Search results for " hypothesis"
showing 10 items of 371 documents
Solving dynamic memory allocation problems in embedded systems with parallel variable neighborhood search strategies
2015
International audience; Embedded systems have become an essential part of our lives, thanks to their evolution in the recent years, but the main drawback is their power consumption. This paper is focused on improving the memory allocation of embedded systems to reduce their power consumption. We propose a parallel variable neighborhood search algorithm for the dynamic memory allocation problem, and compare it with the state of the art. Computational results and statistical tests applied show that the proposed algorithm produces significantly better outcomes than the previous algorithm in shorter computing time.
Obtaining the best value for money in adaptive sequential estimation
2010
Abstract In [Kujala, J. V., Richardson, U., & Lyytinen, H. (2010). A Bayesian-optimal principle for learner-friendly adaptation in learning games. Journal of Mathematical Psychology , 54(2), 247–255], we considered an extension of the conventional Bayesian adaptive estimation framework to situations where each observable variable is associated with a certain random cost of observation. We proposed an algorithm that chooses each placement by maximizing the expected gain in utility divided by the expected cost. In this paper, we formally justify this placement rule as an asymptotically optimal solution to the problem of maximizing the expected utility of an experiment that terminates when the…
Historischer Überblick zur mathematischen Theorie von Unstetigkeitswellen seit Riemann und Christoffel
1981
We give a brief historical account of the development of the mathematical theory of propagation of discontinuities in gases, fluids or elastic materials. The theory was initiated by Riemann who investigated the propagation of shocks in one-dimensional isentropic gas flow. Riemann’s results were used by Christoffel to treat, more generally, the propagation of (first order) discontinuity surfaces in three-dimensional flows of perfect fluids. Subsequently Christoffel applied his general theory to first order waves in certain elastic materials. Independently of Riemann and Christoffel significant contributions were made by Hugoniot. The theory was completed in Hadamard’s celebrated monograph [3…
P-spaces and the Whyburn property
2009
We investigate the Whyburn and weakly Whyburn property in the class of $P$-spaces, that is spaces where every countable intersection of open sets is open. We construct examples of non-weakly Whyburn $P$-spaces of size continuum, thus giving a negative answer under CH to a question of Pelant, Tkachenko, Tkachuk and Wilson. In addition, we show that the weak Kurepa Hypothesis (a set-theoretic assumption weaker than CH) implies the existence of a non-weakly Whyburn $P$-space of size $\aleph_2$. Finally, we consider the behavior of the above-mentioned properties under products; we show in particular that the product of a Lindel\"of weakly Whyburn P-space and a Lindel\"of Whyburn $P$-space is we…
Secular Mean Reversion and Long-Run Predictability of the Stock Market
2013
Empirical financial literature documents the evidence of mean reversion in stock prices and the absence of out-of-sample return predictability over periods shorter than 10 years. The goal of this paper is to test the random walk hypothesis in stock prices and return predictability over periods longer than 10 years. Specifically, using 141 years of data, this paper begins by performing formal tests of the random walk hypothesis in the prices of the real S&P Composite Index over increasing time horizons up to 40 years. Even though our results cannot support the conventional wisdom which says that the stock market is safer for long-term investors, our findings speak in favor of the mean revers…
Performance Measurement and Outperformance Tests
2017
This chapter explains how to evaluate the performance of a trading strategy and how to carry out a statistical test of the hypothesis that a moving average trading strategy outperforms the corresponding buy-and-hold strategy. In particular, it argues that there is no unique performance measure, reviews the most popular performance measures, and points to the limitations of these measures. The chapter then surveys the parametric methods of testing the outperformance hypothesis and the current “state of the art” non-parametric methods.
Fault Diagnosis for Nonlinear Hydraulic-Mechanical Drilling Pipe Handling System
2011
Leakage and increased friction are common faults in hydraulic cylinders that can have serious consequences if they are not detected at early stage. In this paper, the design of a fault detector for a nonlinear hydraulic mechanical system is presented. By considering the system in steady state, two residual signals are generated and analysed with a composite hypothesis test which accommodates for unknown parameters. The resulting detector is able to detect abrupt changes in leakage or friction given the noisy pressure and position measurements. Test rig measurements validate the properties of residuals and high fidelity simulation and experimental results demonstrate the performance and feas…
Immune evasion, immunopathology and the regulation of the immune system.
2013
21 pages; International audience; Costs and benefits of the immune response have attracted considerable attention in the last years among evolutionary biologists. Given the cost of parasitism, natural selection should favor individuals with the most effective immune defenses. Nevertheless, there exists huge variation in the expression of immune effectors among individuals. To explain this apparent paradox, it has been suggested that an over-reactive immune system might be too costly, both in terms of metabolic resources and risks of immune-mediated diseases, setting a limit to the investment into immune defenses. Here, we argue that this view neglects one important aspect of the interaction…
Competitive Industry Dynamics with Constant Costs
1998
This paper integrates investment and production decisions in a dynamic model of a competitive industry where producers, facing a technology involving fixed input–output coefficients, employ quantity adjustment rules. Whether complex dynamic price behaviour is consistent with producers breaking-even over time is explored. The proportion of costs which are sunk through investment is shown to have a potentially dramatic impact on the price dynamics. The implications of an alternative hypothesis— that producers ‘normally’ use their avail able capacities and only do otherwise if events are sufficiently dramatic—are explored
Revealed preference and portfolio choice
1993
Abstract We show that the necessary and sufficient conditions for expected utility rationalizability of a single observed portfolio choice are identical to the necessary and sufficient conditions for non-expected utility rationalizability.