星载合成孔径雷达数据压缩

星载遥微波成像雷达的观测区域广阔，图像分辨清度高。所以，星载遥感微波成像雷达具有数据率高、数据量大的特点。这就对遥感数据的传输和存储提出了较高的要求。本文提出采取数据压缩方法，在不降低测绘带宽和测绘精度条件下，降低遥感雷达数据率和数据量，从而降低对数据链和星上数据存储设备的要求。本文还对遥感雷达原始数据压缩和遥感雷达图像数据压缩优缺点进行了比较，提出了采用遥感原始数据压缩的建议。最后，对遥感雷达原     

Pricing via recursive quantization in stochastic volatility models

We provide the first recursive quantization-based approach for pricing options in the presence of stochastic volatility. This method can be applied to any model for which an Euler scheme is available for the underlying price process and it allows one to price vanillas, as well as exotics, thanks to the knowledge of the transition probabilities for the discretized stock process. We apply the methodology to some celebrated stochastic volatility models, including the Stein and Stein [Rev. Financ. Stud. 1991, (4), 727–752] model and the SABR model introduced in Hagan et al. [Wilmott Mag., 2002, 84–108]. A numerical exercise shows that the pricing of vanillas turns out to be accurate; in addition, when applied to some exotics like equity-volatility options, the quantization-based method overperforms by far the Monte Carlo simulation.     

利用格雷码法增加位平面编码率

随着科技需求的增加,计算机对图形的使用更加广泛,如基于Windows的操作系统是通过访问磁盘文件的目录图形来查看文件;许多应用程序也提供图形用户界面,以便更容易被辨别,如互联网下载管理器显示下载文件的图形状态。图形广告中,每一个信息被转换成图形后更易于理解,因此图形非常重要。但有时这些图形数据往往很大,需要对其进行压缩。各种图像压缩算法（有损或无损）一般采用各自不同的方法进行设计,本文提出了一种将图像存储到磁盘,在概念上能将图形比特数最小化的图像压缩新算法。     

基于主成分回归的无锡碳排放量影响因素分析

通过主成分回归分析无锡1995-2008年的碳排放量的影响因素,从而找出对无锡碳排放量起关键作用的几个影响因素,进而提出多种对应的建议,改变影响因素的量从而最终减少无锡碳排放量,这一系列的建议能够使得政策制定者们在无锡发展低碳城市的道路上获得更多的决策参考.此研究能够在应用层面提出无锡发展低碳经济所需要控制的主要指标,...     

应用矢量量化的孤立词汉语语音识别

本文提出了一种识别孤立词汉语语音的新方法,提取线性预测系数作为语音特征,利用矢量量化的聚类特性压缩数据,用多段码书作为语音样板,用最小失真法进行识别。     

基于HMM的说话人辨认系统及其改进

对基于隐马尔可夫模型(HMM)的说话人辨认系统进行了讨论,完成了系统设计。对系统中矢量量化这一关键性环节进行了改进,提出了一种新的基于遗传算法的码本生成方法。测试结果表明,改进后的系统具有较高的正确识别率,特别是在与文本无关的情况下。     

直接数字频率合成杂散抑制方法的研究

随着市场营销实践活动的不断发展,营销学界权威菲利普·科特勒提出了整体市场营销。该理论认为,企业市场营销活动必须要考虑到与之利益相关的不同利益主体(分销商、最终顾客、公众、政府及相关利益团体)的各自利益和社会长远利益,企业才能获得自身利益的最大化。本文试图探讨整体营销观对市场营销实践活动的指导作用,以供我国企业在市场营销实践活动中作参考之用。     

矢量量化在语音波形编码中的应用

矢量量化(VQ)技术是近几年发展起来的一种高效数据压缩技术.本文介绍了VQ技术的发展历史、现状和它的基本原理,较为详细地讨论了基本矢量量化器的实用设计方法——LBG算法,并对原有的LBG算法进行了改进,给出了实验结果.     

Algorithmic trading in a microstructural limit order book model

We propose a microstructural modeling framework for studying optimal market-making policies in a FIFO (first in first out) limit order book (order book). In this context, the limit orders, market orders, and cancel orders arrivals in the order book are modeled as point processes with intensities that only depend on the state of the order book. These are high-dimensional models which are realistic from a micro-structure point of view and have been recently developed in the literature. In this context, we consider a market maker who stands ready to buy and sell stock on a regular and continuous basis at a publicly quoted price, and identifies the strategies that maximize their P&L penalized by their inventory. An extension of the methodology is proposed to solve market-making problems where the orders arrivals are modeled using Hawkes processes with exponential kernel.

We apply the theory of Markov Decision Processes and dynamic programming method to characterize analytically the solutions to our optimal market-making problem. The second part of the paper deals with the numerical aspect of the high-dimensional trading problem. We use a control randomization method combined with quantization method to compute the optimal strategies. Several computational tests are performed on simulated data to illustrate the efficiency of the computed optimal strategy. In particular, we simulated an order book with constant/ symmetric/ asymmetrical/ state dependent intensities, and compared the computed optimal strategy with naive strategies. Some codes are available on https://github.com/comeh.