Financial signal processing: a self calibrating model

Previous work on multifactor term structure models has proposed that the short rate process is a function of some unobserved diffusion process. We consider a model in which the short rate process is a function of a Markov chain which represents the 'state of the world'. This enables us to obtain explicit expressions for the prices of zero-coupon bonds and other securities. Discretizing our model allows the use of signal processing techniques from Hidden Markov Models. This means we can estimate not only the unobserved Markov chain but also the parameters of the model, so the model is self-calibrating. The estimation procedure is tested on a selection of U.S. Treasury bills and bonds.Bonds

Potential markets for a satellite-based mobile communications system

The objective of the study was to define the market needs for improved land mobile communications systems. Within the context of this objective, the following goals were set: (1) characterize the present mobile communications industry; (2) determine the market for an improved system for mobile communications; and (3) define the system requirements as seen from the potential customer's viewpoint. The scope of the study was defined by the following parameters: (1) markets were confined to U.S. and Canada; (2) range of operation generally exceeded 20 miles, but this was not restrictive; (3) the classes of potential users considered included all private sector users, and non-military public sector users; (4) the time span examined was 1975 to 1985; and (5) highly localized users were generally excluded - e.g., taxicabs, and local paging

Technology transfer potential of an automated water monitoring system

The nature and characteristics of the potential economic need (markets) for a highly integrated water quality monitoring system were investigated. The technological, institutional and marketing factors that would influence the transfer and adoption of an automated system were studied for application to public and private water supply, public and private wastewater treatment and environmental monitoring of rivers and lakes

A note on the calculation of the effective range

The closed form of the first order non-linear differential equation that is satisfied by the effective range within the variable phase formulation of scattering theory is discussed. It is shown that the conventional method of determining the effective range, by fitting a numerical solution of the Schr\"odinger equation to known asymptotic boundary conditions, can be modified to include the first order contribution of a long range interaction.Comment: 4 page

Adolescents care but don't feel responsible for farm animal welfare

Adolescents are the next generation of consumers with the potential to raise standards of farm animal welfare—to theirsatisfaction—if their preferences and concerns are translated into accurate market drivers and signals. There are no published data about adolescent views of farm animal welfare to allow meaningful design, implementation, and evaluation of educational strategies to improve consideration of—and behavior toward—farm animals. Knowledge of farm animal welfare, as well as beliefs and attitudes about farm animal welfare and behavioral intention relevant to it were determined in a sample of ukadolescents, using a survey incorporating an extended version of the theory of planned behavior and novel assessment tools. Our results indicate that adolescents have only a limited knowledge of welfare problems for farm animals and welfare-relevant product labels. Intentions to identify welfare standards for the animals from whom their food was derived were weak. Although they cared about farm animal welfare and agreed with fundamental principles—for example, the provision of space and the absence of pain and suffering—like adults they held limited belief in the power and responsibility that they possess through their choices as consumers; responsibility was often shifted to others, such as the government and farmers

The variable phase method used to calculate and correct scattering lengths

It is shown that the scattering length can be obtained by solving a Riccati equation derived from variable phase theory. Two methods of solving it are presented. The equation is used to predict how long-range interactions influence the scattering length, and upper and lower bounds on the scattering length are determined. The predictions are compared with others and it is shown how they may be obtained from secular perturbation theory.Comment: 7 pages including 3 figure

xD-Track: Leveraging Multi-Dimensional Information for Passive Wi-Fi Tracking

We describe the design and implementation of xD-Track, the first practical Wi-Fi based device-free localization system that employs a simultaneous and joint estimation of time-of-flight, angle-of-arrival, angle-of-departure, and Doppler shift to fully characterize the wireless channel between a sender and receiver. Using this full characterization, xD-Track introduces novel methods to measure and isolate the signal path that reflects off a person of interest, allowing it to localize a human with just a single pair of access points, or a single client-access point pair. Searching the multiple dimensions to accomplish the above is highly computationally burdensome, so xD-Track introduces novel methods to prune computational requirements, making our approach suitable for real-time person tracking. We implement xD-Track on the WARP software-defined radio platform and evaluate in a cluttered office environment. Experiments tracking people moving indoors demonstrate a 230% angle-of-arrival accuracy improvement and a 98% end-to-end tracking accuracy improvement over the state of the art localization scheme SpotFi, adapted for device-free localization. The general platform we propose can be easily extended for other applications including gesture recognition and Wi-Fi imaging to significantly improve performance

Citizenship Education for Adult Immigrants: Changes Over the Last Ten Years

During the past few years Citizenship and Immigration Canada has significantly changed the citizenship process by modifying the application procedure, eliminating many citizenship judge positions, introducing a multiple-choice test, and restructuring the citizenship ceremony itself. In order to assess the impact of these changes on citizenship education, we located and contacted citizenship programs across the country. For comparison purposes we followed much the same procedure used in a study conducted for the Secretary of State 10 years ago. The current study identified far fewer programs available to adult immigrants than in the past. Furthermore, since the last study the scope of the content in citizenship education programs has remained essentially unchanged in some instances or has been reduced in others. Recommendations are made for policy-makers.Depuis quelques années, Citoyenneté et Immigration Canada a modifié considérablement le processus d'obtention de la citoyenneté en apportant des changements à la procédure de demande, en éliminant plusieurs postes de juges de la citoyenneté, en y ajoutant une évaluation à choix multiples et en restructurant la cérémonie de remise des certificats de citoyenneté. Dans le but d'évaluer l'impact de ces changements sur l'éducation civique, nous avons identifié des programmes de la citoyenneté de par le pays et en avons contacté les responsables. Four faciliter la comparaison, nous avons suivi de près la même procédure qui a été employée lors d'une étude entreprise pour le Secrétaire d'État il y a 10 ans. Notre étude a noté que le nombre de programmes mis à la disposition des immigrants adultes a beaucoup diminué. De plus, depuis la dernière étude à ce sujet, l'envergure du contenu des programmes d'éducation civique a demeuré essentiellement inchangée dans certains cas, et a diminué dans d'autres. Nous offrons des recommandations aux initiateurs de programme

Hyperparameter Importance Across Datasets

With the advent of automated machine learning, automated hyperparameter optimization methods are by now routinely used in data mining. However, this progress is not yet matched by equal progress on automatic analyses that yield information beyond performance-optimizing hyperparameter settings. In this work, we aim to answer the following two questions: Given an algorithm, what are generally its most important hyperparameters, and what are typically good values for these? We present methodology and a framework to answer these questions based on meta-learning across many datasets. We apply this methodology using the experimental meta-data available on OpenML to determine the most important hyperparameters of support vector machines, random forests and Adaboost, and to infer priors for all their hyperparameters. The results, obtained fully automatically, provide a quantitative basis to focus efforts in both manual algorithm design and in automated hyperparameter optimization. The conducted experiments confirm that the hyperparameters selected by the proposed method are indeed the most important ones and that the obtained priors also lead to statistically significant improvements in hyperparameter optimization.Comment: \c{opyright} 2018. Copyright is held by the owner/author(s). Publication rights licensed to ACM. This is the author's version of the work. It is posted here for your personal use, not for redistribution. The definitive Version of Record was published in Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Minin