889 resultados para Realized volatility


Relevância:

10.00% 10.00%

Publicador:

Resumo:

A novel, to our knowledge, two-step digit-set-restricted modified signed-digit (MSD) addition-subtraction algorithm is proposed. With the introduction of the reference digits, the operand words are mapped into an intermediate carry word with all digits restricted to the set {(1) over bar, 0} and an intermediate sum word with all digits restricted to the set {0, 1}, which can be summed to form the final result without carry generation. The operation can be performed in parallel by use of binary logic. An optical system that utilizes an electron-trapping device is suggested for accomplishing the required binary logic operations. By programming of the illumination of data arrays, any complex logic operations of multiple variables can be realized without additional temporal latency of the intermediate results. This technique has a high space-bandwidth product and signal-to-noise ratio. The main structure can be stacked to construct a compact optoelectronic MSD adder-subtracter. (C) 1999 Optical Society of America.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

This work investigates the relationship between unemployment and technological progress. We analyze briefly the historical context in which the problem of unemployment begins: the emergence of a new economic system, the capitalism. In our research we consider the contributions of two different economists: John Stuart Mill and Karl Marx. They offer two different perspectives to this subject. We also consider the contribution David Ricardo, the first author that realized the conflictive relationship between technical progress and the interest of the workers. We also include an analysis of the problem by using different data collected from Global Wage Report, that is annually offered by the International Labor Organization (ILO). Finally, we also analyze the phenomenon called planned obsolescence. The idea of producing goods with low quality in order to guarantee a future demand (replacing the obsolete goods) has been considered a good option to avoid unemployment. This work ends with some final comments and open questions.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Fuzzification is introduced into gray-scale mathematical morphology by using two-input one-output fuzzy rule-based inference systems. The fuzzy inferring dilation or erosion is defined from the approximate reasoning of the two consequences of a dilation or an erosion and an extended rank-order operation. The fuzzy inference systems with numbers of rules and fuzzy membership functions are further reduced to a simple fuzzy system formulated by only an exponential two-input one-output function. Such a one-function fuzzy inference system is able to approach complex fuzzy inference systems by using two specified parameters within it-a proportion to characterize the fuzzy degree and an exponent to depict the nonlinearity in the inferring. The proposed fuzzy inferring morphological operators tend to keep the object details comparable to the structuring element and to smooth the conventional morphological operations. Based on digital area coding of a gray-scale image, incoherently optical correlation for neighboring connection, and optical thresholding for rank-order operations, a fuzzy inference system can be realized optically in parallel. (C) 1996 Society of Photo-Optical Instrumentation Engineers.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Negabinary is a component of the positional number system. A complete set of negabinary arithmetic operations are presented, including the basic addition/subtraction logic, the two-step carry-free addition/subtraction algorithm based on negabinary signed-digit (NSD) representation, parallel multiplication, and the fast conversion from NSD to the normal negabinary in the carry-look-ahead mode. All the arithmetic operations can be performed with binary logic. By programming the binary reference bits, addition and subtraction can be realized in parallel with the same binary logic functions. This offers a technique to perform space-variant arithmetic-logic functions with space-invariant instructions. Multiplication can be performed in the tree structure and it is simpler than the modified signed-digit (MSD) counterpart. The parallelism of the algorithms is very suitable for optical implementation. Correspondingly, a general-purpose optical logic system using an electron trapping device is suggested. Various complex logic functions can be performed by programming the illumination of the data arrays without additional temporal latency of the intermediate results. The system can be compact. These properties make the proposed negabinary arithmetic-logic system a strong candidate for future applications in digital optical computing with the development of smart pixel arrays. (C) 1999 Society of Photo-Optical Instrumentation Engineers. [S0091-3286(99)00803-X].

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Ultrafast temporal pattern generation and recognition with femtosecond laser technology is presented, analyzed, and experimentally implemented. Ultrafast temporal pattern generation and recognition are realized by taking advantage of two well-known techniques: the space-time conversion technique and the ultrafast pulse measurement technique. Here the temporal pattern for the designed multiple pulses, optimized with a preassumed Gaussian spectral distribution of an ultrashort pulse, is described. With the simulation of a Gaussian spectral distribution, we realize that the uniformity of the generated multiple ultrafast temporal pulses is relevant to the repeated number of modulation periods in the mask in the spectral plane. Moreover, the change of Gaussian spectral phases with the wavelengths in the modulated phase plate is considered. Experiments of ultrafast temporal pattern recognition by the frequency-resolved optical gating (FROG) characterization technique are also given. (C) 2004 Society of Photo-Optical Instrumentation Engineers.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The Talbot effect is one of the most basic optical phenomena that has received extensive investigations both because its new results provide us more understanding of the fundamental Fresnel diffraction and also because of its wide applications. We summarize our recent results on this subject. Symmetry of the Talbot effect, which was reported in Optics Communications in 1995, is now realized as the key to reveal other rules for explanation of the Talbot effect for array illumination. The regularly rearranged-neighboring-phase-differences (RRNPD) rule, a completely new set of analytic phase equations (Applied Optics, 1999), and the prime-number decomposing rule (Applied Optics, 2001) are the newly obtained results that reflect the symmetry of the Talbot effect in essence. We also reported our results on the applications of the Talbot effect. Talbot phase codes are the orthogonal codes that can be used for phase coding of holographic storage. A new optical scanner based on the phase codes for Talbot array illumination has unique advantages. Furthermore, a novel two-layered multifunctional computer-generated hologram based on the fractional Talbot effect was proposed and implemented (Optics Letters, 2003). We believe that these new results should bring us more new understanding of the Talbot effect and help us to design novel optical devices that should benefit practical applications. (C) 2004 Society of Photo-Optical Instrumentation Engineers.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

