Measuring the rate of return is an important issue for theory and practice of investments in the stock market. A common measure for rate of return is the logarithm of the ratio of successive prices (LogRatio). In this paper it is shown that LogRatio as well as arithmetic return rate (Ratio) have several disadvantages. As an alternative relative differences (RelDiff) are proposed to measure retu...

1 CERFACS, 42 Avenue Gaspard Coriolis, 31057 Toulouse Cedex 1, France ([email protected]). 2 The University of Tennessee, Department of Computer Science, 1122 Volunteer Blvd., Knoxville, TN 37996-3450, USA ([email protected]). 3 Institute of Computer Science, Academy of Sciences of the Czech Republic, Pod vodárenskou věž́ı 2, CZ-182 07 Prague 8, Czech Republic ([email protected]). 4 Heinrich-Heine-...

Many problems in applied and numerical analysis eventually boil down to solving large systems of linear algebraic equations. Since the matrices and right-hand sides of such systems are typically the result of (sometimes extensive) computations, they are subject to an unavoidable level of noise caused by the rounding errors committed during their generation. It is then a matter of practical conc...

News media typically present biased accounts of news stories, and different publications present different angles on the same event. In this research, we investigate how different publications differ in their approach to stories about climate change, by examining the sentiment and topics presented. To understand these attitudes, we find sentiment targets by combining Latent Dirichlet Allocation...

Abstract. We construct, analyze and numerically validate a class of conservative, discontinuous Galerkin schemes for the Generalized Korteweg-de Vries equation. Up to round-off error, these schemes preserve discrete versions of the first two invariants (the integral of the solution, usually identified with the mass, and the L–norm) of the continuous solution. Numerical evidence is provided indi...

In this paper, we focus on topic-based microblog sentiment classification task that classify the microblog’s sentiment polarities toward a specific topic. Most of the existing approaches for sentiment analysis usually adopt the target-independent strategy, which may assign irrelevant sentiments to the given topic. In this paper, we leverage the non-negative matrix factorization to get the relev...

Results of current web image search engines are very noisy, that is, when we ask for a specific object, we are not ensured that this object is contained in all the images returned by the search engines: about 50% of the images returned are off-topic. In this paper, we explain how knowing the color of an object can help locating the object in images, and we also propose methods to automatically ...

In this note is presented a method, given nodal values on multidimensional nonconforming spectral elements, for calculating global Fourier-series coefficients. This method is “exact” in that given the approximation inherent in the spectral-element method (SEM), no further approximation is introduced that exceeds computer round-off error. The method is very useful when the SEM has yielded an ada...

Background Evaluation of anti-mullerian hormone (AMH) cut-off levels in assisted reproductive technology (ART) as predictive factor for individualization of stimulation protocols and to avoid ovarian hyperstimulation syndrome (OHSS). MaterialsAndMethods In a retrospective study, 177 infertile patients were assessed for AMH in serum and follicular fluid (FF) on the day of follicular puncture (FP...