In this paper we analyse the mean-variance hedging approach in an incomplete market under the assumption of additional market information, which is represented by a given, finite set of observed prices of non-attainable contingent claims. Due to no-arbitrage arguments, our set of investment opportunities increases and the set of possible equivalent martingale measures shrinks. Therefore, we obt...

While most studies of generalised verbal –s report the effects of the Northern Subject Rule (subject type and adjacency between the subject and the verb condition verbal –s), work on this feature in Vernacular Newfoundland English (VNE) report a lack of NSR effects. Instead, verbal –s in VNE is associated with habitual aspect and verb stativity. This paper integrates generative and variationist...

Preshaping is an important issue for a robot hand to grasp a moving object successfully. Generally, a moving object in 3D space has rotational motion as well as translational one. This study discusses dynamic preshaping issue for such an object changing the posture momentarily. In this paper, we focus on determining the timing for grasping the object. We first show a strategy to extract candida...

This chapter is dedicated to the so-called cuspidal robots, i.e. those robots that can move from one inverse geometric solution to another without meeting a singular confuguration. This feature was discovered quite recently and has then been fascinating a lot of researchers. After a brief history of cuspidal robots, the chapter provides the main features of cuspidal robots: explanation of the n...

We describe a posture estimation system based on Organic Computing concepts, which learns a generic body model from video input in a self-governed manner. We show experimentally that the constructed model generalizes well to different attire and persons.

In this paper, we explain our approach to the task Stance and Gender Detection in Tweets on Catalan Independence whose objective is to detect the author’s posture towards the topic of Catalan independence. An in-depth description of our system submitted to the task is presented as well as an overview of the experiments which leads to this solution during the development of the system. Our best ...

+ e − collisions: a complete 1-loop calculation. Abstract We present the first complete 1-loop diagrammatic calculation of the cross sections for the neutral Higgs production processes e + e − → Z 0 h 0 and e + e − → A 0 h 0 in the minimal supersymmetric standard model. We compare the results from the diagrammatic calculation with the corresponding ones of the simpler and compact effective pote...

It is at times important to detect human presence automatically in secure environments. This needs a shape recognition algorithm that is robust, fast and has low error rates. The algorithm needs to process camera images quickly to detect any human in the range of vision, and generate alerts, especially if the object under scrutiny is moving in certain directions. We present here a simple, effic...

A common problem is to choose a “risk neutral” measure in an incomplete market in asset pricing models. We show in this paper that in some circumstances it is possible to choose a unique “equivalent local martingale measure” by completing the market with option prices. We do this by modeling the behavior of the stock price X , together with the behavior of the option prices for a relevant famil...

In order to transmit, share and store human knowledge, it is important for a robot to be able to acquire task models and skills by observing human actions. Since vision plays an important role for observation, we propose a technique for measuring the position and posture of objects and hands in 3-dimensional space at high speed and with high precision by vision. Next, we show a framework for an...