Competitive behavior induced OWA operator and the weighting method

In the present paper, we test the benefit of using Markov-Switching models and volatility futures diversification in a Euro-based stock portfolio. With weekly data of the Eurostoxx 50 (ESTOXX50) stock index, we forecasted the smoothed regime-specific probabilities at T + 1 and used them as the weighting method of a diversified portfolio in ESTOXX50 and ESTOSS50 volatility index (VSTOXX) futures. With the estimated smoothed probabilities from 9 July 2009 to 29 September 2020, we simulated the performance of three theoretical investors who paid different trading costs and invested in ESTOXX50 during calm periods (low volatility regime) or VSTOXX futures and the three-month German treasury bills in distressed or highly distressed periods (high and extreme volatility regimes). Our results suggest that diversification benefits hold in the short-term, but if a given investor manages a two-asset portfolio with ESTOXX50 and our simulated portfolios, the stock portfolio’s performance is enhanced significantly, in the long term, with the presence of trading costs. These results are of use to practitioners for algorithmic and active trading applications in ESTOXX50 ETFs and VSTOXX futures.

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Weakly-Supervised Recommended Traversable Area Segmentation Using Automatically Labeled Images for Autonomous Driving in Pedestrian Environment with No Edges

Sensors ◽

10.3390/s21020437 ◽

2021 ◽

Vol 21 (2) ◽

pp. 437

Author(s):

Yuya Onozuka ◽

Ryosuke Matsumi ◽

Motoki Shino

Keyword(s):

Visual Information ◽

Data Augmentation ◽

Semantic Segmentation ◽

Autonomous Driving ◽

Weighting Method ◽

Personal Mobility ◽

Human Understanding ◽

Autonomous Mobility ◽

Weakly Supervised ◽

Traffic Rules

Detection of traversable areas is essential to navigation of autonomous personal mobility systems in unknown pedestrian environments. However, traffic rules may recommend or require driving in specified areas, such as sidewalks, in environments where roadways and sidewalks coexist. Therefore, it is necessary for such autonomous mobility systems to estimate the areas that are mechanically traversable and recommended by traffic rules and to navigate based on this estimation. In this paper, we propose a method for weakly-supervised recommended traversable area segmentation in environments with no edges using automatically labeled images based on paths selected by humans. This approach is based on the idea that a human-selected driving path more accurately reflects both mechanical traversability and human understanding of traffic rules and visual information. In addition, we propose a data augmentation method and a loss weighting method for detecting the appropriate recommended traversable area from a single human-selected path. Evaluation of the results showed that the proposed learning methods are effective for recommended traversable area detection and found that weakly-supervised semantic segmentation using human-selected path information is useful for recommended area detection in environments with no edges.

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Evaluation and research on site selection scheme of high-speed railway station based on binary semantic combination weighting method

IOP Conference Series Materials Science and Engineering ◽

10.1088/1757-899x/688/2/022040 ◽

2019 ◽

Vol 688 ◽

pp. 022040

Author(s):

Xilin Li ◽

Long Chen

Keyword(s):

Site Selection ◽

High Speed ◽

Weighting Method ◽

Railway Station ◽

High Speed Railway ◽

Selection Scheme ◽

Combination Weighting Method

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Compressed sensing image restoration algorithm based on improved SURF operator

Open Physics ◽

10.1515/phys-2018-0124 ◽

2018 ◽

Vol 16 (1) ◽

pp. 1033-1045

Author(s):

Guodong Zhou ◽

Huailiang Zhang ◽

Raquel Martínez Lucas

Keyword(s):

