Principal Component Value at Risk: an application to the measurement of the interest rate risk exposure of Jamaican Banks to Government of Jamaica (GOJ) Bonds Mark Tracey1 Financial Stability Department Research & Economic Programming Division Bank of Jamaica Abstract This paper develops an effective value at risk (VaR) methodology to complement existing Bank of Jamaica financial stability assessment tools. This methodology employs principal component analysis and key rate durations for
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ANACOR The ANACOR algorithm consists of three major parts: 1. 2. 3. A singular value decomposition (SVD) Centering and rescaling of the data and various rescalings of the results Variance estimation by the delta method. Other names for SVD are “Eckart-Young decomposition” after Eckart and Young (1936)‚ who introduced the technique in psychometrics‚ and “basic structure” (Horst‚ 1963). The rescalings and centering‚ including their rationale‚ are well explained in Benzécri (1969)‚ Nishisato (1980)
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INDEPENDENT COMPONENT ANALYSIS A Tutorial Introduction James V. Stone Independent Component Analysis Independent Component Analysis A Tutorial Introduction James V. Stone A Bradford Book The MIT Press Cambridge‚ Massachusetts London‚ England © 2004 Massachusetts Institute of Technology All rights reserved. No part of this book may be reproduced in any form by any electronic or mechanical means (including photocopying‚ recording‚ or information storage and retrieval) without permission
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this scheme‚DWT is applied on ROI of the host image to get different frequency sub-bands of its wavelet decomposition. SVD is applied on the non-overlapping blocks of the LLsub-band with size 4 × 4 and the watermark contents are embedded into the elements in second and third rows offirst column of left singular matrix U since they have much closer value and represent proper threshold. The values of this pairare reclaimed using the threshold to embed a bit of watermark content.One binary image (logo)
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1.0 INTRODUCTION Toyota Production System (TPS) is one of the most benchmarked business improvement strategies in modern industry. There are three main approaches applied as the companies try to emulate Toyota’s success which are the copy cat approach‚ the home-grown approach and Suppliers development as it stand out in the transformation effort. The most replicated activities that Toyota conducts on a routine basis is the suppliers development approach in the achievement of TPS. Based on the survey
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Contrast Enhancement Using Discrete Wavelet Transform and Singular Value Decomposition Hasan Demirel‚ Cagri Ozcinar‚ and Gholamreza Anbarjafari Abstract—In this letter‚ a new satellite image contrast enhancement technique based on the discrete wavelet transform (DWT) and singular value decomposition has been proposed. The technique decomposes the input image into the four frequency subbands by using DWT and estimates the singular value matrix of the low–low subband image‚ and‚ then‚ it reconstructs
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of multi- antenna channels. With works like [1]‚ [2]‚ [3] which‚ ini- tially‚ called attention to the effectiveness of asymptotic random matrix theory in wireless communication theory‚ interest in the study of random matrices began and the singular value densities of random matrices and their asymptotics‚ as the matrix size tends to infinity‚ became an active research area in information/communication. Theory of Large Dimensional Random Matrices for Engineers Jack W. Silverstein ∗ Department
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Linear Least Squares Suppose we are given a set of data points {(xi ‚ fi )}‚ i = 1‚ . . . ‚ n. These could be measurements from an experiment or obtained simply by evaluating a function at some points. You have seen that we can interpolate these points‚ i.e.‚ either find a polynomial of degree ≤ (n − 1) which passes through all n points or we can use a continuous piecewise interpolant of the data which is usually a better approach. How‚ it might be the case that we know that these data points should
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SUFFICIENT DIMENSION REDUCTION BASED ON NORMAL AND WISHART INVERSE MODELS A THESIS SUBMITTED TO THE FACULTY OF THE GRADUATE SCHOOL OF THE UNIVERSITY OF MINNESOTA BY LILIANA FORZANI IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF DOCTOR OF PHILOSOPHY R. DENNIS COOK‚ Advisor December‚ 2007 c Liliana Forzani 2007 UNIVERSITY OF MINNESOTA This is to certify that I have examined this copy of a doctoral thesis by Liliana Forzani and have found that it is complete
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MIMO Systems and Transmit Diversity 1 Introduction So far we have investigated the use of antenna arrays in interference cancellation and for receive diversity. This final chapter takes a broad view of the use of antenna arrays in wireless communications. In particular‚ we will investigate the capacity of systems using multiple transmit and/or multiple receive antennas. This provides a fundamental limit on the data throughput in multipleinput multiple-output (MIMO) systems. We will also develop
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