Intraday volatility and market impact models in volume time are proposed. We build an intraday volatility profile to capture non-stationarity of intraday price returns and utilize a fractional Brownian motion process to measure deviations from square root scaling rule of volatility. We propose a generalized, scalable market impact model that encompasses two mainstream approaches: an aggregated ...

Generalized Discrete Fourier Transform (GDFT) with non-linear phase is a complex valued, constant modulus orthogonal function set. GDFT can be effectively used in several engineering applications, including discrete multi-tone (DMT), orthogonal frequency division multiplexing (OFDM) and code division multiple access (CDMA) communication systems. The constant modulus transforms like discrete Fou...

The paper contains primary data based analysis on the role played by Battery Operated Auto-rickshaws in urban transportation system. Different aspects of battery operated auto-rickshaw, such as energy consumption rate, transport related emission attenuation rate, potentials of generating income and employment, trip characteristics, problems associated etc have been explored with a view to provi...

Several position-based routing protocols have been developed for mobile ad hoc networks. Many of these protocols assume that a location service is available which provides location information on the nodes in the network. This paper introduces a new schema in management of mobile nodes location in mobile ad hoc networks. Fuzzy logic optimization is applied to a better management of location upd...

given a mapping $f:xto x$ we naturally associate to it a monotonic map $gg_f:exp xto exp x$ from the power set of $x$ into itself, thus inducing a generalized topology on $x$. in this paper we investigate some properties of generalized topologies which are defined by such a procedure.

We propose a deep structure encoder using Volterra Neural Networks (VNNs) to seek latent representation of multi-modal data whose features are jointly captured by union subspaces. The so-called self-representation embedding the codes leads simplified fusion which is driven similarly constructed decoding. Filter architecture achieved reduction in parameter complexity primarily due controlled non...

Thomas Karcher Institute for Program Structures and Data Organization Karlsruhe Institute of Technology 76128 Karlsruhe, Germany [email protected] Christopher Guckes Institute for Program Structures and Data Organization Karlsruhe Institute of Technology 76128 Karlsruhe, Germany [email protected] Walter F. Tichy Institute for Program Structures and Data Organization Karlsruhe Institute...

Service-oriented architectures (SOA) and, in particular, Web Services designs are widely adopted for the development of interoperable systems. In a dynamic scenario, a composed service may exploit component services in order to complete its task; composed services are variously distributed, and offered by different providers in different security domains and under different load conditions. So,...