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1.
An important aspect of using entropy-based models and proposed “synthetic languages”, is the seemingly simple task of knowing how to identify the probabilistic symbols. If the system has discrete features, then this task may be trivial; however, for observed analog behaviors described by continuous values, this raises the question of how we should determine such symbols. This task of symbolization extends the concept of scalar and vector quantization to consider explicit linguistic properties. Unlike previous quantization algorithms where the aim is primarily data compression and fidelity, the goal in this case is to produce a symbolic output sequence which incorporates some linguistic properties and hence is useful in forming language-based models. Hence, in this paper, we present methods for symbolization which take into account such properties in the form of probabilistic constraints. In particular, we propose new symbolization algorithms which constrain the symbols to have a Zipf–Mandelbrot–Li distribution which approximates the behavior of language elements. We introduce a novel constrained EM algorithm which is shown to effectively learn to produce symbols which approximate a Zipfian distribution. We demonstrate the efficacy of the proposed approaches on some examples using real world data in different tasks, including the translation of animal behavior into a possible human language understandable equivalent.  相似文献   

2.
Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset dynamics, due to irregularities found when comparing its properties with empirical distributions. As a solution, we investigate a generalisation of GBM where the introduction of a memory kernel critically determines the behaviour of the stochastic process. We find the general expressions for the moments, log-moments, and the expectation of the periodic log returns, and then obtain the corresponding probability density functions using the subordination approach. Particularly, we consider subdiffusive GBM (sGBM), tempered sGBM, a mix of GBM and sGBM, and a mix of sGBMs. We utilise the resulting generalised GBM (gGBM) in order to examine the empirical performance of a selected group of kernels in the pricing of European call options. Our results indicate that the performance of a kernel ultimately depends on the maturity of the option and its moneyness.  相似文献   

3.
The question of beauty has inspired philosophers and scientists for centuries. Today, the study of aesthetics is an active research topic in fields as diverse as computer science, neuroscience, and psychology. Measuring the aesthetic appeal of images is beneficial for many applications. In this paper, we will study the aesthetic assessment of simple visual patterns. The proposed approach suggests that aesthetically appealing patterns are more likely to deliver a higher amount of information over multiple levels in comparison with less aesthetically appealing patterns when the same amount of energy is used. The proposed approach is evaluated using two datasets; the results show that the proposed approach is more accurate in classifying aesthetically appealing patterns compared to some related approaches that use different complexity measures.  相似文献   

4.
We consider brain activity from an information theoretic perspective. We analyze the information processing in the brain, considering the optimality of Shannon entropy transport using the Monge–Kantorovich framework. It is proposed that some of these processes satisfy an optimal transport of informational entropy condition. This optimality condition allows us to derive an equation of the Monge–Ampère type for the information flow that accounts for the branching structure of neurons via the linearization of this equation. Based on this fact, we discuss a version of Murray’s law in this context.  相似文献   

5.
The Fermatean fuzzy set (FFS) is a momentous generalization of a intuitionistic fuzzy set and a Pythagorean fuzzy set that can more accurately portray the complex vague information of elements and has stronger expert flexibility during decision analysis. The Combined Compromise Solution (CoCoSo) approach is a powerful decision-making technique to choose the ideal objective by fusing three aggregation strategies. In this paper, an integrated, multi-criteria group-decision-making (MCGDM) approach based on CoCoSo and FFS is used to assess green suppliers. To begin, several innovative operations of Fermatean fuzzy numbers based on Schweizer–Sklar norms are presented, and four aggregation operators utilizing the proposed operations are also developed. Several worthwhile properties of the advanced operations and operators are explored in detail. Next, a new Fermatean fuzzy entropy measure is propounded to determine the combined weight of criteria, in which the subjective and objective weights are computed by an improved best-and-worst method (BWM) and entropy weight approach, respectively. Furthermore, MCGDM based on CoCoSo and BWM-Entropy is brought forward and employed to sort diverse green suppliers. Lastly, the usefulness and effectiveness of the presented methodology is validated by comparison, and the stability of the developed MCGDM approach is shown by sensitivity analysis. The results shows that the introduced method is more stable during ranking of green suppliers, and the comparative results expound that the proposed method has higher universality and credibility than prior Fermatean fuzzy approaches.  相似文献   

6.
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