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This paper analyzes the predictivity and return of the Barmish-Iwarere trading algorithm described in. In the first part of the paper, we study the trade triggering algorithm using either an Ito process model, or real data from indexes and ETFs. It is shown through hypothesis testing that the trigger provides mixed results in predicting the sign of the single trade, for both the Ito process and real...
C-regression models are known as very useful tools in many fields. Since now, many trials to construct c-regression models for data with uncertainty in independent and dependent variables have been done. However, there are few c-regression models for data with uncertainty in independent variables in comparison with dependent variables now. The reason is as follows. The models are constructed using...
Parasitic extraction is a critical task for modern nano scale semiconductor circuits which are characterized by high speed, small feature size and dense layout. Among the available extraction methodologies is the macro-modeling, which is based on dividing the circuit into smaller parts, then matching those smaller parts to a pre-defined model library whose parasitics are known. In the macro-modeling...
Recent bio-technologies enable us to successfully discover the functional organization of a cell by simultaneously measuring the dynamic change of concentrations of thousands of bio-molecules after specific perturbation. Such available input-output data offer system identification great chances and meanwhile challenges to build mathematical models of the dynamic transcriptional control system, which...
The extended finite state machine is a powerful model that can capture almost all the aspects of a system. However, testing from an EFSM is yet a challenging task due to two main problems: path feasibility and path test data generation. Although optimization algorithms are efficient, their applications to EFSM testing have received very little attention. The aim of this paper is to develop a novel...
This paper proposes a hybrid compressor model for the purpose control and optimization of vapor compression systems. Unlike those existing models, this model is determined by only the inlet and outlet conditions of compressor without requiring detailed geometric specifications, and only the variables responsible to the system performance, which can be measured and controlled, are selected as the input/output...
Current mode (CM) scheme provides suitable alternative for the high speed on-chip interconnect signaling. This paper presents a energy-delay optimization methodology for the current-mode (CM) signaling scheme. Optimization for the CM circuits for on-chip interconnects requires a joint optimization of driver and receiver device sizes, as their parameters which affect the energy-delay performance depend...
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