205 research outputs found

    Fabrication of Chromeless Phase-Shifting Mask Using Spin on Glass

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    This project investigated the concept of a chromeless phase-shifting mask. An optical simulator, SPLAT, was used to predict the aerial image formed for various chromeless phaseshifting patterns. Allied Signal 311 spin on glass was patterned on a quartz plate and imaged using a GCA MANN4800, lOX, NA=O.28, G-line stepper to demonstrate the concept. Simulations showed and experimental results confirmed that a dark field could be produced with checkerboard patterns below 0.4Lambda/NA. Using 25% solid KT1820 resist coated at a thickness of 5000A, 0.6um lines and spaces were resolved

    Simulation schemes for the Heston model with Poisson conditioning

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    Exact simulation schemes under the Heston stochastic volatility model (e.g., Broadie-Kaya and Glasserman-Kim) suffer from computationally expensive modified Bessel function evaluations. We propose a new exact simulation scheme without the modified Bessel function, based on the observation that the conditional integrated variance can be simplified when conditioned by the Poisson variate used for simulating the terminal variance. Our approach also enhances the low-bias and time discretization schemes, which are suitable for pricing derivatives with frequent monitoring. Extensive numerical tests reveal the good performance of the new simulation schemes in terms of accuracy, efficiency, and reliability when compared with existing methods

    Pricing Multi-Asset Options with an External Barrier

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    An approach to the diagnosis of lumbar disc herniation using deep learning models

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    Background: In magnetic resonance imaging (MRI), lumbar disc herniation (LDH) detection is challenging due to the various shapes, sizes, angles, and regions associated with bulges, protrusions, extrusions, and sequestrations. Lumbar abnormalities in MRI can be detected automatically by using deep learning methods. As deep learning models gain recognition, they may assist in diagnosing LDH with MRI images and provide initial interpretation in clinical settings. YOU ONLY LOOK ONCE (YOLO) model series are often used to train deep learning algorithms for real-time biomedical image detection and prediction. This study aims to confirm which YOLO models (YOLOv5, YOLOv6, and YOLOv7) perform well in detecting LDH in different regions of the lumbar intervertebral disc.Materials and methods: The methodology involves several steps, including converting DICOM images to JPEG, reviewing and selecting MRI slices for labeling and augmentation using ROBOFLOW, and constructing YOLOv5x, YOLOv6, and YOLOv7 models based on the dataset. The training dataset was combined with the radiologist’s labeling and annotation, and then the deep learning models were trained using the training/validation dataset.Results: Our result showed that the 550-dataset with augmentation (AUG) or without augmentation (non-AUG) in YOLOv5x generates satisfactory training performance in LDH detection. The AUG dataset overall performance provides slightly higher accuracy than the non-AUG. YOLOv5x showed the highest performance with 89.30% mAP compared to YOLOv6, and YOLOv7. Also, YOLOv5x in non-AUG dataset showed the balance LDH region detections in L2-L3, L3-L4, L4-L5, and L5-S1 with above 90%. And this illustrates the competitiveness of using non-AUG dataset to detect LDH.Conclusion: Using YOLOv5x and the 550 augmented dataset, LDH can be detected with promising both in non-AUG and AUG dataset. By utilizing the most appropriate YOLO model, clinicians have a greater chance of diagnosing LDH early and preventing adverse effects for their patients

    Applied Complex Variables for Scientists and Engineers

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    This introduction to complex variable methods begins by carefully defining complex numbers and analytic functions, and proceeds to give accounts of complex integration, Taylor series, singularities, residues and mappings. Both algebraic and geometric tools are employed to provide the greatest understanding, with many diagrams illustrating the concepts introduced. The emphasis is laid on understanding the use of methods, rather than on rigorous proofs. Throughout the text, many of the important theoretical results in complex function theory are followed by relevant and vivid examples in physical sciences. This second edition now contains 350 stimulating exercises of high quality, with solutions given to many of them. Material has been updated and additional proofs on some of the important theorems in complex function theory are now included, e.g. the Weierstrass–Casorati theorem. The book is highly suitable for students wishing to learn the elements of complex analysis in an applied context.This introductory text on complex variable methods has been updated with even more examples and exercises

    Mathematical models of financial derivatives

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