A highly uniform multiwavelength erbium-doped fiber ring laser with an intracavity sine phase modulator is demonstrated. The flat output spectrum is achieved by optimizing the cavity structure, modulation amplitude, and frequency of the sine phase modulator. Fifteen lasing lines with wavelength spacing of 0.9 nm appear simultaneously and stably with power differences less than 2 dB and side-mode suppression ratio higher than 32 dB. In addition, the proposed cavity can support unidirectional operation without optical isolators. An output power difference of about 20 dB is realized between the counterclockwise and clockwise directions, which is almost independent of the pump power and lasing wavelengths. (c) 2005 Society of Photo-Optical Instrumentation Engineers.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

La actividad aseguradora supone la transferencia de riesgos del asegurado al asegurador. El asegurador se compromete al pago de una prestación si el riesgo se realiza. Se produce un cambio en el ciclo productivo. El asegurador vende una cobertura sin conocer el momento y el coste exacto de dicha cobertura. Esta particularidad de la actividad aseguradora explica la necesidad para una entidad aseguradora de ser solvente en cada momento y ante cualquier imprevisto. Por ello, la solvencia de las entidades aseguradoras es un aspecto que se ha ido recogiendo en las distintas normativas que han regulado la actividad aseguradora y al que se ha ido dando cada vez más importancia. Actualmente la legislación vigente en materia de solvencia de las aseguradoras esta regulada por la directiva europea Solvencia I. Esta directiva establece dos conceptos para garantizar la solvencia: las provisiones técnicas y el margen de solvencia. Las provisiones técnicas son las calculadas para garantizar la solvencia estática de la compañía, es decir aquella que hace frente, en un instante temporal determinado, a los compromisos asumidos por la entidad. El margen de solvencia se destina a cubrir la solvencia dinámica, aquella que hace referencia a eventos futuros que puedan afectar la capacidad del asegurador. Sin embargo en una corriente de gestión global del riesgo en la que el sector bancario ya se había adelantado al sector asegurador con la normativa Basilea II, se decidió iniciar un proyecto europeo de reforma de Solvencia I y en noviembre del 2009 se adoptó la directiva 2009/138/CE del parlamento europeo y del consejo, sobre el seguro de vida, el acceso a la actividad de seguro y de reaseguro y su ejercicio mas conocida como Solvencia II. Esta directiva supone un profundo cambio en las reglas actuales de solvencia para las entidades aseguradoras. Este cambio persigue el objetivo de establecer un marco regulador común a nivel europeo que sea más adaptado al perfil de riesgo de cada entidad aseguradora. Esta nueva directiva define dos niveles distintos de capital: el SCR (requerimiento estándar de capital de solvencia) y el MCR (requerimiento mínimo de capital). Para el calculo del SCR se ha establecido que el asegurador tendrá la libertad de elegir entre dos modelos. Un modelo estándar propuesto por la Autoridad Europea de Seguros y Pensiones de Jubilación (EIOPA por sus siglas en inglés), que permitirá un calculo simple, y un modelo interno desarrollado por la propia entidad que deberá ser aprobado por las autoridades competentes. También se contempla la posibilidad de utilizar un modelo mixto que combine ambos, el estándar y el interno. Para el desarrollo del modelo estándar se han realizado una serie de estudios de impacto cuantitativos (QIS). El último estudio (QIS 5) ha sido el que ha planteado de forma más precisa el cálculo del SCR. Plantea unos shocks que se deberán de aplicar al balance de la entidad con el objetivo de estresarlo, y en base a los resultados obtenidos constituir el SCR. El objetivo de este trabajo es realizar una síntesis de las especificaciones técnicas del QIS5 para los seguros de vida y realizar una aplicación práctica para un seguro de vida mixto puro. En la aplicación práctica se determinarán los flujos de caja asociados a este producto para calcular su mejor estimación (Best estimate). Posteriormente se determinará el SCR aplicando los shocks para los riesgos de mortalidad, rescates y gastos. Por último, calcularemos el margen de riesgo asociado al SCR. Terminaremos el presente TFG con unas conclusiones, la bibliografía empleada así como un anexo con las tablas empleadas.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Complex pupil filters are introduced to improve the three-dimensional resolving power of an optical imaging system. Through the design of the essential parameters of such filters, the transmittance and radius of the first zone, three-dimensional superresolution is realized. The Strehl ratio and the transverse and axial gains of such filters are analyzed in detail. A series of simulation examples of such filters are also presented that prove that three-dimensional superresolution can be realized. The advantage of such filters is that it is easy to realize three-dimensional superresolution, and the disadvantage is that the sidelobes of the axial intensity distribution are too high. But this can be overcome by the application of a confocal system. (C) 2005 Optical Society of America.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

