Search results for "Matching"
showing 10 items of 509 documents
A parsimonious model for generating arbitrage-free scenario trees
2016
Simulation models of economic, financial and business risk factors are widely used to assess risks and support decision-making. Extensive literature on scenario generation methods aims at describing some underlying stochastic processes with the least number of scenarios to overcome the ‘curse of dimensionality’. There is, however, an important requirement that is usually overlooked when one departs from the application domain of security pricing: the no-arbitrage condition. We formulate a moment matching model to generate multi-factor scenario trees for stochastic optimization satisfying no-arbitrage restrictions with a minimal number of scenarios and without any distributional assumptions.…
Generating Multi-Asset Arbitrage-Free Scenario Trees with Global Optimization
2013
Simulation models of economic, financial and business risk factors are widely used to assess risks and support decision-making. Extensive literature on scenario generation methods aims at describing some underlying stochastic processes with the least number of scenarios to overcome the "curse of dimensionality". There is, however, an important requirement that is usually overlooked when one departs from the application domain of security pricing: the no-arbitrage condition. We formulate a moment matching model to generate multi-factor scenario trees satisfying no-arbitrage restrictions with a minimal number of scenarios and without any distributional assumptions. The resulting global optimi…
Energy-Efficient Resource Allocationin for D2D Enabled Cellular Networks
2020
Energy-efficiency (EE) is critical for D2D enabled cellular networks due to limited battery capacity and severe co-channel interference. In this chapter, we address the EE optimization problem by adopting a stable matching approach. The NP-hard joint resource allocation problem is formulated as a one-to-one matching problem under two-sided preferences, which vary dynamically with channel states and interference levels. A game-theoretic approach is employed to analyze the interactions and correlations among user equipments (UEs), and an iterative power allocation algorithm is developed to establish mutual preferences based on nonlinear fractional programming. We then employ the Gale–Shapley …
Methods cooperation for multiresolution motion estimation
2002
For a medical application, we are interested in an estimation of optical flow on a patient's face, particularly around the eyes. Among the methods of optical flow estimation, gradient estimation and block matching are the main methods. However, the gradient-based approach can only be applied for small displacements (one or two pixels). Gener- ally, the process of block matching leads to good results only if the searching strategy is judiciously selected. Our approach is based on a Markov random field model, combined with an algorithm of block match- ing in a multiresolution scheme. The multiresolution approach allows de- tection of a large range of speeds. The large displacements are detect…
Lopinavir/ritonavir and darunavir/cobicistat in hospitalized covid-19 patients: Findings from the multicenter italian corist study
2021
Background: Protease inhibitors have been considered as possible therapeutic agents for COVID-19 patients.Objectives: To describe the association between lopinavir/ritonavir (LPV/r) or darunavir/cobicistat (DRV/c) use and in-hospital mortality in COVID-19 patients.Study Design: Multicenter observational study of COVID-19 patients admitted in 33 Italian hospitals. Medications, preexisting conditions, clinical measures, and outcomes were extracted from medical records. Patients were retrospectively divided in three groups, according to use of LPV/r, DRV/c or none of them. Primary outcome in a time-to event analysis was death. We used Cox proportional-hazards models with inverse probability of…
Motivic matching strategies for automated pattern extraction
2007
This article proposes an approach to the problem of automated extraction of motivic patterns in monodies. Different musical dimensions, restricted in current approaches to the most prominent melodic and rhythmic features at the surface level, are defined. The proposed strategy of detection of repeated patterns consists of an exact matching of the successive parameters forming the motives. We suggest a generalization of the multiple-viewpoint approach that allows a variability of the types of parameters (melodic, rhythmic, etc.) defining each successive extension of these motives. This enables us to take into account a more general class of motives, called heterogeneous motives, which inclu…
Patented and commercialized applications
2021
Abstract The commercialization of high added-value compounds recovery from food wastes deals with several issues such as laboratory research, scale-up problems, protection of intellectual properties, and development of market-destined applications. These issues are described in this chapter wherein a collection of commercially available compounds recovered from food by-products is presented. Verification of market existing products matching with patented processes was conducted using patent applicant name in each case. However, this matching as well as production characteristics may not be correct in all cases, as most companies typically are secretive about their methods of production and …
Ceftazidime-avibactam use for klebsiella pneumoniae carbapenemase-producing k. pneumoniae infections: A retrospective observational multicenter study
2021
Abstract Background A growing body of observational evidence supports the value of ceftazidime-avibactam (CAZ-AVI) in managing infections caused by carbapenem-resistant Enterobacteriaceae. Methods We retrospectively analyzed observational data on use and outcomes of CAZ-AVI therapy for infections caused by Klebsiella pneumoniae carbapenemase–producing K. pneumoniae (KPC-Kp) strains. Multivariate regression analysis was used to identify variables independently associated with 30-day mortality. Results were adjusted for propensity score for receipt of CAZ-AVI combination regimens versus CAZ-AVI monotherapy. Results The cohort comprised 577 adults with bloodstream infections (n = 391) or nonba…
Price-Time Priority and Pro Rata Matching in an Order Book Model of Financial Markets
2011
Using our recently introduced order book model of financial markets we analyzed two different matching principles for order allocation — price-time priority and pro rata matching. Price-time priority uses the submission timestamp which prioritizes orders in the book with the same price. The order which was entered earliest at a given price limit gets executed first. Pro rata matching is used for products with low intraday volatility of best bid and best ask price. Pro rata matching ensures constant access for orders of all sizes. We demonstrate how a multiagent-based model of financial market can be used to study microscopic aspects of order books.
Returns to scale in a matching model: evidence from disaggregated panel data
2005
The returns to scale in the matching function play an important role in models with endogenous search effort. Due to positive externalities, increasing returns to scale in matching can support high or low activity equilibrium in the labour market. In this study, we examine this issue using panel data from Finnish employment offices. The study finds that the results from the Cobb–Douglas and translog specification are qualitatively different. The CD specification of the matching function exhibits constant returns to scale. The translog specification, in turn, exhibits increasing returns to scale. The elasticity estimate for returns, using the preferred specification and minimum and maximum s…