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- Genre: Doctoral Dissertation
- Creators: Tepedelenlioğlu, Cihan
Description
Texture analysis plays an important role in applications like automated pattern inspection, image and video compression, content-based image retrieval, remote-sensing, medical imaging and document processing, to name a few. Texture Structure Analysis is the process of studying the structure present in the textures. This structure can be expressed in terms of perceived regularity. Our human visual system (HVS) uses the perceived regularity as one of the important pre-attentive cues in low-level image understanding. Similar to the HVS, image processing and computer vision systems can make fast and efficient decisions if they can quantify this regularity automatically. In this work, the problem of quantifying the degree of perceived regularity when looking at an arbitrary texture is introduced and addressed. One key contribution of this work is in proposing an objective no-reference perceptual texture regularity metric based on visual saliency. Other key contributions include an adaptive texture synthesis method based on texture regularity, and a low-complexity reduced-reference visual quality metric for assessing the quality of synthesized textures. In order to use the best performing visual attention model on textures, the performance of the most popular visual attention models to predict the visual saliency on textures is evaluated. Since there is no publicly available database with ground-truth saliency maps on images with exclusive texture content, a new eye-tracking database is systematically built. Using the Visual Saliency Map (VSM) generated by the best visual attention model, the proposed texture regularity metric is computed. The proposed metric is based on the observation that VSM characteristics differ between textures of differing regularity. The proposed texture regularity metric is based on two texture regularity scores, namely a textural similarity score and a spatial distribution score. In order to evaluate the performance of the proposed regularity metric, a texture regularity database called RegTEX, is built as a part of this work. It is shown through subjective testing that the proposed metric has a strong correlation with the Mean Opinion Score (MOS) for the perceived regularity of textures. The proposed method is also shown to be robust to geometric and photometric transformations and outperforms some of the popular texture regularity metrics in predicting the perceived regularity. The impact of the proposed metric to improve the performance of many image-processing applications is also presented. The influence of the perceived texture regularity on the perceptual quality of synthesized textures is demonstrated through building a synthesized textures database named SynTEX. It is shown through subjective testing that textures with different degrees of perceived regularities exhibit different degrees of vulnerability to artifacts resulting from different texture synthesis approaches. This work also proposes an algorithm for adaptively selecting the appropriate texture synthesis method based on the perceived regularity of the original texture. A reduced-reference texture quality metric for texture synthesis is also proposed as part of this work. The metric is based on the change in perceived regularity and the change in perceived granularity between the original and the synthesized textures. The perceived granularity is quantified through a new granularity metric that is proposed in this work. It is shown through subjective testing that the proposed quality metric, using just 2 parameters, has a strong correlation with the MOS for the fidelity of synthesized textures and outperforms the state-of-the-art full-reference quality metrics on 3 different texture databases. Finally, the ability of the proposed regularity metric in predicting the perceived degradation of textures due to compression and blur artifacts is also established.
ContributorsVaradarajan, Srenivas (Author) / Karam, Lina J (Thesis advisor) / Chakrabarti, Chaitali (Committee member) / Li, Baoxin (Committee member) / Tepedelenlioğlu, Cihan (Committee member) / Arizona State University (Publisher)
Created2014
Description
LTE-Advanced networks employ random access based on preambles
transmitted according to multi-channel slotted Aloha principles. The
random access is controlled through a limit W on the number of
transmission attempts and a timeout period for uniform backoff after a
collision. We model the LTE-Advanced random access system by formulating
the equilibrium condition for the ratio of the number of requests
successful within the permitted number of transmission attempts to those
successful in one attempt. We prove that for W≤8 there is only one
equilibrium operating point and for W≥9 there are three operating
points if the request load ρ is between load boundaries ρ1
and ρ2. We analytically identify these load boundaries as well as
the corresponding system operating points. We analyze the throughput and
delay of successful requests at the operating points and validate the
analytical results through simulations. Further, we generalize the
results using a steady-state equilibrium based approach and develop
models for single-channel and multi-channel systems, incorporating the
barring probability PB. Ultimately, we identify the de-correlating
effect of parameters O, PB, and Tomax and introduce the
Poissonization effect due to the backlogged requests in a slot. We
investigate the impact of Poissonization on different traffic and
conclude this thesis.
