Forecasting foreign exchange rates with adaptive neural networks using radial basis functions and particle swarm optimization

The motivation for this paper is to introduce a hybrid Neural Network architecture of Particle Swarm Optimization and Adaptive Radial Basis Function (ARBF-PSO), a time varying leverage trading strategy based on Glosten, Jagannathan and Runkle (GJR) volatility forecasts and a Neural Network fitness function for financial forecasting purposes. This is done by benchmarking the ARBF-PSO results with those of three different Neural Networks architectures, a Nearest Neighbors algorithm (k-NN), an autoregressive moving average model (ARMA), a moving average convergence/divergence model (MACD) plus a naïve strategy. More specifically, the trading and statistical performance of all models is investigated in a forecast simulation of the EUR/USD, EUR/GBP and EUR/JPY ECB exchange rate fixing time series over the period January 1999 to March 2011 using the last two years for out-of-sample testing

3D virtual reconstructions at the service of computer assisted archaeological measurements

Technological advances have enabled photogrammetric and surveying methods to produce recording materials surpassing the traditional line drawings in accuracy and completeness. These methodologies may offer products not possible in the past. This paper relates the difficult experience of collecting, archiving, processing, combining, visualizing and exploiting data from a multitude of sources to make accurate geometric records of monuments, implementing the most contemporary, innovative and technologically advanced methods. Issues analysed include collecting and processing field data from a variety of sources and their respective properties, but also the production of different end products, vector and raster, with the main emphasis on complex 3D visualizations. Different approaches are assessed for their usefulness and potential accuracy. Examples covering a variety of Greek and Cypriot monuments are presented, which are acquired from the rich experience of the archaeological surveys of the Laboratory of Photogrammetry of NTUA

Digitally Developing Medieval Fortifications

[EN] Modern technological advances have enabled digital automated methods to be applied for accurate and detailed documentation. Such techniques include image based modelling and terrestrial laser scanning. They can easily be adapted to perfectly suit the documentation needs for small and large objects. In this paper the digital geometric documentation of two medieval fortifications using such contemporary methods is briefly described. These are the western part of the Castle of Chios and an important part of the medieval Rhodes fortifications. The purpose of the geometric documentation for both cases was the restoration of these parts, hence detailed documentation was necessary. Conventional two-dimensional plans with digital orthophotographs were produced and from them conventional line drawings were required for the case of Chios castle. Both castle parts included cylindrical bastions, whose projection on two dimensional plans is obviously deformed. Such non-planar parts constitute a special challenge for the geometric documentation. To solve this problem the three-dimensional digital documentations of these parts were developed by using suitable development routines. Thorough presentation of all considerations for these developments are presented and the implementations are briefly described. The results of these developments are evaluated for their usefulness, accuracy, and efficiency as digital documentation products.Georgopoulos, A.; Skamantzari, M.; Tapinaki, S. (2020). Digitally Developing Medieval Fortifications. Editorial Universitat Politècnica de València. 317-324. https://doi.org/10.4995/FORTMED2020.2020.11468OCS31732

Geometric documentation of underwater archaeological sites

Photogrammetry has often been the most preferable method for the geometric documentation of monuments, especially in cases of highly complex objects, of high accuracy and quality requirements and, of course, budget, time or accessibility limitations. Such limitations, requirements and complexities are undoubtedly features of the highly challenging task of surveying an underwater archaeological site. This paper is focused on the case of a Hellenistic shipwreck found in Greece at the Southern Euboean gulf, 40-47 meters below the sea surface. Underwater photogrammetry was chosen as the ideal solution for the detailed and accurate mapping of a shipwreck located in an environment with limited accessibility. There are time limitations when diving at these depths so it is essential that the data collection time is kept as short as possible. This makes custom surveying techniques rather impossible to apply. However, with the growing use of consumer cameras and photogrammetric software, this application is becoming easier, thus benefiting a wide variety of underwater sites. Utilizing cameras for underwater photogrammetry though, poses some crucial modeling problems, due to the refraction effect and further additional parameters which have to be co-estimated [1]. The applied method involved an underwater calibration of the camera as well as conventional field survey measurements in order to establish a reference frame. The application of a three-dimensional trilateration using common tape measures was chosen for this reason. Among the software that was used for surveying and photogrammetry processing, were Site Recorder SE, Eos Systems Photomodeler, ZI’s SSK and Rhinoceros. The underwater archaeological research at the Southern Euboean gulf is a continuing project carried out by the Hellenic Institute for Marine Archaeology (H.I.M.A.) in collaboration with the Greek Ephorate of Underwater Antiquities, under the direction of the archaeologist G.Koutsouflakis. The geometric documentation of the shipwreck was the result of the collaboration between H.I.M.A. and the National Technical University of Athens

