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Dynamic Asset Allocation Using Trading Agent

Dynamic Asset Allocation Using Trading Agent

引用

2023 International Conference on Consumer Electronics - Taiwan, ICCE-Taiwan 2023

作者： You, Shingchern D. Liu, Chien-Hung Yen, Ching-Cheng National Taipei Universiyt of Technology Dept. of Computer Science and Information Engineering Taipei Taiwan

ISBN: (纸本)9798350324174

We study the use of PPO (Proximal Policy Optimization) algorithm for trading ETFs belonging to different asset classes. The studied asset classes include common stocks, bonds, REIT (Real Estate Investment Trust), gold, and future contracts on agricultural commodities. When properly training the PPO agent with the proposed ratio allocation strategy, the agent outperforms the static, periodical rebalancing approach. © 2023 IEEE.

关键词： Investments

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Aerogel defect detection using terahertz waves 11

Aerogel defect detection using terahertz waves

引用

Infrared, Millimeter-Wave, and Terahertz Technologies XI 2024

作者： Maa, Yehao Shen, Liran Cao, Yuqi Hou, Dibo Zhang, Guangxin State Key Laboratory of Industrial Control Technology Dept. of Control Science and Engineering Zhejiang University Hangzhou310027 China Robotics Institute Ningbo University of Technology Ningbo315211 China

ISBN: (数字)9781510682238

ISBN: (纸本)9781510682221

Aerogel is known as super insulation materials and has already been applied to manufacture thermal protection parts of aerospace equipment. Terahertz (THz) wave has good penetration to non-metallic and non-polar materials. To explore its potential in aerogel defect detection, the absorption coefficient and refractive index of aerogel were studied. As a result, the absorption spectrum of aerogel has not obvious absorption peak, and THz wave has great penetration for aerogel. Additionally, two aerogel samples with different sizes of defects were imaged with two time domain parameters (pulse peak and pulse valley) and two frequency domain parameters (absorption coefficient and refractive index). In contrast to other three parameters, the refractive index presents the greatest performance in defect detection, defects in the aerogel can be observed more clearly through the refractive index. The study is of key importance for THz wave in nondestructive testing for aerogel, offering a rapid and non-destructive detection method for aerogel defects. © 2024 SPIE.

关键词： Refractive index

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Reflection Coefficient Measurement in a Real Room for 300 GHz Indoor Wireless Communication Systems

Reflection Coefficient Measurement in a Real Room for 300 GH...

引用

2023 IEEE International Symposium on Antennas and Propagation, ISAP 2023

作者： Cho, Keizo Ohashi, Makoto Hirata, Akihiko Dept. of Information and Communication Systems Engineering Chiba Institute of Technology Chiba Narashino Japan

This paper reports the results of evaluating the reflection coefficients of walls, windows and fixtures in an actual indoor environments by measurement in order to investigate the reflection paths that can be used for... 详细信息

ISBN: (纸本)9798350341140

关键词： indoor reflection coefficient measurement Sub Terahertz

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Vehicle Detection in Parking Lots 5

Vehicle Detection in Parking Lots

引用

5th IEEE International Conference on Advances in Computing, Communication control and Networking, ICAC3N 2023

作者： Kaur, Surinder Nagi, Tavleen K. Tomar, Abhishek Jain, Deepanshi Kumar, Mahesh Singh, Neetu Bharati Vidyapeeth's College Of Engineering Dept. Information Technology New Delhi India

ISBN: (纸本)9798350330861

Following the rapid increase in car ownership, many cities are experiencing a shortage of parking spaces due to an imbalance between the supply and demand for parking, which can be seen as the root cause of city parking issues. This mismatch is partly a result of poor land use planning and incorrect estimates of the amount of space needed in the early stages of development. There are many common parking issues, including a lack of parking spaces, exorbitant parking fees, and traffic backups caused by people looking for parking. Through the course of our research project, convolutional neural networks based on YOLOv5 is used to detect cars in parking lot. The images are taken from different angles and different light settings to ensure the model has been trained accurately. The highest accuracy was for YOLOv5 with an accuracy score of 85.12%. © 2023 IEEE.

关键词： Land use

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Embedding Clustering using Lightweight Contrastive Learning for Cross-Modal Classification 8

Embedding Clustering using Lightweight Contrastive Learning ...

