Search results for: Radu Lupu

Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

Abstract:

The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: Ioan Popa, Radu Lupu, Cristiana Tudor

Abstract:

In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk" hypothesis or the positive expected risk-return trade-off hypothesis. We find that the Romanian stock market shows the same properties as the other emerging markets in terms of efficiency and significance of the linear riskreturn models. Our analysis included weekly returns from January 2002 until May 2010 and the portfolio formation, estimation and testing was performed in a rolling manner using 51 observations (one year) for each stage of the analysis.

Keywords: Bucharest Stock Exchange, Fama-Macbeth methodology, systematic risk, non-linear risk-return dependence.

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Authors: Daniela Matei, Radu Matei

Abstract:

In this paper a class of analog algorithms based on the concept of Cellular Neural Network (CNN) is applied in some processing operations of some important medical images, namely retina images, for detecting various symptoms connected with diabetic retinopathy. Some specific processing tasks like morphological operations, linear filtering and thresholding are proposed, the corresponding template values are given and simulations on real retina images are provided.

Keywords: Diabetic retinopathy, pathology detection, cellular neural networks, analog algorithms.

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Authors: Eugen Pop, Mihai Barbos, Razvan Lupu

Abstract:

The client server systems using mobile communications networks for data transmission became very attractive for many economic agents, in the purpose of promoting and offering electronic services to their clients. E-services are suitable for business developing and financial benefits increasing. The products or services can be efficiently delivered to a large number of clients, using mobile Internet access technologies. The clients can have access to e-services, anywhere and anytime, with the support of 3G, GPRS, WLAN, etc., channels bandwidth, data services and protocols. Based on the mobile communications networks evolution and development, a convergence of technological and financial interests of mobile operators, software developers, mobile terminals producers and e-content providers is established. These will lead to a high level of integration of IT&C resources and will facilitate the value added services delivery through the mobile communications networks. In this paper it is presented a client server system, for e-services access, with Smartphones and PDA-s mobile software applications, installed on Symbian and Windows Mobile operating systems.

Keywords: Client server system, e-services access, mobile communications, PDA, Smartphone.

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Authors: Irina Maria Artinescu, Costin Radu Boldea, Eduard-Ionut Matei

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The paper is a comparative study of two classical vari-ants of parallel projection methods for solving the convex feasibility problem with their equivalents that involve variable weights in the construction of the solutions. We used a graphical representation of these methods for inpainting a convex area of an image in order to investigate their effectiveness in image reconstruction applications. We also presented a numerical analysis of the convergence of these four algorithms in terms of the average number of steps and execution time, in classical CPU and, alternativaly, in parallel GPU implementation.

Keywords: convex feasibility problem, convergence analysis, ınpainting, parallel projection methods

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Authors: Radu Dobrescu, Matei Dobrescu, Daniela Hossu

Abstract:

The paper proposes a unified model for multimedia data retrieval which includes data representatives, content representatives, index structure, and search algorithms. The multimedia data are defined as k-dimensional signals indexed in a multidimensional k-tree structure. The benefits of using the k-tree unified model were demonstrated by running the data retrieval application on a six networked nodes test bed cluster. The tests were performed with two retrieval algorithms, one that allows parallel searching using a single feature, the second that performs a weighted cascade search for multiple features querying. The experiments show a significant reduction of retrieval time while maintaining the quality of results.

Keywords: balancing strategies, multimedia databases, parallelprocessing, retrieval algorithms

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Authors: Tanja Radu, Cormac Fay, King Tong Lau, Rhys Waite, Dermot Diamond

Abstract:

The development of wearable sensing technologies is a great challenge which is being addressed by the Proetex FP6 project (www.proetex.org). Its main aim is the development of wearable sensors to improve the safety and efficiency of emergency personnel. This will be achieved by continuous, real-time monitoring of vital signs, posture, activity, and external hazards surrounding emergency workers. We report here the development of carbon dioxide (CO2) sensing boot by incorporating commercially available CO2 sensor with a wireless platform into the boot assembly. Carefully selected commercially available sensors have been tested. Some of the key characteristics of the selected sensors are high selectivity and sensitivity, robustness and the power demand. This paper discusses some of the results of CO2 sensor tests and sensor integration with wireless data transmission

Keywords: Proetex, gas sensing, wireless, wearable sensors, carbon dioxide

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Authors: Pascal Constantin, Gîlcă Ioan, Radu Rusu Răzvan, Nacu Gherasim

Abstract:

In the Northern hemisphere, sheep reproduction is seasonal (September-November). Among several natural factors influencing the reproduction status of rams, we studied the daylight length and temperature. Rams from different breeds were studied: Merinos de Palas (half-precocious), Karakul de Botosani (halfbelated) and Turcana (belated breed, low reproductive plasticity). In Merinos de Palas, ejaculate volume during sexual repose is 51.3% from normal quantity. When autumn climate was experimentally induced, ejaculate volume reached 98.45% (Merinos), 94.97% (Karakul) and 97.59% (Turcana). Semen density increased from 1.031-1.033 till 1.035 after exposition to artificial light and temperature conditions. Spermatozoids mobility and sperm pH improved, passing over 82% and 6.75, values identical to those in the natural reproduction season. Behaviour analysis after photoperiodicity indicated that over 83.3% Merinos and Karakul males and all Turcana rams exteriorised normal and intense sexual reflexes. Certain effort and reduced expenses brought rams in good condition, producing higher quantity and quality sperm.

