Search results for: quadratic mutual information
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 11396

Search results for: quadratic mutual information

11396 Key Frame Based Video Summarization via Dependency Optimization

Authors: Janya Sainui

Abstract:

As a rapid growth of digital videos and data communications, video summarization that provides a shorter version of the video for fast video browsing and retrieval is necessary. Key frame extraction is one of the mechanisms to generate video summary. In general, the extracted key frames should both represent the entire video content and contain minimum redundancy. However, most of the existing approaches heuristically select key frames; hence, the selected key frames may not be the most different frames and/or not cover the entire content of a video. In this paper, we propose a method of video summarization which provides the reasonable objective functions for selecting key frames. In particular, we apply a statistical dependency measure called quadratic mutual informaion as our objective functions for maximizing the coverage of the entire video content as well as minimizing the redundancy among selected key frames. The proposed key frame extraction algorithm finds key frames as an optimization problem. Through experiments, we demonstrate the success of the proposed video summarization approach that produces video summary with better coverage of the entire video content while less redundancy among key frames comparing to the state-of-the-art approaches.

Keywords: video summarization, key frame extraction, dependency measure, quadratic mutual information

Procedia PDF Downloads 267
11395 Robust Image Registration Based on an Adaptive Normalized Mutual Information Metric

Authors: Huda Algharib, Amal Algharib, Hanan Algharib, Ali Mohammad Alqudah

Abstract:

Image registration is an important topic for many imaging systems and computer vision applications. The standard image registration techniques such as Mutual information/ Normalized mutual information -based methods have a limited performance because they do not consider the spatial information or the relationships between the neighbouring pixels or voxels. In addition, the amount of image noise may significantly affect the registration accuracy. Therefore, this paper proposes an efficient method that explicitly considers the relationships between the adjacent pixels, where the gradient information of the reference and scene images is extracted first, and then the cosine similarity of the extracted gradient information is computed and used to improve the accuracy of the standard normalized mutual information measure. Our experimental results on different data types (i.e. CT, MRI and thermal images) show that the proposed method outperforms a number of image registration techniques in terms of the accuracy.

Keywords: image registration, mutual information, image gradients, image transformations

Procedia PDF Downloads 248
11394 Getting What You Paid For: Using Mutual Fund Governance to Predict the Activeness of Mutual Funds

Authors: Matthew Morey, Aron Gottesman

Abstract:

This paper examines the relationship between mutual fund governance and the activeness of equity mutual funds. Using a fund’s corporate culture as a proxy for its governance and controlling for other variables, we find that funds with the better governance are significantly more active than other funds. Further, we find the probability of finding a highly active fund increases significantly as the governance of the fund improves. We also find some evidence that the probability of finding a closet index fund increases as the governance of the fund declines. These results demonstrate that mutual fund governance should be considered carefully when making mutual fund investment decisions.

Keywords: active, share, mutual funds, economics

Procedia PDF Downloads 336
11393 Least Squares Solution for Linear Quadratic Gaussian Problem with Stochastic Approximation Approach

Authors: Sie Long Kek, Wah June Leong, Kok Lay Teo

Abstract:

Linear quadratic Gaussian model is a standard mathematical model for the stochastic optimal control problem. The combination of the linear quadratic estimation and the linear quadratic regulator allows the state estimation and the optimal control policy to be designed separately. This is known as the separation principle. In this paper, an efficient computational method is proposed to solve the linear quadratic Gaussian problem. In our approach, the Hamiltonian function is defined, and the necessary conditions are derived. In addition to this, the output error is defined and the least-square optimization problem is introduced. By determining the first-order necessary condition, the gradient of the sum squares of output error is established. On this point of view, the stochastic approximation approach is employed such that the optimal control policy is updated. Within a given tolerance, the iteration procedure would be stopped and the optimal solution of the linear-quadratic Gaussian problem is obtained. For illustration, an example of the linear-quadratic Gaussian problem is studied. The result shows the efficiency of the approach proposed. In conclusion, the applicability of the approach proposed for solving the linear quadratic Gaussian problem is highly demonstrated.