transmitted according to multi-channel slotted Aloha principles. The
random access is controlled through a limit W on the number of
transmission attempts and a timeout period for uniform backoff after a
collision. We model the LTE-Advanced random access system by formulating
the equilibrium condition for the ratio of the number of requests
successful within the permitted number of transmission attempts to those
successful in one attempt. We prove that for W≤8 there is only one
equilibrium operating point and for W≥9 there are three operating
points if the request load ρ is between load boundaries ρ1
and ρ2. We analytically identify these load boundaries as well as
the corresponding system operating points. We analyze the throughput and
delay of successful requests at the operating points and validate the
analytical results through simulations. Further, we generalize the
results using a steady-state equilibrium based approach and develop
models for single-channel and multi-channel systems, incorporating the
barring probability PB. Ultimately, we identify the de-correlating
effect of parameters O, PB, and Tomax and introduce the
Poissonization effect due to the backlogged requests in a slot. We
investigate the impact of Poissonization on different traffic and
conclude this thesis.
ContributorsTyagi, Revak (Author) / Reisslein, Martin (Thesis advisor) / Tepedelenlioğlu, Cihan (Committee member) / McGarry, Michael (Committee member) / Zhang, Yanchao (Committee member) / Arizona State University (Publisher)
Created2014
Description
This work considers the problem of multiple detection and tracking in two complex time-varying environments, urban terrain and underwater. Tracking multiple radar targets in urban environments is rst investigated by exploiting multipath signal returns, wideband underwater acoustic (UWA) communications channels are estimated using adaptive learning methods, and multiple UWA communications users are detected by designing the transmit signal to match the environment. For the urban environment, a multi-target tracking algorithm is proposed that integrates multipath-to-measurement association and the probability hypothesis density method implemented using particle filtering. The algorithm is designed to track an unknown time-varying number of targets by extracting information from multiple measurements due to multipath returns in the urban terrain. The path likelihood probability is calculated by considering associations between measurements and multipath returns, and an adaptive clustering algorithm is used to estimate the number of target and their corresponding parameters. The performance of the proposed algorithm is demonstrated for different multiple target scenarios and evaluated using the optimal subpattern assignment metric. The underwater environment provides a very challenging communication channel due to its highly time-varying nature, resulting in large distortions due to multipath and Doppler-scaling, and frequency-dependent path loss. A model-based wideband UWA channel estimation algorithm is first proposed to estimate the channel support and the wideband spreading function coefficients. A nonlinear frequency modulated signaling scheme is proposed that is matched to the wideband characteristics of the underwater environment. Constraints on the signal parameters are derived to optimally reduce multiple access interference and the UWA channel effects. The signaling scheme is compared to a code division multiple access (CDMA) scheme to demonstrate its improved bit error rate performance. The overall multi-user communication system performance is finally analyzed by first estimating the UWA channel and then designing the signaling scheme for multiple communications users.
ContributorsZhou, Meng (Author) / Papandreou-Suppappola, Antonia (Thesis advisor) / Tepedelenlioğlu, Cihan (Committee member) / Kovvali, Narayan (Committee member) / Berisha, Visar (Committee member) / Arizona State University (Publisher)
Created2014
Description
Horn antennas have been used for over a hundred years. They have a wide variety of uses where they are a basic and popular microwave antenna for many practical applications, such as feed elements for communication reflector dishes on satellite or point-to-point relay antennas. They are also widely utilized as gain standards for calibration and gain measurement of other antennas.
The gain and loss factor of conical horns are revisited in this dissertation based on
spherical and quadratic aperture phase distributions. The gain is compared with published classical data in an attempt to confirm their validity and accuracy and to determine whether they were derived based on spherical or quadratic aperture phase distributions. In this work, it is demonstrated that the gain of a conical horn antenna obtained by using a spherical phase distribution is in close agreement with published classical data. Moreover, more accurate expressions for the loss factor, to account for amplitude and phase tapers over the horn aperture, are derived. New formulas for the design of optimum gain conical horns, based on the more accurate spherical aperture phase distribution, are derived.
To better understand the impact of edge diffractions on aperture antenna performance, an extensive investigation of the edge diffractions impact is undertaken in this dissertation for commercial aperture antennas. The impact of finite uncoated and coated PEC ground plane edge diffractions on the amplitude patterns in the principal planes of circular apertures is intensively examined. Similarly, aperture edge diffractions of aperture antennas without ground planes are examined. Computational results obtained by the analytical model are compared with experimental and HFSS-simulated results for all cases studied. In addition, the impact of the ground plane size, coating thickness, and relative permittivity of the dielectric layer on the radiation amplitude in the back region has been examined.
