This paper examines movement in implied volatility with the goal of enhancing the methods of options investment in the derivatives market. Indeed, directional movement of implied volatility is forecasted by being modeled into a function of the option Greeks. The function is structured as a locally stationary model that employs a sliding window, which requires proper selection of window width an...

In this paper, we propose a novel model, named Stroke Sequence-dependent Deep Convolutional Neural Network (SSDCNN), using the stroke sequence information and eight-directional features for Online Handwritten Chinese Character Recognition (OLHCCR). On one hand, SSDCNN can learn the representation of Online Handwritten Chinese Character (OLHCC) by incorporating the natural sequence information o...

The propagation of arbitrary amplitude dust ion acoustic waves (DIAWs) in a magnetized collisional dusty plasma including hot electrons, with kappa velocity distribution for electrons, warm ions and dust particles has been studied. In the presence of immobile massive dust particulates, DIAWs have been investigated through the Sagdeev pseudo-potential method. It is demonstrated that the amplitud...

Hybrid sol-gel technology was used for fabrication of prototypes of coaxial two, three and four telescopes beam combiners for astronomical applications. These devices were designed for the astronomical J-band and have been characterized using an optical source with emission centered at 1265 nm and with a spectral FWHM of 50 nm. Interferometric characterization of the two, three and four beam co...

Chronic stroke survivors have an increased incidence of falls during walking, suggesting changes in dynamic balance control post-stroke. Despite this increased incidence of falls during walking, balance control is often studied only in standing. The purpose of this study was to quantify deficits in dynamic balance control during walking, and to evaluate the influence of visual feedback on this ...

Recently it has been shown that it is possible to achieve directional emission out of a subwavelength aperture in a periodically corrugated metallic thin film. We report on theoretical and experimental studies of a related phenomenon concerning light emitted from photonic crystal waveguides that are less than a wavelength wide. We find that the termination of the photonic crystal end facets and...

We introduce the concept of multi-directional width-bounded geometric separators and obtain an improved separator for grid graphs. This yields an improved exact algorithm for the protein folding problem in the HP-model. For a grid graph G with n grid points P , there exists a separator A ⊆ P such that A has at most 1.02074 √ n points, and G−A has two disconnected subgraphs each with at most 2 3...

As suggested by modern paleography, the width of ink traces is a powerful source of information for off-line writer identification, particularly if combined with its direction. Such measurements can be computed using simple, fast and accurate methods based on pixel contours, the combination of which forms a powerful feature for writer identification: the Quill feature. It is a probability distr...

We used the motion aftereffect (MAE) to psychophysically characterize tuning of motion perception in the human visual system. The function relating MAE strength and the range of directions present in the adapter stimulus provides information regarding the width of direction tuning of motion adaptation. We compared the directional anisotropy in MAE tuning width to the well-known oblique effect i...