Search results for "Oise"

showing 10 items of 1967 documents

Sector identification in a set of stock return time series traded at the London Stock Exchange

2005

We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a portfolio of stocks traded at the London Stock Exchange. The investigated time series are recorded both at a daily time horizon and at a 5-minute time horizon. The correlation coefficient matrix is very different at different time horizons confirming that more structured correlation coefficient matrices are observed for long time horizons. All the considered methods are able to detect econo…

FOS: Economics and businessPhysics - Physics and SocietyStatistical Finance (q-fin.ST)SYSTEMSEXPRESSION DATAQuantitative Finance - Statistical FinanceFOS: Physical sciencesFINANCIAL-MARKETSDisordered Systems and Neural Networks (cond-mat.dis-nn)Physics and Society (physics.soc-ph)Condensed Matter - Disordered Systems and Neural NetworksMATRICESNOISE
researchProduct

Spin Pumping and Torque Statistics in the Quantum Noise Limit

2016

We analyze the statistics of charge and energy currents and spin torque in a metallic nanomagnet coupled to a large magnetic metal via a tunnel contact. We derive a Keldysh action for the tunnel barrier, describing the stochastic currents in the presence of a magnetization precessing with the rate $\Omega$. In contrast to some earlier approaches, we include the geometric phases that affect the counting statistics. We illustrate the use of the action by deriving spintronic fluctuation relations, the quantum limit of pumped current noise, and consider the fluctuations in two specific cases: the situation with a stable precession of magnetization driven by spin transfer torque, and the torque-…

FOS: Physical sciencesGeneral Physics and Astronomy02 engineering and technologyMagnetization01 natural sciencesspin pumpingQuantum mechanicsMesoscale and Nanoscale Physics (cond-mat.mes-hall)0103 physical sciencesStatistics010306 general physicsMagnetic anisotropySpin-½PhysicsSpin pumpingStochastic systemsCondensed Matter - Mesoscale and Nanoscale Physicsta114SpintronicsCondensed matter physicsQuantum limitQuantum noiseSpin-transfer torqueCharge (physics)Condensed Matter::Mesoscopic Systems and Quantum Hall Effect021001 nanoscience & nanotechnologyNanomagnetTorquequantum noise limit0210 nano-technologytorque statisticsEnergy (signal processing)Physical Review Letters
researchProduct

CESAR: Cryogenic Electronics for Space Applications

2013

Ultra-low temperature sensors provide unprecedented performances in X-ray and far infrared astronomy by taking advantage of physical properties of matter close to absolute zero. CESAR is an FP7 funded project started in December 2010, that gathers six European laboratories around the development of high performances cryogenic electronics. The goal of the project is to provide far-IR, X-ray and magnetic sensors with signal-processing capabilities at the heart of the detectors. We present the major steps that constitute the CESAR work, and the main results achieved so far.

Far-infrared bolometersHEMTSNanotechnologyFar-infrared astronomySpace (mathematics)01 natural sciences030218 nuclear medicine & medical imagingNOISE03 medical and health sciencesCryogenic electronics0302 clinical medicineDevelopment (topology)Settore FIS/05 - Astronomia E Astrofisica0103 physical sciencesHigh impedance detectorsGeneral Materials ScienceElectronics4.2 KVOLTAGEAerospace engineering010302 applied physicsPhysicsbusiness.industryDetectorX-ray microcalorimetersCondensed Matter PhysicsAtomic and Molecular Physics and OpticsCryogenic electronics · High impedance detectors · X-ray microcalorimeters · Far-infrared bolometers1 KHZ[PHYS.COND.CM-MS]Physics [physics]/Condensed Matter [cond-mat]/Materials Science [cond-mat.mtrl-sci]business
researchProduct

New insights into electron spin dynamics in the presence of correlated noise

2011

The changes of the spin depolarization length in zinc-blende semiconductors when an external component of correlated noise is added to a static driving electric field are analyzed for different values of field strength, noise amplitude and correlation time. Electron dynamics is simulated by a Monte Carlo procedure which keeps into account all the possible scattering phenomena of the hot electrons in the medium and includes the evolution of spin polarization. Spin depolarization is studied by examinating the decay of the initial spin polarization of the conduction electrons through the D'yakonov-Perel process, the only relevant relaxation mechanism in III-V crystals. Our results show that, f…

Field (physics)DephasingElectronsField strengthSpin relaxation and scatteringNoise processes and phenomenaSettore FIS/03 - Fisica Della MateriaMagneticsDistribution theory and Monte Carlo studieElectric fieldElectrochemistryScattering RadiationGeneral Materials ScienceCondensed Matter - Statistical MechanicsPhysicsCondensed matter physicsSpin polarizationChemistry PhysicalRelaxation (NMR)High-field and nonlinear effectCondensed Matter PhysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Condensed Matter - Other Condensed MatterAmplitudeCrystallizationMonte Carlo MethodNoise (radio)Journal of Physics: Condensed Matter
researchProduct

Optimal Flight Path Determination in Turbulent Air: A Modified EKF Approach

2017

By using the Extended Kalman Filter an accurate path following in turbulent air is performed. The procedure employs simultaneously two different EKFs: the first one estimates disturbances, the second one affords to determine the necessary controls displacements for rejecting those ones. To tune the EKFs an optimization algorithm has been designed to automatically determine Process Noise Covariance and Measurement Noise Covariance matrices. The first filter, by using instrumental measurements gathered in turbulent air, estimates wind components. The second one obtains command laws able to follow the desired flight path. To perform this task aerodynamic coefficients have been modified. Such a…