This investigation indicates that the edge diffractions do impact the main forward lobe pattern, especially in the E plane. Their most significant contribution appears in far side and back lobes. This work demonstrates that the finite edge contributors must be considered to obtain more accurate amplitude patterns of aperture antennas.
The gain and loss factor of conical horns are revisited in this dissertation based on
spherical and quadratic aperture phase distributions. The gain is compared with published classical data in an attempt to confirm their validity and accuracy and to determine whether they were derived based on spherical or quadratic aperture phase distributions. In this work, it is demonstrated that the gain of a conical horn antenna obtained by using a spherical phase distribution is in close agreement with published classical data. Moreover, more accurate expressions for the loss factor, to account for amplitude and phase tapers over the horn aperture, are derived. New formulas for the design of optimum gain conical horns, based on the more accurate spherical aperture phase distribution, are derived.
To better understand the impact of edge diffractions on aperture antenna performance, an extensive investigation of the edge diffractions impact is undertaken in this dissertation for commercial aperture antennas. The impact of finite uncoated and coated PEC ground plane edge diffractions on the amplitude patterns in the principal planes of circular apertures is intensively examined. Similarly, aperture edge diffractions of aperture antennas without ground planes are examined. Computational results obtained by the analytical model are compared with experimental and HFSS-simulated results for all cases studied. In addition, the impact of the ground plane size, coating thickness, and relative permittivity of the dielectric layer on the radiation amplitude in the back region has been examined.
This investigation indicates that the edge diffractions do impact the main forward lobe pattern, especially in the E plane. Their most significant contribution appears in far side and back lobes. This work demonstrates that the finite edge contributors must be considered to obtain more accurate amplitude patterns of aperture antennas.
ContributorsAboserwal, Nafati Abdasallam (Author) / Balanis, Constantine A (Thesis advisor) / Aberle, James T (Committee member) / Pan, George (Committee member) / Tepedelenlioğlu, Cihan (Committee member) / Arizona State University (Publisher)
Created2014
Description
Peptide microarrays have been used in molecular biology to profile immune responses and develop diagnostic tools. When the microarrays are printed with random peptide sequences, they can be used to identify antigen antibody binding patterns or immunosignatures. In this thesis, an advanced signal processing method is proposed to estimate epitope antigen subsequences as well as identify mimotope antigen subsequences that mimic the structure of epitopes from random-sequence peptide microarrays. The method first maps peptide sequences to linear expansions of highly-localized one-dimensional (1-D) time-varying signals and uses a time-frequency processing technique to detect recurring patterns in subsequences. This technique is matched to the aforementioned mapping scheme, and it allows for an inherent analysis on how substitutions in the subsequences can affect antibody binding strength. The performance of the proposed method is demonstrated by estimating epitopes and identifying potential mimotopes for eight monoclonal antibody samples.
The proposed mapping is generalized to express information on a protein's sequence location, structure and function onto a highly localized three-dimensional (3-D) Gaussian waveform. In particular, as analysis of protein homology has shown that incorporating different kinds of information into an alignment process can yield more robust alignment results, a pairwise protein structure alignment method is proposed based on a joint similarity measure of multiple mapped protein attributes. The 3-D mapping allocates protein properties into distinct regions in the time-frequency plane in order to simplify the alignment process by including all relevant information into a single, highly customizable waveform. Simulations demonstrate the improved performance of the joint alignment approach to infer relationships between proteins, and they provide information on mutations that cause changes to both the sequence and structure of a protein.
In addition to the biology-based signal processing methods, a statistical method is considered that uses a physics-based model to improve processing performance. In particular, an externally developed physics-based model for sea clutter is examined when detecting a low radar cross-section target in heavy sea clutter. This novel model includes a process that generates random dynamic sea clutter based on the governing physics of water gravity and capillary waves and a finite-difference time-domain electromagnetics simulation process based on Maxwell's equations propagating the radar signal. A subspace clutter suppression detector is applied to remove dominant clutter eigenmodes, and its improved performance over matched filtering is demonstrated using simulations.