Compressed Sensing ◽

Image Restoration ◽

Feature Vector ◽

Optimization Method ◽

Image Feature ◽

Diffusion Method ◽

Local Similarity ◽

Weighting Method ◽

Data Smoothing ◽

Restoration Algorithm

Abstract Aiming at the excellent descriptive ability of SURF operator for local features of images, except for the shortcoming of global feature description ability, a compressed sensing image restoration algorithm based on improved SURF operator is proposed. The SURF feature vector set of the image is extracted, and the vector set data is reduced into a single high-dimensional feature vector by using a histogram algorithm, and then the image HSV color histogram is extracted.MSA image decomposition algorithm is used to obtain sparse representation of image feature vectors. Total variation curvature diffusion method and Bayesian weighting method perform image restoration for data smoothing feature and local similarity feature of texture part respectively. A compressed sensing image restoration model is obtained by using Schatten-p norm, and image color supplement is performed on the model. The compressed sensing image is iteratively solved by alternating optimization method, and the compressed sensing image is restored. The experimental results show that the proposed algorithm has good restoration performance, and the restored image has finer edge and texture structure and better visual effect.

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Spatial Distribution of Soil Nutrients in Farmland in a Hilly Region of the Pearl River Delta in China Based on Geostatistics and the Inverse Distance Weighting Method

Agriculture ◽

10.3390/agriculture11010050 ◽

2021 ◽

Vol 11 (1) ◽

pp. 50

Author(s):

Rumi Wang ◽

Runyan Zou ◽

Jianmei Liu ◽

Luo Liu ◽

Yueming Hu

Keyword(s):

Spatial Distribution ◽

Pearl River Delta ◽

Pearl River ◽

Weighting Method ◽

Farmland Protection ◽

The Pearl River Delta ◽

Hilly Region ◽

Distance Weighting ◽

The Pearl River ◽

Inverse Distance

Soil nutrients are essential factors that reflect farmland quality. Nitrogen, phosphorus, and potassium are essential elements for plants, while silicon is considered a “quasi-essential” element. This study investigated the spatial distribution of plant nutrients in soil in a hilly region of the Pearl River Delta in China. A total of 201 soil samples were collected from farmland topsoil (0–20 cm) for the analysis of total nitrogen (TN), available phosphorus (AP), available potassium (AK), and available silicon (ASi). The coefficients of variation ranged from 47.88% to 76.91%. The NSRs of TN, AP, AK, and ASi were 0.15, 0. 07, 0.12, and 0.13, respectively. The NSRs varied from 0.02 to 0.20. All variables exhibited weak spatial dependence (R2 < 0.5), except for TN (R2 = 0.701). After comparing the prediction accuracy of the different methods, we used the inverse distance weighting method to analyze the spatial distribution of plant nutrients in soil. The uniform spatial distribution of AK, TN overall showed a trend of increasing from northeast to southwest, and the overall spatial distribution of AP and ASi showed that the northeast was higher than the southwest. This study provides support for the delimitation of basic farmland protection areas, the formulation of land use spatial planning, and the formulation of accurate farmland protection policies.

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A Study of OWA Operators Learned in Convolutional Neural Networks

Applied Sciences ◽

10.3390/app11167195 ◽

2021 ◽

Vol 11 (16) ◽

pp. 7195

Author(s):

Iris Dominguez-Catena ◽

Daniel Paternain ◽

Mikel Galar

Keyword(s):

Neural Networks ◽

Convolutional Neural Networks ◽

Practical Method ◽

Local Information ◽

Weighted Averaging ◽

Global Information ◽

Owa Operator ◽

Owa Operators ◽

Ordered Weighted Averaging

Ordered Weighted Averaging (OWA) operators have been integrated in Convolutional Neural Networks (CNNs) for image classification through the OWA layer. This layer lets the CNN integrate global information about the image in the early stages, where most CNN architectures only allow for the exploitation of local information. As a side effect of this integration, the OWA layer becomes a practical method for the determination of OWA operator weights, which is usually a difficult task that complicates the integration of these operators in other fields. In this paper, we explore the weights learned for the OWA operators inside the OWA layer, characterizing them through their basic properties of orness and dispersion. We also compare them to some families of OWA operators, namely the Binomial OWA operator, the Stancu OWA operator and the exponential RIM OWA operator, finding examples that are currently impossible to generalize through these parameterizations.

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