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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

Intelligent Market-Making in Artificial Financial Markets

Das, Sanmay 01 June 2003 (has links)
This thesis describes and evaluates a market-making algorithm for setting prices in financial markets with asymmetric information, and analyzes the properties of artificial markets in which the algorithm is used. The core of our algorithm is a technique for maintaining an online probability density estimate of the underlying value of a stock. Previous theoretical work on market-making has led to price-setting equations for which solutions cannot be achieved in practice, whereas empirical work on algorithms for market-making has focused on sets of heuristics and rules that lack theoretical justification. The algorithm presented in this thesis is theoretically justified by results in finance, and at the same time flexible enough to be easily extended by incorporating modules for dealing with considerations like portfolio risk and competition from other market-makers. We analyze the performance of our algorithm experimentally in artificial markets with different parameter settings and find that many reasonable real-world properties emerge. For example, the spread increases in response to uncertainty about the true value of a stock, average spreads tend to be higher in more volatile markets, and market-makers with lower average spreads perform better in environments with multiple competitive market-makers. In addition, the time series data generated by simple markets populated with market-makers using our algorithm replicate properties of real-world financial time series, such as volatility clustering and the fat-tailed nature of return distributions, without the need to specify explicit models for opinion propagation and herd behavior in the trading crowd.

A Biological Model of Object Recognition with Feature Learning

Louie, Jennifer 01 June 2003 (has links)
Previous biological models of object recognition in cortex have been evaluated using idealized scenes and have hard-coded features, such as the HMAX model by Riesenhuber and Poggio [10]. Because HMAX uses the same set of features for all object classes, it does not perform well in the task of detecting a target object in clutter. This thesis presents a new model that integrates learning of object-specific features with the HMAX. The new model performs better than the standard HMAX and comparably to a computer vision system on face detection. Results from experimenting with unsupervised learning of features and the use of a biologically-plausible classifier are presented.

Range Segmentation Using Visibility Constraints

Taycher, Leonid, Darrell, Trevor 01 September 2001 (has links)
Visibility constraints can aid the segmentation of foreground objects observed with multiple range images. In our approach, points are defined as foreground if they can be determined to occlude some {em empty space} in the scene. We present an efficient algorithm to estimate foreground points in each range view using explicit epipolar search. In cases where the background pattern is stationary, we show how visibility constraints from other views can generate virtual background values at points with no valid depth in the primary view. We demonstrate the performance of both algorithms for detecting people in indoor office environments.

Exploring Vision-Based Interfaces: How to Use Your Head in Dual Pointing Tasks

Darrell, Trevor, Checka, Neal, Oh, Alice, Morency, Louis-Philippe 01 January 2002 (has links)
The utility of vision-based face tracking for dual pointing tasks is evaluated. We first describe a 3-D face tracking technique based on real-time parametric motion-stereo, which is non-invasive, robust, and self-initialized. The tracker provides a real-time estimate of a ?frontal face ray? whose intersection with the display surface plane is used as a second stream of input for scrolling or pointing, in paral-lel with hand input. We evaluated the performance of com-bined head/hand input on a box selection and coloring task: users selected boxes with one pointer and colors with a second pointer, or performed both tasks with a single pointer. We found that performance with head and one hand was intermediate between single hand performance and dual hand performance. Our results are consistent with previously reported dual hand conflict in symmetric pointing tasks, and suggest that a head-based input stream should be used for asymmetric control.

Advanced Programming Language Features for Executable Design Patterns "Better Patterns Through Reflection

Sullivan, Gregory T. 22 March 2002 (has links)
The Design Patterns book [GOF95] presents 24 time-tested patterns that consistently appear in well-designed software systems. Each pattern is presented with a description of the design problem the pattern addresses, as well as sample implementation code and design considerations. This paper explores how the patterns from the "Gang of Four'', or "GOF'' book, as it is often called, appear when similar problems are addressed using a dynamic, higher-order, object-oriented programming language. Some of the patterns disappear -- that is, they are supported directly by language features, some patterns are simpler or have a different focus, and some are essentially unchanged.

Implementing Universal Computation in an Evolutionary System

Werfel, Justin 01 July 2002 (has links)
Evolutionary algorithms are a common tool in engineering and in the study of natural evolution. Here we take their use in a new direction by showing how they can be made to implement a universal computer. We consider populations of individuals with genes whose values are the variables of interest. By allowing them to interact with one another in a specified environment with limited resources, we demonstrate the ability to construct any arbitrary logic circuit. We explore models based on the limits of small and large populations, and show examples of such a system in action, implementing a simple logic circuit.

Multiple Resolution Image Classification

Bouvrie, Jake V. 01 December 2002 (has links)
Binary image classifiction is a problem that has received much attention in recent years. In this paper we evaluate a selection of popular techniques in an effort to find a feature set/ classifier combination which generalizes well to full resolution image data. We then apply that system to images at one-half through one-sixteenth resolution, and consider the corresponding error rates. In addition, we further observe generalization performance as it depends on the number of training images, and lastly, compare the system's best error rates to that of a human performing an identical classification task given teh same set of test images.

Swimming in Space-Time

Wisdom, Jack 01 November 2002 (has links)
Cyclic changes in the shape of a quasi-rigid body on a curved manifold can lead to net translation and/or rotation of the body in the manifold. Presuming space-time is a curved manifold as portrayed by general relativity, translation in space can be accomplished simply by cyclic changes in the shape of a body, without any thrust or external forces.

Leveraging Learning and Language Via Communication Bootstrapping

Beal, Jacob 17 March 2003 (has links)
In a Communication Bootstrapping system, peer components with different perceptual worlds invent symbols and syntax based on correlations between their percepts. I propose that Communication Bootstrapping can also be used to acquire functional definitions of words and causal reasoning knowledge. I illustrate this point with several examples, then sketch the architecture of a system in progress which attempts to execute this task.

Light Field Morphable Models

Christoudias, Chris Mario, Morency, Louis-Philippe, Darrell, Trevor 18 April 2003 (has links)
Statistical shape and texture appearance models are powerful image representations, but previously had been restricted to 2D or simple 3D shapes. In this paper we present a novel 3D morphable model based on image-based rendering techniques, which can represent complex lighting conditions, structures, and surfaces. We describe how to construct a manifold of the multi-view appearance of an object class using light fields and show how to match a 2D image of an object to a point on this manifold. In turn we use the reconstructed light field to render novel views of the object. Our technique overcomes the limitations of polygon based appearance models and uses light fields that are acquired in real-time.

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