Computation Theory eJournal最新文献

{"title":"Singular Exotic Perturbation","authors":"Florian Monciaud, A. Reghai","doi":"10.2139/ssrn.3860721","DOIUrl":"https://doi.org/10.2139/ssrn.3860721","url":null,"abstract":"The Local Stochastic Volatility model is the main model used to take into account the correct pricing and hedging with the volatility dynamic.<br><br>We introduce a new methodology that combines Singular perturbation analysis and exotic greek computation. We obtain asymptotic formulae for the LSV impact which work extremely well. Tests are performed on the mostly traded Autocalls in the equity derivatives business.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"289 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115430110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Standard Deviation and Mode Based Bi-Histogram Equalization Algorithm for Image Enhancement","authors":"Kuldip Acharya, D. Ghoshal","doi":"10.2139/ssrn.3768018","DOIUrl":"https://doi.org/10.2139/ssrn.3768018","url":null,"abstract":"This paper presents an enhancement method for image enhancement in poor lighting condition. Standard deviation and mode are computed on the image histogram. Histogram clipping process is done to limit the rate of over enhancement by mode-based threshold value. The clipped histogram is divided into two segments founded on a threshold value computed by the standard deviation on the image histogram. Two sub-images of the individual histogram are equalized and combined to form the output image that preserves the entropy and produced better contrast enhancement image. The results in terms of Universal Image Quality Index (UIQI), and Entropy, for images, have been simulated on MATLAB. The outcomes produced by the proposed method have been ompared with the results gotten from existing image enhancement methods. It has been observed from the outcomes that proposed method outperform previous methods.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121966147","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Optimal Stabilization Algorithm for Production Line Flow Parameters","authors":"O. Pihnastyi, V. Khodusov, V. Yu Kazak","doi":"10.15588/1607-3274-2020-4-18","DOIUrl":"https://doi.org/10.15588/1607-3274-2020-4-18","url":null,"abstract":"Context. A method for constructing an algorithm for stabilizing the interoperability of a production line is considered. The object of the study was a model of a multi-operational production line.Objective. The goal of the work is to develop a method for constructing an optimal algorithm for stabilizing the flow parameters of a production line, which provides asymptotic stability of the state of flow parameters for a given quality of the process.Method. A method for constructing an algorithm for stabilizing the level of interoperative backlogs of a multi-operational production line is proposed. The stabilization algorithm is based on a two-moment PDE-model of the production line, which made it possible to represent the production line in the form of a complex dynamic distributed system. This representation made it possible to define the stabilizing control in the form of a function that depends not only on time but also on the coordinates characterizing the location of technological equipment along the production line. The use of the method of Lyapunov functions made it possible to synthesize the optimal stabilizing control of the state of interoperation backlogs at technological operations of the production line, which ensures the asymptotic stability of the  given unperturbed state of the flow parameters of the production line at the lowest cost of technological resources spent on the formation of the control action. The requirement for the best quality of the transition process from a disturbed state to an unperturbed state is expressed by the quality integral, which depends both on the magnitude of the disturbances that have arisen and on the magnitude of the stabilizing controls aimed at eliminating these disturbances.Results. On the basis of the developed method for constructing an algorithm for stabilizing the state of flow parameters of a production line, an algorithm for stabilizing the value of interoperation backlogs at technological operations of a production line is synthesized.Conclusions. The use of the method of Lyapunov functions in the synthesis of optimal stabilizing control of the flow parameters of the production line makes it possible to provide asymptotic damping of the arising disturbances of the flow parameters with the least cost of technological resources spent on the formation of the control action. It is shown that in the problem of stabilizing the state of interoperative backlogs, the stabilizing value of the control is proportional to the value of the arising disturbance. The proportionality coefficient is determined through the coefficients of the quality integral and the Lyapunov function. The prospect of further research is the development of a method for constructing an algorithm for stabilizing the productivity of technological operations of a production line.