The History of the Quantitative Methods in Finance Conference Series. 1992-2007

This report charts the history of the Quantitative Methods in Finance (QMF) conference from its beginning in 1993 to the 15th conference in 2007. It lists alphabetically the 1037 speakers who presented at all 15 conferences and the titles of their papers.

Untangling hotel industry’s inefficiency: An SFA approach applied to a renowned Portuguese hotel chain

The present paper explores the technical efficiency of four hotels from Teixeira Duarte Group - a renowned Portuguese hotel chain. An efficiency ranking is established from these four hotel units located in Portugal using Stochastic Frontier Analysis. This methodology allows to discriminate between measurement error and systematic inefficiencies in the estimation process enabling to investigate the main inefficiency causes. Several suggestions concerning efficiency improvement are undertaken for each hotel studied.info:eu-repo/semantics/publishedVersio

Measurements, Models, Systems and Design

531 s.

Sparse representation based hyperspectral image compression and classification

Abstract This thesis presents a research work on applying sparse representation to lossy hyperspectral image compression and hyperspectral image classification. The proposed lossy hyperspectral image compression framework introduces two types of dictionaries distinguished by the terms sparse representation spectral dictionary (SRSD) and multi-scale spectral dictionary (MSSD), respectively. The former is learnt in the spectral domain to exploit the spectral correlations, and the latter in wavelet multi-scale spectral domain to exploit both spatial and spectral correlations in hyperspectral images. To alleviate the computational demand of dictionary learning, either a base dictionary trained offline or an update of the base dictionary is employed in the compression framework. The proposed compression method is evaluated in terms of different objective metrics, and compared to selected state-of-the-art hyperspectral image compression schemes, including JPEG 2000. The numerical results demonstrate the effectiveness and competitiveness of both SRSD and MSSD approaches. For the proposed hyperspectral image classification method, we utilize the sparse coefficients for training support vector machine (SVM) and k-nearest neighbour (kNN) classifiers. In particular, the discriminative character of the sparse coefficients is enhanced by incorporating contextual information using local mean filters. The classification performance is evaluated and compared to a number of similar or representative methods. The results show that our approach could outperform other approaches based on SVM or sparse representation. This thesis makes the following contributions. It provides a relatively thorough investigation of applying sparse representation to lossy hyperspectral image compression. Specifically, it reveals the effectiveness of sparse representation for the exploitation of spectral correlations in hyperspectral images. In addition, we have shown that the discriminative character of sparse coefficients can lead to superior performance in hyperspectral image classification.EM201

New algorithms for the analysis of live-cell images acquired in phase contrast microscopy

