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Wyniki wyszukiwania dla: PAIR TRADING
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Are Pair Trading Strategies Profitable During COVID-19 Period?
PublikacjaPair 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
PublikacjaSeveral 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
PublikacjaSeveral 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
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Air trapping problem during infiltration on the large areas
PublikacjaThe 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
PublikacjaWhen 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
PublikacjaThe 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
PublikacjaThis 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
PublikacjaIn 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...
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Analysis of accumulation possibility of energy dissipated in the braking process of train driven by hybrid locomotive
PublikacjaW tradycyjnym procesie hamowania cała energia kinetyczna lub potencjalna pociągu napędzanego lokomotywą z silnikiem spalinowym jest rozpraszana do otoczenia w postaci energii cieplnej. W lokomotywach hybrydowych istnieje możliwość odzyskania części tej energii przez przekazanie jej do akumulatorów i ponowne wykorzystanie do napędu pociągu. W pracy przedstawiono model układu napędowego lokomotywy hybrydowej z silnikiem spalinowym,...
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Method of selective fading as a educational tool to study the behaviour of prestressed concrete elements under excess loading
PublikacjaPrestressed structures are a key to realization of the boldest architectural ideas, characteristic feature of prestressed structure is better use of concrete material properties by insertion of internal forces. Learning about pre-stressed reinforced concrete structures is an integral part of Graduate Studies Program in construction engineering. Know-how of geometry change patterns in prestressed concrete elements under certain...
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Machine Learning and Text Analysis in an Artificial Intelligent System for the Training of Air Traffic Controllers
PublikacjaThis chapter presents the application of new information technology in education for the training of air traffic controllers (ATCs). Machine learning, multi-criteria decision analysis, and text analysis as the methods of artificial intelligence for ATCs training have been described. The authors have made an analysis of the International Civil Aviation Organization documents for modern principles of ATCs education. The prototype...
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PAIN
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WATER AIR AND SOIL POLLUTION
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Basics on Commodities Risk Management for Grains Trading
PublikacjaCelem artykułu jest określenie rodzajów grup ryzyka występujących na rynku zbóż oraz przedstawienie możliwości ograniczania wystąpienia zjawisk niepożądanych. Pojawia się kwestia: w jakim stopniu podmioty rynku zbóż, a w szczególności producenci, powinni sami neutralizować występujące ryzyko, a kiedy powinni oczekiwać wsparcia ze strony instytucji państwowych. Coraz powszechniej zastosowanie znajdują instrumenty finansowe w postaci...
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Some results on a trading model in a consensus list coloring
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Some results on trading model in a consensus list coloring
PublikacjaKonsensusowy model kolorowania grafów - uogólnienie kolorowania listowego, został zdefiniowany przez Mahadeva i Robertsa w 2002 jako użyteczne narzędzie teoretyczne w niektórych zagadnieniach bioinformatycznych. Pozostaje on jednak słabo rozpoznany pod względem własności algorytmicznych. Wykazujemy, że problem kolorowania grafów pełnych w tym modelu jest wielomianowy, co można uogólnić na częściowe k-drzewa przy ustalonym ograniczeniu...
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Application of Majority Voting Protocols to Supporting Trading Decisions
PublikacjaA broad spectrum of analysis and prediction indicators and methods exists to support trading decisions, but no hard knowledge exist to tell in advance which of them will fit best in a given timeframe. To support trading decisions, a multi-agent self-organizing system has been proposed. The system is based on history based dynamic weight voting and selects the right indicators based on their past performance. The formal analysis...
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APPLICATION OF MAJORITY VOTING PROTOCOLS TO SUPPORTING TRADING DECISIONS
PublikacjaA broad spectrum of analysis and prediction indicators and methods exists to support trading decisions, but no hard knowledge exist to tell in advance which of them will fit best in a given timeframe. To support trading decisions, a multi-agent self-organizing system has been proposed. The system is based on history based dynamic weight voting and selects the right indicators based on their past performance. The formal analysis...