Keywords: iteration procedure, least squares solution, linear quadratic Gaussian, output error, stochastic approximation

Procedia PDF Downloads 188
11392 Mutual Information Based Image Registration of Satellite Images Using PSO-GA Hybrid Algorithm

Authors: Dipti Patra, Guguloth Uma, Smita Pradhan

Abstract:

Registration is a fundamental task in image processing. It is used to transform different sets of data into one coordinate system, where data are acquired from different times, different viewing angles, and/or different sensors. The registration geometrically aligns two images (the reference and target images). Registration techniques are used in satellite images and it is important in order to be able to compare or integrate the data obtained from these different measurements. In this work, mutual information is considered as a similarity metric for registration of satellite images. The transformation is assumed to be a rigid transformation. An attempt has been made here to optimize the transformation function. The proposed image registration technique hybrid PSO-GA incorporates the notion of Particle Swarm Optimization and Genetic Algorithm and is used for finding the best optimum values of transformation parameters. The performance comparision obtained with the experiments on satellite images found that the proposed hybrid PSO-GA algorithm outperforms the other algorithms in terms of mutual information and registration accuracy.

Keywords: image registration, genetic algorithm, particle swarm optimization, hybrid PSO-GA algorithm and mutual information

Procedia PDF Downloads 409
11391 Performance Analysis of MATLAB Solvers in the Case of a Quadratic Programming Generation Scheduling Optimization Problem

Authors: Dávid Csercsik, Péter Kádár

Abstract:

In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

Keywords: optimization, MATLAB, quadratic programming, economic dispatch

Procedia PDF Downloads 549
11390 The Superior Performance of Investment Bank-Affiliated Mutual Funds

Authors: Michelo Obrey

Abstract:

Traditionally, mutual funds have long been esteemed as stand-alone entities in the U.S. However, the prevalence of the fund families’ affiliation to financial conglomerates is eroding this striking feature. Mutual fund families' affiliation with financial conglomerates can potentially be an important source of superior performance or cost to the affiliated mutual fund investors. On the one hand, financial conglomerates affiliation offers the mutual funds access to abundant resources, better research quality, private material information, and business connections within the financial group. On the other hand, conflict of interest is bound to arise between the financial conglomerate relationship and fund management. Using a sample of U.S. domestic equity mutual funds from 1994 to 2017, this paper examines whether fund family affiliation to an investment bank help the affiliated mutual funds deliver superior performance through private material information advantage possessed by the investment banks or it costs affiliated mutual fund shareholders due to the conflict of interest. Robust to alternative risk adjustments and cross-section regression methodologies, this paper finds that the investment bank-affiliated mutual funds significantly outperform those of the mutual funds that are not affiliated with an investment bank. Interestingly the paper finds that the outperformance is confined to holding return, a return measure that captures the investment talent that is uninfluenced by transaction costs, fees, and other expenses. Further analysis shows that the investment bank-affiliated mutual funds specialize in hard-to-value stocks, which are not more likely to be held by unaffiliated funds. Consistent with the information advantage hypothesis, the paper finds that affiliated funds holding covered stocks outperform affiliated funds without covered stocks lending no support to the hypothesis that affiliated mutual funds attract superior stock-picking talent. Overall, the paper findings are consistent with the idea that investment banks maximize fee income by monopolistically exploiting their private information, thus strategically transferring performance to their affiliated mutual funds. This paper contributes to the extant literature on the agency problem in mutual fund families. It adds to this stream of research by showing that the agency problem is not only prevalent in fund families but also in financial organizations such as investment banks that have affiliated mutual fund families. The results show evidence of exploitation of synergies such as private material information sharing that benefit mutual fund investors due to affiliation with a financial conglomerate. However, this research has a normative dimension, allowing such incestuous behavior of insider trading and exploitation of superior information not only negatively affect the unaffiliated fund investors but also led to an unfair and unleveled playing field in the financial market.

Keywords: mutual fund performance, conflicts of interest, informational advantage, investment bank

Procedia PDF Downloads 191
11389 Hybrid EMPCA-Scott Approach for Estimating Probability Distributions of Mutual Information

Authors: Thuvanan Borvornvitchotikarn, Werasak Kurutach

Abstract:

Mutual information (MI) is widely used in medical image registration. In the different medical images analysis, it is difficult to choose an optimal bins size number for calculating the probability distributions in MI. As the result, this paper presents a new adaptive bins number selection approach that named a hybrid EMPCA-Scott approach. This work combines an expectation maximization principal component analysis (EMPCA) and the modified Scott’s rule. The proposed approach solves the binning problem from the various intensity values in medical images. Experimental results of this work show the lower registration errors compared to other adaptive binning approaches.

