687 research outputs found
Pricing of call options on foreign exchange
No full textThesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1994.Includes bibliographical references (leaves [1]-2).by Alireza Javaheri.M.S
Low-energy standby-sparing for hard real-time systems
No full textTime-redundancy techniques are commonly used in real-time systems to achieve fault tolerance without incurring high energy overhead. However, reliability requirements of hard real-time systems that are used in safety-critical applications are so stringent that time-redundancy techniques are sometimes unable to achieve them. Standby sparing as a hardware redundancy technique can be used to meet high reliability requirements of safety-critical applications. However, conventional standby-sparing techniques are not suitable for low-energy hard real-time systems as they either impose considerable energy overheads or are not proper for hard timing constraints. In this paper we provide a technique to use standby sparing for hard real-time systems with limited energy budgets. The principal contribution of this work is an online energy management technique which is specifically developed for standby-sparing systems that are used in hard real-time applications. This technique operates at runtime and exploits dynamic slacks to reduce the energy consumption while guaranteeing hard deadlines. We compared the low-energy standby-sparing (LESS) system with a low-energy time redundancy system (from a previous work). The results show that for relaxed time constraints, the LESS system is more reliable and provides about 26% energy saving as compared to the time-redundancy system. For tight deadlines when the time redundancy system is not sufficiently reliable (for safety-critical application), the LESS system preserves its reliability but with about 49% more energy consumptio
Suicide as a Passage Through Silent Issues: A Case Study of Suicide Attempt Survivors in Tehran Zeinab Kouchakian Alireza Kaldi Alireza Mohsenitabrizi
No full textSuicide as a Passage Through Silent Issues: A Case Study of Suicide Attempt Survivors in Tehran Zeinab Kouchakian[1] , Alireza Kaldi[2] , Alireza Mohsenitabrizi[3] Received: 06/4/2018 Accepted: 22/12/2018 Abstract Suicide, as a conscious action in hurting oneself causing death, is among the social issues of human society that is increasing day by day. Suicide epidemiological studies inIran have shown that attempting suicide and committing an act of suicide is increasing. Using a qualitative approach, and based on the grounded theory of the social and cultural reasons behind suicide attempt, the current study aims to investigate the interaction between the person who commits suicide and his/her family, group and society as well as its relationship with suicide attempt. Through this, the present study seeks to find a more vivid image of the relationship between [1]. Ph.D. student of Cultural Sociology, Islamic Azad University, Science and Research Branch of Tehran. [email protected] [2]. Professor of Sociology, Faculty of Social Welfare and Rehabilitation Sciences, Tehran, Iran (Corresponding Author). [email protected] [3]. Professor of Sociology, Faculty of Social Sciences, University of Tehran, Iran [email protected]
Filtering in Finance.
No full textIn this article we present an introduction to various Filtering algorithms and some of their applications to the world of Quantitative Finance. We shall first mention the fundamental case of Gaussian noises where we obtain the well-known Kalman Filter. Because of common nonlinearities, we will be discussing the Extended Kalman Filter.Commodity Prices; Term Structure; Stock Prices; Kalman Filter;
Semi-rigid floor-to-wall connections using side-framed lightweight steel structures : Concept development
No full textAuthor statement Alireza Bagheri Sabbagh: Conceptualization, Methodology, Software, Validation, Formal analysis, Investigation, Resources, Writing – original draft, Visualization, Shahabeddin Torabian: Conceptualization, Methodology, Validation, Investigation, Resources, Writing – review & editing, Visualization.Peer reviewe
Crossing the mirror into maternal waters: the ethics and aesthetics of Becoming-other in Ella Hickson’s The Writer (2018)
No full textThe past two decades of contemporary British drama have been marked by an upsurge of interest in the exploration of the ethics, aesthetics and politics of authorship along with the relational dynamics among the author, the work and audience/reader. One of the latest and paradigmatic examples of this trend is Ella Hickson’s The Writer (2018), a play informed by a queer feminist sensibility and distinguished by its aesthetics, its form, and its political critique of theatre as an institute underpinned by phallogocentric and heteronormative discourses. Accordingly, the essay will demonstrate how the queering of gender and genre are indelibly intertwined in the play. The Writer queers conventional theatrical form not only by deconstructing its “economy” and “forms” of hegemonic subjectivity, expression, and desire; but also by incorporating a surreal scene and various metatheatrical moments – to develop a more evental (or feminine) form characterised by formal transgression, abstraction, and excess. The Writer queers gender by pondering the dynamics of an evental love-sex relationship between the female writer (the protagonist) and her female lover along with a surreal experience of intimacy between the writer and mythical Semele. To effectively ponder the thematic and formal preoccupations of The Writer, this essay develops a nuanced conceptual framework whose premises include Irigaray’s “the female imaginary”, Deleuze’s “becoming-other”, Cixous’s “écriture feminine”, Lyotard’s “the figural” and Derrida’s “chora”
