141 resultados para CAPM zero-bet


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Pedestrian movement is known to cause significant effects on indoor MIMO channels. In this paper, a statistical characterization of the indoor MIMO-OFDM channel subject ot pedestrian movement is reported. The experiment used 4 sending and 4 receiving antennas and 114 sub-carriers at 5.2 GHz. Measurement scenarios varied from zero to ten pedestrians walking randomly between transmitter (tx) and receiver (Rx) arrays. The empirical cumulative distribution function (CDF) of the received fading envelope fits the Ricean distribution with K factors ranging from 7dB to 15 dB, for the 10 pedestrians and vacant scenarios respectively. In general, as the number of pedestrians increase, the CDF slope tends to decrease proportionally. Furthermore, as the number of pedestrians increase, increasing multipath contribution, the dynamic range of channel capacity increases proportionally. These results are consistent with measurement results obtained in controlled scenarios for a fixed narrowband Single-Input Single-Output (SISO) link at 5.2 GHz in previous work. The described empirical characterization provides an insight into the prediction of human-body shadowing effects for indoor MIMO-OFDM channels at 5.2 GHz.

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Buildings and infrastructure represent principal assets of any national economy as well as prime sources of environmental degradation. Making them more sustainable represents a key challenge for the construction, planning and design industries and governments at all levels; and the rapid urbanisation of the 21st century has turned this into a global challenge. This book embodies the results of a major research programme by members of the Australia Co-operative Research Centre for Construction Innovation and its global partners, presented for an international audience of construction researchers, senior professionals and advanced students. It covers four themes, applied to regeneration as well as to new build, and within the overall theme of Innovation: Sustainable Materials and Manufactures, focusing on building material products, their manufacture and assembly – and the reduction of their ecological ‘fingerprints’, the extension of their service lives, and their re-use and recyclability. It also explores the prospects for applying the principles of the assembly line. Virtual Design, Construction and Management, viewed as increasing sustainable development through automation, enhanced collaboration (such as virtual design teams), real time BL performance assessment during design, simulation of the construction process, life-cycle management of project information (zero information loss) risk minimisation, and increased potential for innovation and value adding. Integrating Design, Construction and Facility Management over the Project Life Cycle, by converging ICT, design science engineering and sustainability science. Integration across spatial scales, enabling building–infrastructure synergies (such as water and energy efficiency). Convergences between IT and design and operational processes are also viewed as a key platform increased sustainability.

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The Saffman-Taylor finger problem is to predict the shape and,in particular, width of a finger of fluid travelling in a Hele-Shaw cell filled with a different, more viscous fluid. In experiments the width is dependent on the speed of propagation of the finger, tending to half the total cell width as the speed increases. To predict this result mathematically, nonlinear effects on the fluid interface must be considered; usually surface tension is included for this purpose. This makes the mathematical problem suffciently diffcult that asymptotic or numerical methods must be used. In this paper we adapt numerical methods used to solve the Saffman-Taylor finger problem with surface tension to instead include the effect of kinetic undercooling, a regularisation effect important in Stefan melting-freezing problems, for which Hele-Shaw flow serves as a leading order approximation when the specific heat of a substance is much smaller than its latent heat. We find the existence of a solution branch where the finger width tends to zero as the propagation speed increases, disagreeing with some aspects of the asymptotic analysis of the same problem. We also find a second solution branch, supporting the idea of a countably infinite number of branches as with the surface tension problem.

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Organoclays were synthesised through ion exchange of a single surfactant for sodium ions, and characterised by a range of method including X-ray diffraction (XRD), BET, X-ray photoelectron spectroscopy (XPS), thermogravimetric analysis (TGA), Fourier transform infrared spectroscopy (FT-IR), and transmission electron microscopy (TEM). The change in surface properties of montmorillonite and organoclays intercalated with the surfactant, tetradecyltrimethylammonium bromide (TDTMA) were determined using XRD through the change in basal spacing and the expansion occurred by the adsorbed p-nitrophenol. The changes of interlayer spacing were observed in TEM. In addition, the surface measurement such as specific surface area and pore volume was measured and calculated using BET method, this suggested the loaded surfactant is highly important to determine the sorption mechanism onto organoclays. The collected results of XPS provided the chemical composition of montmorillonite and organoclays, and the high-resolution XPS spectra offered the chemical states of prepared organoclays with binding energy. Using TGA and FT-IR, the confirmation of intercalated surfactant was investigated. The collected data from various techniques enable an understanding of the changes in structure and surface properties. This study is of importance to provide mechanisms for the adsorption of organic molecules, especially in contaminated environmental sites and polluted waters.

