Search results for: conic

Authors: Satjaporn Tungsong, Gun Srijuntongsiri

Abstract:

This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.

Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costs

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Authors: Linjun Wu, Shihua Zhu, Xingle Feng

Abstract:

In Orthogonal Frequency Division Multiplexing (OFDM) systems, the peak to average power ratio (PAR) is much high. The clipping signal scheme is a useful method to reduce PAR. Clipping the OFDM signal, however, increases the overall noise level by introducing clipping noise. It is necessary to recover the figure of the original signal at receiver in order to reduce the clipping noise. Considering the continuity of the signal and the figure of the peak, we obtain a certain conic function curve to replace the clipped signal module within the clipping time. The results of simulation show that the proposed scheme can reduce the systems? BER (bit-error rate) 10 times when signal-to-interference-and noise-ratio (SINR) equals to 12dB. And the BER performance of the proposed scheme is superior to that of kim's scheme, too.

Keywords: Orthogonal Frequency Division Multiplexing, Peak-to-Average Power Ratio, clipping time, conic function.

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Authors: Jakub Havlicek, Jiri Cajthaml

Abstract:

The article describes the effect of the replacement of the used reference coordinate system in the georeferencing of an old map of Europe. The map was georeferenced into three types of projection – the equal-area conic (original cartographic projection), cylindrical Plate Carrée and cylindrical Mercator map projection. The map was georeferenced by means of the affine and the second-order polynomial transformation. The resulting georeferenced raster datasets from the Plate Carrée and Mercator projection were projected into the equal-area conic projection by means of projection equations. The output is the comparison of drawn graphics, the magnitude of standard deviations for individual projections and types of transformation.

Keywords: Georeferencing, reference coordinate system, transformation, standard deviation.

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Authors: Yue Zhao, Chao Li

Abstract:

Camera calibration is an important step in 3D reconstruction. Camera calibration may be classified into two major types: traditional calibration and self-calibration. However, a calibration method in using a checkerboard is intermediate between traditional calibration and self-calibration. A self is proposed based on a square in this paper. Only a square in the planar template, the camera self-calibration can be completed through the single view. The proposed algorithm is that the virtual circle and straight line are established by a square on planar template, and circular points, vanishing points in straight lines and the relation between them are be used, in order to obtain the image of the absolute conic (IAC) and establish the camera intrinsic parameters. To make the calibration template is simpler, as compared with the Zhang Zhengyou-s method. Through real experiments and experiments, the experimental results show that this algorithm is feasible and available, and has a certain precision and robustness.

Keywords: Absolute conic, camera calibration, circle point, vanishing point.

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Authors: Ahmet Tekcan

Abstract:

Let p be a prime number, Fp be a finite field, and let k ∈ F*p. In this paper, we consider the number of rational points onconics Cp,k: x2 − ky2 = 1 over Fp. We proved that the order of Cp,k over Fp is p-1 if k is a quadratic residue mod p and is p + 1 if k is not a quadratic residue mod p. Later we derive some resultsconcerning the sums ΣC[x]p,k(Fp) and ΣC[y]p,k(Fp), the sum of x- and y-coordinates of all points (x, y) on Cp,k, respectively.

Keywords: Elliptic curve, conic, rational points.

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Authors: Qihe Li, Yupin Luo

Abstract:

Camera calibration plays an important role in the domain of the analysis of sports video. Considering soccer video, in most cases, the cross-points can be used for calibration at the center of the soccer field are not sufficient, so this paper introduces a new automatic camera calibration algorithm focus on solving this problem by using the properties of images of the center circle, halfway line and a touch line. After the theoretical analysis, a practicable automatic algorithm is proposed. Very little information used though, results of experiments with both synthetic data and real data show that the algorithm is applicable.

Keywords: Absolute conic, camera calibration, circular points, line at infinity.

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Authors: Si Mon Kueh, Tom J. Kazmierski

Abstract:

There are about 1% of the world population suffering from the hidden disability known as epilepsy and major developing countries are not fully equipped to counter this problem. In order to reduce the inconvenience and danger of epilepsy, different methods have been researched by using a artificial neural network (ANN) classification to distinguish epileptic waveforms from normal brain waveforms. This paper outlines the aim of achieving massive ANN parallelization through a dedicated hardware using bit-serial processing. The design of this bit-serial Neural Processing Element (NPE) is presented which implements the functionality of a complete neuron using variable accuracy. The proposed design has been tested taking into consideration non-idealities of a hardware ANN. The NPE consists of a bit-serial multiplier which uses only 16 logic elements on an Altera Cyclone IV FPGA and a bit-serial ALU as well as a look-up table. Arrays of NPEs can be driven by a single controller which executes the neural processing algorithm. In conclusion, the proposed compact NPE design allows the construction of complex hardware ANNs that can be implemented in a portable equipment that suits the needs of a single epileptic patient in his or her daily activities to predict the occurrences of impending tonic conic seizures.

Keywords: Artificial Neural Networks, bit-serial neural processor, FPGA, Neural Processing Element.

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