Browsing by Subject "Identification"
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Item Open Access Chapter 22: Futures and options(Edward Elgar Publishing, 2023-05-18) Gürkaynak, Refet S.; Wright, Jonathan H.We survey the history, market structure, pricing and usage of futures and options contracts. We focus in particular on their ability to provide high-frequency measures of expectations, uncertainty, higher moments, and investor risk aversion. Futures and options are a rich and growing treasure trove of information to academics and policymakers alike.Item Open Access Comparison of terahertz technologies for detection and identification of explosives(SPIE, 2014-05) Beigang, R.; Biedron, S. G.; Dyjak, S.; Ellrich, F.; Haakestad, M.W.; Hübsch, D.; Kartaloglu, Tolga; Özbay, Ekmel; Ospald, F.; Palka, N.; Puc, U.; Czerwiñska, E.; Sahin, A. B.; Sešek, A.; Trontelj, J.; Švigelj, A.; Altan, H.; Van Rheenen, A.D.; Walczakowski, M.We present results on the comparison of different THz technologies for the detection and identification of a variety of explosives from our laboratory tests that were carried out in the framework of NATO SET-193 THz technology for stand-off detection of explosives: from laboratory spectroscopy to detection in the field under the same controlled conditions. Several laser-pumped pulsed broadband THz time-domain spectroscopy (TDS) systems as well as one electronic frequency-modulated continuous wave (FMCW) device recorded THz spectra in transmission and/or reflection. © 2014 SPIE.Item Open Access Cumulant based identification approaches for nonminimum phase FIR systems(IEEE, 1993) Alshebeili, S. A.; Venetsanopoulos, A. N.; Çetin, A. EnisIn this paper, recursive and least squares methods for identification of nonminimum phase linear time-invariant (NMP-LTI) FIR systems are developed. The methods utilize the second- and third-order cumulants of the output of the FIR system whose input is an independent, identically distributed (i.i.d.) non-Gaussian process. Since knowledge of the system order is of utmost importance to many system identification algorithms, new procedures for determining the order of an FIR system using only the output cumulants are also presented. To illustrate the effectiveness of our methods, various simulation examples are presented.Item Open Access Econometric tests of asset price bubbles: taking stock(Wiley-Blackwell Publishing Ltd., 2008) Gürkaynak, R. S.Can asset price bubbles be detected? This survey of econometric tests of asset price bubbles shows that, despite recent advances, econometric detection of asset price bubbles cannot be achieved with a satisfactory degree of certainty. For each paper that finds evidence of bubbles, there is another one that fits the data equally well without allowing for a bubble. We are still unable to distinguish bubbles from time-varying or regime-switching fundamentals, while many small sample econometrics problems of bubble tests remain unresolved. © 2008 The Author Journal compilation © 2008 Blackwell Publishing Ltd.Item Open Access The effect of context-dependent lightness on contrast detection and identification, and its neural correlates(2017-10) Karatok, Zahide PamirPerceived contrast of a grating varies with its background (or mean) luminance: of the two gratings with the same photometric contrast the one on higher luminance background appears to have higher contrast. On the other hand, context often causes a large perceived difference between equiluminant regions (e.g., simultaneous brightness contrast). Does perceived contrast also vary with contextdependent background lightness even when the luminance remains constant? In this study, the effect of context-dependent lightness on contrast perception was investigated using psychophysical and functional magnetic resonance imaging (fMRI) methods. First, we measured appearance judgments of participants and demonstrated that context-dependent lightness of background in uences the perceived contrast of rectified gratings. Perceived contrast of gratings superimposed on equiluminant but perceptually lighter background is higher compared to ones on perceptually darker backgrounds. However, this pattern is valid only for incremental, not for decremental contrast. Literature indicates a significant difference between visual processing near and above threshold. Also, behaviorally it has been shown that appearance and threshold tasks are mediated by different mechanisms. Therefore, here, we also measured the effect of context-dependent lightness on contrast detection and discrimination thresholds using a 2-IFC procedure. Results indicate that both detection and discrimination thresholds are lower for the gratings superimposed on