The paper econometricallyestimate investors‘ optimal portfolios are independent of their investmenthorizon. When ex ante diversification is investigated there appears to be no evidence of increased demand for equity over a longer investment horizons in India. That is, in India we obtain a flat equity profile over the investment horizons.Therefore, the mean-aversion in fixed-income explains the ...

In this paper, a new class of frequency hopping sequences (FHSs) of length p is constructed by using Ding-Helleseth generalized cyclotomic classes of order 2, of which the Hamming autoand crosscorrelation functions are investigated (for the Hamming cross-correlation, only the case p ≡ 3 (mod 4) is considered). It is shown that the set of the constructed FHSs is optimal with respect to the avera...

| The nonlinear recursive di erence equations of second order bandpass Delta-Sigma modulator with sinusoidal inputs are solved. The results indicate that quantization error is neither uniformly distributed nor white. The autocorrelation of quantization error is symmetric but does not vanish as correlation index increased. The study of crosscorrelation between quantization error and sinusoidal i...

Estimation of motion has many applications in fluid analysis. Lots of work has been carried out using Particle Image Velocimetry to design experiments which capture and measure the flow motion using 2D images. Recent technological advances allow capturing 3D PIV image sequences of moving particles. In this context, we propose a 3D motion estimation technique based on the combination of an itera...

In the paper, we present a new class of orthogonal bipolar spreading sequences designed based on Goethals-Seidel construction with negacyclic matrices. The sequences can be designed for any length equal to 4 (mod 8), and possess good correlation properties. In particular, their aperiodic autocorrelation characteristics are very good. That can be traded off for improvement in the crosscorrelatio...

We propose a method to detect adhoc meeting based on crosscorrelation between audio feature data, which are collected from personal mobile terminals. This method can detect whether there is conversation between each pair of users without raw audio data. Through a two-day evaluation with eight users, we found our method could detect meeting contexts with 0.9 F-measures on average. We also introd...

Based on our analysis of long-term (2015–2021) observations carried out at a registration spot in the park named after Yu. A. Gagarin (Simferopol, Crimea), patterns were revealed spatial distribution burrows Common hamster (Cricetus cricetus L., 1758) depending state tree and shrub layer, as well disturbance factors. It is shown that leading factor influencing location trees, total number mainl...

Cross-correlation interference introduced by stronger GPS signals constitutes a major problem in acquisition and tracking. For instance, the presence of a single strong GPS signal can mask other weak signals in indoor positioning. Furthermore, the use of GPS pseudolite can also cause near-far problem due to its proximity to the GPS receiver. The weak signal acquisition and tracking should also ...

The letter presents a theoretical analysis on a performance index for chaotic spreading sequences, which characterizes the multiple access interference introduced by crosscorrelation of a sequence set in asynchronous DS/CDMA systems. Using the ergodic theory, is expressed in terms of ensemble-averaged autocorrelation functions and simple explicit formulae for are obtained, under the assumption ...

The performance of a D-sequence based Direct Sequence CDMA system over an additive white Gaussian noise (AWGN) channel is analyzed. The results indicate a superior performance for this system over a PN sequence based CDMA system when a set of D-sequences with zero or near-zero crosscorrelation is employed. Results are presented for a set of six synchronous users, where each user’s signal uses a...