257 research outputs found

    Improving Wealth Management Strategies Through the Use of Reinforcement Learning Based Algorithms. A Study on the Romanian Stock Market

    Get PDF
    In the context of the growing pace of technological development and that of the transition to the knowledge-based economy, wealth management strategies have become subject to the application of new ideas. One of the fields of research that are increasing in influence in the scientific community is that of reinforcement learning-based algorithms. This trend is also manifesting in the domain of economics, where the algorithms have found a use in the field of stock trading. The use of algorithms has been tested by researchers in the last decade due to the fact that by applying these new concepts, fund managers could obtain an advantage when compared to using classic management techniques. The present paper will test the effects of applying these algorithms on the Romanian market, taking into account that it is a relatively new market, and compare it to the results obtained by applying classic optimization techniques based on passive wealth management concepts. We chose the Romanian stock market due to its recent evolution regarding the FTSE Russell ratings and the fact that the country is becoming an Eastern European hub of development in the IT sector, these facts could indicate that the Romanian stock market will become even more significant in the future at a local and maybe even at a regional level

    FMCW Transceiver Wideband Sweep Nonlinearity Software Correction

    No full text
    International audienceThis paper presents a novel sideband sweep nonlinearity software correction method for a frequency modulated continuous wave (FMCW) transceiver based on the high-order ambiguity function (HAF) and time resampling. By emphasizing the polynomial-phase nature of the FMCW signal, it is shown that the HAF processing algorithm is well suited for estimating the sweep nonlinearity coefficients. The estimated coefficients are used to build a correction function which is applied by resampling the beat signal on each sweep interval. The sweep nonlinearity correction procedure is validated on real data acquired with a low-cost X-band T/R module

    Short-Range FMCW Radar Platform for Millimetric Displacements Measurement

    No full text
    International audienceA frequency modulated continuous wave (FMCW) radar platform for millimetric displacement measurements of short-range targets is presented in this paper. The platform's transceiver is based on a heterodyne architecture because the beat frequency is relatively small for short-range targets and it can be placed in the frequency range influenced by the specific homodyne architecture problems: DC offset, self-mixing and 1/f noise. The platform's displacement measurement capability was tested on range profiles and SAR images acquired for various targets. The displacements were computed from the interferometric phase. The displacements errors were situated below 0.1 mm for metallic bar targets placed at a few meters from the radar

    Nonlinearity Correction Algorithm for Wideband FMCW Radars

    No full text
    International audienceThis paper presents a novel nonlinearity correction algorithm for wideband frequency modulated continuous wave (FMCW) radars based on high-order ambiguity functions (HAF) and time resampling. By emphasizing the polynomial phase nature of the FMCW signal, it is shown that the HAF is an excellent tool for estimating the sweep nonlinearity polynomial coefficients. The estimated coefficients are used to build a correction function which is applied to the beat signal by time resampling . The nonlinearity correction algorithm is tested by simulation and validated on real data sets acquired with an X-band FMCW radar

    Short-range wideband FMCW radar for millimetric displacement measurements

    No full text
    International audienceThe frequency modulated continuous wave (FMCW) radar is an alternative to the pulse radar when the distance to the target is short. Typical FMCW radar implementations have a homodyne architecture transceiver which limits the performances for short-range applications: the beat frequency can be relatively small and placed in the frequency range affected by the specific homodyne issues (DC offset, self-mixing and 1/f noise). Additionally, one classical problem of a FMCW radar is that the voltage controlled oscillator adds a certain degree of nonlinearity which can cause a dramatic resolution degradation for wideband sweeps. This paper proposes a short-range X-band FMCW radar platform which solves these two problems by using a heterodyne transceiver and a wideband nonlinearity correction algorithm based on high-order ambiguity functions and time resampling. The platform's displacement measurement capability was tested on range profiles and synthetic aperture radar (SAR) images acquired for various targets. The displacements were computed from the interferometric phase and the measurement errors were situated below 0.1 mm for metal bar targets placed at a few meters from the radar