The proposed mapping is generalized to express information on a protein's sequence location, structure and function onto a highly localized three-dimensional (3-D) Gaussian waveform. In particular, as analysis of protein homology has shown that incorporating different kinds of information into an alignment process can yield more robust alignment results, a pairwise protein structure alignment method is proposed based on a joint similarity measure of multiple mapped protein attributes. The 3-D mapping allocates protein properties into distinct regions in the time-frequency plane in order to simplify the alignment process by including all relevant information into a single, highly customizable waveform. Simulations demonstrate the improved performance of the joint alignment approach to infer relationships between proteins, and they provide information on mutations that cause changes to both the sequence and structure of a protein.
In addition to the biology-based signal processing methods, a statistical method is considered that uses a physics-based model to improve processing performance. In particular, an externally developed physics-based model for sea clutter is examined when detecting a low radar cross-section target in heavy sea clutter. This novel model includes a process that generates random dynamic sea clutter based on the governing physics of water gravity and capillary waves and a finite-difference time-domain electromagnetics simulation process based on Maxwell's equations propagating the radar signal. A subspace clutter suppression detector is applied to remove dominant clutter eigenmodes, and its improved performance over matched filtering is demonstrated using simulations.
ContributorsO'Donnell, Brian (Author) / Papandreou-Suppappola, Antonia (Thesis advisor) / Bliss, Daniel (Committee member) / Johnston, Stephen A. (Committee member) / Kovvali, Narayan (Committee member) / Tepedelenlioğlu, Cihan (Committee member) / Arizona State University (Publisher)
Created2014
Description
Thousands of high-resolution images are generated each day. Detecting and analyzing variations in these images are key steps in image understanding. This work focuses on spatial and multitemporal
visual change detection and its applications in multi-temporal synthetic aperture radar (SAR) images.
The Canny edge detector is one of the most widely-used edge detection algorithms due to its superior performance in terms of SNR and edge localization and only one response to a single edge. In this work, we propose a mechanism to implement the Canny algorithm at the block level without any loss in edge detection performance as compared to the original frame-level Canny algorithm. The resulting block-based algorithm has significantly reduced memory requirements and can achieve a significantly reduced latency. Furthermore, the proposed algorithm can be easily integrated with other block-based image processing systems. In addition, quantitative evaluations and subjective tests show that the edge detection performance of the proposed algorithm is better than the original frame-based algorithm, especially when noise is present in the images.
In the context of multi-temporal SAR images for earth monitoring applications, one critical issue is the detection of changes occurring after a natural or anthropic disaster. In this work, we propose a novel similarity measure for automatic change detection using a pair of SAR images
acquired at different times and apply it in both the spatial and wavelet domains. This measure is based on the evolution of the local statistics of the image between two dates. The local statistics are modeled as a Gaussian Mixture Model (GMM), which is more suitable and flexible to approximate the local distribution of the SAR image with distinct land-cover typologies. Tests on real datasets show that the proposed detectors outperform existing methods in terms of the quality of the similarity maps, which are assessed using the receiver operating characteristic (ROC) curves, and in terms of the total error rates of the final change detection maps. Furthermore, we proposed a new
similarity measure for automatic change detection based on a divisive normalization transform in order to reduce the computation complexity. Tests show that our proposed DNT-based change detector
exhibits competitive detection performance while achieving lower computational complexity as compared to previously suggested methods.
visual change detection and its applications in multi-temporal synthetic aperture radar (SAR) images.
The Canny edge detector is one of the most widely-used edge detection algorithms due to its superior performance in terms of SNR and edge localization and only one response to a single edge. In this work, we propose a mechanism to implement the Canny algorithm at the block level without any loss in edge detection performance as compared to the original frame-level Canny algorithm. The resulting block-based algorithm has significantly reduced memory requirements and can achieve a significantly reduced latency. Furthermore, the proposed algorithm can be easily integrated with other block-based image processing systems. In addition, quantitative evaluations and subjective tests show that the edge detection performance of the proposed algorithm is better than the original frame-based algorithm, especially when noise is present in the images.
