Existence and Uniqueness for the Multivariate Discrete Terminal Wealth Relative

In this paper the multivariate fractional trading ansatz of money management from Ralph Vince (Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets, John Wiley & Sons, Inc., 1990) is discussed. In particular, we prove existence and uniqueness of an optimal f of the respective optimization problem under reasonable assumptions on the trade return matrix. This result generalizes a similar result for the univariate fractional trading ansatz. Furthermore, our result guarantees that the multivariate optimal f solutions can always be found numerically by steepest ascent methods

Confidence-aware Levenberg-Marquardt optimization for joint motion estimation and super-resolution

Motion estimation across low-resolution frames and the reconstruction of high-resolution images are two coupled subproblems of multi-frame super-resolution. This paper introduces a new joint optimization approach for motion estimation and image reconstruction to address this interdependence. Our method is formulated via non-linear least squares optimization and combines two principles of robust super-resolution. First, to enhance the robustness of the joint estimation, we propose a confidence-aware energy minimization framework augmented with sparse regularization. Second, we develop a tailor-made Levenberg-Marquardt iteration scheme to jointly estimate motion parameters and the high-resolution image along with the corresponding model confidence parameters. Our experiments on simulated and real images confirm that the proposed approach outperforms decoupled motion estimation and image reconstruction as well as related state-of-the-art joint estimation algorithms.Comment: accepted for ICIP 201

Dynamical response of ultracold interacting fermion-boson mixtures

We analyze the dynamical response of a ultracold binary gas mixture in presence of strong boson-fermion couplings. Mapping the problem onto that of the optical response of a metal/semiconductor electronic degrees of freedom to electromagnetic perturbation we calculate the corresponding dynamic linear response susceptibility in the non-perturbative regimes of strong boson-fermion coupling using diagrammatic resummation technique as well as quantum Monte Carlo simulations. We evaluate the Bragg spectral function as well as the optical conductivity and find a pseudogap, which forms in certain parameter regimes.Comment: 32 pages, 13 figure

SkinNet: A Deep Learning Framework for Skin Lesion Segmentation

There has been a steady increase in the incidence of skin cancer worldwide, with a high rate of mortality. Early detection and segmentation of skin lesions are crucial for timely diagnosis and treatment, necessary to improve the survival rate of patients. However, skin lesion segmentation is a challenging task due to the low contrast of lesions and their high similarity in terms of appearance, to healthy tissue. This underlines the need for an accurate and automatic approach for skin lesion segmentation. To tackle this issue, we propose a convolutional neural network (CNN) called SkinNet. The proposed CNN is a modified version of U-Net. We compared the performance of our approach with other state-of-the-art techniques, using the ISBI 2017 challenge dataset. Our approach outperformed the others in terms of the Dice coefficient, Jaccard index and sensitivity, evaluated on the held-out challenge test data set, across 5-fold cross validation experiments. SkinNet achieved an average value of 85.10, 76.67 and 93.0%, for the DC, JI, and SE, respectively.Comment: 2 pages, submitted to NSS/MIC 201

Empirical Study of the 1-2-3 Trend Indicator

In this paper we study automatically recognized trends and investigate their statistics. To do that we introduce the notion of a wavelength for time series via cross correlation and use this wavelength to calibrate the 1-2-3 trend indicator of Maier-Paape [Automatic One Two Three, Quantitative Finance, 2013] to automatically find trends. Extensive statistics are reported for EUR-USD, DAX-Future, Gold and Crude Oil regarding e.g. the dynamic, duration and extension of trends on different time scales.Comment: 21 pages, 13 figures, 5 tables; Keywords: market technical trends, automatic trend analysis, wavelength of time series, autocorrelatio

Functional renormalization group for commensurate antiferromagnets: Beyond the mean-field picture

We present a functional renormalization group (fRG) formalism for interacting fermions on lattices that captures the flow into states with commensurate spin-density wave order. During the flow, the growth of the order parameter is fed back into the flow of the interactions and all modes can be integrated out. This extends previous fRG flows in the symmetric phase that run into a divergence at a nonzero RG scale, i.e., that have to be stopped at the ordering scale. We use the corresponding Ward identity to check the accuracy of the results. We apply our new method to a model with two Fermi pockets that have perfect particle-hole nesting. The results obtained from the fRG are compared with those in random phase approximation.Comment: revised version; 24 pages, 12 figure

Willensfreiheit als Selbstbestimmung : Michael Pauens kompatibilistische Theorie der Freiheit

Rezension zu: Michael Pauen : Illusion Freiheit? Mögliche und unmögliche Konsequenzen der Hirnforschung, S. Fischer Verlag, Frankfurt, 2004, ISBN 3-10-061910-2, 276 Seiten, 19,90 Euro

Higgs effects in top anti-top production near threshold in e+ e- annihilation

The completion of the third-order QCD corrections to the inclusive top-pair production cross section near threshold demonstrates that the strong dynamics is under control at the few percent level. In this paper we consider the effects of the Higgs boson on the cross section and, for the first time, combine the third-order QCD result with the third-order P-wave, the leading QED and the leading non-resonant contributions. We study the size of the different effects and investigate the sensitivity of the cross section to variations of the top-quark Yukawa coupling due to possible new physics effects.Comment: LaTeX, 17 page