    Povezanost polimorfizma rs1437396 gena CCDC88A s poremećajem zloporabe alkohola

    Get PDF
    Girdin is a protein involved in neuronal migration and hippocampal development. It is encoded by the coiled-coil domain-containing 88A (CCDC88A) gene, located on the short arm of chromosome 2 (2p). The CCDC88A gene is modulated by the intergenic single-nucleotide polymorphism (SNP) of the rs1437396, situated 9.5 kb downstream from its transcription stop site. As recent genome-wide research has associated the T allele of the SNP with increased risk of alcohol use disorder (AUD), we wanted to validate this finding in an independent cohort and to test further for an association with comorbid major depressive disorder (MDD). The study included 226 AUD patients (AUD group), 53 patients with comorbid MDD, and 391 controls selected randomly. The participants were genotyped for the rs1437396 polymorphism using the real-time polymerase chain reaction. The association between the rs1437396 polymorphism and increased risk of AUD and AUD+MDD was tested with logistic regression. Our results show significantly higher frequency of the T risk allele in the AUD group (p=0.027) and even higher in the AUD+MDD group (p=0.016). In conclusion, this is the first study that has validated the association between the rs1437396 polymorphism of the CCDC88A gene and AUD with or without MDD. Studies on larger samples of patients are needed to further investigate the mechanism of this association.Girdin je protein koji sudjeluje u neuronskoj migraciji i razvoju hipokampusa, a kodira ga gen 88A koji sadržava domenu sa smotanom zavojnicom (eng. coiled-coil domain-containing 88A gene, krat. CCDC88A) koja se nalazi na kraćem kraku kromosoma 2 (2p). Gen CCDC88A mijenja se s međugenskim jednonukleotidnim polimorfizmom (eng. single-nucleotide polymorphism, krat. SNP) na mjestu rs1437396, 9,5 kb nizvodno od svojega transkripcijskog završetka. Budući da je u nedavnom istraživanju na razini genoma zamijećena povezanost alela T ovoga polimorfizma s povećanim rizikom od poremećaja zloporabe alkohola (eng. alcohol use disorder), htjeli smo provjeriti tu povezanost u neovisnoj kohorti randomiziranih ispitanika i dodatno ispitati je li polimorfizam povezan i s popratnim povratnim depresivnim poremećajem (eng. major depressive disorder). Ispitivanje je obuhvatilo 226 bolesnika s poremećajem zloporabe alkohola, 51 bolesnika s popratnim povratnim depresivnim poremećajem i 391 kontrolnog ispitanika. Ispitanici su genotipizirani radi utvrđivanja onih koji imaju polimorfizam rs1437396 pomoću polimerazne lančane reakcije u stvarnom vremenu (eng. real-time polymerase chain reaction) te je logaritamskom regresijskom analizom utvrđena povezanost polimorfizma rs1437396 s rizikom od poremećaja zloporabe alkohola s popratnim povratnim depresivnim poremećajem ili bez njega. Naši podatci upućuju na značajno veću učestalost alela T u bolesnika s poremećajem zloporabe alkohola (p=0,027) te na još značajniju učestalost u bolesnika s obama poremećajima (p=0,016). Ovo je prvo istraživanje koje je potvrdilo povezanost između polimorfizma rs1437396 gena CCDC88A i poremećaja zloporabe alkohola s popratnim povratnim depresivnim poremećajem ili bez njega. Daljnja istraživanja mehanizama ove povezanosti potrebno je provesti na većim uzorcima

    SAR Images Refocusing and Scattering Center Detection for Infrastructure Monitoring

    No full text
    International audienceInfrastructure monitoring applications can require the tracking of slowly moving points of a certain structure. Given a certain point from a structure to be monitored, in the context of available SAR products where the image is already focused in a slant range - azimuth grid, it is not obvious if this point is the scattering center, if it is in layover or if it is visible from the respective orbit. This paper proposes a refocusing procedure of SAR images on a set of measured points among with a 4D tomography based scattering center detection. The refocusing procedure consists of an azimuth de-focusing followed by a modified back-projection on the given set of points. The presence of a scattering center at the given positions is detected by computing the local elevation-velocity plane for each point and testing if the main response is at zero elevation. The refocusing and scattering center detection algorithm is validated on real data acquired with the TerraSAR-X satellite during March-June 2012. The mean displacement velocities of the detected scatterers show good agreement with the in-situ measurements

    Zernike ultrasonic tomography for fluid velocity imaging based on pipeline intrusive time-of-flight measurements

    No full text
    International audienceIn this paper, we propose a novel ultrasonic tomography method for pipeline flow field imaging, based on the Zernike polynomial series. Having intrusive multipath time-offlight ultrasonic measurements (difference in flight time and speed of ultrasound) at the input, we provide at the output tomograms of the fluid velocity components (axial, radial, and orthoradial velocity). Principally, by representing these velocities as Zernike polynomial series, we reduce the tomography problem to an ill-posed problem of finding the coefficients of the series, relying on the acquired ultrasonic measurements. Thereupon, this problem is treated by applying and comparing Tikhonov regularization and quadratically constrained l1 minimization. To enhance the comparative analysis, we additionally introduce sparsity, by employing SVD-based filtering in selecting Zernike polynomials which are to be included in the series. The first approach - Tikhonov regularisation without filtering, is used because it is the most suitable method. The performances are quantitatively tested by considering a residual norm and by estimating the flow using the axial velocity tomogram. Finally, the obtained results show the relative residual norm and the error in flow estimation, respectively, ~0.3% and ~1.6% for the less turbulent flow and ~0.5% and ~1.8% for the turbulent flow. Additionally, a qualitative validation is performed by proximate matching of the derived tomograms with a flow physical model
    • …
    corecore