In the practical business environment, portfolio managers often face businessdriven requirements that limit the number of constituents in their tracking portfolio. A natural index tracking model is thus to minimize a tracking error measure while enforcing an upper bound on the number of assets in the portfolio. In this paper we consider such a cardinality-constrained index tracking model. In pa...

Transmission Ultrasound Computed Tomography (CT) is strongly affected by the acoustic refraction properties of the imaged tissue, and proper modeling and correction of these effects is crucial to achieving high-quality image reconstructions. A method that can account for these refractive effects solves the governing Eikonal equation within an iterative reconstruction framework, using a wave-fro...

In this paper, we propose an efficient hybrid Particle Filter (PF) algorithm for video tracking by employing a genetic algorithm to solve the sample impoverishment problem. In the presented method, the object to be tracked is selected by a rectangular window inside which a few numbers of particles are scattered. The particles’ weights are calculated based on the similarity between feature vecto...

This paper attempts to compare the forecasting performance of the ARIMA model and hybrid ARMA-GARCH Models by using daily data of the Iran’s exchange rate against the U.S. Dollar (IRR/USD) for the period of 20 March 2014 to 20 June 2015. The period of 20 March 2014 to 19 April 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

In this study, two types of marker-based tracking systems for Augmented Reality were developed: a tracking system using line markers and a tracking system using circular markers. Both markers were designed for use inside buildings such as nuclear power plants, which are very complicated and in which it is difficult to paste many large markers. To enlarge the area in which tracking is available ...

Using a computational method for numerical homogenization, we perform the coarse-scale bifurcation analysis of nonlinear reaction–diffusion problems in both uniform and spatially varying media. The method is based on wavelet decomposition and projection of the differential equation on coarse scale wavelet spaces. The approach is capable of capturing turning points and pitchfork bifurcations of ...

In this paper, we propose a method for image overlay on the front glass of a vehicle to navigate a driver to a desired destination. By overlaying the navigation imformation on the front glass, the driver need not gaze at the console panel. Therefore, accidents caused by gazing at console panel could be reduced. To overlay the image accurately on the target object through the front glass, both t...