102 resultados para Equity Portfolio with Equal Weights
Resumo:
A geometric and non parametric procedure for testing if two finite set of points are linearly separable is proposed. The Linear Separability Test is equivalent to a test that determines if a strictly positive point h > 0 exists in the range of a matrix A (related to the points in the two finite sets). The algorithm proposed in the paper iteratively checks if a strictly positive point exists in a subspace by projecting a strictly positive vector with equal co-ordinates (p), on the subspace. At the end of each iteration, the subspace is reduced to a lower dimensional subspace. The test is completed within r ≤ min(n, d + 1) steps, for both linearly separable and non separable problems (r is the rank of A, n is the number of points and d is the dimension of the space containing the points). The worst case time complexity of the algorithm is O(nr3) and space complexity of the algorithm is O(nd). A small review of some of the prominent algorithms and their time complexities is included. The worst case computational complexity of our algorithm is lower than the worst case computational complexity of Simplex, Perceptron, Support Vector Machine and Convex Hull Algorithms, if d
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We study the quenching dynamics of a many-body system in one dimension described by a Hamiltonian that has spatial periodicity. Specifically, we consider a spin-1/2 chain with equal xx and yy couplings and subject to a periodically varying magnetic field in the (z) over cap direction or, equivalently, a tight-binding model of spinless fermions with a periodic local chemical potential, having period 2q, where q is a positive integer. For a linear quench of the strength of the magnetic field (or chemical potential) at a rate 1/tau across a quantum critical point, we find that the density of defects thereby produced scales as 1/tau(q/(q+1)), deviating from the 1/root tau scaling that is ubiquitous in a range of systems. We analyze this behavior by mapping the low-energy physics of the system to a set of fermionic two-level systems labeled by the lattice momentum k undergoing a nonlinear quench as well as by performing numerical simulations. We also show that if the magnetic field is a superposition of different periods, the power law depends only on the smallest period for very large values of tau, although it may exhibit a crossover at intermediate values of tau. Finally, for the case where a zz coupling is also present in the spin chain, or equivalently, where interactions are present in the fermionic system, we argue that the power associated with the scaling law depends on a combination of q and the interaction strength.
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The Maximum Weight Independent Set (MWIS) problem on graphs with vertex weights asks for a set of pairwise nonadjacent vertices of maximum total weight. The complexity of the MWIS problem for hole-free graphs is unknown. In this paper, we first prove that the MWIS problem for (hole, dart, gem)-free graphs can be solved in O(n(3))-time. By using this result, we prove that the MWIS problem for (hole, dart)-free graphs can be solved in O(n(4))-time. Though the MWIS problem for (hole, dart, gem)-free graphs is used as a subroutine, we also give the best known time bound for the solvability of the MWIS problem in (hole, dart, gem)-free graphs. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
In 2003, Babin et al. theoretically predicted (J. Appl. Phys. 94:4244, 2003) that fabrication of organic-inorganic hybrid materials would probably be required to implement structures with multiple photonic band gaps. In tune with their prediction, we report synthesis of such an inorganic-organic nanocomposite, comprising Cu4O3-CuO-C thin films that experimentally exhibit the highest (of any known material) number (as many as eleven) of photonic band gaps in the near infrared. On contrary to the report by Wang et al. (Appl. Phys. Lett. 84:1629, 2004) that photonic crystals with multiple stop gaps require highly correlated structural arrangement such as multilayers of variable thicknesses, we demonstrate experimental realization of multiple stop gaps in completely randomized structures comprising inorganic oxide nanocrystals (Cu4O3 and CuO) randomly embedded in a randomly porous carbonaceous matrix. We report one step synthesis of such nanostructured films through the metalorganic chemical vapor deposition technique using a single source metalorganic precursor, Cu-4(deaH)(dea)(oAc)(5) a <...aEuro parts per thousand(CH3)(2)CO. The films displaying multiple (4/9/11) photonic band gaps with equal transmission losses in the infrared are promising materials to find applications as multiple channel photonic band gap based filter for WDM technology.