Forecasting Exchange-Rates via Local Approximation Methods and Neural Networks

There has been an increased number of papers in the literature in recent years, applying several methods and techniques for exchange - rate prediction. This paper focuses on the Greek drachma using daily observations of the drachma rates against four major currencies, namely the U.S. Dollar (USD), the Deutsche Mark (DM), the French Franc (FF) and the British Pound (GBP) for a period of 11 years, aiming at forecasting their short-term course by applying local approximation methods based on both chaotic analysis and neural networks.Key Words: Exchange Rates, Forecasting, Neural Networks

Semantically Derived Geometric Constraints for {MVS} Reconstruction of Textureless Areas

Conventional multi-view stereo (MVS) approaches based on photo-consistency measures are generally robust, yet often fail in calculating valid depth pixel estimates in low textured areas of the scene. In this study, a novel approach is proposed to tackle this challenge by leveraging semantic priors into a PatchMatch-based MVS in order to increase confidence and support depth and normal map estimation. Semantic class labels on image pixels are used to impose class-specific geometric constraints during multiview stereo, optimising the depth estimation on weakly supported, textureless areas, commonly present in urban scenarios of building facades, indoor scenes, or aerial datasets. Detecting dominant shapes, e.g., planes, with RANSAC, an adjusted cost function is introduced that combines and weighs both photometric and semantic scores propagating, thus, more accurate depth estimates. Being adaptive, it fills in apparent information gaps and smoothing local roughness in problematic regions while at the same time preserves important details. Experiments on benchmark and custom datasets demonstrate the effectiveness of the presented approach

Reconstrucción virtual del estado previo de una iglesia en ruinas

Contributed to: 4th International Conference, EuroMed 2012, Limassol, Cyprus, October 29 – November 3, 2012.[EN] This document is related with the master thesis "Geometric documentation and reconstruction of the church of the Monastery of San Prudencio (La Rioja, Spain)", http://hdl.handle.net/10810/7096[ES] Este artículo está relacionado con el proyecto fin de carrera titulado This document is related with the master thesis "Documentación geométrica y reconstrucción de la iglesia del Monasterio de San Prudencio (La Rioja, España)", http://hdl.handle.net/10810/7096[EN] Three dimensional virtual models can represent both the existing and the already destroyed architectural heritage. This project deals with the 3D reconstruction and representation of the church of San Prudencio's Monastery in La Rioja (Spain) as it is supposed to be during the 15th century. Today the monument is totally in ruins; hence severe reconstruction was needed. This is an exemplary project of close collaboration of different scientific fields. Surveying data of the monument itself and of the wider area around it, but also architectural and archaeological data were collected in situ. It was not possible from the current situation to conclude about the exact form, style and representation of the monument; hence a large part of the project is based on assumptions which have a sound scientific base. Because of the multisource data there was need to define specific criteria by which every data source was evaluated.[ES] Los modelos tridimensionales pueden representar tanto los elementos patrimoniales existentes como los ya han dejado de existir. En este proyecto se trata la reconstrucción tridimensional de la iglesia del Monasterio de San Prudencio de Monte Laturce (Clavijo, La Rioja, España) tal como se supone que fue durante el siglo XV. En la actualidad el edificio está arruinado por lo que ha sido necesario realizar una importante reconstrucción virtual basad en hipótesis que han requerido la colaboración de técnicos de diferentes áreas de conocimiento, por ejemplo, se ha contado con un levantamiento topográfico de los restos y del área circundante, datos sobre los materiales e hipótesis arqueológicas y arquitectónicas. Dado que existe información de múltiples fuentes, ha sido necesario incorporar un conjunto de criterios de selección y evaluación de las mismas.This project is an outcome of the ERASMUS IP activity “TOPCART Geometric documentation of Heritage: European integration of technologies” undertaken during the summer 2010 2009-1-ES1-ERAIP-0013) and 2011 (2010-1-ES1-ERA10-0024)

