Optimal control of predictive mean-field equations and applications to finance

We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process $X(t)$ and a \emph{predictive mean-field} backward SDE (BSDE) in the unknowns $Y(t), Z(t), K(t,\cdot)$. The driver of the BSDE at time $t$ may depend not just upon the unknown processes $Y(t), Z(t), K(t,\cdot)$, but also on the predicted future value $Y(t+\delta)$, defined by the conditional expectation $A(t):= E[Y(t+\delta) | \mathcal{F}_t]$. \\ We give a sufficient and a necessary maximum principle for the optimal control of such systems, and then we apply these results to the following two problems:\\ (i) Optimal portfolio in a financial market with an \emph{insider influenced asset price process.} \\ (ii) Optimal consumption rate from a cash flow modeled as a geometric It\^ o-L\' evy SDE, with respect to \emph{predictive recursive utility}

Tata Kelola Perencanaan Arsitektur Informasi (Studi Kasus Dinas Kominfo Kota Bitung)

Implementasi good governance pada penyelenggaraan pemerintah akan menjamin transparansi, efisiensi, dan efektivitas penyelenggaran pemerintah itu sendiri. Di sisi lain intensitas penggunaan TIK terus meningkat, peningkatan tersebut semestinya diiringi juga dengan peningkatan kinerja pemerintah, salah satu komponen yang cukup penting adalah pengelolaan informasi. Alur serta pemanfaatan informasi yang dikelola dengan baik akan memberikan manfaat yang cukup signifikan terhadap organisasi, hal tersebut membutuhkan pengelolaan perencanaan arsitektur informasi. Tata kelola untuk perencanaan arsitektur informasi adalah merupakan bagian kecil dari skop yang lebih besar mengenai tata kelola TIK. Indonesia telah memiliki panduan tata kelola TIK yang dituangkan dalam Peraturan Menteri Kominfo No.41 Tahun 2007 tentang Panduan Umum Tata Kelola TIK Nasional. Panduan tersebut memuat hal-hal mengenai proses perencanaan arsitektur informasi. Dengan menggunakan pendekatan kuantitaf, instrumen yang diadaptasi dari Panduan Umum Tata Kelola TIK Nasional serta teknik analisis data yang diadopsi dari Cobit Maturity Level, penelitian ini mencoba mengeksplorasi panduan tersebut untuk kemudian digunakan sebagai tools evaluasi tata kelola perencanaan arsitektur informasi terhadap salah satu instansi pemerintah. Hasil dari penelitian ini menemukan bahwa Pemerintah Kota Bitung dari sisi tata kelola perencanaan arsitektur informasi masih berada pada level rendah yaitu level 1 dengan nilai tingkat kematangan sebesar 0.73

Applying biogeochemistry to identify the geographic origins of insects - a model using prostephanus truncatus

"The application of geochemical screening for tracking insects and other organisms is poorly understood. We explored multi-elemental profiles of an insect pest and its food from different locations in order to identify intrinsic markers of geographic origin. ICP-AES screening was completed for soil, maize grains and Prostephanus truncatus of different geographic origin, with insects collected in the field or reared on maize under controlled conditions. Background level geochemical data are presented with concentrations of Cu, S and Sr in maize, and Al, Ba, Ca, Fe, S, Si, Sr, Ti and Zn in insects differing according to their origin, or that of their food. Cu, Fe and Zn determinations of insects were 20, 6.5 and 11.5 times the concentrations of the maize they were reared on. A Linear Discriminant Analysis (LDA) based on Al, Fe, Sr and Zn successfully assigned 78% of laboratory-reared P. truncatus and 94% of field-caught insects to their origin (68% and 75% respectively after jacknifing). There was excellent discrimination between insects reared on maize from Guanajuato and Nuevo Léon, and Guanajuato and Michoacán, good separation between Sonora and Nuevo Léon but overlap for Sonora, Guanajuato and Michoacán, and Michoacán and Nuevo Léon. The same LDA for field-caught insects gave complete separation between Michoacán and Sonora, but some overlap between Michoacán and Nuevo Léon. This robust ICP-AES technique successfully identified a combination of elements able to classify insects according to their origin. The model was restricted to elements showing a normal distribution but non-parametric tests suggest other elements may act as intrinsic markers. This shows the potential of atomic spectroscopy for remotely tracing insects and other biological materials, with applications including providing provenance data for species routinely captured for surveillance and to track natural enemies and wildlife.