Keywords: mutual information, EMPCA, Scott, probability distributions

Procedia PDF Downloads 249
11388 Discretization of Cuckoo Optimization Algorithm for Solving Quadratic Assignment Problems

Authors: Elham Kazemi

Abstract:

Quadratic Assignment Problem (QAP) is one the combinatorial optimization problems about which research has been done in many companies for allocating some facilities to some locations. The issue of particular importance in this process is the costs of this allocation and the attempt in this problem is to minimize this group of costs. Since the QAP’s are from NP-hard problem, they cannot be solved by exact solution methods. Cuckoo Optimization Algorithm is a Meta-heuristicmethod which has higher capability to find the global optimal points. It is an algorithm which is basically raised to search a continuous space. The Quadratic Assignment Problem is the issue which can be solved in the discrete space, thus the standard arithmetic operators of Cuckoo Optimization Algorithm need to be redefined on the discrete space in order to apply the Cuckoo Optimization Algorithm on the discrete searching space. This paper represents the way of discretizing the Cuckoo optimization algorithm for solving the quadratic assignment problem.

Keywords: Quadratic Assignment Problem (QAP), Discrete Cuckoo Optimization Algorithm (DCOA), meta-heuristic algorithms, optimization algorithms

Procedia PDF Downloads 517
11387 Sliding Mode Controlled Quadratic Boost Converter

Authors: Viji Vijayakumar, R. Divya, A. Vivek

Abstract:

This paper deals with a quadratic boost converter which belongs to cascade boost family, controlled by sliding mode controller. In the cascade boost family, quadratic boost converter is the best trade-off when circuit complexity and modulator saturation is considered. Sliding mode control being a nonlinear control results in a robust and stable system when applied to switching converters which are inherently variable structured systems. The stability of this system is analyzed through Lyapunov’s approach. Analysis is done for load regulation, line regulation and step response of the system. Also these results are compared with that of PID controller based system.

Keywords: DC-DC converter, quadratic boost converter, sliding mode control, PID control

Procedia PDF Downloads 994
11386 Interoperability Model Design of Smart Grid Power System

Authors: Seon-Hack Hong, Tae-Il Choi

Abstract:

Interoperability is defined as systems, components, and devices developed by different entities smoothly exchanging information and functioning organically without mutual consultation, being able to communicate with each other and computer systems of the same type or different types, and exchanging information or the ability of two or more systems to exchange information and use the information exchanged without extra effort. Insufficiencies such as duplication of functions when developing systems and applications due to lack of interoperability in the electric power system and low efficiency due to a lack of mutual information transmission system between the inside of the application program and the design is improved, and the seamless linkage of newly developed systems is improved. Since it is necessary to secure interoperability for this purpose, we designed the smart grid-based interoperability standard model in this paper.

Keywords: interoperability, power system, common information model, SCADA, IEEE2030, Zephyr

Procedia PDF Downloads 124
11385 Implementation of Integer Sub-Decomposition Method on Elliptic Curves with J-Invariant 1728

Authors: Siti Noor Farwina Anwar, Hailiza Kamarulhaili

Abstract:

In this paper, we present the idea of implementing the Integer Sub-Decomposition (ISD) method on elliptic curves with j-invariant 1728. The ISD method was proposed in 2013 to compute scalar multiplication in elliptic curves, which remains to be the most expensive operation in Elliptic Curve Cryptography (ECC). However, the original ISD method only works on integer number field and solve integer scalar multiplication. By extending the method into the complex quadratic field, we are able to solve complex multiplication and implement the ISD method on elliptic curves with j-invariant 1728. The curve with j-invariant 1728 has a unique discriminant of the imaginary quadratic field. This unique discriminant of quadratic field yields a unique efficiently computable endomorphism, which later able to speed up the computations on this curve. However, the ISD method needs three endomorphisms to be accomplished. Hence, we choose all three endomorphisms to be from the same imaginary quadratic field as the curve itself, where the first endomorphism is the unique endomorphism yield from the discriminant of the imaginary quadratic field.

Keywords: efficiently computable endomorphism, elliptic scalar multiplication, j-invariant 1728, quadratic field

Procedia PDF Downloads 201
11384 The Application of Pareto Local Search to the Single-Objective Quadratic Assignment Problem

Authors: Abdullah Alsheddy

Abstract:

This paper presents the employment of Pareto optimality as a strategy to help (single-objective) local search escaping local optima. Instead of local search, Pareto local search is applied to solve the quadratic assignment problem which is multi-objectivized by adding a helper objective. The additional objective is defined as a function of the primary one with augmented penalties that are dynamically updated.