La anastilosis arqueológica de dos tumbas macedonias en un ambiente virtual 3D

[EN] Archaeological restoration of monuments is a practice requiring extreme caution and thorough study. Archaeologists and conservation experts are very reluctant to proceed to restoration and indeed to reconstruction actions without detailed consultation and thought. Nowadays, anastylosis executed on the real object is practically prohibited. Contemporary technologies have provided archaeologists and other conservation experts with the tools to embark on virtual restorations or anastyloses, thus testing various alternatives without physical intervention on the monument itself. In this way, the values of the monuments are respected according to international conventions. In this paper, two such examples of virtual archaeological anastyloses of two important Macedonian tombs in northern Greece are presented. The anastyloses were performed on three-dimensional (3D) models which have been produced using modern digital 3D documentation techniques, such as image-based modelling and terrestrial[ES] La restauración arqueológica de monumentos es una práctica que requiere extrema precaución y un estudio exhaustivo. Los arqueólogos y expertos en conservación evitan normalmente proceder a la restauración y a las acciones de reconstrucción sin reflexión y una consulta detallada. Actualmente, la ejecución de anastilosis sobre el objeto real está generalmente prohibida. Las tecnologías contemporáneas han proporcionado las herramientas a los arqueólogos y otros expertos en conservación para embarcarse en restauraciones virtuales o anastilosis, probando así varias alternativas sin intervención física en el monumento. De esta manera, los valores de los monumentos se respetan de acuerdo a las convenciones internacionales. En este artículo, se presentan dos ejemplos de anastilosis arqueológicas virtuales de dos importantes tumbas macedonias en el norte de Grecia. Las anastilosis se realizaron en los modelos tridimensionales (3D) que se han producido empleando técnicas modernas de documentacióStampouloglou, M.; Toska, O.; Tapinaki, S.; Kontogianni, G.; Skamantzari, M.; Georgopoulos, A. (2020). Archaeological anastylosis of two Macedonian tombs in a 3D virtual environment. Virtual Archaeology Review. 11(22):26-40. https://doi.org/10.4995/var.2020.11877OJS26401122Adembri, B., Cipriani, L., & Bertacchi, G. (2018). Virtual anastylosis applied to the architectural decoration of mixtilinear buildings in Villa Adriana: the case study of the scattered friezes of the Teatro Marittimo. Applied Geomatics,10(4), 279-293. https://doi.org/10.1007/s12518-018-0207-5Andronikos, M. (1987). Some Reflections on the Macedonian Tombs. The Annual of the British School at Athens, 82, 1-16. https://10.1017/S0068245400020256Athanasiou, F., Malama, M., Miza, M., Sarantidou, M., & Papasotiriou, A. (2012). The restoration of the Macedonian tomb Macridy Bey in Derveni of Thessaloniki. 3rd Panhellenic Conference of Restorations, Society for the Study and Promotion of Scientific Restoration of Monuments (ETEPAM). Athens, 1-3 November 2012 (in Greek).Athanasiou, F., Malama, M., Miza, M., Sarantidou, M., & Papasotiriou, A. (2015). The restoration of the facades of the Macedonian tomb Macridy Bey in Derveni of Thessaloniki. 4th Panhellenic Conference of Restorations, Society for the Study and Promotion of Scientific Restoration of Monuments (ETEPAM). Thessaloniki, 26-28 November 2015 (in Greek).Besios, M. (1991). Excavation researches in Northern Pieria. The Archaeological Works in Macedonia and Thrace, AEMTh 5, 171-178. Thessaloniki, Ministry of Culture, Ministry of Macedonia & Thrace and Aristotle University of Thessaloniki (in Greek).Besios, M. (2010). Wreath of Pieria: Pydna, Methoni and the antiquities of Northern Pieria. Katerini: Editions Humans' and Nature's Works (A.F.E.) (in Greek).Büsing, H. (1970). Die griechische Halbsäule. Wiesbaden: Franz Steiner Verlag.Canciani, M., Falcolini, C., Buonfiglio, M., Pergola, S., Saccone, M., Mammì, B., & Romito, G. (2013). A method for virtual anastylosis: the case of the arch of titus at the circus maximus in Rome. ISPRS Annals of Photogrammetry Remote Sensing & Spatial Information Science, II-5/W1, 61-66. https://doi.org/10.5194/isprsannals-II-5-W1-61-2013de Fuentes, F. A., Valle Melón, J. M., & Rodríguez Miranda, A. (2010). Model of sources: a proposal for the hierarchy, merging strategy and representation of the information sources in virtual models of historical buildings. CAA conference Proceedings, Fusion of Cultures: XXXVIII Annual Conference on Computer Applications and Quantitative Methods in Archaeology - CAA2010, Granada, Spain, Apr 6-9, 2010.Descamps-Lequime, S. (2011) (Edit.). Au royaume d' Alexandre le Grand: La Macédoine antique. Paris: Louvre editions.Fedak, J. (1990). Monumental tombs of the Hellenistic Age: A Study of Selected tombs from the Pre-Classical to the Early Imperial Era. Phoenix. Supplementary volume: 27. Toronto: Buffalo: London: University of Toronto Press. https://doi.org/10.3138/9781442677340Giannakis, G., Calogeridis, P., & Besios, M. (2000). Protection - presentation of Macedonian tombs of Korinos, The Archaeological Works in Macedonia and Thrace, AEMTh 14, 395-405. Thessaloniki 2002, Ministry of Culture & Aristotle University of Thessaloniki (in Greek).Ginouvès, R. (1993). Macedonia from Philippos B up to the Roman conquest. Athens: Ekdotiki Athinon.Gossel, B. (1980). Makedonische Kammergraeber. Berlin: Monath's KopieDruck.Heuzey, L. A., & Daumet, H. (1877). Mission archéologique de Macédoine. Paris: Firmin-Didot et Cie.Huguenot, C. (2008). La tombe aux Erotes et la tombe d' Amarynthos. Architecture funéraire et présence macédonienne en Grèce centrale. Eretria XIX. Gollion, Infolio Ed., 2008. In: L'antiquité classique, Tome 79, 2010, pp. 732-734.Kontogianni, G., Georgopoulos, A., Saraga, N., Alexandraki, E., & Tsogka, K. (2013). 