The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distributi...The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distribution to price European options is that a fat tail can lead to a deviation in one integral required for option pricing. We use a distribution called logarithmic truncated t-distribution to price European options. A risk neutral valuation method was used to obtain a European option pricing model with logarithmic truncated t-distribution.展开更多
Fermat’s Last Theorem is a famous theorem in number theory which is difficult to prove.However,it is known that the version of polynomials with one variable of Fermat’s Last Theorem over C can be proved very concisely...Fermat’s Last Theorem is a famous theorem in number theory which is difficult to prove.However,it is known that the version of polynomials with one variable of Fermat’s Last Theorem over C can be proved very concisely.The aim of this paper is to study the similar problems about Fermat’s Last Theorem for multivariate(skew)-polynomials with any characteristic.展开更多
In this paper,we first give the general forms of skew commuting maps and skew anti-commuting maps by the Peirce decomposition on a unital ring with a nontrivial idempotent,respectively,and then,as applications,we obta...In this paper,we first give the general forms of skew commuting maps and skew anti-commuting maps by the Peirce decomposition on a unital ring with a nontrivial idempotent,respectively,and then,as applications,we obtain the concrete characterizations of all nonadditive skew(anti-)commuting maps on some operator algebras.展开更多
The purpose of this paper is to propose a new model of asymmetry for square contingency tables with ordered categories. The new model may be appropriate for a square contingency table if it is reasonable to assume an ...The purpose of this paper is to propose a new model of asymmetry for square contingency tables with ordered categories. The new model may be appropriate for a square contingency table if it is reasonable to assume an underlying bivariate t-distribution with different marginal variances having any degrees of freedom. As the degrees of freedom becomes larger, the proposed model approaches the extended linear diagonals-parameter symmetry model, which may be appropriate for a square table if it is reasonable to assume an underlying bivariate normal distribution. The simulation study based on bivariate t-distribution is given. An example is given.展开更多
In the digital world,a wide range of handwritten and printed documents should be converted to digital format using a variety of tools,including mobile phones and scanners.Unfortunately,this is not an optimal procedure...In the digital world,a wide range of handwritten and printed documents should be converted to digital format using a variety of tools,including mobile phones and scanners.Unfortunately,this is not an optimal procedure,and the entire document image might be degraded.Imperfect conversion effects due to noise,motion blur,and skew distortion can lead to significant impact on the accuracy and effectiveness of document image segmentation and analysis in Optical Character Recognition(OCR)systems.In Document Image Analysis Systems(DIAS),skew estimation of images is a crucial step.In this paper,a novel,fast,and reliable skew detection algorithm based on the Radon Transform and Curve Length Fitness Function(CLF),so-called Radon CLF,was proposed.The Radon CLF model aims to take advantage of the properties of Radon spaces.The Radon CLF explores the dominating angle more effectively for a 1D signal than it does for a 2D input image due to an innovative fitness function formulation for a projected signal of the Radon space.Several significant performance indicators,including Mean Square Error(MSE),Mean Absolute Error(MAE),Peak Signal-to-Noise Ratio(PSNR),Structural Similarity Measure(SSIM),Accuracy,and run-time,were taken into consideration when assessing the performance of our model.In addition,a new dataset named DSI5000 was constructed to assess the accuracy of the CLF model.Both two-dimensional image signal and the Radon space have been used in our simulations to compare the noise effect.Obtained results show that the proposed method is more effective than other approaches already in use,with an accuracy of roughly 99.87%and a run-time of 0.048(s).The introduced model is far more accurate and timeefficient than current approaches in detecting image skew.展开更多
Large torque can be output by the single gimbal control momentum gyroscope (SGCMG) based on the principle of the gyroscopic precession. However, the singularity is a major obstacle to successfully implement the task o...Large torque can be output by the single gimbal control momentum gyroscope (SGCMG) based on the principle of the gyroscopic precession. However, the singularity is a major obstacle to successfully implement the task of the attitude control. The singularity can be avoided by the additional variable flywheel speed of variable speed control moment gyroscopes (VSCMG). Unfortunately, some kind of singularity cannot be effectively avoided. Consequently, the output toque can be only supported by the reaction torque of the flywheel when the singularity is encountered, and the consume power that is determined by the flywheel speed and reaction torque can be greatly increased when the flywheel spin rate over one thousand revolutions per minute. In this paper, the pyramid configuration with variable skew angle of the VSCMG is considered. A new steering law for the VSCMG with variable skew angle is proposed. The singularity that cannot be avoided by the varying flywheel speed can be effectively avoided with assisting of varying the skew angle. Consequently, the requirement of flywheel torque can be reduced. At last, the optimizing VSCMG with variable skew angle can be cast as a multi-objective function with multi-constraints. The particle swarm optimization method is used to solve the optimizing problem. In summary, the VSCMG with variable skew angle can be redesigned with considering of the singularity avoidance and minimizing system power.展开更多
文摘The t-distribution has a “fat tail” feature, which is more suitable than the normal probability density function to describe the distribution characteristics of return on assets. The difficulty of using t-distribution to price European options is that a fat tail can lead to a deviation in one integral required for option pricing. We use a distribution called logarithmic truncated t-distribution to price European options. A risk neutral valuation method was used to obtain a European option pricing model with logarithmic truncated t-distribution.
