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Search Results: 1 - 10 of 141 matches for " Ognjen Arandjelovi? "
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A New Framework for Interpreting the Outcomes of Imperfectly Blinded Controlled Clinical Trials
Ognjen Arandjelovi
PLOS ONE , 2012, DOI: 10.1371/journal.pone.0048984
Abstract: It is well known that the outcome of an intervention is affected both by the inherent effects of the intervention and the patient's expectations. For this reason in comparative clinical trials an effort is made to conceal the nature of the administered intervention from the participants in the trial i.e. to blind the trial. Yet, in practice perfect blinding is impossible to ensure or even verify post hoc. The current clinical standard is to follow up the trial with an auxiliary questionnaire, which allows trial participants to express in closed form their belief concerning the intervention, i.e. trial group assignment (treatment or control). Auxiliary questionnaire responses are then used to compute the extent of blinding in the trial in the form of a blinding index. If the estimated extent of blinding exceeds a particular threshold the trial is deemed sufficiently blinded; otherwise, the strength of evidence of the trial is brought into question. This may necessitate that the trial is repeated. In this paper we make several contributions. Firstly, we identify a series of problems of the aforesaid clinical practice and discuss them in context of the most commonly used blinding indexes. Secondly, we formulate a novel approach for handling imperfectly blinded trials. We adopt a feedback questionnaire of the same form as that which is currently in use, but interpret the collected data using a novel statistical method, significantly different from that proposed in the previous work. Unlike the previously proposed approaches, our method is void of any ad hoc free parameters and robust to small changes in the participants' feedback responses. Our method also does not discard any data and is not predicated on any strong assumptions used to interpret participants' feedback. The key idea behind the present method is that it is meaningful to compare only the corresponding treatment and control participant sub-groups, that is, sub-groups matched by their auxiliary responses. A series of experiments on simulated trials is used to demonstrate the effectiveness of the proposed approach and its superiority over those currently in use.
Contextually learnt detection of unusual motion-based behaviour in crowded public spaces
Ognjen Arandjelovi
Computer Science , 2013, DOI: 10.1007/978-1-4471-2155-8_51
Abstract: In this paper we are interested in analyzing behaviour in crowded public places at the level of holistic motion. Our aim is to learn, without user input, strong scene priors or labelled data, the scope of "normal behaviour" for a particular scene and thus alert to novelty in unseen footage. The first contribution is a low-level motion model based on what we term tracklet primitives, which are scene-specific elementary motions. We propose a clustering-based algorithm for tracklet estimation from local approximations to tracks of appearance features. This is followed by two methods for motion novelty inference from tracklet primitives: (a) we describe an approach based on a non-hierarchial ensemble of Markov chains as a means of capturing behavioural characteristics at different scales, and (b) a more flexible alternative which exhibits a higher generalizing power by accounting for constraints introduced by intentionality and goal-oriented planning of human motion in a particular scene. Evaluated on a 2h long video of a busy city marketplace, both algorithms are shown to be successful at inferring unusual behaviour, the latter model achieving better performance for novelties at a larger spatial scale.
Multiple-object tracking in cluttered and crowded public spaces
Rhys Martin,Ognjen Arandjelovi
Computer Science , 2013, DOI: 10.1007/978-3-642-17277-9_10
Abstract: This paper addresses the problem of tracking moving objects of variable appearance in challenging scenes rich with features and texture. Reliable tracking is of pivotal importance in surveillance applications. It is made particularly difficult by the nature of objects encountered in such scenes: these too change in appearance and scale, and are often articulated (e.g. humans). We propose a method which uses fast motion detection and segmentation as a constraint for both building appearance models and their robust propagation (matching) in time. The appearance model is based on sets of local appearances automatically clustered using spatio-kinetic similarity, and is updated with each new appearance seen. This integration of all seen appearances of a tracked object makes it extremely resilient to errors caused by occlusion and the lack of permanence of due to low data quality, appearance change or background clutter. These theoretical strengths of our algorithm are empirically demonstrated on two hour long video footage of a busy city marketplace.