3D Virtual Reconstruction of the Middle Stoa in the Athens Ancient Agora. International Archives of Photogrammetry, Remote Sensing and Spatial Information Science, XL-5/W1, 125-131. https://doi.org/10.5194/isprsarchives-XL-5-W1-125-2013Lentini, D. (2009). The funeral area in "Ponte Della Lama Canosa" (III-VI century) an hypothesis of 3D historical- monumental reconstruction. Proceedings of 3DArch, Trento, Italy, February 25-28. International Archives of Photogrammetry, Remote Sensing and Spatial Information Science, XXXVIII-5/W1. https://www.isprs.org/proceedings/XXXVIII/5-W1/pdf/lentini.pdfMacridy, T. (1911). Un tumulus Macédonien á Langaza. Jahrbuch des Deutschen Archäologischen Instituts (JDAI), 26, 193-215.Mangoldt, H. v. (2012). Makedonische Grabarchitektur: Die Makedonischen Kammergräber und ihre Vorläufer. Band I & II. Tübingen: Verlag Ernst Wasmuth.Matini, M. R., Einifar, A., Kitamoto, A., & Ono, K. (2009). Digital reconstruction based on analytic interpretation of relics: case study of Bam citadel. XXII International Symposium of CIPA, Kyoto, Japan. October 11-15. https://www.cipaheritagedocumentation.org/wp-content/uploads/2018/12/Matini-e.a.-Digital-3D-Reconstruction-Based-on-Analytic-Interpretation-of-Relics_Case-Study-of-Bam-Citadel.pdfMiller, G. S. (1972). Hellenistic Macedonian Architecture: Its Style and Painted Ornamentation. Michigan: University Microfilms International.Miller, G. S. (1982). Macedonian tombs: Their Architecture and Architectural Decoration. Ιn: B. Barr-Sharrar & E.N. Borza (Eds.), Macedonia and Greece in Late Classical and Early Hellenistic Times. Studies in the History of Art 10 (pp. 153-171). Washington: National Gallery of Art.Miller, G. S. (1993). The Tomb of Lyson and Kallikles: a Painted Macedonian Tomb. Mainz am Rhein: P. von Zabern. http://doi.org/10.1017/S0009840X00293219Moropoulou, A., Georgopoulos, A., Korres, E., Spyrakos, C., & Mouzakis, C. (2017). Faithful Rehabilitation. Civil Engineering Magazine Archive, 87(10). https://doi.org/10.1061/ciegag.0001244Pantermalis, D. (1972). The new Macedonian tomb of Vergina. Makedonika, 12, 147-182. http://doi.org/10.12681/makedonika.1003 (in Greek).Pantermalis, D. (1985). The Macedonian tombs of Pieria. The archaeologists talk about Pieria, 9-13. Thessaloniki, Prefectural Committee of Popular Education (NELE) of Pieria (in Greek).Patay-Horvath. (2011). The complete virtual 3D reconstruction of the east pediment of the temple of Zeus at Olympia. International Archives of Photogrammetry, Remote Sensing and Spatial Information Science, XXXVIII-5/W16, 53-59. https://doi.org/10.5194/isprsarchives-XXXVIII-5-W16-53-2011Saatsoglou-Paliadeli, C. (2011). The Arts at Vergina-Aegae, the Cradle of the Macedonian Kingdom. In R. J. L. Fox (Ed.), Brill's Companion to Ancient Macedon: Studies in the Archaeology and History of Macedon, 650 BC - 300 AD (pp. 271-295). Leiden, Boston. https://doi.org/10.1163/9789004209237_016Seville Principles (2011). Retrieved March 17, 2019,from http://sevilleprinciples.comSismanidis, K. (1985). Macedonian tombs in Thessaloniki. Thessaloniki Ι, 35-70. Thessaloniki History Centre (KITh) (in Greek).Sismanidis, K. (1997). Beds and bed-like constructions of Macedonian tombs. Athens, Guide series of the Fund for the Archaeological Resources (TAPA) (in Greek).Stampouloglou, M., Toska, O., Tapinaki, S., Kontogianni, G., Skamantzari, M., & Georgopoulos, A. (2019). 3D documentation and virtual archaeological restoration of Macedonian tombs, International Archives of Photogrammetry, Remote Sensing and Spatial Information Science, XLII-2/W11, 1073-1080, https://doi.org/10.5194/isprs-archives-XLII-2-W11-1073-2019Stampouloglou, M. (2018). Geometric Documentation and 3D Model Creation of Macedonian Tomb of Macridy Bay. Master Thesis, University of Aegean, Department of Mediterranean Studies, Postgraduate programme "Archaeology of the Eastern Mediterranean: Greece, Egypt and Near East" (in Greek).Stanco, F., Tanasi, D., Allegra, D., Milotta, F. L. M., Lamagna, G., & Monterosso, G. (2017). Virtual anastylosis of Greek sculpture as museum policy for public outreach and cognitive accessibility. Journal of Electronic Imaging, 26(1), 011025. https://doi.org/10.1117/1.JEI.26.1.011025Tapinaki, S., Skamantzari, M., Chliverou, R., Evgenikou, V., Konidi, A. M., Ioannatou, E., Mylonas, A., & Georgopoulos A. (2019). 3D image based geometric documentation of a medieval fortress. International Archives of Photogrammetry, Remote Sensing and Spatial Information Science, XLII-2/W9, 699-705. https://doi.org/10.5194/isprs-archives-XLII-2-W9-699-2019Themelis, P., G., & Touratsoglou, G., P., (1997). The tombs of Derveni. Athens. Guide series of the Fund for the Archaeological Resources (TAPA) (in Greek).Thuswaldner, B., Flöry, S., Kalasek, R., Hofer, M., Huang, Q.X., & Thür, H. (2009). Digital anastylosis of the Octagon in Ephesos. Journal on Computing and Cultural Heritage, 2(1), 1-27. http://doi.org/10.1145/1551676.1551677Toska O., (2018). 3D Geometric Documentation and Virtual Restoration of the Macedonian Tomb of Heuzey. 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DEVELOPMENT OF A GEOREFERENCED ARCHAEOLOGICAL INFORMATION DATA BASE FOR ELEUTHERNA IN CRETE