Filter (large eddy simulation)NoiseExtended Kalman filterControl theoryComputer scienceLongitudinal static stabilityPharmacology (medical)AerodynamicsCovarianceStability (probability)Stability derivativesAerotecnica Missili & Spazio
researchProduct

Fast Distributed Subspace Projection via Graph Filters

2018

A significant number of linear inference problems in wireless sensor networks can be solved by projecting the observed signal onto a given subspace. Decentralized approaches avoid the need for performing such an operation at a central processor, thereby reducing congestion and increasing the robustness and the scalability of the network. Unfortunately, existing decentralized approaches either confine themselves to a reduced family of subspace projection tasks or need an infinite number of iterations to obtain the exact projection. To remedy these limitations, this paper develops a framework for computing a wide class of subspace projections in a decentralized fashion by relying on the notio…

Filter designComputer scienceRobustness (computer science)Noise reduction0202 electrical engineering electronic engineering information engineeringGraph (abstract data type)020206 networking & telecommunications02 engineering and technologyShift matrixAlgorithmSubspace topology
researchProduct

A methodology for assessing the effect of correlations among muscle synergy activations on task-discriminating information

2013

Delis, Ioannis | Berret, Bastien | Pozzo, Thierry | Panzeri, Stefano; International audience; ''Muscle synergies have been hypothesized to be the building blocks used by the central nervous system to generate movement. According to this hypothesis, the accomplishment of various motor tasks relies on the ability of the motor system to recruit a small set of synergies on a single-trial basis and combine them in a task-dependent manner. It is conceivable that this requires a fine tuning of the trial-to-trial relationships between the synergy activations. Here we develop an analytical methodology to address the nature and functional role of trial-to-trial correlations between synergy activation…

Fine-tuningComputer scienceInformation TheoryNeuroscience (miscellaneous)COMMUNICATIONInformation theorylcsh:RC321-571NATURAL MOTOR BEHAVIORSTask (project management)MOVEMENT03 medical and health sciencesCellular and Molecular Neurosciencetask decoding0302 clinical medicinecorrelationsmuscle synergiesMATRIX FACTORIZATIONMotor systemSimilarity (psychology)NOISE CORRELATIONSOriginal Research ArticleSet (psychology)lcsh:Neurosciences. Biological psychiatry. Neuropsychiatry030304 developmental biologysingle-trial analysis0303 health sciencesINDEPENDENCEbusiness.industry[SCCO.NEUR]Cognitive science/NeuroscienceMATHEMATICAL-THEORYSIGNAL (programming language)CORTICAL-NEURONSINDEPENDENCE''Pattern recognitionNEURAL POPULATION[ SCCO.NEUR ] Cognitive science/Neuroscience''NATURAL MOTOR BEHAVIORSArtificial intelligenceNoise (video)SPINAL-CORDbusiness030217 neurology & neurosurgeryNeuroscience
researchProduct

Foetal ECG recovery using dynamic neural networks

2002

Non-invasive electrocardiography has proven to be a very interesting method for obtaining information about the foetus state and thus to assure its well-being during pregnancy. One of the main applications in this field is foetal electrocardiogram (ECG) recovery by means of automatic methods. Evident problems found in the literature are the limited number of available registers, the lack of performance indicators, and the limited use of non-linear adaptive methods. In order to circumvent these problems, we first introduce the generation of synthetic registers and discuss the influence of different kinds of noise to the modelling. Second, a method which is based on numerical (correlation coe…

Finite impulse responseComputer scienceMedicine (miscellaneous)Machine learningcomputer.software_genreSensitivity and SpecificityLeast mean squares filterElectrocardiographyFetal HeartPredictive Value of TestsPregnancyArtificial IntelligenceRobustness (computer science)HumansActive noise controlArtificial neural networkbusiness.industryModels CardiovascularPattern recognitionAdaptive filterIdentification (information)NoiseFemaleNeural Networks ComputerArtificial intelligencebusinesscomputerArtificial Intelligence in Medicine
researchProduct

Influence of noise sources on FitzHugh-Nagumo model in suprathreshold regime

2005

We study the response time of a neuron in the transient regime of FitzHugh-Nagumo model, in the presence of a suprathreshold signal and noise sources. In the deterministic regime we find that the activation time of the neuron has a minimum as a function of the signal driving frequency. In the stochastic regime we consider two cases: (a) the fast variable of the model is noisy, and (b) the slow variable, that is the recovery variable, is subjected to fluctuations. In both cases we find two noise-induced effects, namely the resonant activation-like and the noise enhanced stability phenomena. The role of these noise-induced effects is analyzed. The first one produces suppression of noises, whi…

FitzHugh-Nagumo modelInfluence of noise sourceProc. SPIEFluctuations and Noise in Biological Biophysical and Biomedical Systems III
researchProduct

On the use of mixing reactors in flow injection analysis with thermal lens calorimetric detection

1993

Abstract In flow injection analysis with thermal lens calorimetric detection, mixing of reagent streams of different composition before the detection cell produces a large background noise. The noise is due to the heterogeneity of the mixture which produces refractive changes in the probe beam direction. Procedures to measure the homogeneity of the mixture of solutions are derived, and used to evaluate and improve the mixing efficiencies of packed bead reactors. Using well-designed reactors, the mixing noise can be reduced below the noise levels due to other sources.

Flow injection analysisbusiness.industryChemistryHomogeneity (statistics)Analytical chemistryMixing (process engineering)Condensed Matter Physicslaw.inventionLens (optics)Background noiseOpticslawReagentThermalPhysical and Theoretical ChemistrybusinessInstrumentationNoise (radio)Thermochimica Acta
researchProduct