17 resultados para Portfolio choice

em Indian Institute of Science - Bangalore - Índia


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A formula has been derived for the mean-square error in the phases of crystal reflections determined through the multiwavelength anomalous scattering method.The error is written in terms of a simple function of the positions in the complex plane of the 'centres' corresponding to the different wavelengths. For the case of three centres, the mean-square error is inversely proportional to the area of the triangle formed by them.

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We address a portfolio optimization problem in a semi-Markov modulated market. We study both the terminal expected utility optimization on finite time horizon and the risk-sensitive portfolio optimization on finite and infinite time horizon. We obtain optimal portfolios in relevant cases. A numerical procedure is also developed to compute the optimal expected terminal utility for finite horizon problem.

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New supramolecular organogels based on all-trans-tri(p-phenylenevinylene) (TPV) systems possessing different terminal groups, e.g., oxime, hydrazone, phenylhydrazone, and semicarbazone have been synthesized. The self-assembly properties of the compounds that gelate in specific organic solvents and the aggregation motifs of these molecules in the organogels were investigated using UV−vis, fluorescence, FT-IR, and 1H NMR spectroscopy, electron microscopy, differential scanning calorimetry (DSC), and rheology. The temperature variable UV−vis and fluorescence spectroscopy in different solvents clearly show the aggregation pattern of the self-assemblies promoted by hydrogen bonding, aromatic π-stacking, and van der Waals interactions among the individual TPV units. Gelation could be controlled by variation in the number of hydrogen-bonding donors and acceptors in the terminal functional groups of this class of gelators. Also wherever gelation is observed, the individual fibers in gels change to other types of networks in their aggregates depending on the number of hydrogen-bonding sites in the terminal functions. Comparison of the thermal stability of the gels obtained from DSC data of different gelators demonstrates higher phase transition temperature and enthalpy for the hydrazone-based gelator. Rheological studies indicate that the presence of more hydrogen-bonding donors in the periphery of the gelator molecules makes the gel more viscoelastic solidlike. However, in the presence of more numbers of hydrogen-bonding donor/acceptors at the periphery of TPVs such as with semicarbazone a precipitation as opposed to gelation was observed. Clearly, the choice of the end functional groups and the number of hydrogen-bonding groups in the TPV backbone holds the key and modulates the effective length of the chromophore, resulting in interesting optical properties.

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A new automata model Mr,k, with a conceptually significant innovation in the form of multi-state alternatives at each instance, is proposed in this study. Computer simulations of the Mr,k, model in the context of feature selection in an unsupervised environment has demonstrated the superiority of the model over similar models without this multi-state-choice innovation.

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The radial current density on an MPD arcjet cathode surface is theoretically investigated for five propellants. It is found that excessive current concentration at the upstream end of the cathode occurs in the case of hydrogen. This undesirable effect is traced to the higher electrical conductivity of hydrogen plasma.

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Males of several acoustically communicating orthopteran species form spatially and temporally structured choruses. We investigated whether male field crickets of the species Plebeiogryllus guttiventris formed choruses in the field. Males formed spatial aggregations and showed fidelity to a calling site within a night, forming stable choruses. Within aggregations, the acoustic ranges of males overlapped considerably. We tested whether males within hearing range of each other interacted acoustically. The chirps of simultaneously calling males were aphasic with respect to each other and showed no significant alternation or synchrony of calls. Some individuals changed temporal features of their calling songs such as chirp durations and chirp rates in response to a simultaneously calling neighbour. The implications of these results for female mate choice are discussed

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Estimates of interfacial friction angle (delta) are necessary for the design of retaining structures and deep foundations, Recommendations in the literature regarding delta values are often contradictory and are therefore not easy to apply in geotechnical design, A critical examination of past studies in terms of data generation techniques used and conclusions drawn indicates that two distinctly different test procedures/techniques have been evolved. The interfacial situation in practice can also be categorized into two broad types, These two types of interface problems in geotechnical engineering are (a) the structure is placed on the free surface of prepared fill (type A situation) and (b) the fill is placed against the material surface which functions as a confined boundary (type B situation), The friction angle delta depends on the surface roughness of the construction material, But in the type A situation, it is independent of density and its limiting maximum value (delta(lim)) is the critical state friction angle phi(cv). In the type B situation, it is dependent on density of the fill and its limiting maximum value is the peak angle of internal friction phi(p) of the fill.

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In this paper, we propose a novel dexterous technique for fast and accurate recognition of online handwritten Kannada and Tamil characters. Based on the primary classifier output and prior knowledge, the best classifier is chosen from set of three classifiers for second stage classification. Prior knowledge is obtained through analysis of the confusion matrix of primary classifier which helped in identifying the multiple sets of confused characters. Further, studies were carried out to check the performance of secondary classifiers in disambiguating among the confusion sets. Using this technique we have achieved an average accuracy of 92.6% for Kannada characters on the MILE lab dataset and 90.2% for Tamil characters on the HP Labs dataset.

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The study presents an analysis aimed at choosing between off-grid solar photovoltaic, biomass gasifier based power generation and conventional grid extension for remote village electrification. The model provides a relation between renewable energy systems and the economical distance limit (EDL) from the existing grid point, based on life cycle cost (LCC) analysis, where the LCC of energy for renewable energy systems and grid extension will match. The LCC of energy feed to the village is arrived at by considering grid availability and operating hours of the renewable energy systems. The EDL for the biomass gasifier system of 25 kW capacities is 10.5 km with 6 h of daily operation and grid availability. However, the EDL for a similar 25 kW capacity photovoltaic system is 35 km for the same number of hours of operation and grid availability. The analysis shows that for villages having low load demand situated far away from the existing grid line, biomass gasification based systems are more cost competitive than photovoltaic systems or even compared to grid extension. (C) 2012 Elsevier Inc. All rights reserved.