Resumo:
Stimulated optical signals obtained by subjecting the system to a narrow band and a broadband pulse show both gain and loss Raman features at the red and blue side of the narrow beam, respectively. Recently observed temperature-dependent asymmetry in these features Mallick et al., J. Raman Spectrosc. 42, 1883 (2011); Dang et al., Phys. Rev. Lett. 107, 043001 (2011)] has been attributed to the Stokes and anti-Stokes components of the third-order susceptibility, chi((3)). By treating the setup as a steady state of an open system coupled to four quantum radiation field modes, we show that Stokes and anti-Stokes processes contribute to both the loss and gain resonances. chi((3)) predicts loss and gain signals with equal intensity for electronically off-resonant excitation. Some asymmetry may exist for resonant excitation. However, this is unrelated to the Stokes vs anti-Stokes processes. Any observed temperature-dependent asymmetry must thus originate from effects lying outside the chi((3)) regime.
Resumo:
The mechanical behaviour of cohesive-frictional granular materials is a combination of the strength pervading as intergranular friction (represented as an angle of internal friction - Phi), and the cohesion (C) between these particles. Most behavioral or constitutive models of this class of granular materials comprise of a cohesion and frictional component with no regard to the length scale i.e. from the micro structural models through the continuum models. An experimental study has been made on a model granular material, viz. angular sand with different weights of binding agents (varying degrees of cohesion) at multiple length scales to physically map this phenomenon. Cylindrical specimen of various diameters - 10, 20, 38, 100, 150 mm (and with an aspect ratio of 2) are reconstituted with 2, 4 and 8% by weight of a binding agent. The magnitude of this cohesion is analyzed using uniaxial compression tests and it is assumed to correspond to the peak in the normalized stress-strain plot. Increase in the cohesive strength of the material is seen with increasing size of the specimen. A possibility of ``entanglement'' occurring in larger specimens is proposed as a possible reason for deviation from a continuum framework.
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The evolution of sexually dimorphic, elaborate male traits that are seemingly maladaptive may be driven by sexual selection (male-male competition and or female mate choice). Tusk possession in the Asian elephant is sexually dimorphic and exaggerated but its role in male-male competition has not yet been determined. We examined the role of the tusks in establishing dominance along with two other known male-male signals, namely, body size and musth (a temporary physiologically heightened sexual state) in an Asian elephant population in northeastern India with equal proportions of tusked and tuskless males. We observed 116 agonistic interactions with clear dominance outcomes between adult (>15 years) males during 458 field days in the dry season months of 2008-2011. A generalized linear mixed-effects model was used to predict the probability of winning as a function of body size, tusk possession and musth status relative to the opponent. A hierarchy of the three male-male signals emerged from this analysis, with musth overriding body size and body size overriding tusk possession. In this elephant population tusk possession thus plays a relatively minor role in male-male competition. An important implication of musth and body size being stronger determinants of dominance than tusk possession is that it could facilitate rapid evolution of tuskless males in the population under artificial selection against tusked individuals, which are poached for ivory. (C) 2013 The Association for the Study of Animal Behaviour. Published by Elsevier Ltd. All rights reserved.
Resumo:
A balance between excitatory and inhibitory synaptic currents is thought to be important for several aspects of information processing in cortical neurons in vivo, including gain control, bandwidth and receptive field structure. These factors will affect the firing rate of cortical neurons and their reliability, with consequences for their information coding and energy consumption. Yet how balanced synaptic currents contribute to the coding efficiency and energy efficiency of cortical neurons remains unclear. We used single compartment computational models with stochastic voltage-gated ion channels to determine whether synaptic regimes that produce balanced excitatory and inhibitory currents have specific advantages over other input regimes. Specifically, we compared models with only excitatory synaptic inputs to those with equal excitatory and inhibitory conductances, and stronger inhibitory than excitatory conductances (i.e. approximately balanced synaptic currents). Using these models, we show that balanced synaptic currents evoke fewer spikes per second than excitatory inputs alone or equal excitatory and inhibitory conductances. However, spikes evoked by balanced synaptic inputs are more informative (bits/spike), so that spike trains evoked by all three regimes have similar information rates (bits/s). Consequently, because spikes dominate the energy consumption of our computational models, approximately balanced synaptic currents are also more energy efficient than other synaptic regimes. Thus, by producing fewer, more informative spikes approximately balanced synaptic currents in cortical neurons can promote both coding efficiency and energy efficiency.