针对现有光弹调制器标定方法的不足,提出了一种精确标定光弹调制器的新方法。首先利用起偏器、波片、光弹调制器和检偏器构成标定光路.通过寻找探测信号基频分量的极大值进行粗略标定,使光弹调制器的峰值延迟量处在1.841rad附近。然后撤走波片形成光弹凋制器的精确标定光路.在检偏器旋转90°前后获得探测信号的直流分量和二次谐波分量。最后利用这两种探测信号的直流分量和二次谐波分量精确地计算出光弹调制器的峰值延迟量。实验验让了此光掸调制器标定方法,实验结果表明其标定误差仅为0.7%。在此光掸凋制器标定方法中.光弹调制器

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The absorption characteristic of lithium niobate crystals doped with chromium and copper (Cr and Cu) is investigated. We find that there are two apparent absorption bands for LiNbO3:Cr:Cu crystal doped with 0.14 wt.% Cr2O3 and 0.011 wt.% CuO; one is around 480 nm, and the other is around 660 nm. With a decrease in the doping composition of Cr and an increase in the doping composition of Cu, no apparent absorption band in the shorter wavelength range exists. The higher the doping level of Cr, the larger the absorbance around 660 nm. Although a 633 nm red light is located in the absorption band around 660 nm, the absorption at 633 nm does not help the photorefractive process; i.e., unlike other doubly doped crystals, for example, LiNbO3:Fe:Mn crystal, a nonvolatile holographic recording can be realized by a 633 nm red light as the recording light and a 390 nm UV light as the sensitizing light. For LiNbO3:Cr:Cu crystals, by changing the recording light from a 633 nm red light to a 514 nm green light, sensitizing with a 390 nm UV light and a 488 nm blue light, respectively, a nonvolatile holographic recording can be realized. Doping the appropriate Cr (for example, N-Cr = 2.795 X 10(25)m(-3) and N-Cr/N-Cu = 1) benefits the improvement of holographic recording properties. (c) 2005 Optical Society of America.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

超分辨技术因其可以超越经典的衍射极限而为人们所熟知.并且.在光存储和共焦扫描成像系统中有着广泛的应用。把由两个偏振器和一个圆对称的双折射元件组成的径向双折射滤波器引入超分辨技术,借助琼斯算法推导出其光瞳函数的表达式。由分析得出通过改变径向双折射滤波器中偏振器的偏振方向和双折射元件的主轴之间的夹角,即可实现光学系统的横向超分辨或轴向超分辨。同时对评价该器件超分辨性能的参量第一零点比、斯特尔比和旁瓣强度抑制比做了详细的讨论。该滤波器用于超分辨技术的优点在于其制作不涉及相位的变化而比较简单,且费用比较低。缺点是

Relevância:

10.00% 10.00%

Publicador:

Resumo:

A highly uniform multiwavelength erbium-doped fiber ring laser with an intracavity sine phase modulator is demonstrated. The flat output spectrum is achieved by optimizing the cavity structure, modulation amplitude, and frequency of the sine phase modulator. Fifteen lasing lines with wavelength spacing of 0.9 nm appear simultaneously and stably with power differences less than 2 dB and side-mode suppression ratio higher than 32 dB. In addition, the proposed cavity can support unidirectional operation without optical isolators. An output power difference of about 20 dB is realized between the counterclockwise and clockwise directions, which is almost independent of the pump power and lasing wavelengths. (c) 2005 Society of Photo-Optical Instrumentation Engineers.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

将掺铒有源波导材料引入环形谐振腔结构,从理论上分析了有源波导环形谐振腔的滤波特性。结果表明由于抽运光提供的增益补偿了腔内损耗,使得环形谐振腔满足临界耦合条件,实现对信号光的最佳陷波,同时发现通过改变抽运光功率,可以对精细度和带宽进行动态调谐。分析了铒离子掺杂浓度、信号光功率以及抽运光耦合系数对最佳陷波抽运功率的影响,为有源波导器件设计制作提供了理论依据。

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The bilayer quantum Hall state at total filling factor νT=1, where the total electron density matches the degeneracy of the lowest Landau level, is a prominent example of Bose-Einstein condensation of excitons. A macroscopically ordered state is realized where an electron in one layer is tightly bound to a "hole" in the other layer. If exciton transport were the only bulk transportmechanism, a current driven in one layer would spontaneously generate a current of equal magnitude and opposite sign in the other layer. The Corbino Coulomb drag measurements presented in this thesis demonstrate precisely this phenomenon.

Excitonic superfluidity has been long sought in the νT=1 state. The tunneling between the two electron gas layers exihibit a dc Josephson-like effect. A simple model of an overdamped voltage biased Josephson junction is in reasonable agreement with the observed tunneling I-V. At small tunneling biases, it exhibits a tunneling "supercurrent". The dissipation is carefully studied in this tunneling "supercurrent" and found to remain small but finite.