Dynamic programming for optimal stopping via pseudo-regression

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the least-squares error functional. Coupled with new proposals for simulation of the underlying samples, we call the approach "pseudo regression". A detailed convergence analysis is provided and it is shown that the approach asymptotically leads to less computational cost for a pre-specified error tolerance, hence to lower complexity. The method is justified by numerical examples

Framework for Java Log Analysis

Import 05/08/2014Diplomová práce se věnuje tvorbě aplikace určené k analýze log záznamů. Je vypracována v programovacím jazyce Java na platformě Eclipse 4. Hlavní myšlenkou je její rozšiřitelnost pomocí pluginů. První část se věnuje popisu možných způsobů logování a nástrojů používaných při vývoji Java aplikací. Ve druhé části jsou popsány specifika platformy Eclipse 4 a dalších použitých technologií. Poté následuje vysvětlení hlavních principů implementované aplikace. Poslední část je zaměřena na testování při použití v reálných situacích.The diploma thesis deals with the implementation of the application for the log file analysis. It is created using the Java programming language and Eclipse 4 platform. The main idea is to allow the application to be extended via plug-ins. The first part focuses on the description of possible ways of logging and tools used during the application development. In the second part, the specifications of Eclipse 4 platform and other used technologies are described. This is followed by the main principles used for the log analysis application development and theirs explanation. The last part deals with the tests of the application in the real situations.460 - Katedra informatikyvýborn

German Art About War Today and a Century Ago: A Curator’s View

The First World War was a true caesura for mankind, also including the world of art. In its beginning, most German artists supported it, similar to many other intellectuals. The realities of the first global war turned artists such as Ernst Barlach into pacifists. Especially in Germany, expressionism was often chosen to address the horrors of war. Today, only a few artists are still well-known, such as Otto Dix, while the majority and their powerful works need to be rediscovered. German pacifism is deeply rooted in the dreadful experiences of both World Wars, and not the least of bearing the responsibility of those wars, the European division of the Cold War, and the Holocaust. 70 years after the end of the Second World War, pacifism is still strong in Germany - even to the extent that people shun away from securitypolitical realities. But while you might not be interested in war, war may be interested in you. Thus, how do German artists cope with war and peace today, which conflicts are addressed and which approaches are used? To what an extent is the Great War still a subject of German art - now, in its centenary that is such a massive issue in countries like Australia, Belgium, France and the UK? How has global terror influenced German art? As perpetual chameleon, war always adapts itself to changing realities. Artists will continue to transform these societal conditions into moving works.

Solving linear parabolic rough partial differential equations

We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path $\mathbf{W}$ of H\"older regularity $\alpha$ with $1/3 < \alpha \le 1/2$. Based on a stochastic representation of the solution of the rough partial differential equation, we propose a regression Monte Carlo algorithm for spatio-temporal approximation of the solution. We provide a full convergence analysis of the proposed approximation method which essentially relies on the new bounds for the higher order derivatives of the solution in space. Finally, a comprehensive simulation study showing the applicability of the proposed algorithm is presented

Automatic landmarking for building biological shape models

We present a new method for automatic landmark extraction from the contours of biological specimens. Our ultimate goal is to enable automatic identification of biological specimens in photographs and drawings held in a database. We propose to use active appearance models for visual indexing of both photographs and drawings. Automatic landmark extraction will assist us in building the models. We describe the results of using our method on drawings and photographs of examples of diatoms, and present an active shape model built using automatically extracted data

NmPin from the marine thaumarchaeote Nitrosopumilus maritimus is an active membrane associated prolyl isomerase.

We cordially thank Alma Rute for excellent technical assistance and the DFG (GRK 1431-1 and 1431-2) for financial support (PB). We thank the Microscope and Histology Facility of the University of Aberdeen for providing their equipment. We also thank Jacob Hargreaves for proofreading the manuscript.Peer reviewedPublisher PD

Nonlinear spectroscopy of exciton-polaritons in a GaAs-based microcavity

We present a systematic investigation of two-photon excitation processes in a GaAs-based microcavity in the strong-coupling regime. We observe second harmonic generation resonant to the upper and lower polariton level, which exhibits a strong dependence on the photonic fraction of the corresponding polariton. In addition we have performed two-photon excitation spectroscopy to identify $2p$ exciton states which are crucial for the operation as a terahertz lasing device, which was suggested recently [A. V. Kavokin et al., Phys. Rev. Lett. \textbf{108}, 197401 (2012)]. However, no distinct signatures of a $2p$ exciton state could be identified, which indicates a low two-photon pumping efficiency

Low-dimensional approximations of high-dimensional asset price models

We consider high-dimensional asset price models that are reduced in their dimension in order to reduce the complexity of the problem or the effect of the curse of dimensionality in the context of option pricing. We apply model order reduction (MOR) to obtain a reduced system. MOR has been previously studied for asymptotically stable controlled stochastic systems with zero initial conditions. However, stochastic differential equations modeling price processes are uncontrolled, have non-zero initial states and are often unstable. Therefore, we extend MOR schemes and combine ideas of techniques known for deterministic systems. This leads to a method providing a good pathwise approximation. After explaining the reduction procedure, the error of the approximation is analyzed and the performance of the algorithm is shown conducting several numerical experiments. Within the numerics section, the benefit of the algorithm in the context of option pricing is pointed out

Low-dimensional approximations of high-dimensional asset price models

We consider high-dimensional asset price models that are reduced in their dimension in order to reduce the complexity of the problem or the effect of the curse of dimensionality in the context of option pricing. We apply model order reduction (MOR) to obtain a reduced system. MOR has been previously studied for asymptotically stable controlled stochastic systems with zero initial conditions. However, stochastic differential equations modeling price processes are uncontrolled, have non-zero initial states and are often unstable. Therefore, we extend MOR schemes and combine ideas of techniques known for deterministic systems. This leads to a method providing a good pathwise approximation. After explaining the reduction procedure, the error of the approximation is analyzed and the performance of the algorithm is shown conducting several numerical experiments. Within the numerics section, the benefit of the algorithm in the context of option pricing is pointed out