796 research outputs found

    Human Face Recognition and Detection

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    Human face detection and recognition play important roles in many applications such as video surveillance and face image database management. In our project, we have studied worked on both face recognition and detection techniques and developed algorithms for them. In face recognition the algorithm used is PCA (principal component analysis), MPCA(Multilinear Principal Component Analysis) and LDA(Linear Discriminant Analysis) in which we recognize an unknown test image by comparing it with the known training images stored in the database as well as give information regarding the person recognized. These techniques works well under robust conditions like complex background, different face positions. These algorithms give different rates of accuracy under different conditions as experimentally observed. In face detection, we have developed an algorithm that can detect human faces from an image. We have taken skin colour as a tool for detection. This technique works well for Indian faces which have a specific complexion varying under certain range. We have taken real life examples and simulated the algorithms in MATLAB successfully

    Tensor Representation in High-Frequency Financial Data for Price Change Prediction

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    Nowadays, with the availability of massive amount of trade data collected, the dynamics of the financial markets pose both a challenge and an opportunity for high frequency traders. In order to take advantage of the rapid, subtle movement of assets in High Frequency Trading (HFT), an automatic algorithm to analyze and detect patterns of price change based on transaction records must be available. The multichannel, time-series representation of financial data naturally suggests tensor-based learning algorithms. In this work, we investigate the effectiveness of two multilinear methods for the mid-price prediction problem against other existing methods. The experiments in a large scale dataset which contains more than 4 millions limit orders show that by utilizing tensor representation, multilinear models outperform vector-based approaches and other competing ones.Comment: accepted in SSCI 2017, typos fixe
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