This paper investigates association between portfolio returns and higher-order systematic co-moments at different timescales obtained through wavelet multiscalinga technique that decomposes a given return series into different timescales enabling investigation at different return intervals. For some portfolios, the relative risk positions indicated by systematic co-moments at higher timescales ...

The Trace transform is a generalisation of the Radon transform that allows one to construct image features that do not necessarily have meaning in terms of human perception, but they measure different image characteristics. The ability of producing thousands of features from an image allows one to be selective as to which are appropriate for a particular task. In this paper we propose the use o...

Feature weighing methods are commonly used to find the relative significance among a set of features that are effectively used by the retrieval methods to search image sequences efficiently from large databases. As evidenced in the current literature, dynamic textures (image sequences with regular motion patterns) can be effectively modelled by a set of spatial and temporal motion distribution ...

The spin reversal of nanostructured Co/Pd multilayers by varying the number of repeats has been investigated quantitatively. The magnetization viscosity measurement and the direct observation of the time-dependent spin reversal patterns showed that their reversal behavior gradually changed from wall-motion dominant to nucleation dominant by increasing the number of repeats. Both the wall-motion...

In this paper, we present a structural and statistical approach for texture classification. It can achieve with a higher accuracy rate comparing to the Spatial Gray Level Dependence (SGLD) method and Laws' method. Our method uses the previously proposed operator, the Surface-Shape operator (SS-operator), for describing topographic structure of texture images. The SS-operator describes shape of ...

image retrieval is an important research field which has received great attention in the last decades. in this paper, we present an approach for the image retrieval based on the combination of text-based and content-based features. for text-based features, keywords and for content-based features, color and texture features have been used. query in this system contains some keywords and an input...

In this paper we investigate the effect of the illuminant tilt rotation over surface textures by analysing a set of image texture features extracted from the co-occurrence matrix. From the behaviour of each texture feature, a simple method able to predict the illuminant tilt angle of test images is developed. Moreover, the method is also used to perform a texture classification invariant to the...