Measurement and stochastic

After four centuries a quote from Galileo Galilei is still the most effective way to introduce a Metrology book: “Measure what is measurable, and make measurable what is not so”. Every human activity needs an objective measurement and every global process should be supported by a common standard. There are several handbooks, tutorials and journals that focus on the basic concepts of metrology, the uncertainty theory and the international reference standards. Moreover, the engineering literature is awash with measurement methods for each specific field.
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We present a new approach to stochastic modeling of constraintbased grammars that is based on loglinear models and uses EM for estimation from unannotated data. The techniques are applied to an LFG grammar for German. Evaluation on an exact match task yields 86% precision for an ambiguity rate of 5.4, and 90% precision on a subcat frame match for an ambiguity rate of 25. Experimental comparison to training from a parsebank shows a 10% gain from EM training.
8p bunrieu_1 18042013 16 1 Download

This research monograph concerns the design and analysis of discretetime approximations for stochastic differential equations (SDEs) driven by Wiener processes and Poisson processes or Poisson jump measures. In financial and actuarial modeling and other areas of application, such jump diffusions are often used to describe the dynamics of various state variables. In finance these may represent, for instance, asset prices, credit ratings, stock indices, interest rates, exchange rates or commodity prices.
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This Report addresses in considerable detail the consequences of hot particles on and near the skin, in the eye, ear, respiratory system, and gastrointestinal tract. Limits for exposures from hot particles are recommended. If exposures are maintained below the recommended limits, few, if any, deterministic biological effects are expected to be observed, and those effects would be transient in nature. If effects from a hotparticle exposure are observed, the result is an easily treated medical condition involving an extraordinarily small stochastic risk.
267p camchuong_1 04122012 19 4 Download

Measurement of efficiency started with Farrell (1957) who, following Debreu (1951) and Koopmas (1951), proposed a division of efficiency into two components: technical efficiency, which represents a firm’s ability to produce a maximum level of output from a given level of inputs, and allocative efficiency, which is the ability of a firm to use inputs in optimal proportions, given their respective prices and available technology. The combination of these two measures yields the level of economic efficiency.
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Changing time, timely change, change creating time, time measuring changeÐthe themes of this book are change and time in various per mutations and combinations. The book also deals with nonlinearity, chaos, randomness, and stochastic models, the use of computers to study complicated systems of di¨erential equations, systems theory, complemen tarity, the importance of formal models, methods from physics and mathe matics for the analysis of cognitive systems, and interdisciplinarity, among other topics.
371p banhkem0908 24112012 22 3 Download

The second question requires that we build an understanding of how the policy instrument effects production and productive efficiency. Our approach is similar to recent stochastic frontier analyses with panel data (Cornwell et al. (1990), Kumbhakar (1990)), which allow intercepts and some coefficients of the production function to vary between firms and over time.
92p loixinloi 08052013 39 3 Download

V an isometry, as in the theorem of Plancherel, is not just a weighted L2norm on some measure space. This is due to the fact that the back transformation Z has a different expression on each branch, and this is caused by the ramification of the domain. It is not clear to us how one could find a family of generalized eigenfunctions leading to a spectral representation of A.
0p camchuong_1 04122012 18 3 Download

This paper discusses the supervised learning of morphology using stochastic transducers, trained using the ExpectationMaximization (EM) algorithm. Two approaches are presented: ﬁrst, using the transducers directly to model the process, and secondly using them to deﬁne a similarity measure, related to the Fisher kernel method (Jaakkola and Haussler, 1998), and then using a MemoryBased Learning (MBL) technique. These are evaluated and compared on data sets from English, German, Slovene and Arabic. ...
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A number of metrics for automatic evaluation of machine translation have been proposed in recent years, with some metrics focusing on measuring the adequacy of MT output, and other metrics focusing on ﬂuency. Adequacyoriented metrics such as BLEU measure ngram overlap of MT outputs and their references, but do not represent sentencelevel information. In contrast, ﬂuencyoriented metrics such as ROUGEW compute longest common subsequences, but ignore words not aligned by the LCS.
8p hongvang_1 16042013 18 1 Download

