Search results for "Probability"
showing 10 items of 3417 documents
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.
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…
Stability Analysis of a Linear Parameter Varying Adaptive Output Feedback Control System
2021
Abstract Output feedback control systems often require an adaptive filter for properly shaping the loop transfer function, as certain system plant parameters may be uncertain or varying. This renders the overall closed loop to a linear parameter varying (LPV) system, for which the stability analysis is challenging due to non-trivial dynamics of the adaptation law. This paper develops a stability analysis technique of a feedback controlled oscillatory system. A polytopic overapproximation of the parameter set together with the feasibility of certain LMIs guarantees asymptotic stability of the closed loop. The varying filter parameter is only required to be lower and upper bounded, where the …
Numerical simulations demonstrate that the double tapering of the spatualae of lizards and insects maximize both detachment resistance and stability
2011
Many biological attachment devices of insects, spiders and geckos consist of arrays of hairs (setae), which are terminated by contact elements of different shapes. However, the most frequently observed shape is a thin plate-like spatula. In spite of a rather wide range of sizes, most spatulae of different animals are not uniform, but rather possess a gradient in thickness and width. Here we show that the spatulae of insects and geckos become gradually thinner and wider approaching the end. This geometrical effect is explained in the present paper, by using a numerical approach for the modelling of the van der Waals adhesion and friction between the contact elements and the substrate. The ap…
Comparison of bipolar and tetrapolar impedance techniques for assessing fat mass.
2004
Whole body fat mass (BF) can be predicted by different bioimpedance (BIA) techniques measuring the whole body (tetrapolar hand-to-foot technique, HF), lower body (bipolar foot-to-foot technique, FF), or upper body (bipolar hand-to-hand technique, HH). This study analyzed 146 healthy volunteers (age 18-84 years) for whether these three techniques differ in their estimates of BF, and whether sex and age of the subjects influence estimates of BF. Reproducibility of the techniques was tested by calculating the technical error (TE). Effects of BIA technique, sex, and age on predicted BF were analyzed with ANOVA for repeated measurements in a mixed effect design. Results showed high reproducibili…
Initial psychometric testing of the coach-adapted version of the empowering and disempowering motivational climate questionnaire: A Bayesian approach.
2020
The present study examined the psychometric properties of the coach-adapted version of the Empowering and Disempowering Motivational Climate Questionnaire (EDMCQ) using Bayesian structural equation modelling (BSEM). The sample included 780 (
First-trimester screening for trisomy-21 using a simplified method to assess the presence or absence of the fetal nasal bone.
2005
Objective To determine the benefit of including nasal bone assessment in addition to standard first-trimester markers (nuchal translucency, free beta human chorionic gonadotropin and pregnancy-associated plasma protein A) as a screening test for Down syndrome, using a strict criterion for classification of nasal bone absence. Study design Nasal bone assessment was conducted in 2411 patients with crown-rump length between 45 and 84 mm, including 15 patients with Down syndrome. A patient was considered to have an absent nasal bone only if there was no evidence of present nasal bone. Unlike other studies, nasal bone was classified as present when there was evidence of a thin echogenic line und…
Extraction of prefronto-amygdalar pathways by combining probability maps
2008
Many recent studies reported altered functional connectivity within the frontolimbic circuitry in a wide range of neuropsychiatric disorders. However, functional connectivity must rely on structural connections. In this study we applied a novel probabilistic fiber tracking method to assess the structural connectivity between the amygdala and different prefrontal brain regions in vivo. Twenty healthy subjects were investigated with diffusion tensor imaging. Probabilistic fiber tracking was started from the amygdala and different prefrontal brain regions. Resulting probability maps were combined using an extended multiplication of probabilistic maps to identify the most probable anatomical pa…
Stability of habitual physical activity and sport participation: a longitudinal tracking study
2007
Although one of the most important aims of physical education and public sport policy is to encourage life-long habitual physical activity, very little is known of the stability or tracking of physical activity. As a part of a larger research project called Cardiovascular Risks in Young Finns, the purpose of the study reported here was to investigate the stability (tracking) of leisure-time physical activity and sport participation at intervals of 3, 6, 9 and 12 years from age 9 to 30. The subjects, chosen by stratified random sample, represent five geographical areas of the country and eight gender-age cohorts (9, 12, 15 and 18 years old in 1980). Physical activity and sport participation …
Increasing the probability of selecting chromosomally normal embryos by time-lapse morphokinetics analysis
2013
Objective To study the differences in the cleavage time between chromosomally normal and abnormal embryos and to elaborate an algorithm to increase the probability of noninvasively selecting chromosomally normal embryos. Design Retrospective cohort study. Setting University-affiliated infertility center. Patient(s) Preimplantation genetic screening patients (n = 125; n=77 with ET), including cases of repeated implantation failure or recurrent miscarriage. A total of 504 embryos were analyzed. Intervention(s) Embryo culture within a time-lapse system. Main Outcome Measure(s) Kinetic variables included the time to 2 (t2), 3 (t3), 4 (t4), and 5 (t5) cells as well as the length of the second (c…