引用

8th International Conference on Computer and Communication Systems, ICCCS 2023

作者： Amendola, José Cenkaramaddi, Linga Reddy Jha, Ajit University of Agder Dept. of Engineering Sciences Grimstad Norway University of Agder Dept. of Information and Communication Technology Grimstad Norway

ISBN: (纸本)9781665456128

Deep learning models excel at computer vision tasks, but they require a lot of memory and computation power. Thermal image classification has gained popularity due to the robustness of this modality in the face of adverse weather and lighting conditions. Images from both visible and/or thermal modalities, on the other hand, must frequently be processed in memory constrained environments, such as embedded edge applications. We propose a novel cross-modal constrastive learning model with a novel objective function that learns and averages mappings from both visible and thermal modalities into a shared embedding space for cross-modal data clustering and classification. A lightweight architecture is used to generate embedding from images in both modalities, and the proposed algorithm yields cross-modal centroids that can be efficiently used for clustering and classification in either modality. We demonstrate the model's accuracy by running experiments on a dataset that contains both thermal and visible counterparts of the same objects. © 2023 IEEE.

关键词： Embeddings

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Soteria: A Blockchain Assisted Lightweight and Efficient Certificateless Handover Authentication Mechanism for VANET 3

Soteria: A Blockchain Assisted Lightweight and Efficient Cer...

引用

3rd International Conference on Advances in Computing, Communication, Embedded and Secure Systems, ACCESS 2023

作者： Anilkumar, Sreelakshmi Rafeek, Jassim Dept. of Information Technology Govt. Engineering College Barton Hill Thiruvananthapuram India

ISBN: (纸本)9798350346169

Soteria is a blockchain-based authentication mechanism for vehicular ad-hoc networks (VANETs). It aims to enhance the security and efficiency of VANETs by using blockchain technology to authenticate the identity of vehicles and the messages they exchange during handover. The Soteria system is designed to be lightweight and highly efficient, using an authentication factor (AF) instead of traditional certificates to identify authenticated vehicles. This certificateless approach significantly reduces computational costs, increases speed, and decreases storage requirements, leading to improved performance and reliability for VANETs during handover. By combining the benefits of blockchain technology with a certificateless authentication scheme, Soteria has the potential to revolutionize the security and efficiency of VANETs. © 2023 IEEE.

关键词： Authentication

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The smart computation of multi-organ spreading analysis of COVID-19 using fuzzy based logical controller

The smart computation of multi-organ spreading analysis of C...

引用

2023 IEEE technology and engineering Management Conference - Asia Pacific, TEMSCON-ASPAC 2023

作者： Gorantla, Venkata Ashok K Sriramulugari, Shiva Kumar Mewada, Amit Hasmukhbhai Gupta, Ketan Kiruthiga, T. University of the Cumberlands Dept. of Information Technology WilliamsburgKY United States Vetri Vinayaha College of Engineering and Technology Dept. of Ece Trichy India

ISBN: (纸本)9798350384659

This study uses a fuzzy-based logical controller to compute the multiorgan spreading analysis of COVID-19 in a novel way. The proposed method combines the use of fuzzy logic and artificial intelligence to generate an accurate and reliable prediction system to detect the pattern of the disease. The model is able to analyze the patient's data and predict the probability of organ involvement. The fuzzy logical reasoning system can analyze the patient's symptoms and laboratory results and make an informed decision regarding the probability of COVID-19. The fuzzy logic-based system is also capable of recommending the best suitable treatments, preventions and preventative measures for a particular case. The proposed system is evaluated through a comprehensive experimental study using real-time data from the hospitals. The findings demonstrated the high accuracy of the suggested strategy, which may be applied to give prompt and trustworthy diagnosis and support decision-making throughout the pandemic. © 2023 IEEE.

关键词： COVID-19

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Optical fiber sensor for arterial pulse pressure waveform measurement 23

Optical fiber sensor for arterial pulse pressure waveform me...