Keywords: natural factors, photoperiodicity, sexual behaviour, Romanian sheep.

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Authors: Andreas Heindl, Alexander K. Seewald, Martin Schepelmann, Radu Rogojanu, Giovanna Bises, Theresia Thalhammer, Isabella Ellinger

Abstract:

Bone remodeling occurs by the balanced action of bone resorbing osteoclasts (OC) and bone-building osteoblasts. Increased bone resorption by excessive OC activity contributes to malignant and non-malignant diseases including osteoporosis. To study OC differentiation and function, OC formed in in vitro cultures are currently counted manually, a tedious procedure which is prone to inter-observer differences. Aiming for an automated OC-quantification system, classification of OC and precursor cells was done on fluorescence microscope images based on the distinct appearance of fluorescent nuclei. Following ellipse fitting to nuclei, a combination of eight features enabled clustering of OC and precursor cell nuclei. After evaluating different machine-learning techniques, LOGREG achieved 74% correctly classified OC and precursor cell nuclei, outperforming human experts (best expert: 55%). In combination with the automated detection of total cell areas, this system allows to measure various cell parameters and most importantly to quantify proteins involved in osteoclastogenesis.

Keywords: osteoclasts, machine learning, ellipse fitting.

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Authors: Daniel I. Morariu, Radu G. Cretulescu, Lucian N. Vintan

Abstract:

In text categorization problem the most used method for documents representation is based on words frequency vectors called VSM (Vector Space Model). This representation is based only on words from documents and in this case loses any “word context" information found in the document. In this article we make a comparison between the classical method of document representation and a method called Suffix Tree Document Model (STDM) that is based on representing documents in the Suffix Tree format. For the STDM model we proposed a new approach for documents representation and a new formula for computing the similarity between two documents. Thus we propose to build the suffix tree only for any two documents at a time. This approach is faster, it has lower memory consumption and use entire document representation without using methods for disposing nodes. Also for this method is proposed a formula for computing the similarity between documents, which improves substantially the clustering quality. This representation method was validated using HAC - Hierarchical Agglomerative Clustering. In this context we experiment also the stemming influence in the document preprocessing step and highlight the difference between similarity or dissimilarity measures to find “closer" documents.

Keywords: Text Clustering, Suffix tree documentrepresentation, Hierarchical Agglomerative Clustering

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Authors: Petre Voicu, Mircea Oaida, Radu Vasiu, Catalin Gheorghiu, Aurel Dumitru

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The present work deals with the way in which food and tobacco waste can be used in agriculture. As a result of the lack of efficient technologies for their recycling, we are currently faced with the appearance of appreciable quantities of residual organic residues that find their use only very rarely and only after long storage in landfills. The main disadvantages of long storage of organic waste are the unpleasant smell, the high content of pathogenic agents, and the high content in the water. The release of these enormous amounts imperatively demands the finding of solutions to ensure the avoidance of environmental pollution. The measure practiced by us and presented in this paper consists of the processing of this waste in special installations, testing in pilot experimental perimeters, and later administration on agricultural lands without harming the quality of the soil, agricultural crops, and the environment. The current crisis of raw materials and energy also raises special problems in the field of organic waste valorization, an activity that takes place with low energy consumption. At the same time, their composition recommends them as useful secondary sources in agriculture. The transformation of food scraps and other residues concentrated organics thus acquires a new orientation, in which these materials are seen as important secondary resources. The utilization of food and tobacco waste in agriculture is also stimulated by the increasing lack of chemical fertilizers and the continuous increase in their price, under the conditions that the soil requires increased amounts of fertilizers in order to obtain high, stable, and profitable production. The need to maintain and increase the humus content of the soil is also taken into account, as an essential factor of its fertility, as a source and reserve of nutrients and microelements, as an important factor in increasing the buffering capacity of the soil, and the more reserved use of chemical fertilizers, improving the structure and permeability for water with positive effects on the quality of agricultural works and preventing the excess and/or deficit of moisture in the soil.

Keywords: Organic residue, food and tannery waste, fertilizer, soil.

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