Keywords: Pareto optimization, multi-objectivization, quadratic assignment problem, local search

Procedia PDF Downloads 467
11383 Cryptography Over Sextic Extension with Cubic Subfield

Authors: A. Chillali, M. Sahmoudi

Abstract:

In this paper we will give a method for encoding the elements of the ring of integers of sextic extension, namely L = Q(a,b) which is a rational quadratic over cubic field K =Q(a ) where a^{2} is a rational square free integer and b is a root of irreducible polynomiale of degree 3.

Keywords: coding, integral bases, sextic, quadratic

Procedia PDF Downloads 297
11382 Improved Mutual Inductance of Rogowski Coil Using Hexagonal Core

Authors: S. Al-Sowayan

Abstract:

Rogowski coils are increasingly used for measurement of AC and transient electric currents. Mostly used Rogowski coils now are with circular or rectangular cores. In order to increase the sensitivity of the measurement of Rogowski coil and perform smooth wire winding, this paper studies the effect of increasing the mutual inductance in order to increase the coil sensitivity by presenting the calculation and simulation of a Rogowski coil with equilateral hexagonal shaped core and comparing the resulted mutual inductance with commonly used core shapes.

Keywords: Rogowski coil, mutual inductance, magnetic flux density, communication engineering

Procedia PDF Downloads 370
11381 The Soliton Solution of the Quadratic-Cubic Nonlinear Schrodinger Equation

Authors: Sarun Phibanchon, Yuttakarn Rattanachai

Abstract:

The quadratic-cubic nonlinear Schrodinger equation can be explained the weakly ion-acoustic waves in magnetized plasma with a slightly non-Maxwellian electron distribution by using the Madelung's fluid picture. However, the soliton solution to the quadratic-cubic nonlinear Schrodinger equation is determined by using the direct integration. By the characteristics of a soliton, the solution can be claimed that it's a soliton by considering its time evolution and their collisions between two solutions. These results are shown by applying the spectral method.

Keywords: soliton, ion-acoustic waves, plasma, spectral method

Procedia PDF Downloads 412
11380 Mutual Coupling Reduction between Patch Antenna Array Elements Using Metamaterial Z Shaped Resonators

Authors: Oossama Tabbabi, Mondher Labidi, Fethi Choubani, J. David

Abstract:

Modern wireless communication systems require compact design, low cost and simple structure antennas to insure reliability, agility, and high efficiency characteristics. This paper presents a microstrip antenna array designed for 8 GHz applications. To reduce the mutual coupling effects, a Z shape metamaterial structure was imprinted in the microstrip antenna array composed of two elements. Simulation results show the improvement of mutual coupling by adding Z shape metamaterial structure to the antenna substrate. The proposed structure reduces mutual coupling by 19 dB. The simulation has been performed by using HFSS simulator.

Keywords: antenna array, compact design, modern wireless communication, mutual coupling effects

Procedia PDF Downloads 343
11379 A Low-Latency Quadratic Extended Domain Modular Multiplier for Bilinear Pairing Based on Non-Least Positive Multiplication

Authors: Yulong Jia, Xiang Zhang, Ziyuan Wu, Shiji Hu

Abstract:

The calculation of bilinear pairing is the core of the SM9 algorithm, which relies on the underlying prime domain algorithm and the quadratic extension domain algorithm. Among the field algorithms, modular multiplication operation is the most time-consuming part. Therefore, the underlying modular multiplication algorithm is optimized to maximize the operation speed of bilinear pairings. This paper uses a modular multiplication method based on non-least positive (NLP) combined with Karatsuba and schoolbook multiplication to improve the Montgomery algorithm. At the same time, according to the characteristics of multiplication operation in quadratic extension domain, a quadratic extension domain FP2-NLP modular multiplication algorithm for bilinear pairings is proposed, which effectively reduces the operation time of modular multiplication in quadratic extension domain. The subexpanded domain 𝐹ₚ₂ -NLP modular multiplication algorithm effectively reduces the operation time of modular multiplication under the second-expanded domain. The multiplication unit in the quadratic extension domain is implemented using SMIC55nm process, and two different implementation architectures are designed to cope with different application scenarios. Compared with the existing related literature, the output latency of this design can reach a minimum of 15 cycles. The shortest time for calculating the (𝐴𝐵 + 𝐶𝐷)𝑟⁻¹ mod 𝑀 form is 37.5ns, and the comprehensive area-time product (AT) is 11400. The final R-ate pairing algorithm hardware accelerator consumes 2670k equivalent logic gates and 1.8ms computing time in 55nm process.

