The Contribution of Edgeworth, Bootstrap and Monte Carlo Methods in Financial Data

Edgeworth Approximation, Bootstrap and Monte Carlo Simulations have a considerable impact on the achieving certain results related to different problems taken into study. In our paper, we have treated a financial case related to the effect that have the components of a Cash-Flow of one of the most successful businesses in the world, as the financial activity, operational activity and investing activity to the cash and cash equivalents at the end of the three-months period. To have a better view of this case we have created a Vector Autoregression model, and after that we have generated the impulse responses in the terms of Asymptotic Analysis (Edgeworth Approximation), Monte Carlo Simulations and Residual Bootstrap based on the standard errors of every series created. The generated results consisted of the common tendencies for the three methods applied, that consequently verified the advantage of the three methods in the optimization of the model that contains many variants.

Dynamical Characteristics of Interaction between Water Droplet and Aerosol Particle in Dedusting Technology

With the rapid development of national modern industry, people begin to pay attention to environmental pollution and harm caused by industrial dust. Based on above, a numerical study on the dedusting technology of industrial environment was conducted. The dynamic models of multicomponent particles collision and coagulation, breakage and deposition are developed, and the interaction of water droplet and aerosol particle in 2-Dimension flow field was researched by Eulerian-Lagrangian method and Multi-Monte Carlo method. The effects of the droplet scale, movement speed of droplet and the flow field structure on scavenging efficiency were analyzed. The results show that under the certain condition, 30μm of droplet has the best scavenging efficiency. At the initial speed 1m/s of droplets, droplets and aerosol particles have more time to interact, so it has a better scavenging efficiency for the particle.

Influence of Optical Fluence Distribution on Photoacoustic Imaging

Photoacoustic imaging (PAI) is a non-invasive and non-ionizing imaging modality that combines the absorption contrast of light with ultrasound resolution. Laser is used to deposit optical energy into a target (i.e., optical fluence). Consequently, the target temperature rises, and then thermal expansion occurs that leads to generating a PA signal. In general, most image reconstruction algorithms for PAI assume uniform fluence within an imaging object. However, it is known that optical fluence distribution within the object is non-uniform. This could affect the reconstruction of PA images. In this study, we have investigated the influence of optical fluence distribution on PA back-propagation imaging using finite element method. The uniform fluence was simulated as a triangular waveform within the object of interest. The non-uniform fluence distribution was estimated by solving light propagation within a tissue model via Monte Carlo method. The results show that the PA signal in the case of non-uniform fluence is wider than the uniform case by 23%. The frequency spectrum of the PA signal due to the non-uniform fluence has missed some high frequency components in comparison to the uniform case. Consequently, the reconstructed image with the non-uniform fluence exhibits a strong smoothing effect.

Bayesian Online Learning of Corresponding Points of Objects with Sequential Monte Carlo

This paper presents an online method that learns the corresponding points of an object from un-annotated grayscale images containing instances of the object. In the first image being processed, an ensemble of node points is automatically selected which is matched in the subsequent images. A Bayesian posterior distribution for the locations of the nodes in the images is formed. The likelihood is formed from Gabor responses and the prior assumes the mean shape of the node ensemble to be similar in a translation and scale free space. An association model is applied for separating the object nodes and background nodes. The posterior distribution is sampled with Sequential Monte Carlo method. The matched object nodes are inferred to be the corresponding points of the object instances. The results show that our system matches the object nodes as accurately as other methods that train the model with annotated training images.