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125928342","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Implementation of the Method of Image Transformations for Minimizing the Sheffer Functions","authors":"M. Solomko, N. Khomiuk, Yakiv Ivashchuk, V. Nazaruk, V. Reinska, L. Zubyk, A. Popova","doi":"10.15587/1729-4061.2020.214899","DOIUrl":"https://doi.org/10.15587/1729-4061.2020.214899","url":null,"abstract":"The studies have established the possibility of reducing computational complexity, higher productivity of minimization of the Boolean functions in the class of expanded normal forms of the Sheffer algebra functions by the method of image transformations. Expansion of the method of image transformations to the minimization of functions of the Sheffer algebra makes it possible to identify new algebraic rules of logical transformations. Simplification of the Sheffer functions on binary structures of the 2-(n, b)-designs) features exceptional situations. They are used both when deriving the result of simplification of functions from a binary matrix and introducing the Sheffer function to the matrix. It was shown that the expanded normal form of the n-digit Sheffer function can be represented by binary sets or a matrix. Logical operations with the matrix structure provide the result of simplification of the Sheffer functions. This makes it possible to concentrate the principle of minimization within the truth table of a given function and do without auxiliary objects, such as Karnaugh map, Weich diagrams, coverage tables, etc. Compared with the analogs of minimizing the Sheffer algebra functions, the method under the study makes the following to be possible: ‒ reduce algorithmic complexity of minimizing expanded normal forms of the Sheffer functions (ENSF-1 and ENSF-2); ‒ increase the productivity of minimizing the Sheffer algebra functions by 100‒150 %; ‒ demonstrate clarity of the process of minimizing the ENSF-1 or ENSF-2; ‒ ensure self-sufficiency of the method of image transformations to minimize the Sheffer algebra functions by introducing the tag of minimum function and minimization in the complete truth table of the ENSF-1 and ENSF-2. There are reasons to assert that application of the method of image transformations to the minimization of the Sheffer algebra functions brings the problem of minimization of the ENSF-1 and ENSF-2 to the level of a well-studied problem in the class of disjunctive-conjunctive normal forms (DCNF) of Boolean functions","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129320142","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Resource Allocation Based on Predictive Load Balancing Approach in Multi Cloud Environment","authors":"S. Sindhura","doi":"10.2139/ssrn.3690113","DOIUrl":"https://doi.org/10.2139/ssrn.3690113","url":null,"abstract":"Cloud computing gives a support to purchasers to lessen their internal establishment, and for providers to extend wages, using their own specific system. The best possible burden adjusting and dynamic asset provisioning improves cloud execution and draws in the cloud clients. In this paper, we propose a mechanized asset provisioning calculation, Speculation asset provisioning, inciting load adjusting through theoretical methodology in asset provisioning. As an endeavor to measure asset portion we utilize two level versatile expectation component to check the computational examples of past asset distribution to the future necessity. The structure ensures reasonable assets required for the application, by avoiding over or under-provisioning of asset and supports vitality effectiveness in asset distribution. We use estimation system to address the fluctuation in the verifiable information to adjust the theory overhead. We have passed on our proposed work in an open source cloud structure and differentiated our results and other AI draws near. Our Experimental outcomes show versatile asset designation over client driven help the executives under the quickly changing necessities of cloud computing.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128699501","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning Over a Finite-Time Horizon","authors":"Matteo Basei, Xin Guo, Anran Hu, Yufei Zhang","doi":"10.2139/ssrn.3848428","DOIUrl":"https://doi.org/10.2139/ssrn.3848428","url":null,"abstract":"We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to the controller. We first propose a least-squares algorithm based on continuous-time observations and controls, and establish a logarithmic regret bound of order $O((ln M)(lnln M))$, with $M$ being the number of learning episodes. The analysis consists of two parts: perturbation analysis, which exploits the regularity and robustness of the associated Riccati differential equation; and parameter estimation error, which relies on sub-exponential properties of continuous-time least-squares estimators. We further propose a practically implementable least-squares algorithm based on discrete-time observations and piecewise constant controls, which achieves similar logarithmic regret with an additional term depending explicitly on the time stepsizes used in the algorithm.