Keywords: sm9, hardware, NLP, Montgomery

Procedia PDF Downloads 11
11378 Licensing in a Hotelling Model with Quadratic Transportation Costs

Authors: Fehmi Bouguezzi

Abstract:

This paper studies optimal licensing regimes in a linear Hotelling model where firms are located at the end points of the city and where the transportation cost is not linear but quadratic. We study for that a more general cost function and we try to compare the findings with the results of the linear cost. We find the same optimal licensing regimes. A per unit royalty is optimal when innovation is not drastic and no licensing is better when innovation is drastic. We also find that no licensing is always better than fixed fee licensing.

Keywords: Hotelling model, technology transfer, patent licensing, quadratic transportation cost

Procedia PDF Downloads 350
11377 NFC Communications with Mutual Authentication Based on Limited-Use Session Keys

Authors: Chalee Thammarat

Abstract:

Mobile phones are equipped with increased short-range communication functionality called Near Field Communication (or NFC for short). NFC needs no pairing between devices but suitable for little amounts of data in a very restricted area. A number of researchers presented authentication techniques for NFC communications, however, they still lack necessary authentication, particularly mutual authentication and security qualifications. This paper suggests a new authentication protocol for NFC communication that gives mutual authentication between devices. The mutual authentication is a one of property, of security that protects replay and man-in-the-middle (MitM) attack. The proposed protocols deploy a limited-use offline session key generation and use of distribution technique to increase security and make our protocol lightweight. There are four sub-protocols: NFCAuthv1 is suitable for identification and access control and NFCAuthv2 is suitable for the NFC-enhanced phone by a POS terminal for digital and physical goods and services.

Keywords: cryptographic protocols, NFC, near field communications, security protocols, mutual authentication, network security

Procedia PDF Downloads 431
11376 Impact of Macroeconomic Variables on Indian Mutual Funds: A Time Series Analysis

Authors: Sonali Agarwal

Abstract:

The investor perception about investment avenues is affected to a great degree by the current happenings, within the country, and on the global stage. The influencing events can range from government policies, bilateral trade agreements, election agendas, to changing exchange rates, appreciation and depreciation of currency, recessions, meltdowns, bankruptcies etc. The current research attempts to discover and unravel the effect of various macroeconomic variables (crude oil price, gold price, silver price and USD exchange rate) on the Indian mutual fund industry in general and the chosen funds (Axis Gold Fund, BSL Gold Fund, Kotak Gold Fund & SBI gold fund) in particular. Cointegration tests and Vector error correction equations prove that the chosen variables have strong effect on the NAVs (net asset values) of the mutual funds. However, the greatest influence is felt from the fund’s own past and current information and it is found that when an innovation of fund’s own lagged NAVs is given, variance caused is high that changes the current NAVs markedly. The study helps to highlight the interplay of macroeconomic variables and their repercussion on mutual fund industry.

Keywords: cointegration, Granger causality, impulse response, macroeconomic variables, mutual funds, stationarity, unit root test, variance decomposition, VECM

Procedia PDF Downloads 245
11375 The Tracking and Hedging Performances of Gold ETF Relative to Some Other Instruments in the UK

Authors: Abimbola Adedeji, Ahmad Shauqi Zubir

Abstract:

This paper examines the profitability and risk between investing in gold exchange traded funds (ETFs) and gold mutual funds compares to gold prices. The main focus in determining whether there are similarities or differences between those financial products is the tracking error. The importance of understanding the similarities or differences between the gold ETFs, gold mutual funds and gold prices is derived from the fact that gold ETFs and gold mutual funds are used as substitutions for investors who are looking to profit from gold prices although they are short in capital. 10 hypotheses were tested. There are 3 types of tracking error used. Tracking error 1 and 3 gives results that differentiate between types of ETFs and mutual funds, hence yielding the answers in answering the hypotheses that were developed. However, tracking error 2 failed to give the answer that could shed light on the questions raised in this study. All of the results in tracking error 2 technique only telling us that the difference between the ups and downs of the financial instruments are similar, statistically to the physical gold prices movement.