This paper compares different measures of graphemic similarity applied to the task of bilingual lexicon induction between a Swiss German dialect and Standard German. The measures have been adapted to this particular language pair by training stochastic transducers with the ExpectationMaximisation algorithm or by using handmade transduction rules. These adaptive metrics show up to 11% Fmeasure improvement over a static metric like Levenshtein distance.
6p hongvang_1 16042013 22 1 Download

In some computer applications of linguistics (such as maximumlikelihood decoding of speech or handwriting), the purpose of the languagehandling component (Language Model) is to estimate the linguistic (a priori) probability of arbitrary naturallanguage sentences.
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This document includes: Measurement of efficiency, Mathematical programming models: the nonparametric approach, Stochastic frontier models: the parametric approach.
27p tunghai08 28062015 23 3 Download

inaccuracies lead to the deviation of operational space trajectory provided by the kinematic mapping. One method to deal with this issue can be found in an adaptive control. Xu and Gu proposed an adaptive control scheme for space robots in both joint space and operational space [Xu et al., 1992, Gu & Xu, 1993]. However, the adaptive control proposed in [Xu et al., 1992] requires perfect attitude control and the adaptive control in [Gu & Xu, 1993] is developed based on an underactuated system on the assumption that the acceleration of the basesatellite is measurable.
344p lulanphuong 23032012 54 24 Download

Parametric representation of shapes, mechanical components modeling with 3D visualization techniques using object oriented programming, the well known golden ratio application on vertical and horizontal displacement investigations of the ground surface, spatial modeling and simulating of dynamic continuous fluid flow process, simulation model for wastewater treatment, an interaction of tilt and illumination conditions at flight simulation and errors in taxiing performance, plant layout optimal plot plan, atmospheric modeling for weather prediction, a stochastic search method that explores ...
312p kimngan_1 05112012 39 13 Download

This is the third volume of the ParisPrinceton Lectures in Mathematical Finance. The goal of this series is to publish cutting edge research in selfcontained articles prepared by well known leaders in the field or promising young researchers invited by the editors. Particular attention is paid to the quality of the exposition, and the aim is at articles that can serve as an introductory reference for research in the field. The series is a result of frequent exchanges between researchers in finance and financial mathematics in Paris and Princeton.
255p thuymonguyen88 07052013 30 13 Download

In this chapter, we study the mathematical structure of a simple oneperiod model of a financial market. We consider a finite number of assets. Their initial prices at time t = 0 are known, their future prices at time t = 1 are described as random variables on some probability space. Trading takes place at time t = 0. Already in this simple model, some basic principles of mathematical finance appear very clearly. In Section 1.2, we single out those models which satisfy a condition of market efficiency: There are no trading opportunities which yield a profit without any downside risk.
474p thuymonguyen88 07052013 25 8 Download

Mathematical Finance Introduction to continuous time Financial Market models Dr. ChristianOliver Ewald School of Economics and Finance University of St.Andrews Electronic copy of this paper is available at: http://ssrn.com/abstract=976593 .Abstract These are my Lecture Notes for a course in Continuous Time Finance which I taught in the Summer term 2003 at the University of Kaiserslautern. I am aware that the notes are not yet free of error and the manuscrip needs further improvement. I am happy about any comment on the notes. Please send your comments via email to ce16@standrews.ac.uk.
129p thuymonguyen88 07052013 31 7 Download

When the market is not complete, there is a need to create new securities in order to complete the market. One approach is to create derivative securities on the existing securities such as Europeantype options. A European call option written on a security gives its holder the right( not obligation) to buy the underlying security at a prespecied price on a prespecied date; whilst a European put option written on a security gives its holder the right( not obligation) to sell the underlying security at a prespecied price on a prespecied date.
114p thuymonguyen88 07052013 19 6 Download

The aim of this paper is to compare pricing and performance of mutual funds with two types of guarantees: a lookback guarantee and an interest rate guarantee. In a simulation analysis of different portfolios based on stock, bond, real estate and money market indexes, we ﬁrst calibrate guarantee costs to be the same for both investment guarantee funds. Second, their performance is contrasted, measured with the Sharpe ratio, omega and Sortino ratio, and a test with respect to ﬁrst, second and thirdorder stochastic dominance is provided.
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