Search results for "PROBA"

showing 10 items of 3964 documents

Dust-stack 2009 of combined sediment record ELSA

2009

The last glacial cycle in Central Europe is dominated by processes of aeolian dust transport and accumulation. These dust deposits are preserved in soils and lake sediments and provide detailed information about the climate variability during cold and dry periods. Especially the transitions from warm into cold periods are characterized by turbulent climate conditions. The main problems of terrestrial paleoclimate reconstructions are the completeness of the core material and a sampling resolution. To detect single dust storms we use a particle detection method, which allows high resolution, sub-annual analyses of sediment structures in undisturbed samples. The ELSA (Eifel Laminated Sediment …

AGEEarth System ResearchProbability
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Dust-stack 2013 of combined sediment record ELSA

2013

During the last twelve years the ELSA Project (Eifel Laminated Sediment Archive) at Mainz University has drilled a total of about 52 cores from 27 maar lakes and filled-in maar basins in the Eifel/Germany. Dating has been completed for the Holocene cores using 6 different methods (210Pb and 137Cs activities, palynostratigraphy, event markers, varve counting, 14C). In general, the different methods consistently complement one another within error margins. Event correlation was used for relating typical lithological changes with historically known events such as the two major Holocene flood events at 1342 AD and ca 800 BC. Dating of MIS2?MIS3 core sections is based on greyscale tuning, radioc…

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Predictive distributions that mimic frequencies over a restricted subdomain

2020

A predictive distribution over a sequence of $$N+1$$ events is said to be “frequency mimicking” whenever the probability for the final event conditioned on the outcome of the first N events equals the relative frequency of successes among them. Exchangeable distributions that exhibit this feature universally are known to have several annoying concomitant properties. We motivate frequency mimicking assertions over a limited subdomain in practical problems of finite inference, and we identify their computable coherent implications. We provide some examples using reference distributions, and we introduce computational software to generate any complete specification desired. Theorems on reducti…

A_n and H_n distributionSequenceSettore MAT/06 - Probabilita' E Statistica MatematicaComputer scienceConditional probabilityInferenceFrequencyOutcome (probability)Reduction (complexity)Distribution (mathematics)Settore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Probability elicitationExtendable exchangeabilityFeature (machine learning)Probability boundSettore SECS-S/01 - StatisticaGeneral Economics Econometrics and FinanceAlgorithmFinanceEvent (probability theory)Decisions in Economics and Finance
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Prognosi sulla sussistenza di una causa di non punibilità e giudizio di proporzionalità della misura cautelare

2020

Analisi critica della decisione di legittimità (Cass., sez. V, 3 marzo 2020, n. 11957) che ha ancorato ad un alto standard di garanzia il parametro di «probabilità della sussistenza della condizione di non punibilità» e, contestualmente, di accedere alla lettura più rigoristica dell'accertamento cautelare, sancendo un ulteriore avvicinamento fra i criteri di valutazione probatoria della fase cautelare e quelli relativi al giudizio di merito. Soluzione, questa, che se da un canto può rappresentare una garanzia di maggiore realizzazione della presunzione di innocenza, limitando al massimo i possibili rischi di una restrizione per l'imputato che poi non subirà la pena dall'altro canto, rischia…

Accertamento cautelareSettore IUS/16 - Diritto Processuale PenalePrognosi di sussistenza della condizione di non punibilitàElevato grado di probabilità.
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Archetypal analysis: an alternative to clustering for unsupervised texture segmentation

2019

Texture segmentation is one of the main tasks in image applications, specifically in remote sensing, where the objective is to segment high-resolution images of natural landscapes into different cover types. Often the focus is on the selection of discriminant textural features, and although these are really fundamental, there is another part of the process that is also influential, partitioning different homogeneous textures into groups. A methodology based on archetype analysis (AA) of the local textural measurements is proposed. AA seeks the purest textures in the image and it can find the borders between pure textures, as those regions composed of mixtures of several archetypes. The prop…