Keywords: gold etf, gold mutual funds, tracking error

Procedia PDF Downloads 424
11374 A Quadratic Approach for Generating Pythagorean Triples

Authors: P. K. Rahul Krishna, S. Sandeep Kumar, Jayanthi Sunder Raj

Abstract:

The article explores one of the important relations between numbers-the Pythagorean triples (triplets) which finds its application in distance measurement, construction of roads, towers, buildings and wherever Pythagoras theorem finds its application. The Pythagorean triples are numbers, that satisfy the condition “In a given set of three natural numbers, the sum of squares of two natural numbers is equal to the square of the other natural number”. There are numerous methods and equations to obtain the triplets, which have their own merits and demerits. Here, quadratic approach for generating triples uses the hypotenuse leg difference method. The advantage is that variables are few and finally only three independent variables are present.

Keywords: arithmetic progression, hypotenuse leg difference method, natural numbers, Pythagorean triplets, quadratic equation

Procedia PDF Downloads 206
11373 Dynamic Economic Load Dispatch Using Quadratic Programming: Application to Algerian Electrical Network

Authors: A. Graa, I. Ziane, F. Benhamida, S. Souag

Abstract:

This paper presents a comparative analysis study of an efficient and reliable quadratic programming (QP) to solve economic load dispatch (ELD) problem with considering transmission losses in a power system. The proposed QP method takes care of different unit and system constraints to find optimal solution. To validate the effectiveness of the proposed QP solution, simulations have been performed using Algerian test system. Results obtained with the QP method have been compared with other existing relevant approaches available in literatures. Experimental results show a proficiency of the QP method over other existing techniques in terms of robustness and its optimal search.

Keywords: economic dispatch, quadratic programming, Algerian network, dynamic load

Procedia PDF Downloads 565
11372 Secure Network Coding-Based Named Data Network Mutual Anonymity Transfer Protocol

Authors: Tao Feng, Fei Xing, Ye Lu, Jun Li Fang

Abstract:

NDN is a kind of future Internet architecture. Due to the NDN design introduces four privacy challenges,Many research institutions began to care about the privacy issues of naming data network(NDN).In this paper, we are in view of the major NDN’s privacy issues to investigate privacy protection,then put forwards more effectively anonymous transfer policy for NDN.Firstly,based on mutual anonymity communication for MP2P networks,we propose NDN mutual anonymity protocol.Secondly,we add interest package authentication mechanism in the protocol and encrypt the coding coefficient, security of this protocol is improved by this way.Finally, we proof the proposed anonymous transfer protocol security and anonymity.

Keywords: NDN, mutual anonymity, anonymous routing, network coding, authentication mechanism

Procedia PDF Downloads 452
11371 Mutual Fund Anchoring Bias with its Parent Firm Performance: Evidence from Mutual Fund Industry of Pakistan

Authors: Muhammad Tahir

Abstract:

Purpose The purpose of the study is to find anchoring bias behavior in mutual fund return with its parent firm performance in Pakistan. Research Methodology The paper used monthly returns of equity funds whose parent firm exist from 2011 to 2021, along with parent firm return. Proximity to 52-week highest return calculated by dividing fund return by parent firm 52-week highest return. Control variables are also taken and used pannel regression model to estimate our results. For robust results, we also used feasible generalize least square (FGLS) model. Findings The results showed that there exist anchoring biased in mutual fund return with its parent firm performance. The FGLS results reaffirms the same results as obtained from panner regression results. Proximity to 52-week highest Xc is significant in both models. Research Implication Since most of mutual funds has a parent firm, anchoring behavior biased found in mutual fund with its parent firm performance. Practical Implication Mutual fund investors in Pakistan invest in equity funds in which behavioral bias exist, although there might be better opportunity in market. Originality/Value Addition Our research is a pioneer study to investigate anchoring bias in mutual fund return with its parent firm performance. Research limitations Our sample is limited to only 23 equity funds, which has a parent firm and data was available from 2011 to 2021.