Belgrade metro studies
Biljana Arandjelovi
Urbani Izziv , 2009,
Abstract: The subway system is an indispensable part of every modern metropolis. Building a subway is no longer a matter of prestige but a necessity, a consequence of the traffic revolution worldwide. This paper shows four metro studies with specific reference to the Belgrade subway and problems that occurred. The first one was conducted in 1946 by the famous Serbian architect Nikola Dobrovic. This document is indeed the first written record discussing the subway issue in Belgrade. The next study dates back to 1968. This project was the first major study on the possibility of a subway. The third and biggest, this subway study was completed in 1982 and contained a major and comprehensive subway project. This project was officially accepted and enacted by the city government. The fourth project in circulation with regard to the subway is the light city railway project. It came out due to the consequences of the decision that a classical subway was not necessary in Belgrade, so that a replacement for the classical subway system was to be undertaken. The light city railway project was adopted as a part of the General Urban Plan for Belgrade by the year 2021.
tudije o beograjski podzemni eleznici
Biljana Arandjelovi
Urbani Izziv , 2009,
Abstract: Podzemno eleznico mora imeti vsaka sodobna prestolnica. Gradnja podzemne eleznice ni ve presti , ampak nujnost, ki izvira iz pomembno spremenjenih oblik prevoza po vsem svetu. Ta lanek povzema tiri tudije o beograjski podzemni eleznici in z njo povezanimi te avami. Prvo raziskavo je leta 1946 opravil znameniti srbski arhitekt Nikola Dobrovi . To je bila prva raziskava, ki se je ukvarjala z vpra anjem podzemne eleznice v Beogradu. Drugo raziskavo so naredili leta 1968. V njej so prvi podrobno preu ili mo nost gradnje podzemne eleznice v mestu. Tretja in najobse nej a raziskava je bila kon ana leta 1982. Vklju evala je tudi podroben na rt za podzemno eleznico. Mestna vlada je projekt uradno sprejela in potrdila. etrti projekt, povezan s podzemno eleznico, se ukvarja z mestno (lahko) eleznico. Izvira iz odlo itve, da Beograd ne potrebuje klasi ne podzemne eleznice, zato so zanjo za eli iskati zamenjavo. Na rt za mestno eleznico je del splo nega urbanisti nega na rta za Beograd do leta 2021.
Existence and Smoothness of Solution of Navier-Stokes Equation on R3  [PDF]
Ognjen Vukovic
International Journal of Modern Nonlinear Theory and Application (IJMNTA) , 2015, DOI: 10.4236/ijmnta.2015.42008
Abstract: Navier-Stokes equation has for a long time been considered as one of the greatest unsolved problems in three and more dimensions. This paper proposes a solution to the aforementioned equation on R3. It introduces results from the previous literature and it proves the existence and uniqueness of smooth solution. Firstly, the concept of turbulent solution is defined. It is proved that turbulent solutions become strong solutions after some time in Navier-Stokes set of equations. However, in order to define the turbulent solution, the decay or blow-up time of solution must be examined. Differential inequality is defined and it is proved that solution of Navier-Stokes equation exists in a finite time although it exhibits blow-up solutions. The equation is introduced that establishes the distance between the strong solutions of Navier-Stokes equation and heat equation. As it is demonstrated, as the time goes to infinity, the distance decreases to zero and the solution of heat equation is identical to the solution of N-S equation. As the solution of heat equation is defined in the heat-sphere, after its analysis, it is proved that as the time goes to infinity, solution converges to the stationary state. The solution has a finite τ time and it exists when τ → ∞ that implies that it exists and it is periodic. The aforementioned statement proves the existence and smoothness of solution of Navier-Stokes equation on R3 and represents a major breakthrough in fluid dynamics and turbulence analysis.
