arXiv subjects

Bin Zou

Publications and source records attributed to Bin Zou.

48 records · Page 3Linked to original sources

arXiv2019

Efficiently utilizing complex-valued PolSAR image data via a multi-task deep learning framework

Convolutional neural networks (CNNs) have been widely used to improve the accuracy of polarimetric synthetic aperture radar (PolSAR) image classification. However, in most studies, the difference between PolSAR images and optical images is rarely considered. Most of the existing CNNs are not tailored for the task of PolSAR image classification, in which complex-valued PolSAR data have been simply equated to real-valued data to fit the optical image processing architectures and avoid complex-valued operations. This is one of the reasons CNNs unable to perform their full capabilities in PolSAR classification. To solve the above problem, the objective of this paper is to develop a tailored CNN framework for PolSAR image classification, which can be implemented from two aspects: Seeking a better form of PolSAR data as the input of CNNs and building matched CNN architectures based on the proposed input form. In this paper, considering the properties of complex-valued numbers, amplitude and phase of complex-valued PolSAR data are extracted as the input for the first time to maintain the integrity of original information while avoiding immature complex-valued operations. Then, a multi-task CNN (MCNN) architecture is proposed to match the improved input form and achieve better classification results. Furthermore, depthwise separable convolution is introduced to the proposed architecture in order to better extract information from the phase information. Experiments on three PolSAR benchmark datasets not only prove that using amplitude and phase as the input do contribute to the improvement of PolSAR classification, but also verify the adaptability between the improved input form and the well-designed architectures.

cs.CV↗

arXiv2019

Band Attention Convolutional Networks For Hyperspectral Image Classification

Redundancy and noise exist in the bands of hyperspectral images (HSIs). Thus, it is a good property to be able to select suitable parts from hundreds of input bands for HSIs classification methods. In this letter, a band attention module (BAM) is proposed to implement the deep learning based HSIs classification with the capacity of band selection or weighting. The proposed BAM can be seen as a plug-and-play complementary component of the existing classification networks which fully considers the adverse effects caused by the redundancy of the bands when using convolutional neural networks (CNNs) for HSIs classification. Unlike most of deep learning methods used in HSIs, the band attention module which is customized according to the characteristics of hyperspectral images is embedded in the ordinary CNNs for better performance. At the same time, unlike classical band selection or weighting methods, the proposed method achieves the end-to-end training instead of the separated stages. Experiments are carried out on two HSI benchmark datasets. Compared to some classical and advanced deep learning methods, numerical simulations under different evaluation criteria show that the proposed method have good performance. Last but not least, some advanced CNNs are combined with the proposed BAM for better performance.

cs.CV↗

arXiv2019

A Mathematical Analysis of Technical Analysis

In this paper, we investigate trading strategies based on exponential moving averages (ExpMAs) of an underlying risky asset. We study both logarithmic utility maximization and long-term growth rate maximization problems and find closed-form solutions when the drift of the underlying is modeled by either an Ornstein-Uhlenbeck process or a two-state continuous-time Markov chain. For the case of an Ornstein-Uhlenbeck drift, we carry out several Monte Carlo experiments in order to investigate how the performance of optimal ExpMA strategies is affected by variations in model parameters and by transaction costs.

q-fin.MF↗

arXiv2019

The anomalous Hall effect in non-collinear antiferromagnetic Mn$_{3}$NiN thin films

We have studied the anomalous Hall effect (AHE) in strained thin films of the frustrated antiferromagnet Mn$_{3}$NiN. The AHE does not follow the conventional relationships with magnetization or longitudinal conductivity and is enhanced relative to that expected from the magnetization in the antiferromagnetic state below $T_{\mathrm{N}} = 260$\,K. This enhancement is consistent with origins from the non-collinear antiferromagnetic structure, as the latter is closely related to that found in Mn$_{3}$Ir and Mn$_{3}$Pt where a large AHE is induced by the Berry curvature. As the Berry phase induced AHE should scale with spin-orbit coupling, yet larger AHE may be found in other members of the chemically flexible Mn$_{3}A$N structure.

cond-mat.str-el↗

arXiv2018

An Explicit Default Contagion Model and Its Application to Credit Derivatives Pricing

We propose a novel credit default model that takes into account the impact of macroeconomic information and contagion effect on the defaults of obligors. We use a set-valued Markov chain to model the default process, which is the set of all defaulted obligors in the group. We obtain analytic characterizations for the default process, and use them to derive pricing formulas in explicit forms for synthetic collateralized debt obligations (CDOs). Furthermore, we use market data to calibrate the model and conduct numerical studies on the tranche spreads of CDOs. We find evidence to support that systematic default risk coupled with default contagion could have the leading component of the total default risk.

q-fin.RM↗

arXiv2018

Multiphase strontium molybdate thin films for plasmonic local heating applications

In the search for alternative plasmonic materials SrMoO3 has recently been identified as possessing a number of desirable optical properties. Owing to the requirement for many plasmonic devices to operate at elevated temperatures however, it is essential to characterize the degradation of these properties upon heating. Here, SrMoO3 thin films are annealed in air at temperatures ranging from 75 - 500° C. Characterizations by AFM, XRD, and spectroscopic ellipsometry after each anneal identify a loss of metallic behaviour after annealing at 500° C, together with the underlying mechanism. Moreover, it is shown that by annealing the films in nitrogen following deposition, an additional crystalline phase of SrMoO4 is induced at the film surface, which suppresses oxidation at elevated temperatures.

cond-mat.mtrl-sci↗

arXiv2017

Stability of Thin Film Refractory Plasmonic Materials Taken to High Temperatures in Air

