This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the parameterization of an arbitrage-free implied volatility surface calibrated to sparse option data. We use an extension of classical B-splines obtained by including basis functions with infinite support. We first come ba...

The recent emphasis on utilising advanced technologies to make more efficient use of existing transportation infrastructure, coupled with the continuing advances in desktop computing technologies, has created an environment in which traffic simulation models have the potential to provide a cost-effective, objective, and flexible approach for assessing design and management alternatives. However...

We examine the observability properties of visual-inertial navigation systems, with an emphasis on self-calibration of the six degrees-of-freedom rigid body transform between a camera and an inertial measurement unit (IMU). Our analysis depends on a differential geometric formulation of the calibration problem, and on an algebraic test for the ‘observability rank condition’, originally defined ...

This study investigated the feasibility of quantitative accuracy and harmonized image quality in Zr-PET/CT multicentre studies. Methods: Five PET/CT scanners from 3 vendors were included. Zr activity was measured in a central dose calibrator before delivery.Local activity assays were based on volume as well as on the local dose calibrator. Accuracy and image noise were determined from a cross c...

In communities which consume rice as main food, importance of risk assessment forcontaminants is always taken into consideration by health authorities. The present study isan attempt for monitoring of 56 pesticides from different chemical groups in rice samplescollected from local markets in Tehran and estimation of daily intake of interested pesticidesthrough this monitoring. A valid method ba...

Program at a glance 08:30 08:50 Posters set-up 08:50 09:00 Welcome and Introduction 09:00 09:40 Oral session: Multi-modality: video + depth 09:40 10:30 Keynote presentation: Nils Krahnstoever, GE Global Research 10:30 11:00 Coffee 11:00 12:20 Oral session: Algorithms: multi-sensor calibration and control 12:20 14:00 Lunch 14:00 15:30 Poster session 15:30 16:00 Coffee 16:00 17:00 Oral session: M...

Estimating equations have found wide popularity recently in parametric problems, yielding consistent estimators with asymptotically valid inferences obtained via the sandwich formula. Motivated by a problem in nutritional epidemiology, we use estimating equations to derive nonparametric estimators of a \parameter" depending on a predictor. The nonparametric component is estimated via local poly...

In communities which consume rice as main food, importance of risk assessment forcontaminants is always taken into consideration by health authorities. The present study isan attempt for monitoring of 56 pesticides from different chemical groups in rice samplescollected from local markets in Tehran and estimation of daily intake of interested pesticidesthrough this monitoring. A valid method ba...

Abstract Aim To review extremity soft tissue sarcoma (ESTS) in MSK unit Glasgow Royal Infirmary. assess reliability of PERSARC nomogram estimating outcomes FNCLCC Grade II and III ESTS. Method A retrospective study 72 patients with primary ESTS, treated surgically at GRI from 2010-2015 was performed. Patients were followed up as per local protocol to 10 years. Overall survival (OS), Local recur...

Kinematic robot calibration is the key requirement for the successful application of offline programming to industrial robotics. To compensate for inaccurate robot tool positioning, offline generated poses need to be corrected using a calibrated kinematic model, leading the robot to the desired poses. Conventional robot calibration techniques are heavily reliant upon numerical optimisation meth...