Analysing and Optimising Bank Real Estate Portfolio by Using Impulse Response Function, Mahalanobis Distance and Financial Turbulence  [PDF]
Ognjen Vukovic
Open Journal of Business and Management (OJBM) , 2015, DOI: 10.4236/ojbm.2015.33032
Abstract: This paper analyses one of the main factors that cause financial crisis and that are real estate portfolio management in banks. VAR and SVAR models were introduced and impulse response functions were obtained. The aforementioned function demonstrated how residential prices reacted to shock. Afterwards, financial turbulence index based on Mahalanobis distance and correlation between real estate prices in Austria, Germany and Switzerland was calculated and its relation to stock prices in EURO area. Financial turbulence demonstrated the lagging effect of financial crisis originating from USA. Data were taken from St. Louis FED database. Having calculated correlations, portfolio was created consisting of REITs, ETFs and stocks. It was optimised and efficient frontiers were found for different portfolio weightings. It was proved that the best way to optimise real estate portfolio was to invest in Swiss real estate as prices were growing and to hedge with Austrian real estate or some variations of ETFs.
Operational Risk Modelling in Insurance and Banking  [PDF]
Ognjen Vukovic
Journal of Financial Risk Management (JFRM) , 2015, DOI: 10.4236/jfrm.2015.43010
Abstract: The author of the presented paper is trying to develop and implement the model that can mimic the state of the art models of operational risk in insurance. It implements generalized Pareto distribution and Monte Carlo simulation and tries to mimic and construct operational risk models in insurance. At the same time, it compares lognormal, Weibull and loglogistic distribution and their application in insurance industry. It is known that operational risk models in insurance are characterized by extreme tails, therefore the following analysis should be conducted: the body of distribution should be analyzed separately from the tail of the distribution. Afterwards the convolution method can be used to put together the annual loss distribution by combining the body and tail of the distribution. Monte Carlo method of convolution is utilized. Loss frequency in operational risk in insurance and overall loss distribution based on copula function, in that manner using student-t copula and Monte Carlo method are analysed. The aforementioned approach represents another aspect of observing operational risk models in insurance. This paper introduces: 1) Tools needed for operational risk models; 2) Application of R code in operational risk modeling;3) Distributions used in operational risk models, specializing in insurance; 4) Construction of operational risk models.
Predicting Financial Contagion and Crisis by Using Jones, Alexander Polynomial and Knot Theory  [PDF]
Ognjen Vukovic
Journal of Applied Mathematics and Physics (JAMP) , 2015, DOI: 10.4236/jamp.2015.39133
Abstract: Topological methods are rapidly developing and are becoming more used in physics, biology and chemistry. One area of topology has showed its immense potential in explaining potential financial contagion and financial crisis in financial markets. The aforementioned method is knot theory. The movement of stock price has been marked and braids and knots have been noted. By analysing the knots and braids using Jones polynomial, it is tried to find if there exists an untrivial knot equal to unknot? After thorough analysis, possible financial contagion and financial crisis prediction are analysed by using instruments of knot theory pertaining in that sense to Jones, Laurent and Alexander polynomial. It is proved that it is possible to predict financial disruptions by observing possible knots in the graphs and finding appropriate polynomials. In order to analyse knot formation, the following approach is used: “Knot formation in three-dimensional space is considered and the equations about knot forming and its disentangling are considered”. After having defined the equations in three-dimensional space, the definition of Brownian bridge concerning formation of knots in three-dimensional space is defined. Using analogy method, the notion of Brownian bridge is translated into 2-dimensional space and the foundations for the application of knot theory in 2-dimensional space have been set up. At the same time, the aforementioned approach is innovative and it could be used in accordance with stochastic analysis and quantum finance.
On the Interconnectedness of Schrodinger and Black-Scholes Equation  [PDF]
Ognjen Vukovic
Journal of Applied Mathematics and Physics (JAMP) , 2015, DOI: 10.4236/jamp.2015.39137
Abstract: The following paper tries to derive a Black-Scholes equation by using tools of quantum physics pertaining in that sense to Hamiltonian operator, path integrals, completeness equation, introducing ket and bra vectors. Schrodinger Hamiltonian is presented and compared to Black-Scholes-Schrodinger Hamiltonian. Similarity was demonstrated and it was proved that Schrodinger Hamiltonian was Hermitian while Black-Scholes Hamiltonian was anti-Hermitian. By using Schrodinger equation, price of option was implemented in the Schrodinger equation and by using Black-Scholes Hamiltonian. Black-Scholes equation was derived and a new and really powerful approach was demonstrated that could have immense application in the quantitative analysis and asset pricing.
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