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With ever more stringent NOX emissions, it is necessary to examine removal of nitrogen oxide from diesel engine exhaust. This paper describes the study of NOX reduction from 5.9-kW stationary diesel engine exhaust under nanosecond pulse energization. Two plasma reactors characterized by dielectric barrier discharge has been designed, built, and evaluated. One of the reactor designs include nine numbers of electrodes kept in parallel, and the exhaust was allowed to pass axially, whereas the second reactor consists of nine parallel electrodes and the exhaust was allowed to pass radially. The reactors were individually tested for the treatment of nitrogen oxides for gas flow rate of 2, 5, and 10 L/min. Both the reactors have been individually tested, and results show an appreciable removal of NOX with equal discharge volume. From the results, it was found that both the reactors were an efficient NOX removal. With consumption of only 36 J/L, the reactors had shown a considerable 45% DeNO(X) efficiency.
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Determination of shear strength of brick-mortar bed joint is critical to overcome the sliding-shear or joint-shear failure in masonry. In the recent past, researchers have attempted to enhance the shear strength and deformation capacity of brick-mortar bed joints by gluing fiber-reinforced polymer (FRP) composite across the bed joint. FRP composites offer several advantages like high strength-to-weight ratio, and ease of application in terms of labor, time, and reduced curing period. Furthermore, FRP composites are desirable for strengthening old masonry buildings having heritage value because of its minimal interference with the existing architecture. A majority of earlier studies on shear strengthening of masonry available in the literature adopted masonry having the ratio of modulus of elasticity of masonry unit (Emu) to modulus of elasticity of mortar (Em) greater than one. Information related to shear behavior of FRP glued masonry composed of masonry units having Young's modulus lower than mortar is limited. Hence the present study is focused on characterizing the interfacial behavior of brick-mortar bed joint of masonry assemblages composed of solid burnt clay bricks and cement-sand mortar (E-mu/E-m ratio less than one), strengthened with FRP composites. Masonry triplets and prisms with bed joint inclined to loading axis (0 degrees, 30 degrees, 45 degrees, 60 degrees and 90 degrees) are employed in this study. Glass and carbon FRP composites composed of bidirectional FRP fabric with equal density in both directions are used for strengthening masonry. Masonry triplets are glued with glass and carbon FRP composites in two configurations: (1) both faces of the triplet specimens are fully glued with GFRP composites; and (2) both faces of the triplet specimens are glued with GFRP and CFRP composites in strip form. The performance of masonry assemblages strengthened with FRP composites is assessed in terms of gain in shear strength, shear displacement, and postpeak behavior for various configurations and types of FRP composites considered. A semianalytical model is proposed for the prediction of shear strength of masonry bed joints glued with FRP composites. A composite failure envelope consisting of a Coulomb friction model and a compression cap is obtained for unreinforced masonry and GFRP-strengthened masonry based on the test results of masonry triplets and masonry prisms with bed joints having various inclinations to the loading (C) 2015 American Society of Civil Engineers.
Resumo:
In this paper, new results and insights are derived for the performance of multiple-input, single-output systems with beamforming at the transmitter, when the channel state information is quantized and sent to the transmitter over a noisy feedback channel. It is assumed that there exists a per-antenna power constraint at the transmitter, hence, the equal gain transmission (EGT) beamforming vector is quantized and sent from the receiver to the transmitter. The loss in received signal-to-noise ratio (SNR) relative to perfect beamforming is analytically characterized, and it is shown that at high rates, the overall distortion can be expressed as the sum of the quantization-induced distortion and the channel error-induced distortion, and that the asymptotic performance depends on the error-rate behavior of the noisy feedback channel as the number of codepoints gets large. The optimum density of codepoints (also known as the point density) that minimizes the overall distortion subject to a boundedness constraint is shown to be the same as the point density for a noiseless feedback channel, i.e., the uniform density. The binary symmetric channel with random index assignment is a special case of the analysis, and it is shown that as the number of quantized bits gets large the distortion approaches the same as that obtained with random beamforming. The accuracy of the theoretical expressions obtained are verified through Monte Carlo simulations.