Acoustics and UltrasonicsComputer scienceMaterials Science (miscellaneous)General MathematicsComputingMethodologies_IMAGEPROCESSINGANDCOMPUTERVISION02 engineering and technologylocal granulometriesMathematical morphology01 natural sciencesTexture (geology)archetypeImage (mathematics)010104 statistics & probability0202 electrical engineering electronic engineering information engineeringRadiology Nuclear Medicine and imagingSegmentationmathematical morphology0101 mathematicsCluster analysisInstrumentationimage segmentationtexture analysislcsh:R5-920business.industrylcsh:MathematicsPattern recognitionImage segmentationlcsh:QA1-939DiscriminantSignal Processing020201 artificial intelligence & image processingComputer Vision and Pattern RecognitionArtificial intelligenceFocus (optics)businesslcsh:Medicine (General)Biotechnology
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Error in the finite difference based probabilistic dynamic analysis: analytical evaluation

2005

Acoustics and UltrasonicsMechanics of MaterialsMechanical EngineeringCalculusProbabilistic logicFinite differenceCondensed Matter PhysicsMathematics
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Dynamic stability of plane elastic frames

1982

Abstract The stability of plane elastic frames subjected to a vertical foundation motion of the stationary, ergodic type is investigated. The equations of motion are obtained in modal co-ordinates, with account taken of many modes of vibration. The problem is subsequently reduced to the study of only the first mode of vibration. By considering a particular case, the stability domains are sketched as functions of the variation of the rigidities of the beam-column connecting joints and as functions of the number of stories.

Acoustics and UltrasonicsPlane (geometry)Mechanical EngineeringSTRUCTURAL ANALYSISMotion (geometry)Equations of motionSTRUCTURAL ANALYSIS; MATHEMATICAL MODELS; STRUCTURAL FRAMESSTRUCTURAL FRAMESCondensed Matter PhysicsStability (probability)VibrationClassical mechanicsModalMechanics of MaterialsNormal modeErgodic theoryMATHEMATICAL MODELSMathematicsJournal of Sound and Vibration
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Value preserving portfolio strategies and the minimal martingale measure

1998

We consider some relations between the minimal martingale measure and the value preserving martingale measure in a continuous-time securities market. Under the assumption of continuous share prices we show that under a structure condition both these martingale measures exist and indeed coincide. This however does not mean that the corresponding concepts of value preserving portfolio strategies and (local) risk minimisation in the area of option hedging in incomplete markets are identical.

Actuarial scienceGeneral MathematicsFinancial marketManagement Science and Operations ResearchDoob's martingale inequalityIncomplete marketsLocal martingaleEconometricsPortfolioMartingale difference sequenceMartingale (probability theory)SoftwareMartingale pricingMathematicsMathematical Methods of Operations Research
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Initial Enlargement in a Markov chain market model

2011

Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by Norberg. In the enlarged filtration, several things can happen: some of the jumps times can be accessible or predictable, but in the original filtration all the jumps times are totally inaccessible. But even if the jumps times change to accessible or predictable, the insider does not necessarily have arbitrage possibilities.

Actuarial scienceQuantitative Finance - Trading and Market MicrostructureMarkov chainStochastic process010102 general mathematicsProbability (math.PR)01 natural sciencesInsiderTrading and Market Microstructure (q-fin.TR)FOS: Economics and business010104 statistics & probabilityOrder (exchange)Modeling and SimulationFiltration (mathematics)FOS: MathematicsResizingArbitrage0101 mathematicsMarket modelMathematical economicsMathematics - ProbabilityMathematics
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Combining Benford's Law and machine learning to detect money laundering. An actual Spanish court case.

2017

Abstract Objectives This paper is based on the analysis of the database of operations from a macro-case on money laundering orchestrated between a core company and a group of its suppliers, 26 of which had already been identified by the police as fraudulent companies. In the face of a well-founded suspicion that more companies have perpetrated criminal acts and in order to make better use of what are very limited police resources, we aim to construct a tool to detect money laundering criminals. Methods We combine Benford’s Law and machine learning algorithms (logistic regression, decision trees, neural networks, and random forests) to find patterns of money laundering criminals in the conte…

Actuarial scienceScrutinyArtificial neural networkComputer sciencebusiness.industryDecision treeContext (language use)02 engineering and technologySpace (commercial competition)Money launderingComputer securitycomputer.software_genreMachine learning01 natural sciencesPathology and Forensic MedicineBenford's law010104 statistics & probabilityOrder (business)0202 electrical engineering electronic engineering information engineering020201 artificial intelligence & image processingArtificial intelligence0101 mathematicsbusinessLawcomputerForensic science international
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