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您的检索式：作者名="Muhammed Veli"
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| 1 | Design of task-specific optical systems using broadband diffractive neural networks显示文摘Deep learning has been transformative in many fields,motivating the emergence of various optical computing architectures.Diffractive optical network is a recently introduced optical computing framework that merges wave optics with deep-learning methods to design optical neural networks.Diffraction-based all-optical object recognition systems,designed through this framework and fabricated by 3D printing,have been reported to recognize handwritten digits and fashion products,demonstrating all-optical inference and generalization to sub-classes of data.These previous diffractive approaches employed monochromatic coherent light as the illumination source.Here,we report a broadband diffractive optical neural network design that simultaneously processes a continuum of wavelengths generated by a temporally incoherent broadband source to all-optically perform a specific task learned using deep learning.We experimentally validated the success of this broadband diffractive neural network architecture by designing,fabricating and testing seven different multi-layer,diffractive optical systems that transform the optical wavefront generated by a broadband THz pulse to realize(1)a series of tuneable,single-passband and dual-passband spectral filters and(2)spatially controlled wavelength de-multiplexing.Merging the native or engineered dispersion of various material systems with a deep-learning-based design strategy,broadband diffractive neural networks help us engineer the light–matter interaction in 3D,diverging from intuitive and analytical design methods to create taskspecific optical components that can all-optically perform deterministic tasks or statistical inference for optical machine learning. | Yi Luo Deniz Mengu Nezih T.Yardimci Yair Rivenson Muhammed Veli Mona Jarrahi Aydogan Ozcan | 2019 | Light(Science & Applications)2019，8，1： | 9 |
| 2 | Stock prices and economic activity nexus in OECD countries:new evidence from an asymmetric panel Granger causality test in the frequency domain显示文摘This study investigates the stock price–economic activity nexus in 12 member countries of the Organization for Economic Cooperation and Development(OECD)by employing monthly data over the period 1981:1–2018:3.For this purpose,the study uses Granger causality in the frequency domain in the panel setting by decomposing the symmetric and asymmetric fluctuations.This methodology determines whether the predictive power of interested variables is concentrated on quickly,moderately,or slowly fluctuating components.Our findings show that the stock prices have predictive power for future long-term economic activity in the panel setting.However,economic activity has more reliable information for stock prices for negative components.Additionally,empirical findings for asymmetric shocks are not fully consistent with those of symmetric ones.Besides,the country-specific results provide different causal linkages across members and frequencies.These findings may provide valuable information for policymakers to design proper and effective policies in OECD countries regarding the stock market and economic activity nexus. | Veli Yilanci Onder Ozgur Muhammed Sehid Gorus | 2021 | Financial Innovation2021，7，1： | 0 |
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