36,829 research outputs found
Progressive surface modeling scheme from unorganised curves
This paper presents a novel surface modelling scheme to construct a freeform surface
progressively from unorganised curves representing the boundary and interior characteristic curves.
The approach can construct a base surface model from four ordinary or composite boundary curves
and support incremental surface updating from interior characteristic curves, some of which may not
be on the final surface. The base surface is first constructed as a regular Coons surface and upon receiving an interior curve sketch, it is then updated. With this progressive modelling scheme, a final
surface with multiple sub-surfaces can be obtained from a set of unorganised curves and transferred
to commercial surface modelling software for detailed modification. The approach has been tested
with examples based on 3D motion sketches; it is capable of dealing with unorganised design curves
for surface modelling in conceptual design. Its limitations have been discussed
Dynamic Defaultable Term Structure Modelling beyond the Intensity Paradigm
The two main approaches in credit risk are the structural approach pioneered
in Merton (1974) and the reduced-form framework proposed in Jarrow & Turnbull
(1995) and in Artzner & Delbaen (1995). The goal of this article is to provide
a unified view on both approaches. This is achieved by studying reduced-form
approaches under weak assumptions. In particular we do not assume the global
existence of a default intensity and allow default at fixed or predictable
times with positive probability, such as coupon payment dates.
In this generalized framework we study dynamic term structures prone to
default risk following the forward-rate approach proposed in
Heath-Jarrow-Morton (1992). It turns out, that previously considered models
lead to arbitrage possibilities when default may happen at a predictable time
with positive probability. A suitable generalization of the forward-rate
approach contains an additional stochastic integral with atoms at predictable
times and necessary and sufficient conditions for a suitable no-arbitrage
condition (NAFL) are given. In the view of efficient implementations we develop
a new class of affine models which do not satisfy the standard assumption of
stochastic continuity.
The chosen approach is intimately related to the theory of enlargement of
filtrations, to which we provide a small example by means of filtering theory
where the Azema supermartingale contains upward and downward jumps, both at
predictable and totally inaccessible stopping times
Collaborative trails in e-learning environments
This deliverable focuses on collaboration within groups of learners, and hence collaborative trails. We begin by reviewing the theoretical background to collaborative learning and looking at the kinds of support that computers can give to groups of learners working collaboratively, and then look more deeply at some of the issues in designing environments to support collaborative learning trails and at tools and techniques, including collaborative filtering, that can be used for analysing collaborative trails. We then review the state-of-the-art in supporting collaborative learning in three different areas – experimental academic systems, systems using mobile technology (which are also generally academic), and commercially available systems. The final part of the deliverable presents three scenarios that show where technology that supports groups working collaboratively and producing collaborative trails may be heading in the near future
Airborne LiDAR for DEM generation: some critical issues
Airborne LiDAR is one of the most effective and reliable means of terrain data collection. Using LiDAR data for DEM generation is becoming a standard practice in spatial related areas. However, the effective processing of the raw LiDAR data and the generation of an efficient and high-quality DEM remain big challenges. This paper reviews the recent advances of airborne LiDAR systems and the use of
LiDAR data for DEM generation, with special focus on LiDAR data filters, interpolation methods, DEM resolution, and LiDAR data reduction. Separating LiDAR points into ground and non-ground is the most critical and difficult step for
DEM generation from LiDAR data. Commonly used and most recently developed LiDAR filtering methods are presented. Interpolation methods and choices of suitable interpolator and DEM resolution for LiDAR DEM generation are discussed in detail. In order to reduce the data redundancy and increase the efficiency in terms of storage
and manipulation, LiDAR data reduction is required in the process of DEM generation. Feature specific elements such as breaklines contribute significantly to DEM quality. Therefore, data reduction should be conducted in such a way that critical elements are kept while less important elements are removed. Given the highdensity
characteristic of LiDAR data, breaklines can be directly extracted from LiDAR data. Extraction of breaklines and integration of the breaklines into DEM generation are presented
Arguing Using Opponent Models
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