La détection et la caractérisation automatisée des cellules constituent un enjeu important dans de nombreux domaines de recherche tels que la cicatrisation, le développement de l'embryon et des cellules souches, l’immunologie, l’oncologie, l'ingénierie tissulaire et la découverte de nouveaux médicaments. Étudier le comportement cellulaire in vitro par imagerie des cellules vivantes et par le criblage à haut débit implique des milliers d'images et de vastes quantités de données. Des outils d'analyse automatisés reposant sur la vision numérique et les méthodes non-intrusives telles que la microscopie à contraste de phase (PCM) sont nécessaires. Comme les images PCM sont difficiles à analyser en raison du halo lumineux entourant les cellules et de la difficulté à distinguer les cellules individuelles, le but de ce projet était de développer des algorithmes de traitement d'image PCM dans Matlab® afin d’en tirer de l’information reliée à la morphologie cellulaire de manière automatisée. Pour développer ces algorithmes, des séries d’images de myoblastes acquises en PCM ont été générées, en faisant croître les cellules dans un milieu avec sérum bovin (SSM) ou dans un milieu sans sérum (SFM) sur plusieurs passages. La surface recouverte par les cellules a été estimée en utilisant un filtre de plage de valeurs, un seuil et une taille minimale de coupe afin d'examiner la cinétique de croissance cellulaire. Les résultats ont montré que les cellules avaient des taux de croissance similaires pour les deux milieux de culture, mais que celui-ci diminue de façon linéaire avec le nombre de passages. La méthode de transformée par ondelette continue combinée à l’analyse d'image multivariée (UWT-MIA) a été élaborée afin d’estimer la distribution de caractéristiques morphologiques des cellules (axe majeur, axe mineur, orientation et rondeur). Une analyse multivariée réalisée sur l’ensemble de la base de données (environ 1 million d’images PCM) a montré d'une manière quantitative que les myoblastes cultivés dans le milieu SFM étaient plus allongés et plus petits que ceux cultivés dans le milieu SSM. Les algorithmes développés grâce à ce projet pourraient être utilisés sur d'autres phénotypes cellulaires pour des applications de criblage à haut débit et de contrôle de cultures cellulaires.Automated cell detection and characterization is important in many research fields such as wound healing, embryo development, immune system studies, cancer research, parasite spreading, tissue engineering, stem cell research and drug research and testing. Studying in vitro cellular behavior via live-cell imaging and high-throughput screening involves thousands of images and vast amounts of data, and automated analysis tools relying on machine vision methods and non-intrusive methods such as phase contrast microscopy (PCM) are a necessity. However, there are still some challenges to overcome, since PCM images are difficult to analyze because of the bright halo surrounding the cells and blurry cell-cell boundaries when they are touching. The goal of this project was to develop image processing algorithms to analyze PCM images in an automated fashion, capable of processing large datasets of images to extract information related to cellular viability and morphology. To develop these algorithms, a large dataset of myoblasts images acquired in live-cell imaging (in PCM) was created, growing the cells in either a serum-supplemented (SSM) or a serum-free (SFM) medium over several passages. As a result, algorithms capable of computing the cell-covered surface and cellular morphological features were programmed in Matlab®. The cell-covered surface was estimated using a range filter, a threshold and a minimum cut size in order to look at the cellular growth kinetics. Results showed that the cells were growing at similar paces for both media, but their growth rate was decreasing linearly with passage number. The undecimated wavelet transform multivariate image analysis (UWT-MIA) method was developed, and was used to estimate cellular morphological features distributions (major axis, minor axis, orientation and roundness distributions) on a very large PCM image dataset using the Gabor continuous wavelet transform. Multivariate data analysis performed on the whole database (around 1 million PCM images) showed in a quantitative manner that myoblasts grown in SFM were more elongated and smaller than cells grown in SSM. The algorithms developed through this project could be used in the future on other cellular phenotypes for high-throughput screening and cell culture control applications

Discrete Wavelet Transforms

The discrete wavelet transform (DWT) algorithms have a firm position in processing of signals in several areas of research and industry. As DWT provides both octave-scale frequency and spatial timing of the analyzed signal, it is constantly used to solve and treat more and more advanced problems. The present book: Discrete Wavelet Transforms: Algorithms and Applications reviews the recent progress in discrete wavelet transform algorithms and applications. The book covers a wide range of methods (e.g. lifting, shift invariance, multi-scale analysis) for constructing DWTs. The book chapters are organized into four major parts. Part I describes the progress in hardware implementations of the DWT algorithms. Applications include multitone modulation for ADSL and equalization techniques, a scalable architecture for FPGA-implementation, lifting based algorithm for VLSI implementation, comparison between DWT and FFT based OFDM and modified SPIHT codec. Part II addresses image processing algorithms such as multiresolution approach for edge detection, low bit rate image compression, low complexity implementation of CQF wavelets and compression of multi-component images. Part III focuses watermaking DWT algorithms. Finally, Part IV describes shift invariant DWTs, DC lossless property, DWT based analysis and estimation of colored noise and an application of the wavelet Galerkin method. The chapters of the present book consist of both tutorial and highly advanced material. Therefore, the book is intended to be a reference text for graduate students and researchers to obtain state-of-the-art knowledge on specific applications

Connected Attribute Filtering Based on Contour Smoothness

A new attribute measuring the contour smoothness of 2-D objects is presented in the context of morphological attribute filtering. The attribute is based on the ratio of the circularity and non-compactness, and has a maximum of 1 for a perfect circle. It decreases as the object boundary becomes irregular. Computation on hierarchical image representation structures relies on five auxiliary data members and is rapid. Contour smoothness is a suitable descriptor for detecting and discriminating man-made structures from other image features. An example is demonstrated on a very-high-resolution satellite image using connected pattern spectra and the switchboard platform

Flood Forecasting Using Machine Learning Methods

This book is a printed edition of the Special Issue Flood Forecasting Using Machine Learning Methods that was published in Wate