Keywords: mutual fund, anchoring bias, 52-week high return, proximity to 52-week high, parent firm performance, pannel regression, FGLS

Procedia PDF Downloads 120
11370 An Application-Driven Procedure for Optimal Signal Digitization of Automotive-Grade Ultrasonic Sensors

Authors: Mohamed Shawki Elamir, Heinrich Gotzig, Raoul Zoellner, Patrick Maeder

Abstract:

In this work, a methodology is presented for identifying the optimal digitization parameters for the analog signal of ultrasonic sensors. These digitization parameters are the resolution of the analog to digital conversion and the sampling rate. This is accomplished through the derivation of characteristic curves based on Fano inequality and the calculation of the mutual information content over a given dataset. The mutual information is calculated between the examples in the dataset and the corresponding variation in the feature that needs to be estimated. The optimal parameters are identified in a manner that ensures optimal estimation performance while preventing inefficiency in using unnecessarily powerful analog to digital converters.

Keywords: analog to digital conversion, digitization, sampling rate, ultrasonic

Procedia PDF Downloads 207
11369 The Formation of Mutual Understanding in Conversation: An Embodied Approach

Authors: Haruo Okabayashi

Abstract:

The mutual understanding in conversation is very important for human relations. This study investigates the mental function of the formation of mutual understanding between two people in conversation using the embodied approach. Forty people participated in this study. They are divided into pairs randomly. Four conversation situations between two (make/listen to fun or pleasant talk, make/listen to regrettable talk) are set for four minutes each, and the finger plethysmogram (200 Hz) of each participant is measured. As a result, the attractors of the participants who reported “I did not understand my partner” show the collapsed shape, which means the fluctuation of their rhythm is too small to match their partner’s rhythm, and their cross correlation is low. The autonomic balance of both persons tends to resonate during conversation, and both LLEs tend to resonate, too. In human history, in order for human beings as weak mammals to live, they may have been with others; that is, they have brought about resonating characteristics, which is called self-organization. However, the resonant feature sometimes collapses, depending on the lifestyle that the person was formed by himself after birth. It is difficult for people who do not have a lifestyle of mutual gaze to resonate their biological signal waves with others’. These people have features such as anxiety, fatigue, and confusion tendency. Mutual understanding is thought to be formed as a result of cooperation between the features of self-organization of the persons who are talking and the lifestyle indicated by mutual gaze. Such an entanglement phenomenon is called a nonlinear relation. By this research, it is found that the formation of mutual understanding is expressed by the rhythm of a biological signal showing a nonlinear relationship.

Keywords: embodied approach, finger plethysmogram, mutual understanding, nonlinear phenomenon

Procedia PDF Downloads 267
11368 Control of a Stewart Platform for Minimizing Impact Energy in Simulating Spacecraft Docking Operations

Authors: Leonardo Herrera, Shield B. Lin, Stephen J. Montgomery-Smith, Ziraguen O. Williams

Abstract:

Three control algorithms: Proportional-Integral-Derivative, Linear-Quadratic-Gaussian, and Linear-Quadratic-Gaussian with the shift, were applied to the computer simulation of a one-directional dynamic model of a Stewart Platform. The goal was to compare the dynamic system responses under the three control algorithms and to minimize the impact energy when simulating spacecraft docking operations. Equations were derived for the control algorithms and the input and output of the feedback control system. Using MATLAB, Simulink diagrams were created to represent the three control schemes. A switch selector was used for the convenience of changing among different controllers. The simulation demonstrated the controller using the algorithm of Linear-Quadratic-Gaussian with the shift resulting in the lowest impact energy.

Keywords: controller, Stewart platform, docking operation, spacecraft

Procedia PDF Downloads 53
11367 Optimal Linear Quadratic Digital Tracker for the Discrete-Time Proper System with an Unknown Disturbance

Authors: Jason Sheng-Hong Tsai, Faezeh Ebrahimzadeh, Min-Ching Chung, Shu-Mei Guo, Leang-San Shieh, Tzong-Jiy Tsai, Li Wang

Abstract:

In this paper, we first construct a new state and disturbance estimator using discrete-time proportional plus integral observer to estimate the system state and the unknown external disturbance for the discrete-time system with an input-to-output direct-feedthrough term. Then, the generalized optimal linear quadratic digital tracker design is applied to construct a proportional plus integral observer-based tracker for the system with an unknown external disturbance to have a desired tracking performance. Finally, a numerical simulation is given to demonstrate the effectiveness of the new application of our proposed approach.

Keywords: non-minimum phase system, optimal linear quadratic tracker, proportional plus integral observer, state and disturbance estimator

Procedia PDF Downloads 504