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This paper proposes a new model to calculate minimum variance hedge ratio based on EGARCH-Copula-EWMA model. Based on Minimum variance hedging model, the new model calculates Futures yield rate by EGARCH model and Spot yield rate by EWMA model respectively when it calculates the median correlation coefficient of Futures yield rate and Spot yield rate. The new model make the nonlinear phase-matching...
A new method is proposed for speckle noise suppression and water objects extracting from synthetic aperture radar (SAR) imagery based on sequential nonlinear filtering and independent component analysis. The distribution of SAR image data with multiplicative speckle noise is non-Gaussian and its parameters are unknown. Logarithmic quantification is utilized to transform multiplicative speckle noise...
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