46 resultados para Sharpe ratio


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One of the primary desired capabilities of any future air traffic separation management system is the ability to provide early conflict detection and resolution effectively and efficiently. In this paper, we consider the risk of conflict as a primary measurement to be used for early conflict detection. This paper focuses on developing a novel approach to assess the impact of different measurement uncertainty models on the estimated risk of conflict. The measurement uncertainty model can be used to represent different sensor accuracy and sensor choices. Our study demonstrates the value of modelling measurement uncertainty in the conflict risk estimation problem and presents techniques providing a means of assessing sensor requirements to achieve desired conflict detection performance.

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Classifier selection is a problem encountered by multi-biometric systems that aim to improve performance through fusion of decisions. A particular decision fusion architecture that combines multiple instances (n classifiers) and multiple samples (m attempts at each classifier) has been proposed in previous work to achieve controlled trade-off between false alarms and false rejects. Although analysis on text-dependent speaker verification has demonstrated better performance for fusion of decisions with favourable dependence compared to statistically independent decisions, the performance is not always optimal. Given a pool of instances, best performance with this architecture is obtained for certain combination of instances. Heuristic rules and diversity measures have been commonly used for classifier selection but it is shown that optimal performance is achieved for the `best combination performance' rule. As the search complexity for this rule increases exponentially with the addition of classifiers, a measure - the sequential error ratio (SER) - is proposed in this work that is specifically adapted to the characteristics of sequential fusion architecture. The proposed measure can be used to select a classifier that is most likely to produce a correct decision at each stage. Error rates for fusion of text-dependent HMM based speaker models using SER are compared with other classifier selection methodologies. SER is shown to achieve near optimal performance for sequential fusion of multiple instances with or without the use of multiple samples. The methodology applies to multiple speech utterances for telephone or internet based access control and to other systems such as multiple finger print and multiple handwriting sample based identity verification systems.

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This study reports the synthesis of extremely high aspect ratios (>3000) organic semiconductor nanowires of Ag–tetracyanoquinodimethane (AgTCNQ) on the surface of a flexible Ag fabric for the first time. These one-dimensional (1D) hybrid Ag/AgTCNQ nanostructures are attained by a facile, solution-based spontaneous reaction involving immersion of Ag fabrics in an acetonitrile solution of TCNQ. Further, it is discovered that these AgTCNQ nanowires show outstanding antibacterial performance against both Gram negative and Gram positive bacteria, which outperforms that of pristine Ag. The outcomes of this study also reflect upon a fundamentally important aspect that the antimicrobial performance of Ag-based nanomaterials may not necessarily be solely due to the amount of Ag+ ions leached from these nanomaterials, but that the nanomaterial itself may also play a direct role in the antimicrobial action. Notably, the applications of metal-organic semiconducting charge transfer complexes of metal-7,7,8,8-tetracyanoquinodimethane (TCNQ) have been predominantly restricted to electronic applications, except from our recent reports on their (photo)catalytic potential and the current case on antimicrobial prospects. This report on growth of these metal-TCNQ complexes on a fabric not only widens the window of these interesting materials for new biological applications, it also opens the possibilities for developing large-area flexible electronic devices by growing a range of metal-organic semiconducting materials directly on a fabric surface.

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Integer ambiguity resolution is an indispensable procedure for all high precision GNSS applications. The correctness of the estimated integer ambiguities is the key to achieving highly reliable positioning, but the solution cannot be validated with classical hypothesis testing methods. The integer aperture estimation theory unifies all existing ambiguity validation tests and provides a new prospective to review existing methods, which enables us to have a better understanding on the ambiguity validation problem. This contribution analyses two simple but efficient ambiguity validation test methods, ratio test and difference test, from three aspects: acceptance region, probability basis and numerical results. The major contribution of this paper can be summarized as: (1) The ratio test acceptance region is overlap of ellipsoids while the difference test acceptance region is overlap of half-spaces. (2) The probability basis of these two popular tests is firstly analyzed. The difference test is an approximation to optimal integer aperture, while the ratio test follows an exponential relationship in probability. (3) The limitations of the two tests are firstly identified. The two tests may under-evaluate the failure risk if the model is not strong enough or the float ambiguities fall in particular region. (4) Extensive numerical results are used to compare the performance of these two tests. The simulation results show the ratio test outperforms the difference test in some models while difference test performs better in other models. Particularly in the medium baseline kinematic model, the difference tests outperforms the ratio test, the superiority is independent on frequency number, observation noise, satellite geometry, while it depends on success rate and failure rate tolerance. Smaller failure rate leads to larger performance discrepancy.