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121567153","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Identification of School Admission Effects Using Propensity Scores Based on a Matching Market Structure","authors":"Marin Drlje","doi":"10.2139/ssrn.3619503","DOIUrl":"https://doi.org/10.2139/ssrn.3619503","url":null,"abstract":"A large literature estimates various school admission and graduation effects by employing variation in student admission scores around schools’ admission cutoffs, assuming (quasi-) random school assignment close to the cutoffs. In this paper, I present evidence suggesting that the samples corresponding to typical applications of the regression discontinuity design (RDD) fail to satisfy these assumptions. I distinguish ex-post randomization (as in admission lotteries applicable to those at the margin of admission) from ex-ante randomization, reflecting uncertainty about the market structure of applicants, which can be naturally quantified by resampling from the applicant population. Using data from the Croatian centralized collegeadmission system, I show that these ex-ante admission probabilities differ dramatically between treated and non-treated students within typical RDD bandwidths. Such unbalanced admission probability distributions suggest that bandwidths (and sample sizes) should be drastically reduced to avoid selection bias. I also show that a sizeable fraction of quasirandomized assignments occur outside of the typical RDD bandwidths, suggesting that these are also inefficient. As an alternative, I propose a new estimator, the Propensity Score Discontinuity Design (PSDD), based on all observations with random assignments, which compares outcomes of applicants matched on ex-ante admission probabilities, conditional on admission scores.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"122 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122795961","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A Review: Comparative Analysis of Chaotic Systems With Their Fractional Order Counterparts","authors":"Niyojeet Shrirao, Alpana Pandey, Vijayshri Chaurasia, Ramji Gupta, Nancy Modi, Radhika Malpani","doi":"10.2139/ssrn.3576454","DOIUrl":"https://doi.org/10.2139/ssrn.3576454","url":null,"abstract":"Chaos is generally understood as confusion or disorder. It is the property of systems which are complex and unpredictable in nature. Chaos is often misunderstood as noise, but they are different entities due to the predictable nature of chaos. In this paper different chaotic systems are studied and compared with each other and then with their fractional order counterparts. Fractional Calculus is not a new topic though but the use of it has been applied efficiently in the last few decades. Generally, real objects are fractional order systems, thus fractional order has been implemented on the different chaotic systems which are discussed in the paper and the changes on the systems are studied accordingly. The chaotic system’s behavior is observed both for integer order and fractional order. Each system’s chaotic nature is studied for different fractional orders and analyzed to check which order is suitable to observe chaos in the respective chaotic system.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115811575","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Data Is Not Treaty Ready — and the CUSMA Is Not Data Ready","authors":"Dan Ciuriak","doi":"10.2139/ssrn.3553654","DOIUrl":"https://doi.org/10.2139/ssrn.3553654","url":null,"abstract":"This note comments on the economic impacts of the CUSMA, the implications for business certainty, and its readiness for the knowledge based and data-driven economy. Relative to the status quo, the CUSMA impacts negatively on economic efficiency and welfare, and leaves unaddressed the major new sources of uncertainty for business concerning market access in North America. While the CUSMA has been billed as a twenty-first-century agreement, the twenty-first century for which the CUSMA was designed is effectively already over. Given the regulatory ferment currently underway, data is not treaty ready — and the CUSMA is not data ready.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128574287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Forests, Cumulants, Martingales","authors":"P. Friz, Jim Gatheral, R. Radoicic","doi":"10.2139/ssrn.3620174","DOIUrl":"https://doi.org/10.2139/ssrn.3620174","url":null,"abstract":"This work is concerned with forest and cumulant type expansions of general random variables on a filtered probability spaces. We establish a \"broken exponential martingale\" expansion that generalizes and unifies the exponentiation result of Al{o}s, Gatheral, and Radoicic and the cumulant recursion formula of Lacoin, Rhodes, and Vargas. Specifically, we exhibit the two previous results as lower dimensional projections of the same generalized forest expansion, subsequently related by forest reordering. Our approach also leads to sharp integrability conditions for validity of the cumulant formula, as required by many of our examples, including iterated stochastic integrals, Levy area, Bessel processes, KPZ with smooth noise, Wiener-Ito chaos and \"rough\" stochastic (forward) variance models.","PeriodicalId":363330,"journal":{"name":"Computation Theory eJournal","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-02-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133000251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}