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Displaying 1-9 out of 9 total
Credit Risk Pricing with Multivariate Stochastic Volatility
Found in: Computational Sciences and Optimization, International Joint Conference on
By Jun Du, Yang Liu
Issue Date:April 2009
pp. 526-530
This paper extends to the multi-assets framework the closed-form solution for options with stochastic volatility derived in Heston(1993) and Ball and Roma(1994). This extension introduces a risk premium in the return equation and considers Wishart dynamics...
Research and Design on Physical Multi-UAV System for Verification of Autonomous Formation and Cooperative Guidance
Found in: Electrical and Control Engineering, International Conference on
By Ji Xiangyu, Wu Sentang, Liu Xiang, Du Yang, Tang Jiqiang
Issue Date:June 2010
pp. 1570-1576
Based on wireless Ad Hoc networks, physical multi-UAV system is designed for realizing and verifying algorithms of autonomous formation and cooperative guidance. The whole system includes four subsystems: the data link subsystem based on RF modem, ARM and ...
Study on Ontology-based Knowledge Construction of Petroleum Exploitation Domain
Found in: Artificial Intelligence and Computational Intelligence, International Conference on
By Ruishan Du, Yang Li, Fuhua Shang, Yajuan Wu
Issue Date:October 2010
pp. 42-46
The paper introduces ontology into knowledge construction of petroleum exploitation domain in order to solve problems on information sharing and application integrating which are caused by the inconsistence of information terms between disciplines. Through...
An Early Fire Image Detection and Identification Algorithm Based on DFBIR Model
Found in: Computer Science and Information Engineering, World Congress on
By Chen Jun, Du Yang, Wang Dong
Issue Date:April 2009
pp. 229-232
An algorithm of early fire image detection and identification based on Discrete Fractal Brownian Incremental Random Field model (DFBIR) is proposed in this paper. The flame color brightness and motion clues are chosen as the imprint of the fire image. At f...
Agent-Based Soft Computing Society Applied in the Research of Reservoir Sedimentary Facies in Oil Fields
Found in: Intelligent Agent Technology, IEEE / WIC / ACM International Conference on
By Fuhua Shang, Ruishan Du, Yang Li
Issue Date:December 2006
pp. 709-712
The type of sedimentary facies in oil fields is a primary factor affecting the performance of the reservoir accumulation. The sedimentary facies research is the indispensable foundation work in process of exploring and developing the oil fields, which is d...
The Analysis of Intelligence Behavior in Search Engine
Found in: Hybrid Information Technology, International Conference on
By Haiming Li, Yajun Du, Yang Xu, Dan Meng
Issue Date:November 2006
pp. 108-113
Intelligence of humankind mainly includes five parts: the ability of observe, the ability of memory, the ability of practice, the ability of thought, the ability of imagine etc, which are the total of the mentality. In this paper, the intelligence behavior...
Neighborhood Discriminant Projection for Face Recognition
Found in: Pattern Recognition, International Conference on
By Qubo You, Nanning Zheng, Shaoyi Du, Yang Wu
Issue Date:August 2006
pp. 532-535
We propose a novel manifold learning approach, called Neighborhood Discriminant Projection (NDP), for robust face recognition. The purpose of NDP is to preserve the within-class neighboring geometry of the image space, while keeping away the projected vect...
Comparison of Spectral Efficiency for OFDM and SC-FDE under IEEE 802.16 Scenario
Found in: Computers and Communications, IEEE Symposium on
By Jianfei Li, Yan Du, Yang Liu
Issue Date:June 2006
pp. 467-471
Single carrier with frequency domain equalization (SC-FDE) has been adopted by IEEE 802.16 standard as an alternative technique of orthogonal frequency division multiplexing (OFDM) in physical layer. Reference [1] proposed the SC-FDE system utilizing chann...
New Theory of Extended Coherency for Power System Based on Method of Coherency in Differential Geometry
Found in: Asia-Pacific Power and Energy Engineering Conference
By Xinzhou Du, Yang Zhang, Qionglin Li, Yi Xiong, Xiaopeng Yu, Xiaodong Zhang
Issue Date:March 2011
pp. 1-6