Search results for "TRACKING"

The Role of Covariance Matrix Forecasting Method in the Performance of Minimum-Variance Portfolios

2014

Providing a more accurate covariance matrix forecast can substantially improve the performance of optimized portfolios. Using out-of-sample tests, in this paper, we evaluate alternative covariance matrix forecasting methods by looking at (1) their forecast accuracy, (2) their ability to track the volatility of the minimum-variance portfolio, and (3) their ability to keep the volatility of the minimum-variance portfolio at a target level. We find large differences between the methods. Our results suggest that shrinkage of the sample covariance matrix improves neither the forecast accuracy nor the performance of minimum-variance portfolios. In contrast, switching from the sample covariance ma…

Tracking hemoglobin structural dynamics: from dilute solutions to intact cells

2012

Optimal Index Tracking Under Transaction Costs and Impulse Control

1998

We apply impulse control techniques to a cash management problem within a mean-variance framework. We consider the strategy of an investor who is trying to minimise both fixed and proportional transaction costs, whilst minimising the tracking error with respect to an index portfolio. The cash weight is constantly fluctuating due to the stochastic inflow and outflow of dividends and liabilities. We show the existence of an optimal strategy and compute it numerically.

Effort in Semi-Automatized Subtitling Processes

2020

The presented study investigates the impact of automatic speech recognition (ASR) and assisting scripts on effort during transcription and translation processes, two main subprocesses of interlingual subtitling. Applying keylogging and eye tracking, this study takes a first look at how the integration of ASR impacts these subprocesses. 12 professional subtitlers and 13 translation students were recorded performing two intralingual transcriptions and three translation tasks to evaluate the impact on temporal, technical, and cognitive effort, and split-attention. Measures include editing time, visit count and duration, insertions, and deletions. The main findings show that, in both tasks, ASR…

Inductive Power Transfer for 100W battery charging

2013

Today, Inductive Power Transfer (IPT) is widely investigated to provide wireless battery charge. Potential applications range from a few Watts of handheld devices to kWatts of automotive applications. Despite of comfort and safety options, wireless charging features relatively poor power conversion efficiency. In the literature, several solutions are proposed addressing efficiency related issues. In this paper, a 100W wireless charging station for electric bikes which improves the power conversion efficiency is proposed. The magnetic structure design is analyzed thoroughly as well as the proposed power electronics system architectures of both the power transmitter and power receiver. The ef…

Driver Situation Awareness and Perceived Sleepiness during Truck Platoon Driving–Insights from Eye-tracking Data

2021

Truck platoon driving technology uses vehicle-to-vehicle communication to allow one truck to follow another in an automated fashion. The first vehicle is operated manually, the second vehicle is dr...

Comparison between storm tracking analysis techniques in urban area based on high resolution raingauge data

2007

Tracking the Preferences of Users Using Weak Estimators

2011

Published version of am article from the book:AI 2011: Advances in Artificial Intelligence. Also available from the publisher on SpringerLink:http://dx.doi.org/10.1007/978-3-642-25832-9_81 Since a social network, by definition, is so diverse, the problem of estimating the preferences of its users is becoming increasingly essential for personalized applications which range from service recommender systems to the targeted advertising of services. However, unlike traditional estimation problems where the underlying target distribution is stationary, estimating a user’s interests, typically, involves non-stationary distributions. The consequent time varying nature of the distribution to be trac…

Adaptive Tracking Control of Nonlinear Time-Varying Systems with Unknown Control Coefficients and Unknown Time-Varying Parameters

2019

This paper investigates the tracking control of a class of strict-feedback uncertain nonlinear systems in the presence of unknown signs of control coefficients and unknown time-varying parameters as well as unknown disturbances. A robust adaptive controller and a new decoupled backstepping approach to stability analysis are developed by constructing a new compensation scheme. By introducing a Nussbaum function and a new type of hyperbolic tangent function, the effects of unknown time-varying parameters and unknown control coefficients are effectively compensated. By using the decoupled backstepping technique, it is proved that under the proposed control, all closed-loop states are uniform u…

Tracking control of network distributed systems in presence of variable time delay and loss of information

2006

This paper deals with the control of network distributed systems which has been at the centre of interest in a wide area of research in the last few year. The control of such systems is very difficult because the communication networks inevitably introduce variable time delays and possible lost of samples. In particular, it is proposed an extension of the approach, derived in the contest of the optimal stochastic regulator problem [1], [2], to the remote tracking problem considering a distributed control system in which the signals from the transducers to the controller and from the controller to the actuator are transmitted through a communication network with variable delays and possible …