Algorithms And Data Structures

Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling's A branch-and-bound algorithm for discrete multi-factor PDF

By Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling

During this paper, a brand new branch-and-bound set of rules in line with the Lagrangian twin leisure and non-stop rest is proposed for discrete multi-factor portfolio choice version with roundlot restrict in monetary optimization. This discrete portfolio version is of integer quadratic programming difficulties. The separable constitution of the version is investigated through the use of Lagrangian leisure and twin seek. Computational effects express that the set of rules is able to fixing real-world portfolio issues of facts from US inventory industry and randomly generated try out issues of as much as a hundred and twenty securities.

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The last operation consists in decoding the coded message through a Vitterbi soft decision algorithm and produce the decoded message . In order to decide whether the image was watermarked, the decision ✒ has to be compared to a pre-defined threshold value. The criterion ✥ threshold value can be fixed according to the Neyman-Pearson strategy. This consists in setting a maximum false alarm probability that cannot be exceeded. Two exclusive hypotheses have to be defined: ✑ ✧ ✑ • ✿ The image was not watermarked.

Recently, some authors [49] proposed a method to detect Fourier magnitude peaks using Hough transform. Works proposing autocorrelation based detection [44, 48] did not discuss robust detection strategies. 3. 16. 9 dB. The watermarked image contains 16 repetitions of the elementary pattern. In fig. b, a scaling of 111% followed by a rotation of degrees and appropriate cropping was applied to the watermarked image. c. The 64 bits payload could succesfully be extracted. 16: Rotation (7°) and scaling (111%) applied to the watermarked image.

One can build a watermark with trivial spatial nature but hidden temporal structure. It has therefore been proposed to embed message in mean luminance value of successive video frames [52, 53]. Other similar works embed spatially robust features along the temporal axis [54, 55]. Although these ap- 24 Chapter 2. The synchronization issue in watermarking schemes proaches exhibit quite insensitive behavior against spatial desynchronization, they are still subject to temporal distortions such as frame dropping, change of frame rate, ...

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A branch-and-bound algorithm for discrete multi-factor portfolio optimization model by Niu Shu-fen, Wang Guo-xin, Sun Xiao-ling


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