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The formation of vertically aligned single-crystalline silicon nanostructures via "self-organized" maskless etching in Ar+ H 2 plasmas is studied. The shape and aspect ratio can be effectively controlled by the reactive plasma composition. In the optimum parameter space, single-crystalline pyramid-like nanostructures are produced; otherwise, nanocones and nanodots are formed. This generic nanostructure formation approach does not involve any external material deposition. It is based on a concurrent sputtering, etching, hydrogen termination, and atom/radical redeposition and can be applied to other nanomaterials.

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The results of studies on the growth of high-aspect nanostructures in low-temperature non-equilibrium plasmas of reactive gas mixtures with or without hydrogen are presented. The results suggest that the hydrogen in the reactive plasma strongly affects the length of the nanostructures. This phenomenon is explained in terms of selective hydrogen passivation of the lateral and top surfaces of the surface-supported nanostructures. The theoretical model describes the effect of the atomic hydrogen passivation on the nanostructure shape and predicts the critical hydrogen coverage of the lateral surfaces necessary to achieve the nanostructure growth with the pre-determined shape. Our results demonstrate that the use of a strongly non-equilibrium plasma is very effective in significantly improving the shape control of quasi-one-dimensional single-crystalline nanostructures.

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Recently, a variety high-aspect-ratio nanostructures have been grown and profiled for various applications ranging from field emission transistors to gene/drug delivery devices. However, fabricating and processing arrays of these structures and determining how changing certain physical parameters affects the final outcome is quite challenging. We have developed several modules that can be used to simulate the processes of various physical vapour deposition systems from precursor interaction in the gas phase to gas-surface interactions and surface processes. In this paper, multi-scale hybrid numerical simulations are used to study how low-temperature non-equilibrium plasmas can be employed in the processing of high-aspect-ratio structures such that the resulting nanostructures have properties suitable for their eventual device application. We show that whilst using plasma techniques is beneficial in many nanofabrication processes, it is especially useful in making dense arrays of high-aspect-ratio nanostructures.

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The present study explores reproducing the closest geometry of a high pressure ratio single stage radial-inflow turbine applied in the Sundstrans Power Systems T-100 Multipurpose Small Power Unit. The commercial software ANSYS-Vista RTD along with a built in module, BladeGen, is used to conduct a meanline design and create 3D geometry of one flow passage. Carefully examining the proposed design against the geometrical and experimental data, ANSYS-TurboGrid is applied to generate computational mesh. CFD simulations are performed with ANSYS-CFX in which three-dimensional Reynolds-Averaged Navier-Stokes equations are solved subject to appropriate boundary conditions. Results are compared with numerical and experimental data published in the literature in order to generate the exact geometry of the existing turbine and validate the numerical results against the experimental ones.

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This paper proposes a physically motivated reappraisal of manoeuvring models for ships and presents a new model developed from first principles by application of low aspect-ratio aerodynamic theory and Lagrangian mechanics. The coefficients of the model are shown to be related to physical processes, and validation is presented using the results from a planar motion mechanism dataset.

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This study uses the reverse salient methodology to contrast subsystems in video game consoles in order to discover, characterize, and forecast the most significant technology gap. We build on the current methodologies (Performance Gap and Time Gap) for measuring the magnitude of Reverse Salience, by showing the effectiveness of Performance Gap Ratio (PGR). The three subject subsystems in this analysis are the CPU Score, GPU core frequency, and video memory bandwidth. CPU Score is a metric developed for this project, which is the product of the core frequency, number of parallel cores, and instruction size. We measure the Performance Gap of each subsystem against concurrently available PC hardware on the market. Using PGR, we normalize the evolution of these technologies for comparative analysis. The results indicate that while CPU performance has historically been the Reverse Salient, video memory bandwidth has taken over as the quickest growing technology gap in the current generation. Finally, we create a technology forecasting model that shows how much the video RAM bandwidth gap will grow through 2019 should the current trend continue. This analysis can assist console developers in assigning resources to the next generation of platforms, which will ultimately result in longer hardware life cycles.

