On the Structure of General Mean-Variance Hedging Strategies

We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure $P^{\star}$ which turns the dynamic asset allocation problem into a myopic one. The minimal martingale measure relative to $P^{\star}$ coincides with the variance-optimal martingale measure relative to the original probability measure $P$.Comment: Published at http://dx.doi.org/10.1214/009117906000000872 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

A Tool for Development of OVAL Definitions within OpenSCAP Project

Tato práce se zabývá standardem SCAP používaným v oblasti počítačové bezpečnosti a popisuje jeho svobodnou implementaci OpenSCAP. V textu je analyzován jazyk OVAL sloužící pro popis zraniteností a bezpečné konfigurace systémů. Důraz je kladen na typické problémy tohoto jazyka. Na základě získaných poznatků je navrženo rozšíření projektu OpenSCAP o možnost reportování a diagnostiky průběhu interpretace jazyka OVAL. Práce následně popisuje implementaci, integraci a testování tohoto rozšíření.This thesis deals with the SCAP standard, used in area of computer security, and describes its open source implementation OpenSCAP. The analysis focuses on OVAL, a language for determining vulnerabilities and configuration issues on computer systems. Typical problems of OVAL are discussed. Based on obtained findings, an extension of the OpenSCAP project for reporting and diagnostics of OVAL interpretation has been designed. The thesis describes implementation, integration and testing of proposed extension.

Suspension footbridge

Cílem této diplomové práce je návrh visuté lávky. Lávku tvoří visutá konstrukce předpjatého pásu o jednom poli. Mostovka je na okrajích prostě podepřena a je vedena v parabolickém oblouku. Visuté kabely jsou vedeny ve skloněných rovinách. Model podélného směru byl zpracován v programu ANSYS, nelineárním řešením. Model příčného směru v programu SCIA ENGINEER 2011. Návrh je dle příslušných platných norem.The objective of this master's thesis is a design of suspension footbridge. The footbridge is suspended construction of stress ribbon by one span. The brick deck is supported on the edges and it is kept in a parabolic arc. The suspension cables are kept at two inclined levels. The model lengthways is implemented in the program ANSYS, by non-linear solution. The model crosswise is implemented in the program SCIA ENGINEER 2011. The design is according to relevant current standart.

A note to independent sets in scheduling

summary:The paper studies the bus-journey graphs in the case when they are piecewise expanding and contracting (if described by fathers-sons relations starting with the greatest independent set of nodes). This approach can make it possible to solve the minimization problem of the total service time of crews

Problém optimálního střídání směn

The paper deals with the problem of optimal workshift scheduling in the 2-turn case (12 hours day turn – night turn) or 3-turn case (8 hours morning turn – afternoon turn – night turn). It is supposed that 4 teams are scheduled in four weeks i.e. 28 days. Several practical constraints and objectives are treated

Segmentation of articular cartilage and early osteoarthritis based on the fuzzy soft thresholding approach driven by modified evolutionary ABC optimization and local statistical aggregation

Articular cartilage assessment, with the aim of the cartilage loss identification, is a crucial task for the clinical practice of orthopedics. Conventional software (SW) instruments allow for just a visualization of the knee structure, without post processing, offering objective cartilage modeling. In this paper, we propose the multiregional segmentation method, having ambitions to bring a mathematical model reflecting the physiological cartilage morphological structure and spots, corresponding with the early cartilage loss, which is poorly recognizable by the naked eye from magnetic resonance imaging (MRI). The proposed segmentation model is composed from two pixel's classification parts. Firstly, the image histogram is decomposed by using a sequence of the triangular fuzzy membership functions, when their localization is driven by the modified artificial bee colony (ABC) optimization algorithm, utilizing a random sequence of considered solutions based on the real cartilage features. In the second part of the segmentation model, the original pixel's membership in a respective segmentation class may be modified by using the local statistical aggregation, taking into account the spatial relationships regarding adjacent pixels. By this way, the image noise and artefacts, which are commonly presented in the MR images, may be identified and eliminated. This fact makes the model robust and sensitive with regards to distorting signals. We analyzed the proposed model on the 2D spatial MR image records. We show different MR clinical cases for the articular cartilage segmentation, with identification of the cartilage loss. In the final part of the analysis, we compared our model performance against the selected conventional methods in application on the MR image records being corrupted by additive image noise.Web of Science117art. no. 86

Recent trends, technical concepts and components of computer-assisted orthopedic surgery systems: A comprehensive review

Computer-assisted orthopedic surgery (CAOS) systems have become one of the most important and challenging types of system in clinical orthopedics, as they enable precise treatment of musculoskeletal diseases, employing modern clinical navigation systems and surgical tools. This paper brings a comprehensive review of recent trends and possibilities of CAOS systems. There are three types of the surgical planning systems, including: systems based on the volumetric images (computer tomography (CT), magnetic resonance imaging (MRI) or ultrasound images), further systems utilize either 2D or 3D fluoroscopic images, and the last one utilizes the kinetic information about the joints and morphological information about the target bones. This complex review is focused on three fundamental aspects of CAOS systems: their essential components, types of CAOS systems, and mechanical tools used in CAOS systems. In this review, we also outline the possibilities for using ultrasound computer-assisted orthopedic surgery (UCAOS) systems as an alternative to conventionally used CAOS systems.Web of Science1923art. no. 519

ON EVALUATION OF MOTION GAITS ENERGY EFFICIENCY WITH A HEXAPOD CRAWLING ROBOT

In this work, we are concerning the problem of energy efficient locomotion of a hexapod crawling robot. We are emphasizing a practical verification and deployment on a real walking robot to evaluate relations between the energy consumption, motion speed, and terrain type with a particular motion gait. The tripod, tetrapod, and pentapod motion gaits are considered in the presented evaluation report