In the context of multi-temporal SAR images for earth monitoring applications, one critical issue is the detection of changes occurring after a natural or anthropic disaster. In this work, we propose a novel similarity measure for automatic change detection using a pair of SAR images
acquired at different times and apply it in both the spatial and wavelet domains. This measure is based on the evolution of the local statistics of the image between two dates. The local statistics are modeled as a Gaussian Mixture Model (GMM), which is more suitable and flexible to approximate the local distribution of the SAR image with distinct land-cover typologies. Tests on real datasets show that the proposed detectors outperform existing methods in terms of the quality of the similarity maps, which are assessed using the receiver operating characteristic (ROC) curves, and in terms of the total error rates of the final change detection maps. Furthermore, we proposed a new
similarity measure for automatic change detection based on a divisive normalization transform in order to reduce the computation complexity. Tests show that our proposed DNT-based change detector
exhibits competitive detection performance while achieving lower computational complexity as compared to previously suggested methods.
ContributorsXu, Qian (Author) / Karam, Lina J (Thesis advisor) / Chakrabarti, Chaitali (Committee member) / Bliss, Daniel (Committee member) / Tepedelenlioğlu, Cihan (Committee member) / Arizona State University (Publisher)
Created2014
Description
Underwater acoustic communications face significant challenges unprecedented in radio terrestrial communications including long multipath delay spreads, strong Doppler effects, and stringent bandwidth requirements. Recently, multi-carrier communications based on orthogonal frequency division multiplexing (OFDM) have seen significant growth in underwater acoustic (UWA) communications, thanks to their well well-known robustness against severely time-dispersive channels. However, the performance of OFDM systems over UWA channels significantly deteriorates due to severe intercarrier interference (ICI) resulting from rapid time variations of the channel. With the motivation of developing enabling techniques for OFDM over UWA channels, the major contributions of this thesis include (1) two effective frequencydomain equalizers that provide general means to counteract the ICI; (2) a family of multiple-resampling receiver designs dealing with distortions caused by user and/or path specific Doppler scaling effects; (3) proposal of using orthogonal frequency division multiple access (OFDMA) as an effective multiple access scheme for UWA communications; (4) the capacity evaluation for single-resampling versus multiple-resampling receiver designs. All of the proposed receiver designs have been verified both through simulations and emulations based on data collected in real-life UWA communications experiments. Particularly, the frequency domain equalizers are shown to be effective with significantly reduced pilot overhead and offer robustness against Doppler and timing estimation errors. The multiple-resampling designs, where each branch is tasked with the Doppler distortion of different paths and/or users, overcome the disadvantages of the commonly-used single-resampling receivers and yield significant performance gains. Multiple-resampling receivers are also demonstrated to be necessary for UWA OFDMA systems. The unique design effectively mitigates interuser interference (IUI), opening up the possibility to exploit advanced user subcarrier assignment schemes. Finally, the benefits of the multiple-resampling receivers are further demonstrated through channel capacity evaluation results.
ContributorsTu, Kai (Author) / Duman, Tolga M. (Thesis advisor) / Zhang, Junshan (Committee member) / Tepedelenlioğlu, Cihan (Committee member) / Papandreou-Suppappola, Antonia (Committee member) / Arizona State University (Publisher)
Created2011
Description
There are many wireless communication and networking applications that require high transmission rates and reliability with only limited resources in terms of bandwidth, power, hardware complexity etc.. Real-time video streaming, gaming and social networking are a few such examples. Over the years many problems have been addressed towards the goal of enabling such applications; however, significant challenges still remain, particularly, in the context of multi-user communications. With the motivation of addressing some of these challenges, the main focus of this dissertation is the design and analysis of capacity approaching coding schemes for several (wireless) multi-user communication scenarios. Specifically, three main themes are studied: superposition coding over broadcast channels, practical coding for binary-input binary-output broadcast channels, and signalling schemes for two-way relay channels. As the first contribution, we propose an analytical tool that allows for reliable comparison of different practical codes and decoding strategies over degraded broadcast channels, even for very low error rates for which simulations are impractical. The second contribution deals with binary-input binary-output degraded broadcast channels, for which an optimal encoding scheme that achieves the capacity boundary is found, and a practical coding scheme is given by concatenation of an outer low density parity check code and an inner (non-linear) mapper that induces desired distribution of "one" in a codeword. The third contribution considers two-way relay channels where the information exchange between two nodes takes place in two transmission phases using a coding scheme called physical-layer network coding. At the relay, a near optimal decoding strategy is derived using a list decoding algorithm, and an approximation is obtained by a joint decoding approach. For the latter scheme, an analytical approximation of the word error rate based on a union bounding technique is computed under the assumption that linear codes are employed at the two nodes exchanging data. Further, when the wireless channel is frequency selective, two decoding strategies at the relay are developed, namely, a near optimal decoding scheme implemented using list decoding, and a reduced complexity detection/decoding scheme utilizing a linear minimum mean squared error based detector followed by a network coded sequence decoder.