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23rd Slovak-Czech-Polish Optical Conference on Wave and Quantum Aspects of Contemporary Optics

作者： Martinček, Ivan Tarjányiová, Gabriela Dept. of Physics Faculty of Electrical Engineering and Information Technology University of Žilina Univerzitná 8215/1 Žilina010 26 Slovakia

ISBN: (数字)9781510688094

ISBN: (纸本)9781510688087

In the paper, we describe the construction of a sensor for measuring the arterial pulse waveform using the method of applanation tonometry and demonstrate its practical use. The sensor works on the principle of detecting an optical signal that arises due to the two-beam interference of beams reflected within the Fabry-Perot cavity, which is created at the end of the optical fiber. One of the two reflecting surfaces of the Fabry-Perot cavity is formed by an elastic membrane. An innovative solution to the construction of the sensor is created using two coaxial tubes, the inner one of which contains an optical fiber, and the outer one carries an elastic membrane. The tubes can be moved in the direction of their axes to set the sensor's optimal sensitivity. The sensor's size enables locating the cardiovascular system's arterial pulse points, even by pushing into the tissues at the level of a few millimeters. We demonstrate the way of using the described sensor by measuring the interference optical signal on the carotid and radial arteries. © 2025 SPIE.

关键词： Fabry-Perot interferometers

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A Machine Learning Model for Prediction of Parkinson's Disease using Vocal Features 6

A Machine Learning Model for Prediction of Parkinson's Disea...

引用

6th IEEE International Conference on Advances in Science and technology, ICAST 2023

作者： Bangal, Snigdha Pawade, Dipti Thakkar, Malay Lande, Viraj De, Neelanjaan Dedhia, Bharat K. J Somaiya College of Engineering Dept. of Information Technology Mumbai India

ISBN: (纸本)9798350359817

Parkinson's disease is a progressive neurological disorder which affects motor skills and is characterized by symptoms such as muscle rigidity, tremors and difficulties in maintaining equilibrium and coordination. Detecting Parkinson's disease involves analyzing the patient's medical background and conducting multiple imaging tests like MRI, Computed Tomography, and DaTscan, along with physical and neurological assessments. All these steps are essential to validate a definitive diagnosis. Recent researches have proved that speech variations in speech can be considered as a quantifiable indicator to detect Parkinson's disease in its early *** method is both non-invasive and economically efficient in contrast to alternative diagnostic procedures. To achieve a speech-based diagnosis system, we have tried a feature selection algorithm in combination with classification algorithms and a stacking classifier to combine these base models. In the process of feature selection, we have applied the mutual information gain method in combination with three classifiers: K-nearest neighbors(KNN), Support Vector Machine (SVM) and XGBoost. To evaluate various permutations, we've made use of the speech dataset provided UCI. To address the issue of imbalanced data, we've applied the Synthetic Minority Oversampling Technique (SMOTE). The stacking classifier has shown the best performance, attaining an accuracy rate of 97.05%. © 2023 IEEE.

关键词： Support vector machines

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Energy Efficient Coverage Optimization in Mobile Wireless Sensor Network Using Grey Wolf Algorithm 14

Energy Efficient Coverage Optimization in Mobile Wireless Se...

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14th International Conference on Computing Communication and Networking Technologies, ICCCNT 2023

作者： Gupta, Ankit Mamatha, K.M. Kiran, M. National Institute of Technology Karnataka Dept. of Information Technology Surathkal India Viseveshvaraya Technological University Dept. of Computer Science and Engineering Belgaum India

ISBN: (纸本)9798350335095

The issue of decreased coverage rate in Mobile Wireless Sensor Networks (MWSNs), caused by mobile sensor nodes being randomly placed inside a monitoring area. Additionally, it becomes extremely important to utilise a sensor node's energy very effectively due to the finite energy of sensor nodes. Hence, to provide optimised positions for the sensor nodes while using the energy of sensor nodes adept.y authors propose an energy efficient coverage algorithm. Initially, article focus on optimal placement of the sensor nodes within a area to achieve the maximum coverage and later authors have focused on improvising the network lifetime. Article presents a combination of Grey Wolf Optimization and Virtual Force algorithm for optimization of coverage in MWSN. Further, to improve the network lifetime, a GWO-based clustering algorithm is presented using distance and energy as a parameter. The algorithms are implemented and simulated on Matlab. The efficiency of the presented algorithm is observed comparing with other Swarm Intelligence (SI) based optimization algorithms, like GWO, VFA, Particle Swarm Optimization (PSO), Genetic Algorithm (GA), and Ant-lion Optimization (ALO) and the results of the GWO-based clustering is compared with the traditional LEACH algorithm and energy-balanced clustering based on PSO. Simulation results demonstrate that the presented algorithms outperform the considered algorithms. © 2023 IEEE.

关键词： Sensor nodes

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