基金supported by the National Natural Science Foundation of China(12131015,12071422).
文摘Fermat’s Last Theorem is a famous theorem in number theory which is difficult to prove.However,it is known that the version of polynomials with one variable of Fermat’s Last Theorem over C can be proved very concisely.The aim of this paper is to study the similar problems about Fermat’s Last Theorem for multivariate(skew)-polynomials with any characteristic.
基金supported by the National Natural Science Foundation of China (Nos.12171290,12301152)the Natural Science Foundation of Shanxi Province (No.202203021222018)。
文摘In this paper,we first give the general forms of skew commuting maps and skew anti-commuting maps by the Peirce decomposition on a unital ring with a nontrivial idempotent,respectively,and then,as applications,we obtain the concrete characterizations of all nonadditive skew(anti-)commuting maps on some operator algebras.
文摘The purpose of this paper is to propose a new model of asymmetry for square contingency tables with ordered categories. The new model may be appropriate for a square contingency table if it is reasonable to assume an underlying bivariate t-distribution with different marginal variances having any degrees of freedom. As the degrees of freedom becomes larger, the proposed model approaches the extended linear diagonals-parameter symmetry model, which may be appropriate for a square table if it is reasonable to assume an underlying bivariate normal distribution. The simulation study based on bivariate t-distribution is given. An example is given.
文摘In the digital world,a wide range of handwritten and printed documents should be converted to digital format using a variety of tools,including mobile phones and scanners.Unfortunately,this is not an optimal procedure,and the entire document image might be degraded.Imperfect conversion effects due to noise,motion blur,and skew distortion can lead to significant impact on the accuracy and effectiveness of document image segmentation and analysis in Optical Character Recognition(OCR)systems.In Document Image Analysis Systems(DIAS),skew estimation of images is a crucial step.In this paper,a novel,fast,and reliable skew detection algorithm based on the Radon Transform and Curve Length Fitness Function(CLF),so-called Radon CLF,was proposed.The Radon CLF model aims to take advantage of the properties of Radon spaces.The Radon CLF explores the dominating angle more effectively for a 1D signal than it does for a 2D input image due to an innovative fitness function formulation for a projected signal of the Radon space.Several significant performance indicators,including Mean Square Error(MSE),Mean Absolute Error(MAE),Peak Signal-to-Noise Ratio(PSNR),Structural Similarity Measure(SSIM),Accuracy,and run-time,were taken into consideration when assessing the performance of our model.In addition,a new dataset named DSI5000 was constructed to assess the accuracy of the CLF model.Both two-dimensional image signal and the Radon space have been used in our simulations to compare the noise effect.Obtained results show that the proposed method is more effective than other approaches already in use,with an accuracy of roughly 99.87%and a run-time of 0.048(s).The introduced model is far more accurate and timeefficient than current approaches in detecting image skew.
文摘Large torque can be output by the single gimbal control momentum gyroscope (SGCMG) based on the principle of the gyroscopic precession. However, the singularity is a major obstacle to successfully implement the task of the attitude control. The singularity can be avoided by the additional variable flywheel speed of variable speed control moment gyroscopes (VSCMG). Unfortunately, some kind of singularity cannot be effectively avoided. Consequently, the output toque can be only supported by the reaction torque of the flywheel when the singularity is encountered, and the consume power that is determined by the flywheel speed and reaction torque can be greatly increased when the flywheel spin rate over one thousand revolutions per minute. In this paper, the pyramid configuration with variable skew angle of the VSCMG is considered. A new steering law for the VSCMG with variable skew angle is proposed. The singularity that cannot be avoided by the varying flywheel speed can be effectively avoided with assisting of varying the skew angle. Consequently, the requirement of flywheel torque can be reduced. At last, the optimizing VSCMG with variable skew angle can be cast as a multi-objective function with multi-constraints. The particle swarm optimization method is used to solve the optimizing problem. In summary, the VSCMG with variable skew angle can be redesigned with considering of the singularity avoidance and minimizing system power.
