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Improvement of the Performance of “Universal Portfolios” Using Techniques of “Universal Source Coding”
, M.Sc. Thesis Sharif University of Technology ; Aref, Mohammad Reza (Supervisor) ; Aminzadeh Gohari, Amin (Supervisor)
Abstract
In this thesis, following a short introduction to investment problem, this problem is investigated with both probabilistic and universal approach. Using the concept of the set of reference algorithms, we present a mathematical definition for universality. We then give examples of universal algorithms for investment and prove their universality. These algorithms are:
Universal Portfolios without Side Information, Universal Portfolios with Side Information, Universal Portfolios with Semi-Constant Rebalanced Portfolio, Universal Portfolios with Switching.
We then present a new algorithm called “Universal Portfolio with Multiple Side Information Sources”. This algorithm is applied in...
Universal Portfolios without Side Information, Universal Portfolios with Side Information, Universal Portfolios with Semi-Constant Rebalanced Portfolio, Universal Portfolios with Switching.
We then present a new algorithm called “Universal Portfolio with Multiple Side Information Sources”. This algorithm is applied in...
Synchronization of two coupled pacemaker cells based on the phase response curve
, Article Biomedical Signal Processing and Control ; Volume 4, Issue 1 , 2009 , Pages 57-66 ; 17468094 (ISSN) ; Azemi, A ; Khademi, M ; Karimi Ghartemani, M ; Sharif University of Technology
Abstract
In this paper, the synchronization of a pair of pacemaker cells as Sino-Atrial (SA) and Atrio-Ventricullar (AV) nodes have been studied and a new approach for synchronization, based on the concept of Phase Response Curve (PRC), has been proposed. The paper starts with presenting the necessary and sufficient conditions for synchronization in terms of the PRC parameters. Such conditions are time dependent and thus, the paper proceeds with deriving some sufficient conditions, which are not time dependent. The time-delay between the firing time of SA node and when it reaches the AV node is also considered. When the conditions for spontaneous synchronization are not valid, the synchronization is...