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Hedging Strategies of Derivatives Instruments for Commodity Trading Entities
PublikacjaHedging as an outcome of risk management arises to account several questions. Mentioned aspect of size of the hedging is one of them. Latter questioning refers to whether producer of manufacturer are willing to secure entire exposure, when the hedging should start, now or later in the future, what is the vision on market like direction of market, time of interest, magnitude of exposure, what would be the preferred instruments of...
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Multipath Complex Root Tracing
PublikacjaThe problem of multipath root tracing is being addressed in this communication. The self-adaptive complex root tracing algorithm, which was previously utilized for the investigation of various propagation and radiation problems, is analyzed here for the cases when the traced characteristic bifurcates. A procedure of multiroute detection is proposed and demonstrated on the coaxially loaded cylindrical waveguide example.
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Anna Zielińska-Jurek dr hab. inż.
OsobyResearch work on photocatalysis by Prof. Anna Zielinska-Jurek started in 2006 at Gdansk University of Technology (Poland), including 3-month research stay at Hokkaido University, Training School “Environmental Applications of TiO2 Photocatalysis” at the University of Oulu in Finland granted by COST Program and Training School “NanoBiophotonics” at the Beckmann Institute, Urbana-Champaign in the USA granted by University of Illinois....
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Reading Teacher (The)
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Vocational training
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Journal of Reading
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Reading Psychology
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Leading Edge
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Reading and Writing
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J-Reading
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Branding caliphate
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Pain Practice
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Pain Research
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Pain Management
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Pain and Therapy
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Neurobiology of Pain
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Molecular Pain
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PAIN PHYSICIAN
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JOURNAL OF PAIN
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Pain Reports
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PAIN MEDICINE
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The acid strength of the datively bound complexes involving AlF3 lone pair acceptor and various lone pair donors
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The Role of Crypto Trading in the Economy, Renewable Energy Consumption and Ecological Degradation
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A PAIR OF PERFECTLY CONDUCTING DISKS IN AN EXTERNAL FIELD
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London penetration depth in local pair superconductors
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Edge and Pair Queries-Random Graphs and Complexity
PublikacjaWe investigate two types of query games played on a graph, pair queries and edge queries. We concentrate on investigating the two associated graph parameters for binomial random graphs, and showing that determining any of the two parameters is NP-hard for bounded degree graphs.
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Target tracking in RIS
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A system for singing training
PublikacjaThe system proposed is aimed at the vocal students and persons who want to improve emission of their voices. The goal is not to substituite a singing teacher but to provide a tool for automatic teaching of voice emission basics. In this way singers can develop their vocal skills and improve them. By a visual feedback a student can control and modify vocal tract maximas (resonances) of a chosen vowel to match the resonances of the...
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Drawing maps with advice
PublikacjaW pracy podejmujemy temat konstrukcji algorytmu dla agenta, który zostaje umieszczony w dowolnym wierzchołku grafu (wierzchołki są nierozróżnialne, krawędzie mają etykiety portów), po czym realizuje algorytm zmierzający do znalezienia drzewa spinającego grafu lub izomorficznej kopii grafu. Dla obu problemów podajemy asymptotycznie dokładne lub prawie dokładne oszacowania na ilość bitów dodatkowej informacji, którą agent musi otrzymać...
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Drawing maps with advice
PublikacjaRozważamy następujący problem obliczeniowy. Agent zostaje umieszczony w wierzchołku nieznanego mu grafu. Wierzchołki grafu są nierozróżnialne, natomiast krawędzie posiadają numery portów. Zadaniem agenta jest wyznaczenie mapy, tzn. obliczenie izomorficznej kopii grafu, lub obliczenie dowolnego drzewa spinającego grafu. Bez dodatkowej informacji zadań tych nie można wykonać. W artykule wyznaczamy oszacowania na minimalną liczbę...