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Nanoindentation is a useful technique for probing the mechanical properties of bone, and finite element (FE) modeling of the indentation allows inverse determination of elasto-plastic constitutive properties. However, all but one FE study to date have assumed frictionless contact between indenter and bone. The aim of this study was to explore the effect of friction in simulations of bone nanoindentation. Two dimensional axisymmetric FE simulations were performed using a spheroconical indenter of tip radius 0.6 m and angle 90°. The coefficient of friction between indenter and bone was varied between 0.0 (frictionless) and 0.3. Isotropic linear elasticity was used in all simulations, with bone elastic modulus E=13.56GPa and Poisson‟s ratio f 0.3. Plasticity was incorporated using both Drucker-Prager and von Mises yield surfaces. Friction had a modest effect on the predicted force-indentation curve for both von Mises and Drucker-Prager plasticity, reducing maximum indenter displacement by 10% and 20% respectively as friction coefficient was increased from zero to 0.3 (at a maximum indenter force of 5mN). However, friction has a much greater effect on predicted pile-up after indentation, reducing predicted pile-up from 0.27 to 0.11 m with a von Mises model, and from 0.09 to 0.02 m with Drucker-Prager plasticity. We conclude that it is potentially important to include friction in nanoindentation simulations of bone if pile-up is used to compare simulation results with experiment.

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Soil organic carbon (C) sequestration rates based on the Intergovernmental Panel for Climate Change (IPCC) methodology were combined with local economic data to simulate the economic potential for C sequestration in response to conservation tillage in the six agro-ecological zones within the Southern Region of the Australian grains industry. The net C sequestration rate over 20 years for the Southern Region (which includes discounting for associated greenhouse gases) is estimated to be 3.6 or 6.3 Mg C/ha after converting to either minimum or no-tillage practices, respectively, with no-till practices estimated to return 75% more carbon on average than minimum tillage. The highest net gains in C per ha are realised when converting from conventional to no-tillage practices in the high-activity clay soils of the High Rainfall and Wimmera agro-ecological zones. On the basis of total area available for change, the Slopes agro-ecological zone offers the highest net returns, potentially sequestering an additional 7.1 Mt C under no-tillage scenario over 20 years. The economic analysis was summarised as C supply curves for each of the 6 zones expressing the total additional C accumulated over 20 years for a price per t C sequestered ranging from zero to AU$200. For a price of $50/Mg C, a total of 427 000 Mg C would be sequestered over 20 years across the Southern Region, <5% of the simulated C sequestration potential of 9.1 Mt for the region. The Wimmera and Mid-North offer the largest gains in C under minimum tillage over 20 years of all zones for all C prices. For the no-tillage scenario, for a price of $50/Mg C, 1.74 Mt C would be sequestered over 20 years across the Southern Region, <10% of the simulated C sequestration potential of 18.6 Mt for the region over 20 years. The Slopes agro-ecological zone offers the best return in C over 20 years under no-tillage for all C prices. The Mallee offers the least return for both minimum and no-tillage scenarios. At a price of $200/Mg C, the transition from conventional tillage to minimum or no-tillage practices will only realise 19% and 33%, respectively, of the total biogeochemical sequestration potential of crop and pasture systems of the Southern Region over a 20-year period.

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Competitive sailing is characterised by continuous interdependencies of decisions and actions. All actions imply a permanent monitoring of the environmental conditions, such as intensity and direction of the wind, sea characteristics, and the behaviour of the opponent sailors. These constraints on sailors’ behavior are in constant change implying continuous adjustments in sailors’ actions and decisions. Among the different parts of a regatta, tactics and strategy at the start are particularly relevant. Among coaches there is an adage that says that “the start is 50% of a regatta” (Houghton, 1984; Saltonstall, 1983/1986). Olympic sailing regattas are performed with boats of the same class, by one, two or three sailors, depending on the boat class. Normally before the start, sailors visit the racing venue and analyse wind and sea characteristics, in order to fine- tune their boats accordingly. Then, five minutes before the start, sailors initiate starting procedures in order to be in a favourable position at the starting line (at the “second zero”). This position is selected during the start period according to wind shifts tendencies and the actions of other boats (Figure 11.1). Only after the start signal can the boats cross the imaginary starting line between the race committee signal boat “A” and the pin end boat. The start takes place against the wind (upwind), and the boats start racing in the direction of mark 1. Based on the evaluation of the sea and wind characteristics (e.g. if the wind is stronger at a particular place on the course), sailors re- adjust their strategy for the regatta. This strategy may change during the regatta, according to wind changes and adversary actions. More to the point, strategic decisions constrain and are constrained by on- line decisions during the regatta.

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Green energy is one of the key factors, driving down electricity bill and zero carbon emission generating electricity to green building. However, the climate change and environmental policies are accelerating people to use renewable energy instead of coal-fired (convention type) energy for green building that energy is not environmental friendly. Therefore, solar energy is one of the clean energy solving environmental impact and paying less in electricity fee. The method of solar energy is collecting sun from solar array and saves in battery from which provides necessary electricity to whole house with zero carbon emission. However, in the market a lot of solar arrays suppliers, the aims of this paper attempted to use superiority and inferiority multi-criteria ranking (SIR) method with 13 constraints establishing I-flows and S-flows matrices to evaluate four alternatives solar energies and determining which alternative is the best, providing power to sustainable building. Furthermore, SIR is well-known structured approach of multi-criteria decision support tools and gradually used in construction and building. The outcome of this paper significantly gives an indication to user selecting solar energy.