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Two series of thermotropic main chain discotic liquid crystalline polyethers, PR4m-n, based on rufigallol were prepared starting from the symmetric tetraethers of rufigallol, R4m; m and n represent the number of carbon atoms in the side chain and spacer segment, respectively. The symmetric tetraethers were in turn readily prepared by selective alkylation of rufigallol under controlled phase-transfer conditions. GPC analysis of the polymers suggested that they were all of moderate molecular weights, with M-n varying between 5400 and 17 000. The length of the spacer segment n in these polyethers was systematically varied, and its effect on the phase transition temperatures and the mesophase structure was examined using DSC, polarized light microscopy, and X-ray diffraction. It is noticed that when the spacer lengths are relatively long(n greater than or equal to 2m), the isotropization temperature (TD-i) decreases as the spacer length n increases, an observation that is in accordance with those previously made. However, when the spacer lengths are relatively small (n < 2m), the dependence of TD-i is quite the opposite; TD-i actually increases with an increase in spacer length. Furthermore, X-ray diffraction studies indicate that, in the discotic columnar mesophases that are formed, the columns pack in a hexagonal manner when n greater than or equal to 2m, while they do so in a rectangular lattice when n < 2m, leading to the formation of Dh and Dr mesophases, respectively. Finally, comparison of the discotic polyethers with their low molar mass analogues confirms the role of polymerization in stabilizing the mesophase; while all the polymers exhibit columnar mesophases, some of their low molar mass analogues are not liquid crystalline.
Resumo:
The flow and heat transfer problem in the boundary layer induced by a continuous moving surface is important in many manufacturing processes in industry such as the boundary layer along material handling conveyers, the aerodynamic extrusion of plastic sheet, the cooling of an infinite metalic plate in a cooling bath (which may also be electrolyte). Glass blowing, continuous casting and spinning of fibres also involve the flow due to a stretching surface. Sakiadis [1] was the first to study the flow induced by a semi-infinite moving wall in an ambient fluid. On the other hand, Crane [2] first studied the flow over a linearly stretching sheet in an ambient fluid. Subsequently, Crane [3] also investigated the corresponding heat transfer problem. Since then several authors [4-8] have studied various aspects of this problem such as the effects of mass transfer, variable wall temperature, constant heat flux, magnetic field etc. Recently, Andersson [9] has obtained an exact solution of the Navier-Stokes equations for the MHD flow over a linearly stretching sheet in an ambient fluid. Also Chiam [10] has studied the heat transfer with variable thermal conductivity on a stretching sheet when the velocities of the sheet and the free stream are equal.
Resumo:
The potential benefits of providing geocell reinforced sand mattress over clay subgrade with void have been investigated through a series of laboratory scale model tests. The parameters varied in the test programme include, thickness of unreinforced sand layer above clay bed, width and height of geocell mattress, relative density of the sand fill in the geocells, and influence of an additional layer of planar geogrid placed at the base of the geocell mattress. The test results indicate that substantial improvement in performance can be obtained with the provision of geocell mattress, of adequate size, over the clay subgrade with void. In order to have beneficial effect, the geocell mattress must spread beyond the void at least a distance equal to the diameter of the void. The influence of the void over the performance of the footing reduces for height of geocell mattress greater than 1.8 times the diameter of the footing. Better improvement in performance is obtained for geocells filled with dense soil. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
Cum ./LSTA_A_8828879_O_XML_IMAGES/LSTA_A_8828879_O_ILM0001.gif rule [Singh (1975)] has been suggested in the literature for finding approximately optimum strata boundaries for proportional allocation, when the stratification is done on the study variable. This paper shows that for the class of density functions arising from the Wang and Aggarwal (1984) representation of the Lorenz Curve (or DBV curves in case of inventory theory), the cum ./LSTA_A_8828879_O_XML_IMAGES/LSTA_A_8828879_O_ILM0002.gif rule in place of giving approximately optimum strata boundaries, yields exactly optimum boundaries. It is also shown that the conjecture of Mahalanobis (1952) “. . .an optimum or nearly optimum solutions will be obtained when the expected contribution of each stratum to the total aggregate value of Y is made equal for all strata” yields exactly optimum strata boundaries for the case considered in the paper.