Le processus de volatilité : une étude de la dynamique des marchés financiers via des modèles stochastiques paramétriques de volatilité et une comparaison de l'information portée par les prix d'options
No full textIt is widely accepted today that an assumption of a constant standard-deviation for the stock-return is not realistic. Indeed the traditional Samuelson-Black-Scholes framework of a lognormal distribution fails to explain the existence of leptokurticity (fat tails) as well as the asymmetry (negative skew) observed in the stock-return distribution.Many different theories have been recently suggested to deal with this phenomenon, but they could all be classified under the title of Stochastic Volatility (SV). Popular SV models include GARCH, Jump-Diffusion, Heston and the Variance-Gamma models. Most of them use either Gaussian innovations with Poisson jumps or other Levy distributions such as Gamma or Ornstein-Uhlenbeck.One of the main difficulties while working with an SV model is that the actual instantaneous volatility is not observable in the market and therefore needs to be modeled as a hidden state.This means that in order to calibrate a model to the stock market, one needs to use a usually nonlinear and/ or non-Gaussian Filter. An alternative would be to use a Bayesian Markov-Chain Monte-Carlo approach. This calibration will then provide us with an estimation of the statistical (or real-world) distribution of the stock-return.This thesis focuses on Nonlinear and Non-Gaussian Filtering as well as the comparison between the Statistical and Risk-Neutral distributions.Il est bien connu que l'hypothèse d'une volatilité constante pour le rendement des prix d'actions est insuffisante. En effet le cadre traditionnel de Samuelson-Black-Scholes ne pourrait pas expliquer l'asymétrie de la distribution ou sa leptokurticité. Plusieurs théories ont été proposées pour expliquer ces phénomènes, mais elles pourraient toutes être considérées comme faisant partie de la théorie de la volatilité stochastique. Ces modèles incluent Heston, GARCH, Variance-Gamma et utilisent des mouvements Browniens ainsi que des sauts de Poisson ou Lévy.Une des difficultés principales de la volatilité est qu'elle n'est pas directement observable. Par conséquent, pour estimer les paramètres du modèle, on a besoin du filtrage non-linéaire. On pourrait également utiliser des méthodes Bayesiennes comme les Chaînes de Markov Monte-Carlo.Cette thèse est centrée sur les filtrages non-Gaussiens de même que sur la comparaison des distributions obtenues dans le monde réel avec celles obtenues dans le cadre risque-neutre
Deep Brain Stimulation (DBS) and Implant-friendly (IF) Mode Calculator
No full textRepository includes MATLAB codes. Raw input and and output files may be requested by emailing the author. The code that supports the findings of this study is openly available at https://github.com/AliSaMRI/DBS_IF_Mode_CalculatorThe purpose of this study is to present a strategy to calculate the implant-friendly (IF) excitation modes—which mitigate the radiofrequency (RF) heating at the contacts of deep brain stimulation (DBS) electrodes—of multi-channel RF coils at 7T.
Methods:
An induced RF current on an implantable electrode generates a scattered magnetic field whose left-handed circularly polarizing component (B1+) is approximated using a -mapping technique and subsequently utilized as a gauge for the electrode’s induced current. Using this approach, the relative induced currents due to each channel of a multi-channel RF coil on the DBS electrode were calculated. The IF modes of the corresponding multi-channel coil were determined by calculating the null space of the relative induced currents. The proposed strategy was tested and validated for unilateral and bilateral commercial DBS electrodes (directional lead, Infinity DBS system, Abbott Laboratories) placed inside a uniform phantom by performing heating and imaging studies on a 7T MRI scanner using a 16-channel transceive RF coil.
Results:
Individual IF modes nor shim solutions obtained from IF modes did not induce significant temperature increase when used for a high-power Turbo Spin Echo sequence. In contrast, shimming with the scanner’s toolbox (i.e., based on per-channel B1+ fields) resulted in a more than 2°C temperature increase for the same amount of input power.
Conclusion:
A strategy for calculating the IF modes of a multi-channel RF coil is presented. This strategy was validated using a 16-channel RF coil at 7T for unilateral and bilateral commercial DBS electrodes inside a uniform phantom.Sadeghi-Tarakameh, Alireza; DelaBarre, Lance; Zulkarnain, Nur Izzati Huda; Harel, Noam; Eryaman, Yigitcan. (2023). Deep Brain Stimulation (DBS) and Implant-friendly (IF) Mode Calculator. Retrieved from the University Digital Conservancy, https://doi.org/10.13020/h56h-bd77
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