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The ratio of the lengths of an individual's second to fourth digit (2D:4D) is commonly used as a noninvasive retrospective biomarker for prenatal androgen exposure. In order to identify the genetic determinants of 2D:4D, we applied a genome-wide association approach to 1507 11-year-old children from the Avon Longitudinal Study of Parents and Children (ALSPAC) in whom 2D:4D ratio had been measured, as well as a sample of 1382 12- to 16-year-olds from the Brisbane Adolescent Twin Study. A meta-analysis of the two scans identified a single variant in the LIN28B gene that was strongly associated with 2D:4D (rs314277: p = 4.1 x 10(-8)) and was subsequently independently replicated in an additional 3659 children from the ALSPAC cohort (p = 1.53 x 10(-6)). The minor allele of the rs314277 variant has previously been linked to increased height and delayed age at menarche, but in our study it was associated with increased 2D:4D in the direction opposite to that of previous reports on the correlation between 2D:4D and age at menarche. Our findings call into question the validity of 2D:4D as a simplistic retrospective biomarker for prenatal testosterone exposure.

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Waist-hip ratio (WHR) is a measure of body fat distribution and a predictor of metabolic consequences independent of overall adiposity. WHR is heritable, but few genetic variants influencing this trait have been identified. We conducted a meta-analysis of 32 genome-wide association studies for WHR adjusted for body mass index (comprising up to 77,167 participants), following up 16 loci in an additional 29 studies (comprising up to 113,636 subjects). We identified 13 new loci in or near RSPO3, VEGFA, TBX15-WARS2, NFE2L3, GRB14, DNM3-PIGC, ITPR2-SSPN, LY86, HOXC13, ADAMTS9, ZNRF3-KREMEN1, NISCH-STAB1 and CPEB4 (P = 1.9 × 10−9 to P = 1.8 × 10−40) and the known signal at LYPLAL1. Seven of these loci exhibited marked sexual dimorphism, all with a stronger effect on WHR in women than men (P for sex difference = 1.9 × 10−3 to P = 1.2 × 10−13). These findings provide evidence for multiple loci that modulate body fat distribution independent of overall adiposity and reveal strong gene-by-sex interactions.

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Abnormal expansion or depletion of particular lymphocyte subsets is associated with clinical manifestations such as HIV progression to AIDS and autoimmune disease. We sought to identify genetic predictors of lymphocyte levels and reasoned that these may play a role in immune-related diseases. We tested 2.3 million variants for association with five lymphocyte subsets, measured in 2538 individuals from the general population, including CD4+ T cells, CD8+ T cells, CD56+ natural killer (NK) cells, and the derived measure CD4:CD8 ratio. We identified two regions of strong association. The first was located in the major histocompatibility complex (MHC), with multiple SNPs strongly associated with CD4:CD8 ratio (rs2524054, p = 2.1 × 10−28). The second region was centered within a cluster of genes from the Schlafen family and was associated with NK cell levels (rs1838149, p = 6.1 × 10−14). The MHC association with CD4:CD8 replicated convincingly (p = 1.4 × 10−9) in an independent panel of 988 individuals. Conditional analyses indicate that there are two major independent quantitative trait loci (QTL) in the MHC region that regulate CD4:CD8 ratio: one is located in the class I cluster and influences CD8 levels, whereas the second is located in the class II cluster and regulates CD4 levels. Jointly, both QTL explained 8% of the variance in CD4:CD8 ratio. The class I variants are also strongly associated with durable host control of HIV, and class II variants are associated with type-1 diabetes, suggesting that genetic variation at the MHC may predispose one to immune-related diseases partly through disregulation of T cell homeostasis.

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