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In the structure of the title molecular adduct C8H12O4 . C9H7N, the two species are interlinked through a carboxylic acid-isoquinoline O-H...N hydrogen bond, these molecular pairs then inter-associate through the second acid group of the cis-cyclohexane-1,2-dicarboxylic acids, forming a classic centrosymmetric cyclic head-to-head carboxylic acid--carboxyl O---H...O hydrogen-bonding association [graph set R^2^~2~(8)], giving a zero-dimensional structure.

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One of the surprising recurring phenomena observed in experiments with boosting is that the test error of the generated classifier usually does not increase as its size becomes very large, and often is observed to decrease even after the training error reaches zero. In this paper, we show that this phenomenon is related to the distribution of margins of the training examples with respect to the generated voting classification rule, where the margin of an example is simply the difference between the number of correct votes and the maximum number of votes received by any incorrect label. We show that techniques used in the analysis of Vapnik's support vector classifiers and of neural networks with small weights can be applied to voting methods to relate the margin distribution to the test error. We also show theoretically and experimentally that boosting is especially effective at increasing the margins of the training examples. Finally, we compare our explanation to those based on the bias-variance decomposition.

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We consider complexity penalization methods for model selection. These methods aim to choose a model to optimally trade off estimation and approximation errors by minimizing the sum of an empirical risk term and a complexity penalty. It is well known that if we use a bound on the maximal deviation between empirical and true risks as a complexity penalty, then the risk of our choice is no more than the approximation error plus twice the complexity penalty. There are many cases, however, where complexity penalties like this give loose upper bounds on the estimation error. In particular, if we choose a function from a suitably simple convex function class with a strictly convex loss function, then the estimation error (the difference between the risk of the empirical risk minimizer and the minimal risk in the class) approaches zero at a faster rate than the maximal deviation between empirical and true risks. In this paper, we address the question of whether it is possible to design a complexity penalized model selection method for these situations. We show that, provided the sequence of models is ordered by inclusion, in these cases we can use tight upper bounds on estimation error as a complexity penalty. Surprisingly, this is the case even in situations when the difference between the empirical risk and true risk (and indeed the error of any estimate of the approximation error) decreases much more slowly than the complexity penalty. We give an oracle inequality showing that the resulting model selection method chooses a function with risk no more than the approximation error plus a constant times the complexity penalty.

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Purpose: This study provides a simple method for improving precision of x-ray computed tomography (CT) scans of irradiated polymer gel dosimetry. The noise affecting CT scans of irradiated gels has been an impediment to the use of clinical CT scanners for gel dosimetry studies. Method: In this study, it is shown that multiple scans of a single PAGAT gel dosimeter can be used to extrapolate a ‘zero-scan’ image which displays a similar level of precision to an image obtained by averaging multiple CT images, without the compromised dose measurement resulting from the exposure of the gel to radiation from the CT scanner. Results: When extrapolating the zero-scan image, it is shown that exponential and simple linear fits to the relationship between Hounsfield unit and scan number, for each pixel in the image, provides an accurate indication of gel density. Conclusions: It is expected that this work will be utilised in the analysis of three-dimensional gel volumes irradiated using complex radiotherapy treatments.

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We analyze the puzzling behavior of the volatility of individual stock returns over the past few decades. The literature has provided many different explanations to the trend in volatility and this paper tests the viability of the different explanations. Virtually all current theoretical arguments that are provided for the trend in the average level of volatility over time lend themselves to explanations about the difference in volatility levels between firms in the cross-section. We therefore focus separately on the cross-sectional and time-series explanatory power of the different proxies. We fail to find a proxy that is able to explain both dimensions well. In particular, we find that Cao et al. [Cao, C., Simin, T.T., Zhao, J., 2008. Can growth options explain the trend in idiosyncratic risk? Review of Financial Studies 21, 2599–2633] market-to-book ratio tracks average volatility levels well, but has no cross-sectional explanatory power. On the other hand, the low-price proxy suggested by Brandt et al. [Brandt, M.W., Brav, A., Graham, J.R., Kumar, A., 2010. The idiosyncratic volatility puzzle: time trend or speculative episodes. Review of Financial Studies 23, 863–899] has much cross-sectional explanatory power, but has virtually no time-series explanatory power. We also find that the different proxies do not explain the trend in volatility in the period prior to 1995 (R-squared of virtually zero), but explain rather well the trend in volatility at the turn of the Millennium (1995–2005).