Chaotic root-finding for a small class of polynomials

In this paper we present a new closed-form solution to a chaotic difference equation, $y_{n+1} = a_2 y_{n}^2 + a_1 y_{n} + a_0$ with coefficient $a_0 = (a_1 - 4)(a_1 + 2) / (4 a_2)$, and using this solution, show how corresponding exact roots to a special set of related polynomials of order $2^p, p \in \mathbb{N}$ with two independent parameters can be generated, for any $p$

Quantitative NME microscopy of iron transport in methanogenic aggregates

Transport of micronutrients (iron, cobalt, nickel, etc.) within biofilms matrixes such as methanogenic granules is of high importance, because these are either essential or toxic for the microorganisms living inside the biofilm. The present study demonstrates quantitative measurements of metal transport inside these biofilms using T1 weighted 3D RARE. It is shown that iron(II)-EDTA diffusion within the granule is independent of direction or the inner structure of the granules. Assuming position dependence of the spin-lattice relaxivity, Fick’s law for diffusion in a sphere can be applied to simulate the diffusion within the methanogenic granules under investigation. A relatively low diffusion coefficient of 2.5*10-11 m2·s-1 was obtained for iron diffusion within the methanogenic granul

Voorwoord van die redaksie

No Abstract

A Comparative Performance Analysis of Popular Internet Browsers in Current Web Applications

As more and more services become available on the Internet, the issue of fast and secured access to online resources gains more importance. The growth of the internet has encouraged a high number of people to explore and take advantage of the World Wide Web (www). The window to the World Wide Web is a web browser, hence the development of various web browsers in the market today. A comparative study of four web browsers namely Internet Explorer, Mozilla Firefox, Opera and Netscape was carried out. A web portal developed and fully tested was used to evaluate the performance of the four browsers. The results revealed that Mozilla Firefox and Netscape perform best in down load time, Internet Explorer performs best in memory usage, privacy and security, Mozilla Firefox and Netscape performs best in Page Layout, and Opera performs best in speed and performance. Key words: World Wide Web, Internet Browser, W3C, APIs, Milne

Electromagnetic channel capacity for practical purposes

We give analytic upper bounds to the channel capacity C for transmission of classical information in electromagnetic channels (bosonic channels with thermal noise). In the practically relevant regimes of high noise and low transmissivity, by comparison with know lower bounds on C, our inequalities determine the value of the capacity up to corrections which are irrelevant for all practical purposes. Examples of such channels are radio communication, infrared or visible-wavelength free space channels. We also provide bounds to active channels that include amplification.Comment: 6 pages, 3 figures. NB: the capacity bounds are constructed by generalizing to the multi-mode case the minimum-output entropy bounds of arXiv:quant-ph/0404005 [Phys. Rev. A 70, 032315 (2004)

A Novel Method for Epileptic Seizure Detection Using Coupled Hidden Markov Models

We propose a novel Coupled Hidden Markov Model to detect epileptic seizures in multichannel electroencephalography (EEG) data. Our model defines a network of seizure propagation paths to capture both the temporal and spatial evolution of epileptic activity. To address the intractability introduced by the coupled interactions, we derive a variational inference procedure to efficiently infer the seizure evolution from spectral patterns in the EEG data. We validate our model on EEG aquired under clinical conditions in the Epilepsy Monitoring Unit of the Johns Hopkins Hospital. Using 5-fold cross validation, we demonstrate that our model outperforms three baseline approaches which rely on a classical detection framework. Our model also demonstrates the potential to localize seizure onset zones in focal epilepsy.Comment: To appear in MICCAI 2018 Proceeding