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Search results for: PAIR TRADING
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Are Pair Trading Strategies Profitable During COVID-19 Period?
PublicationPair trading strategy is a well-known profitable strategy in stock, forex, and commodity markets. As most of the world stock markets declined during COVID-19 period, therefore this study is going to observe whether this strategy is still profitable after COVID-19 pandemic. One of the powerful algorithms of DBSCAN under the umbrella of unsupervised machine learning is applied and three clusters were formed by using market and accounting...
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System for tracking multiple trains on a test railway track
PublicationSeveral problems may arise when multiple trains are to be tracked using two IP camera streams. In this work, real-life conditions are simulated using a railway track model based on the Pomeranian Metropolitan Railway (PKM). Application of automatic clustering of optical flow is investigated. A complete tracking solution is developed using background subtraction, blob analysis, Kalman filtering, and a Hungarian algorithm. In total,...
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System for tracking multiple trains on a test railway track
PublicationSeveral problems may arise when multiple trains are to be tracked using two IP camera streams. In this work, real-life conditions are simulated using a railway track model based on the Pomeranian Metropolitan Railway (PKM). Application of automatic clustering of optical flow is investigated. A complete tracking solution is developed using background subtraction, blob analysis, Kalman filtering, and a Hungarian algorithm. In total,...
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Journal of Trading
Journals -
Air trapping problem during infiltration on the large areas
PublicationThe process of flow modeling in unsaturated porous medium is often found in many fields of sciences: geology, fluid mechanics, thermodynamics, microbiology or chemistry. Problem is relatively complicated due to complexity of the system which contains three phases: water, air and soil skeleton. The flow of water in such a medium can be described using two-phase (2PH) flow formulation, which accounts the inflow of air and water phases,...
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Measurement of rare probes with the silicon tracking system of the CBM experiment at FAIR
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Karhunen-Loeve-based approach to tracking of rapidly fading wireless communication channels
PublicationWhen parameters of wireless communication channels vary at a fast rate, simple estimation algorithms, such as weighted least squares (WLS) or least mean squares (LMS) algorithms, cannot estimate them with the accuracy needed to secure the reliable operation of the underlying communication systems. In cases like this, the local basis function (LBF) estimation technique can be used instead, significantly increasing the achievable...
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Experimental and Numerical Analysis of Air Trapping in a Porous Medium with Coarse Textured Inclusions
PublicationThe paper presents a 2D upward infiltration experiment performed on a model porous medium consisting of fine sand background with two inclusions made of coarser sands. The purpose of the experiment was to investigate the effects of structural air trapping, which occurs during infiltration as a result of heterogeneous material structure. The experiment shows that a significant amount of air becomes trapped in each of the inclusions. Numerical...
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LCF behavior of 2024AA under uni- and biaxial loading taking into account creep pre-deformation
PublicationThis study presents the results of experimental low-cycle fatigue (LCF) tests of aluminum 2024 alloy T3511 temper in uni- and biaxial loading states. Tests were carried out on both the as-received material (hardened extruded rods) and material with different pre-deformation histories. These deformations were carried out in the creep process at 200 °C and 300 °C for two different levels of at each temperature. The pre-deformed material’s...
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Minimizing Distribution and Data Loading Overheads in Parallel Training of DNN Acoustic Models with Frequent Parameter Averaging
PublicationIn the paper we investigate the performance of parallel deep neural network training with parameter averaging for acoustic modeling in Kaldi, a popular automatic speech recognition toolkit. We describe experiments based on training a recurrent neural network with 4 layers of 800 LSTM hidden states on a 100-hour corpora of annotated Polish speech data. We propose a MPI-based modification of the training program which minimizes the...