ContributorsBhat, Uttam (Author) / Duman, Tolga M. (Thesis advisor) / Tepedelenlioğlu, Cihan (Committee member) / Li, Baoxin (Committee member) / Zhang, Junshan (Committee member) / Arizona State University (Publisher)
Created2011
Description
Following the success in incorporating perceptual models in audio coding algorithms, their application in other speech/audio processing systems is expanding. In general, all perceptual speech/audio processing algorithms involve minimization of an objective function that directly/indirectly incorporates properties of human perception. This dissertation primarily investigates the problems associated with directly embedding an auditory model in the objective function formulation and proposes possible solutions to overcome high complexity issues for use in real-time speech/audio algorithms. Specific problems addressed in this dissertation include: 1) the development of approximate but computationally efficient auditory model implementations that are consistent with the principles of psychoacoustics, 2) the development of a mapping scheme that allows synthesizing a time/frequency domain representation from its equivalent auditory model output. The first problem is aimed at addressing the high computational complexity involved in solving perceptual objective functions that require repeated application of auditory model for evaluation of different candidate solutions. In this dissertation, a frequency pruning and a detector pruning algorithm is developed that efficiently implements the various auditory model stages. The performance of the pruned model is compared to that of the original auditory model for different types of test signals in the SQAM database. Experimental results indicate only a 4-7% relative error in loudness while attaining up to 80-90 % reduction in computational complexity. Similarly, a hybrid algorithm is developed specifically for use with sinusoidal signals and employs the proposed auditory pattern combining technique together with a look-up table to store representative auditory patterns. The second problem obtains an estimate of the auditory representation that minimizes a perceptual objective function and transforms the auditory pattern back to its equivalent time/frequency representation. This avoids the repeated application of auditory model stages to test different candidate time/frequency vectors in minimizing perceptual objective functions. In this dissertation, a constrained mapping scheme is developed by linearizing certain auditory model stages that ensures obtaining a time/frequency mapping corresponding to the estimated auditory representation. This paradigm was successfully incorporated in a perceptual speech enhancement algorithm and a sinusoidal component selection task.
ContributorsKrishnamoorthi, Harish (Author) / Spanias, Andreas (Thesis advisor) / Papandreou-Suppappola, Antonia (Committee member) / Tepedelenlioğlu, Cihan (Committee member) / Tsakalis, Konstantinos (Committee member) / Arizona State University (Publisher)
Created2011
Description
One necessary condition for the two-pass risk premium estimator to be consistent and asymptotically normal is that the rank of the beta matrix in a proposed linear asset pricing model is full column. I first investigate the asymptotic properties of the risk premium estimators and the related t-test and Wald test statistics when the full rank condition fails. I show that the beta risk of useless factors or multiple proxy factors for a true factor are priced more often than they should be at the nominal size in the asset pricing models omitting some true factors. While under the null hypothesis that the risk premiums of the true factors are equal to zero, the beta risk of the true factors are priced less often than the nominal size. The simulation results are consistent with the theoretical findings. Hence, the factor selection in a proposed factor model should not be made solely based on their estimated risk premiums. In response to this problem, I propose an alternative estimation of the underlying factor structure. Specifically, I propose to use the linear combination of factors weighted by the eigenvectors of the inner product of estimated beta matrix. I further propose a new method to estimate the rank of the beta matrix in a factor model. For this method, the idiosyncratic components of asset returns are allowed to be correlated both over different cross-sectional units and over different time periods. The estimator I propose is easy to use because it is computed with the eigenvalues of the inner product of an estimated beta matrix. Simulation results show that the proposed method works well even in small samples. The analysis of US individual stock returns suggests that there are six common risk factors in US individual stock returns among the thirteen factor candidates used. The analysis of portfolio returns reveals that the estimated number of common factors changes depending on how the portfolios are constructed. The number of risk sources found from the analysis of portfolio returns is generally smaller than the number found in individual stock returns.
ContributorsWang, Na (Author) / Ahn, Seung C. (Thesis advisor) / Kallberg, Jarl G. (Committee member) / Liu, Crocker H. (Committee member) / Arizona State University (Publisher)
Created2011