[EN] Cultural Heritage Information Management Systems (CHIMS) have been developed in order to achieve the georeference of the items in the Cultural Heritage database. Eleutherna in Crete is one of the most significant archaeological sites in Greece, with. many buildings constructed and destroyed during its long life. Hence, it is easily understandable that this vast archaeological site is complicated and difficult to understand, even by experts. In this paper the development of a Cultural Heritage Management System, called ARCHAEOsystem, is described and analyzed. The system has as geographic base a recent orthophoto of the area and for its design several parameters were taken into account. The conceptual design of the data base with the Entity-Relational (E-R) model preceded the development of this object oriented system. This E-R model is described and evaluated for its operability. After the initial experimental operation of the system, eventual practical problems will be identified and confronted. Finally, presentation of future prospects is being attempted and eventual uses of such a system are proposed.Tapinaki, SI.; Georgopoulos, A.; Ioannidis, C.; Frentzos, E.; Stampolidis, N.; Maragoudakis, N. (2016). DEVELOPMENT OF A GEOREFERENCED ARCHAEOLOGICAL INFORMATION DATA BASE FOR ELEUTHERNA IN CRETE. En 8th International congress on archaeology, computer graphics, cultural heritage and innovation. Editorial Universitat Politècnica de València. 333-336. https://doi.org/10.4995/arqueologica8.2015.3558OCS33333