Search results for "MIZA"
showing 10 items of 3318 documents
IMEX schemes for pricing options under jump–diffusion models
2014
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…
Cluster-Based RF Fingerprint Positioning Using LTE and WLAN Outdoor Signals
2015
In this paper we evaluate user-equipment (UE) positioning performance of three cluster-based RF fingerprinting methods using LTE and WLAN signals. Real-life LTE and WLAN data were collected for the evaluation purpose using consumer cellular-mobile handset utilizing ‘Nemo Handy’ drive test software tool. Test results of cluster-based methods were compared to the conventional grid-based RF fingerprinting. The cluster-based methods do not require grid-cell layout and training signature formation as compared to the gridbased method. They utilize LTE cell-ID searching technique to reduce the search space for clustering operation. Thus UE position estimation is done in short time with less comput…
An efficient cluster-based outdoor user positioning using LTE and WLAN signal strengths
2015
In this paper we propose a novel cluster-based RF fingerprinting method for outdoor user-equipment (UE) positioning using both LTE and WLAN signals. It uses a simple cost effective agglomerative hierarchical clustering with Davies-Bouldin criterion to select the optimal cluster number. The positioning method does not require training signature formation prior to UE position estimation phase. It is capable of reducing the search space for clustering operation by using LTE cell-ID searching criteria. This enables the method to estimate UE positioning in short time with less computational expense. To validate the cluster-based positioning real-time field measurements were collected using readi…
LOCAL CONTROL OF SOUND IN STOCHASTIC DOMAINS BASED ON FINITE ELEMENT MODELS
2011
A numerical method for optimizing the local control of sound in a stochastic domain is developed. A three-dimensional enclosed acoustic space, for example, a cabin with acoustic actuators in given locations is modeled using the finite element method in the frequency domain. The optimal local noise control signals minimizing the least square of the pressure field in the silent region are given by the solution of a quadratic optimization problem. The developed method computes a robust local noise control in the presence of randomly varying parameters such as variations in the acoustic space. Numerical examples consider the noise experienced by a vehicle driver with a varying posture. In a mod…
Can back-projection fully resolve polarity indeterminacy of independent component analysis in study of event-related potential?
2011
a b s t r a c t In the study of event-related potentials (ERPs) using independent component analysis (ICA), it is a traditional way to project the extracted ERP component back to electrodes for correcting its scaling (magnitude and polarity) indeterminacy. However, ICA tends to be locally optimized in practice, and then, the back-projection of a component estimated by the ICA can possibly not fully correct its polarity at every electrode. We demonstrate this phenomenon from the view of the theoretical analysis and numerical simulations and suggest checking and modifying the abnormal polarity of the projected component in the electrode field before further analysis. Moreover, when several co…
Justification of point electrode models in electrical impedance tomography
2011
The most accurate model for real-life electrical impedance tomography is the complete electrode model, which takes into account electrode shapes and (usually unknown) contact impedances at electrode-object interfaces. When the electrodes are small, however, it is tempting to formally replace them by point sources. This simplifies the model considerably and completely eliminates the effect of contact impedance. In this work we rigorously justify such a point electrode model for the important case of having difference measurements ("relative data") as data for the reconstruction problem. We do this by deriving the asymptotic limit of the complete model for vanishing electrode size. This is s…
Customer Perception Driven Product Evolution - Facilitation of Structured Feedback Collection
2016
Competitive environment not only requires effective advertising strategies from the product producers and service providers, but also to do comprehensive and sufficient analysis of their customers to understand their needs and expectations. Successfully involving customers into a product/service co-creation process, companies more likely increase their future revenue. Customer feedback analysis is widely applied in marketing and product development. Among other challenges (e.g. customer engagement, feedback collection, etc.) automation of customer feedback analysis becomes very demanding task and requires advance intelligent tools to understand customers’ product perception and preferences.…
Bilevel heat exchanger network synthesis with an interactive multi-objective optimization method
2012
Abstract Heat exchanger network synthesis (HENS) has been an active research area for more than 40 years because well-designed heat exchanger networks enable heat recovery in process industries in an energy- and cost-efficient manner. Due to ever increasing global competition and need to decrease the harmful effects done on the environment, there still is a continuous need to improve the heat exchanger networks and their synthesizing methods. In this work we present a HENS method that combines an interactive multi-objective optimization method with a simultaneous bilevel HENS method, where the bilevel part of the method is based on grouping of process streams and building aggregate streams …
Interpreting wind damage risk-how multifunctional forest management impacts standing timber at risk of wind felling
2022
AbstractLandscape multifunctionality, a widely accepted challenge for boreal forests, aims to simultaneously provide timber, non-timber ecosystem services, and shelter for biodiversity. However, multifunctionality requires the use of novel forest management regimes optimally combined over the landscape, and an increased share of sets asides. It remains unclear how this combination will shape stand vulnerability to wind disturbances and exposed timber volume. We combined forest growth simulations and multi-objective optimization to create alternative landscape level forest management scenarios. Management choices were restricted to 1) rotation forestry, 2) continuous cover forestry, and 3) a…
THE IMPACT OF TAX COMPETITION AND HARMONISATION IN THE EU IN RELATION TO FISCAL OPTIMISATION
2018
Fiscal competition and harmonisation are topical issues and the controversy generated by preferences for one or the other is due to the effects they generate in the economies of the EU member states. The practice of tax competition to a smaller or larger extent by some of the Member States is often identified with tax optimisation practices. Thus, in the economies of developed or emerging countries, the effects are both on the labour market, in the collection of indirect taxes (VAT or excise duties), but also in the transfer of profits versus transfer prices. The European fora are working hard for the uniformity of European legislation, but also to determine the governments of the Member St…