In a recent paper Jun Arima formalises the idea of preduc-tion { a non-monotonic schema providing a common basis for inductive and analogical reasoning. We examine some of the implications of this schema, as well as its connections with prototypes and conceptual spaces. A generalised version of his schema is motivated and developed to address diiculties with asymmetry and disjuncts.

This thesis investigates computational methods for pricing complex path-dependent derivative securities, especially geometricand arithmetic-moving-average-lookback options. The latter security was rst issued by Polaris Securities in 1999. Our methodology can be easily modi ed to price similarly structured options issued by other securities rms. The moving-average-lookback option is a call optio...

The training of precise speech recognition models depends on accurate segmentation of the phonemes in a training corpus. Segmentation is typically performed using HMMs, but recent speech recognition work suggests that the transient acoustic features characteristic of manner-class phoneme boundaries (landmarks) may be more precisely localized using acoustic classifiers specifically designed for ...

For the stationary invertible moving average process of order one with unknown innovation distribution F , we construct root-n consistent plug-in estimators of conditional expectations E(h(Xn+1)|X1, . . . , Xn). More specifically, we give weak conditions under which such estimators admit Bahadur type representations, assuming some smoothness of h or of F . For fixed h it suffices that h is loca...

this analysis was conducted on 31 synoptic stations in iran. initially, the mann-kendall test was administered in order to analyse the trend of alterations of these two components over time and the results suggest that 16% of the stations show significant relationship with annual precipitation (positive and negative). more stations showed significant relationships between sunspots and minimum a...

Moving Target Indicators (MTI) are systems used to distinguish movement from stationary scenes and sometimes to derive the spatial attributes of these objects. These systems are currently used in many sectors such as traffic studies, border surveillance, and military applications. The proposed MTI reveals vehicles and their velocities using commercial imagery from a passive optical satellite-mo...

In this study, we focused on Tehran stock exchange market analysis based on applying moving average rules. The Tehran stock exchange in the Middle East has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. In an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

2 1 1 =0 | | d t t t p p q q d d k k t () () ()(1) () = () (0) () () (1) (1) = () ())(+ 1) () () 0 5 1. Fractionally integrated timeseries and ARFIMA modelling 1 This presentation of ARFIMA modelling draws heavily from Baum and Wiggins (2000). The model of an autoregressive fractionally integrated moving average process of a timeseries of order , denoted by ARFIMA , with mean , may be written u...