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Image-guided diffuse optical tomography has the advantage of reducing the total number of optical parameters being reconstructed to the number of distinct tissue types identified by the traditional imaging modality, converting the optical image-reconstruction problem from underdetermined in nature to overdetermined. In such cases, the minimum required measurements might be far less compared to those of the traditional diffuse optical imaging. An approach to choose these optimally based on a data-resolution matrix is proposed, and it is shown that such a choice does not compromise the reconstruction performance. (C) 2013 Optical Society of America

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Purpose: Developing a computationally efficient automated method for the optimal choice of regularization parameter in diffuse optical tomography. Methods: The least-squares QR (LSQR)-type method that uses Lanczos bidiagonalization is known to be computationally efficient in performing the reconstruction procedure in diffuse optical tomography. The same is effectively deployed via an optimization procedure that uses the simplex method to find the optimal regularization parameter. The proposed LSQR-type method is compared with the traditional methods such as L-curve, generalized cross-validation (GCV), and recently proposed minimal residual method (MRM)-based choice of regularization parameter using numerical and experimental phantom data. Results: The results indicate that the proposed LSQR-type and MRM-based methods performance in terms of reconstructed image quality is similar and superior compared to L-curve and GCV-based methods. The proposed method computational complexity is at least five times lower compared to MRM-based method, making it an optimal technique. Conclusions: The LSQR-type method was able to overcome the inherent limitation of computationally expensive nature of MRM-based automated way finding the optimal regularization parameter in diffuse optical tomographic imaging, making this method more suitable to be deployed in real-time. (C) 2013 American Association of Physicists in Medicine. http://dx.doi.org/10.1118/1.4792459]

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A new family of supramolecular organogelators, based on chiral amino acid derivatives of 2,4,6-trichloro-pyrimidine-5-carbaldehyde, has been synthesized. L-alanine was incorporated as a spacer between the pyrimidine core and long hydrocarbon tails to compare the effect of chirality and hydrogen bonding to that of the achiral analogue. The role of aromatic moiety on the chiral spacer was also investigated by introducing L-phenyl alanine moieties. The presence of intermolecular hydrogen-bonding leading to the chiral self-assembly was probed by concentration-dependent FTIR and UV/Vis spectroscopies, in addition to circular dichroism (CD) studies. Temperature and concentration-dependent CD spectroscopy ascribed to the formation of -sheet-type H-bonded networks. The morphology and the arrangements of the molecules in the freeze-dried gels were examined by scanning electron microscopy (SEM), transmission electron microscopy (TEM), atomic force microscopy (AFM), and X-ray diffraction (XRD) techniques. Calculation of the length of each molecular system by energy minimization in its extended conformation and comparison with the small-angle XRD pattern reveals that this class of gelator molecules adopts a lamellar organization. Polarized optical microscopy (POM) and differential scanning calorimetry (DSC) indicate that the solid state phase behavior of these molecules is totally dependent on the choice of their amino acid spacers. Structure-induced aggregation properties based on the H-bonding motifs and the packing of the molecule in three dimensions leading to gelation was elucidated by rheological studies. However, viscoelasticity was shown to depend only marginally on the H-bonding interactions; rather it depends on the packing of the gelators to a greater extent.

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The basic requirement for an autopilot is fast response and minimum steady state error for better guidance performance. The highly nonlinear nature of the missile dynamics due to the severe kinematic and inertial coupling of the missile airframe as well as the aerodynamics has been a challenge for an autopilot that is required to have satisfactory performance for all flight conditions in probable engagements. Dynamic inversion is very popular nonlinear controller for this kind of scenario. But the drawback of this controller is that it is sensitive to parameter perturbation. To overcome this problem, neural network has been used to capture the parameter uncertainty on line. The choice of basis function plays the major role in capturing the unknown dynamics. Here in this paper, many basis function has been studied for approximation of unknown dynamics. Cosine basis function has yield the best response compared to any other basis function for capturing the unknown dynamics. Neural network with Cosine basis function has improved the autopilot performance as well as robustness compared to Dynamic inversion without Neural network.

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Female mate choice decisions, which influence sexual selection, involve complex interactions between the 2 sexes and the environment. Theoretical models predict that male movement and spacing in the field should influence female sampling tactics, and in turn, females should drive the evolution of male movement and spacing to sample them optimally. Theoretically, simultaneous sampling of males using the best-of-n or comparative Bayes strategy should yield maximum mating benefits to females. We examined the ecological context of female mate sampling based on acoustic signals in the tree cricket Oecanthus henryi to determine whether the conditions for such optimal strategies were met in the field. These strategies involve recall of the quality and location of individual males, which in turn requires male positions to be stable within a night. Calling males rarely moved within a night, potentially enabling female sampling strategies that require recall. To examine the possibility of simultaneous acoustic sampling of males, we estimated male acoustic active spaces using information on male spacing, call transmission, and female hearing threshold. Males were found to be spaced far apart, and active space overlap was rare. We then examined female sampling scenarios by studying female spacing relative to male acoustic active spaces. Only 15% of sampled females could hear multiple males, suggesting that simultaneous mate sampling is rare in the field. Moreover, the relatively large distances between calling males suggest high search costs, which may favor threshold strategies that do not require memory.