Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of Europ...Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.展开更多
针对无人机场景下行人重识别所呈现的多视角多尺度特点,以及传统的基于卷积神经网络的行人重识别算法受限于局部感受野结构和下采样操作,很难对行人图像的全局特征进行提取且图像空间特征分辨率不高。提出一种无人机场景下基于Transfor...针对无人机场景下行人重识别所呈现的多视角多尺度特点,以及传统的基于卷积神经网络的行人重识别算法受限于局部感受野结构和下采样操作,很难对行人图像的全局特征进行提取且图像空间特征分辨率不高。提出一种无人机场景下基于Transformer的轻量化行人重识别(Lightweight Transformer-based Person Re-Identification,LTReID)算法,利用多头多注意力机制从全局角度提取人体不同部分特征,使用Circle损失和边界样本挖掘损失,以提高图像特征提取和细粒度图像检索性能,并利用快速掩码搜索剪枝算法对Transformer模型进行训练后轻量化,以提高模型的无人机平台部署能力。更进一步,提出一种可学习的面向无人机场景的空间信息嵌入,在训练过程中通过学习获得优化的非视觉信息,以提取无人机多视角下行人的不变特征,提升行人特征识别的鲁棒性。最后,在实际的无人机行人重识别数据库中,讨论了在不同量级主干网和不同剪枝率情况下所提LTReID算法的行人重识别性能,并与多种行人重识别算法进行了性能对比,结果表明了所提算法的有效性和优越性。展开更多
文摘Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.
文摘依据FFT→优化窗→IFFT思路,突破线性时频变换的窗函数积分性能桎梏,实现高性能优化窗函数的线性时频变换应用,建立新型时频变换算法——K-S变换.对信号x(t)的FFT频谱向量进行频移处理后,与该频移点下Kaiser优化窗的频谱向量进行Hadamard乘积,再将乘积结果进行FFT逆变换(IFFT),构造出K-S变换复时频矩阵,由此获得x(t)的时间-频率-幅值、时间-频率-相位三维信息;给出逆变换的数学推导与局部性质、线性性质和变分辨率特性;0~150 kHz电网的稳态与时变超谐波信号仿真实验表明,K-S变换的时域、频域分辨能力均优于流行的短时傅里叶变换、S变换,具有优良的变分辨率性能;0~40 kHz超谐波信号的实测证明,基于K-S变换的超谐波电压幅值测量绝对误差均小于0.032 3 V.
文摘针对无人机场景下行人重识别所呈现的多视角多尺度特点,以及传统的基于卷积神经网络的行人重识别算法受限于局部感受野结构和下采样操作,很难对行人图像的全局特征进行提取且图像空间特征分辨率不高。提出一种无人机场景下基于Transformer的轻量化行人重识别(Lightweight Transformer-based Person Re-Identification,LTReID)算法,利用多头多注意力机制从全局角度提取人体不同部分特征,使用Circle损失和边界样本挖掘损失,以提高图像特征提取和细粒度图像检索性能,并利用快速掩码搜索剪枝算法对Transformer模型进行训练后轻量化,以提高模型的无人机平台部署能力。更进一步,提出一种可学习的面向无人机场景的空间信息嵌入,在训练过程中通过学习获得优化的非视觉信息,以提取无人机多视角下行人的不变特征,提升行人特征识别的鲁棒性。最后,在实际的无人机行人重识别数据库中,讨论了在不同量级主干网和不同剪枝率情况下所提LTReID算法的行人重识别性能,并与多种行人重识别算法进行了性能对比,结果表明了所提算法的有效性和优越性。