Crosscorrelation properties between perfect sequences

Binary sequence, perfect sequence, autocorrelation, crosscorrelation, Hadamard transform

Hand gesture spotting and recognition using HMMs and CRFs in color image sequences

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2010

Vision-based representation and recognition of human activities in image sequences

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2013

Low autocorrelation sequences and flat polynomials

Magdeburg, Univ., Fak. für Mathematik, Habil.-Schr., 2014

A nonlinear threshold model for the dependence of extremes of stationary sequences

One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In order to prove this we propose a TAR(3,1)-GARCH(1,1) model that is able to describe two different types of extreme events: a first type generated by large uncertainty regimes where runs of extremes are not predictable and a second type where extremes come from isolated dread/joy events. This model is new in the literature in nonlinear processes. Its novelty resides on two features of the model that make it different from previous TAR methodologies. The regimes are motivated by the occurrence of extreme values and the threshold variable is defined by the shock affecting the process in the preceding period. In this way this model is able to uncover dependence and clustering of extremes in high as well as in low volatility periods. This model is tested with data from General Motors stocks prices corresponding to two crises that had a substantial impact in financial markets worldwide; the Black Monday of October 1987 and September 11th, 2001. By analyzing the periods around these crises we find evidence of statistical significance of our model and thereby of predictability of extremes for September 11th but not for Black Monday. These findings support the hypotheses of a big negative event producing runs of negative returns in the first case, and of the burst of a worldwide stock market bubble in the second example. JEL classification: C12; C15; C22; C51 Keywords and Phrases: asymmetries, crises, extreme values, hypothesis testing, leverage effect, nonlinearities, threshold models

Segmentation and Clustering of Textual Sequences: a Typological Approach

The long term goal of this research is to develop a program able to produce an automatic segmentation and categorization of textual sequences into discourse types. In this preliminary contribution, we present the construction of an algorithm which takes a segmented text as input and attempts to produce a categorization of sequences, such as narrative, argumentative, descriptive and so on. Also, this work aims at investigating a possible convergence between the typological approach developed in particular in the field of text and discourse analysis in French by Adam (2008) and Bronckart (1997) and unsupervised statistical learning.

A public-key cryptosystem based on second order linear sequences

Based on Lucas functions, an improved version of the Diffie-Hellman distribution key scheme and to the ElGamal public key cryptosystem scheme are proposed, together with an implementation and computational cost. The security relies on the difficulty of factoring an RSA integer and on the difficulty of computing the discrete logarithm.

Importance of sequences adjacent to the terminal tripeptide in the import of a peroxisomal Candida tropicalis protein in plant peroxisomes.

The peroxisome targeting signal (PTS) required for import of the rat acyl-CoA oxidase (AOX; EC 1.3.3.6) and the Candida tropicalis multifunctional protein (MFP) in plant peroxisomes was assessed in transgenic Arabidopsis thaliana (L.) Heynh. The native rat AOX accumulated in peroxisomes in A. thaliana cotyledons and targeting was dependent on the presence of the C-terminal tripeptide S-K-L. In contrast, the native C. tropicalis MFP, containing the consensus PTS sequence A-K-I was not targeted to plant peroxisomes. Modification of the carboxy terminus to the S-K-L tripeptide also failed to deliver the MFP to peroxisomes while addition of the last 34 amino acids of the Brassica napus isocitrate lyase, containing the terminal tripeptide S-R-M, enabled import of the fusion protein into peroxisomes. These results underline the influence of the amino acids adjacent to the terminal tripeptide of the C. tropicalis MFP on peroxisomal targeting, even in the context of a protein having a consensus PTS sequence S-K-L.

Periodic Sequences of Arbitrage: A Tale of Four Currencies

This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we fi nd that arbitrage operations when four currencies are present may appear periodic in nature, and not involve smooth convergence to a \balanced" ensemble of exchange rates in which the law of one price holds. The goal of this article is to understand some interesting features of sequences of arbitrage operations, features which might well be relevant in other contexts in finance and economics.

Strong exceptional sequences of vector bundles on certain Fano varieties

"Vegeu el resum a l'inici del document del fitxer adjunt."

A public key encryption based on third order linear sequences

Based on third order linear sequences, an improvement version of the Diffie-Hellman distribution key scheme and the ElGamal public key cryptosystem scheme are proposed, together with an implementation and computational cost. The security relies on the difficulty of factoring an RSA integer and on the difficulty of computing the discrete logarithm.

Deletion, insertion and translocation of DNA sequences contribute to chromosome size polimorphism in Plasmodium berghei

Extensive chromosome size polymorphism in Plasmodium berghei in vivo mitotic multiplication. Size differences between homologous chromosomes mainly involve rearrangements in the subtelomeric regions while internal chromosomal regions are more conserved. Size differences are almost exclusively due to differences in the copy number of a 2.3 kb subtelomeric repeat unit. Not only deletion of 2.3 kb repeats occurs, but addition of new copies of this repeat sometimes results in the formation of enlarged chromosomes. Even chromosomes which originally lack 2.3 kb repeats, can acquire these during mitotic multiplication. In one karyotype mutant, 2.3 kb repeats were inserted within one of the original telomeres of chromosome 4, creating an internal stretch oftelomeric repeats. Chromosome translocation can contribute to chromosome size polymorphism as well We found a karyotype mutant in which chromosome 7 with a size of about 1.4 Mb is translocated to chromosome 13/14 with a size of about 3 Mb, resulting in a rearranged chromosome, which was shown to contain a junction between internal DNA sequences of chromosome 13/14 and subtelomeric 2.3 kb repeats of chromosome 7. In this mutant a new chromosome of 1.4 Mb is present which consists of part of chromosome 13/14.