perceptually lighter backgrounds. Differently from the appearance results, the effect was observed both for incremental and decremental contrast. In an fMRI study, we investigated whether activity in any brain region correlates with background-lightness-dependent contrast perception. Although our stimulus was physically identical, we observed difference in BOLD response within pre-defined region of interests (ROIs) in different visual areas. Both for incremental and decremental contrast, activation, especially in V1, was greater when the grating was superimposed on lighter background for all the contrast levels tested. Variation in V1 activity with varying contrast links better with the detection and discrimination thresholds than the appearance results. Therefore, this study might offer a neural evidence for dissociation between the mechanisms underlying detection (threshold) and identification (appearance) measures. However, the relationship between the threshold and fMRI data does not really agree with the previous findings in literature. These results indicate that the neural activation caused by the detection mechanism may change depending on the absolute or perceived value of the contrast.Item Open Access Learning to perceive non-native tones via distributional training: Effects of task and acoustic cue weighting(MDPI, 2022-04-27) Liu, Liquan; Yuan, Chi; Ong, Jia Hoong; Tuninetti, Alba; Antoniou, Mark; Cutler, Anne; Escudero, PaolaAs many distributional learning (DL) studies have shown, adult listeners can achieve discrimination of a difficult non-native contrast after a short repetitive exposure to tokens falling at the extremes of that contrast. Such studies have shown using behavioural methods that a short distributional training can induce perceptual learning of vowel and consonant contrasts. However, much less is known about the neurological correlates of DL, and few studies have examined non-native lexical tone contrasts. Here, Australian-English speakers underwent DL training on a Mandarin tone contrast using behavioural (discrimination, identification) and neural (oddball-EEG) tasks, with listeners hearing either a bimodal or a unimodal distribution. Behavioural results show that listeners learned to discriminate tones after both unimodal and bimodal training; while EEG responses revealed more learning for listeners exposed to the bimodal distribution. Thus, perceptual learning through exposure to brief sound distributions (a) extends to non-native tonal contrasts, and (b) is sensitive to task, phonetic distance, and acoustic cue-weighting. Our findings have implications for models of how auditory and phonetic constraints influence speech learning. © 2022 by the authors. Licensee MDPI, Basel, Switzerland.Item Open Access Missing events in event studies: Identifying the effects of partially measured news surprises(American Economic Association, 2020) Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, J. H.Macroeconomic news announcements are elaborate and multi-dimensional. We consider a framework in which jumps in asset prices around macroeconomic news and monetary policy announcements reflect both the response to observed surprises in headline numbers and latent factors, reflecting other details of the release. The details of the non-headline news, for which there are no expectations surveys, are unobservable to the econometrician, but nonetheless elicit a market response. We estimate the model by the Kalman filter, which essentially combines OLS- and heteroscedasticity-based event study estimators in one step, showing that those methods are better thought of as complements rather than substitutes. The inclusion of a single latent factor greatly improves our ability to explain asset price movements around announcements.Item Open Access Neural network-based modelling of subsonic cavity flows(Taylor & Francis, 2008) Efe, M. Ö.; Debiasi, M.; Yan, P.; Özbay, Hitay; Samimy, M.A fundamental problem in the applications involved with aerodynamic flows is the difficulty in finding a suitable dynamical model containing the most significant information pertaining to the physical system. Especially in the design of feedback control systems, a representative model is a necessary tool constraining the applicable forms of control laws. This article addresses the modelling problem by the use of feedforward neural networks (NNs). Shallow cavity flows at different Mach numbers are considered, and a single NN admitting the Mach number as one of the external inputs is demonstrated to be capable of predicting the floor pressures. Simulations and real time experiments have been presented to support the learning and generalization claims introduced by NN-based models.