Materials such as W, TiN, and SrRuO3 (SRO) have been suggested as promising alternatives to Au and Ag in plasmonic applications owing to their refractory properties. However, investigation of the reproducibility of the optical properties after thermal cycling at high operational temperatures is so far lacking. Here, thin films of W, Mo, Ti, TiN, TiON, Ag, Au, and SrRuO3 are investigated to assess their viability for robust refractory plasmonic applications. Films ranging in thickness from 50 - 180 nm are deposited on MgO and Si substrates by RF magnetron sputtering and, in the case of SrRuO3, pulsed laser deposition, prior to characterisation by means of AFM, XRD, spectroscopic ellipsometry, and DC resistivity. Measurements are conducted before and after annealing in air at temperatures ranging from 300 - 1000° C for one hour, to establish the maximum cycling temperature and potential longevity at temperature for each material. It is found that SrRuO3 retains metallic behaviour after annealing at 800° C, however, importantly, the optical properties of TiN and TiON are degraded as a result of oxidation. Nevertheless, both TiN and TiON may be better suited than Au or SRO for high temperature applications operating under vacuum conditions.

cond-mat.mtrl-sci↗

arXiv2017

Titanium oxynitride thin films with tunable double epsilon-near-zero behaviour

Titanium Oxynitride (TiOxNy) thin films are fabricated using reactive magnetron sputtering. The mechanism of their growth formation is explained and their optical properties are presented. The films grown when the level of residual Oxygen in the background vacuum was between 5E-9Torr to 20E-9Torr exhibit double Epsilon-Near-Zero (2-ENZ) behaviour with ENZ1 and ENZ2 wavelengths tunable in the 700-850 nm and in the 1100-1350 nm spectral ranges, respectively. Samples fabricated when the level of residual Oxygen in the background vacuum was above 2E-8Torr exhibit non-metallic behaviour, while the layers deposited when the level of residual Oxygen in the background vacuum was below 5E-9Torr, show metallic behaviour with a single ENZ value. The double ENZ phenomenon is related to the level of residual Oxygen in the background vacuum and is attributed to the mixture of TiN and TiOxNy/TiOx phases in the films. Varying the partial pressure of nitrogen during the deposition can further control the amount of TiN, TiOx and TiOxNy compounds in the films and, therefore, tune the screened plasma wavelength. A good approximation of the ellipsometric behaviour is achieved with Maxwell-Garnett theory for a composite film formed by a mixture of TiO2 and TiN phases suggesting that double ENZ TiOxNy films are formed by inclusions of TiN within a TiO2 matrix. These oxynitride compounds could be considered as new materials exhibiting double ENZ in the visible and near-IR spectral ranges.

cond-mat.mtrl-sci↗

arXiv2016

Optimal Investment with Transaction Costs under Cumulative Prospect Theory in Discrete Time

We study optimal investment problems under the framework of cumulative prospect theory (CPT). A CPT investor makes investment decisions in a single-period financial market with transaction costs. The objective is to seek the optimal investment strategy that maximizes the prospect value of the investor's final wealth. We obtain the optimal investment strategy explicitly in two examples. An economic analysis is conducted to investigate the impact of the transaction costs and risk aversion on the optimal investment strategy.

q-fin.PM↗

arXiv2016

Tunable, Low Optical Loss Strontium Molybdate Thin Films for Plasmonic Applications

Strontium molybdate (SrMoO3) thin films are shown to exhibit plasmonic behaviour with a zero crossover wavelength of the real part of the dielectric permittivity tunable between 600 and 950 nm (2.05 eV and 1.31 eV). The films are grown epitaxially on strontium titanate (SrTiO3), magnesium oxide (MgO), and lanthanum aluminate (LaAlO3) substrates by pulsed laser deposition. SrMoO3 is shown to have optical losses lower than those of gold at the point at which the real part of the dielectric permittivity is equal to -2, while possessing low electrical resistivity of 100E-6 Ohm cm at room temperature. Spectroscopic ellipsometry measurements reveal that SrMoO3 shows plasmonic behaviour, moreover we demonstrate that the epsilon near zero (ENZ) wavelength is tunable by engineering the residual strain in the films. The relatively broadband ENZ behaviour observed in SrMoO3 demonstrates its potential suitability for transformation optics along with plasmonic applications in the visible to near infrared spectral range.

cond-mat.mtrl-sci↗

arXiv2014

Explicit Solutions of Optimal Consumption, Investment and Insurance Problem with Regime Switching

We consider an investor who wants to select her/his optimal consumption, investment and insurance policies. Motivated by new insurance products, we allow not only the financial marke but also the insurable loss to depend on the regime of the economy. The objective of the investor is to maximize her/his expected total discounted utility of consumption over an infinite time horizon. For the case of hyperbolic absolute risk aversion (HARA) utility functions, we obtain the first explicit solutions for simultaneous optimal consumption, investment, and insurance problems when there is regime switching. We determine that the optimal insurance contract is either no-insurance or deductible insurance, and calculate when it is optimal to buy insurance. The optimal policy depends strongly on the regime of the economy. Through an economic analysis, we calculate the advantage of buying insurance.

q-fin.RM↗

arXiv2014

Optimal Investment and Risk Control Problem for an Insurer: Expected Utility Maximization

Motivated by the AIG bailout case in the financial crisis of 2007-2008, we consider an insurer who wants to maximize the expected utility of the terminal wealth by selecting optimal investment and risk control strategies. The insurer's risk process is modelled by a jump-diffusion process and is negatively correlated with the capital gains in the financial market. We obtain explicit solution to optimal strategies for various utility functions.

q-fin.RM↗