Search results for "Computational Engineering"
showing 10 items of 60 documents
Types of climates on continental France, a spatial construction
2010
Le climat est un élément important de la vie des territoires car il conditionne le comportement et les décisions des individus et des groupes sociaux comme celui de l’ensemble des espèces vivantes et des écosystèmes. A ce titre, la différenciation de l’espace selon les climats et les aptitudes qui en résultent est un domaine qui mérite d’être réinvesti par la recherche en mettant à profit des moyens de traitement modernes de l’information. Avec cet objectif en vue, les auteurs proposent une approche spatiale de définition des climats. Partant des mesures stationnelles de précipitation et de température mises à disposition par Météo-France, un jeu de 14 variables intégrant une série temporel…
On superconvergence techniques
1987
A brief survey with a bibliography of superconvergence phenomena in finding a numerical solution of differential and integral equations is presented. A particular emphasis is laid on superconvergent schemes for elliptic problems in the plane employing the finite element method.
Cluster analysis for portfolio optimization
2005
We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can improve the reliability of the portfolio in terms of the ratio between predicted and realized risk. Bootstrap analysis indicates that this improvement is obtained in a wide range of the parameters N (number of assets) and T (investment horizon). The predicted and realized risk level and the relative portfolio composition of the selected portfolio for a given value of the portfolio return are also investigated for each considered filtering method.
A single stage adiabatic demagnetization refrigerator for testing x-ray microcalorimeters
2004
A single stage Adiabatic Demagnetization Refrigerator (ADR), has been set-up at the X-ray Astronomy Calibration and Testing (XACT) facility of INAF - Osservatorio Astronomico di Palermo G.S. Vaiana, for the development and testing of cryogenic X-ray detectors for laboratory and astrophysical applications. The ADR allows to cool detectors at temperatures below 40 mK and to maintain them at constant operating temperature for many hours. We describe the design and construction of the ADR and present test results and performances.
Stock markets and quantum dynamics: A second quantized description
2009
In this paper we continue our description of stock markets in terms of some non-abelian operators which are used to describe the portfolio of the various traders and other observable quantities. After a first prototype model with only two traders, we discuss a more realistic model of market involving an arbitrary number of traders. For both models we find approximated solutions for the time evolution of the portfolio of each trader. In particular, for the more realistic model, we use the stochastic limit approach and a fixed point like approximation. © 2007 Elsevier B.V. All rights reserved
Photo-z optimization for measurements of the BAO radial scale
2009
ArXiv pre-print avaible at:http://arxiv.org/abs/0812.3414
Silhouette encoding and synthesis using elliptic Fourier descriptors, and applications to videoconferencing
2004
Abstract This paper investigates the use of elliptic Fourier descriptors as a shape descriptor for encoding the silhouette of a person. Shape descriptors are here used for predicting the shape of silhouettes in missing frames within a sequence. This prediction scheme is applied to the case of generating in-between images in a low frame rate videoconferencing system, where the reconstructed silhouette is used as a binary mask for reducing the computational time for the frame reconstruction.
Hierarchical Structure in Financial Markets
1998
I find a topological arrangement of stocks traded in a financial market which has associated a meaningful economic taxonomy. The topological space is a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting from the matrix of correlation coefficient computed between all pairs of stocks of the portfolio by considering the synchronous time evolution of the difference of the logarithm of daily stock price. The hierarchical tree of the subdominant ultrametric space associated with the graph provides information useful to investigate the number and nature of the common economic factors affecting the time evolution of logarithm of price of well defined groups of sto…
Statistical Properties of Statistical Ensembles of Stock Returns
1999
We select n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We analyze each ensemble of stock returns by extracting its first four central moments. We observe that these moments are fluctuating in time and are stochastic processes themselves. We characterize the statistical properties of central moments by investigating their probability density function and temporal correlation properties.
Jump-diffusion models of German stock returns
1991
This paper discusses the statistical properties of jump-diffusion processes and reports on parameter estimates for the DAX stock index and 48 German stocks with traded options. It is found that a Poisson-type jump-diffusion process can explain the high levels of kurtosis and skewness of observed return distributions of German stocks. Furthermore, we demonstrate that the return dynamics of the DAX include a statistically significant jump component except for a few sample subperiods. This finding is seen to be inconsistent with asset pricing models assuming that the jump component of the stock's return is unsystematic and diversifiable in the market portfolio.