823 resultados para Active currency hedging
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We discuss a formulation for active example selection for function learning problems. This formulation is obtained by adapting Fedorov's optimal experiment design to the learning problem. We specifically show how to analytically derive example selection algorithms for certain well defined function classes. We then explore the behavior and sample complexity of such active learning algorithms. Finally, we view object detection as a special case of function learning and show how our formulation reduces to a useful heuristic to choose examples to reduce the generalization error.
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We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.
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In this paper a colour texture segmentation method, which unifies region and boundary information, is proposed. The algorithm uses a coarse detection of the perceptual (colour and texture) edges of the image to adequately place and initialise a set of active regions. Colour texture of regions is modelled by the conjunction of non-parametric techniques of kernel density estimation (which allow to estimate the colour behaviour) and classical co-occurrence matrix based texture features. Therefore, region information is defined and accurate boundary information can be extracted to guide the segmentation process. Regions concurrently compete for the image pixels in order to segment the whole image taking both information sources into account. Furthermore, experimental results are shown which prove the performance of the proposed method
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An unsupervised approach to image segmentation which fuses region and boundary information is presented. The proposed approach takes advantage of the combined use of 3 different strategies: the guidance of seed placement, the control of decision criterion, and the boundary refinement. The new algorithm uses the boundary information to initialize a set of active regions which compete for the pixels in order to segment the whole image. The method is implemented on a multiresolution representation which ensures noise robustness as well as computation efficiency. The accuracy of the segmentation results has been proven through an objective comparative evaluation of the method
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This paper deals with the problem of stabilizing a class of structures subject to an uncertain excitation due to the temporary coupling of the main system with another uncertain dynamical subsystem. A Lyapunov function based control scheme is proposed to attenuate the structural vibration. In the control design, the actuator dynamics is taken into account. The control scheme is implemented by using only feedback information of the main system. The effectiveness of the control scheme is shown for a bridge platform with crossing vehicle
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The aim of this activity is to allow students to explore the nature of political action, which can be thought of as a form of active as opposed to passive citizenship. By learning about and reflecting upon past instances of political action, or activism, students will be able to start thinking about what is likely to make a campaign successful. It is intended that these reflections can then be applied to their own actions as active citizens. It is hoped that the historical case studies combined with the information provided on different campaigning tools and methods will help to make students feel empowered and inspired to take action. In setting students the task of planning an action, it is expected that time management and organizational skills will be improved. It is believed that by putting themselves in the shoes of activists and going through the process of planning an action, they will have an engaged learning experience. The reflective element of the activity encourages students to form and defend opinions on the relative strengths and weaknesses of different campaigning methods, and on the acceptable limits to political action. This learning activity has been designed presuming no prior knowledge of activism or its methods, and has been successfully used with first year undergraduate students from a variety of disciplines. However, the activity provides a basis for more in-depth study of several issues, or alternatively study into further examples of campaign organizations. There are 3 different learning activities presented on this web site. For a dynamic and well-illustrated introduction to contemporary activism, see Jordan, T. (2002) Activism!: Direct Action, Hacktivism and the Future of Society, London: Reaktion Books Ltd. This material is also available via JORUM.
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Objetivo: El cuestionario Barriers to Being Active Quiz (BBAQ), indaga las barreras para ser físicamente activo. El cuestionario fue traducido al español por el mismo equipo que desarrolló la versión inglésa original, pero carece de estudios de validez en la versión española. El objetivo de esta investigación fue evaluar las propiedades psicométricas del BBAQ (en la versión completa de 21 ítems), centrándose en la fiabilidad y validez. Material y métodos: Un total de 2.634 (1.462 mujeres y 1.172 varones; 18-30 años de edad) estudiantes universitarios completaron el cuestionario BBAQ-21. El alfa de Crombach se estimó como indicador de consistencia interna. El coeficiente de correlación intra-clase (CCI) y el grado de acuerdo se calcularon para evaluar la estabilidad temporal con un periodo de 7 días entre ambas administraciones como estimadores de la reproducibilidad. Se aplicó un análisis factorial exploratorio (AFE) y confirmatorio (AFC) para analizar la validez del BBAQ-21 ítems. Resultados: El BBAQ-21 mostró valores de un alfa de Cronbach entre 0,812 y 0,844 y un CCI entre el 0,46 y 0,87. El porcentaje de acuerdo por todos los conceptos individuales varió de 45 a 80%. El AFE determinó cuatro factores que explicaron el 52,90% de la varianza y el AFC mostró moderadas cargas factoriales. Conclusiones: Los resultados obtenidos en este cuestionario avalan la utilización de este instrumento con este tipo de muestra, desde el punto de vista de la fiabilidad y validez. El BBAQ-21 está disponible para evaluar las barreras para la actividad física en América Latina.
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The purpose of this expository arti le is to present a self- ontained overview of some results on the hara terization of the optimal value fun tion of a sto hasti target problem as (dis ontinuous) vis osity solution of a ertain dynami programming PDE and its appli ation to the problem of hedging ontingent laims in the presen e of portfolio onstraints and large investors
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En este documento está desarrollado un modelo de mercado financiero basado en movimientos aleatorios con tiempo continuo, con velocidades constantes alternantes y saltos cuando hay cambios en la velocidad. Si los saltos en la dirección tienen correspondencia con la dirección de la velocidad del comportamiento aleatorio subyacente, con respecto a la tasa de interés, el modelo no presenta arbitraje y es completo. Se construye en detalle las estrategias replicables para opciones, y se obtiene una presentación cerrada para el precio de las opciones. Las estrategias de cubrimiento quantile para opciones son construidas. Esta metodología es aplicada al control de riesgo y fijación de precios de instrumentos de seguros.
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Proyecto educativo indicado para el nivel educativo de Secundaria. El cuaderno propone conocer los vínculos entre la escuela y el mundo del trabajo para así facilitar la inserción laboral de los alumnos que acaban los estudios. Para ello se estructura en cinco fichas, que proponen a partir de unos objetivos, unas actividades. Las fichas están orientadas a desarrollar la autoestima y la confianza en el alumnado. Este proyecto pone al alcance de los estudiantes unas herramientas básicas para enfrontarse al mundo laboral y les da la oportunidad de ponerlas en práctica, aunque sólo sea de manera fictícia.
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Resumen en español. Resumen tomado de la publicación
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Monográfico con el título: 'Buenas prácticas docentes en la enseñanza universitaria'. Resumen basado en el de la publicación
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Resumen basado en el de la publicaci??n
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An implicitly parallel method for integral-block driven restricted active space self-consistent field (RASSCF) algorithms is presented. The approach is based on a model space representation of the RAS active orbitals with an efficient expansion of the model subspaces. The applicability of the method is demonstrated with a RASSCF investigation of the first two excited states of indole
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A new practical method to generate a subspace of active coordinates for quantum dynamics calculations is presented. These reduced coordinates are obtained as the normal modes of an analytical quadratic representation of the energy difference between excited and ground states within the complete active space self-consistent field method. At the Franck-Condon point, the largest negative eigenvalues of this Hessian correspond to the photoactive modes: those that reduce the energy difference and lead to the conical intersection; eigenvalues close to 0 correspond to bath modes, while modes with large positive eigenvalues are photoinactive vibrations, which increase the energy difference. The efficacy of quantum dynamics run in the subspace of the photoactive modes is illustrated with the photochemistry of benzene, where theoretical simulations are designed to assist optimal control experiments