLAs may in fact be more closely related than first realised. We conclude with a summary of potential future projects which lead naturally from the results of this thesis.