889 resultados para asymmetric volatility
Resumo:
Metal spinning is used to form shell components, but is constrained by two features: it can only produce axisymmetric shapes; it requires a dedicated mandrel for each product. Examination of pressures between product and mandrel revealed that contact is limited to three well defined areas. This suggested that the full mandrel could be replaced by three rollers. Furthermore, if these rollers could be controlled, they could represent any symmetric or asymmetric mandrel. A seven-axis machine has been designed, manufactured, and used to spin trial parts. The machine design is described, and preliminary results give an indicator of process capability. © 2011 CIRP.
Resumo:
Explaining "Tragedy of the Commons" of evolution of cooperation remains one of the greatest problems for both biology and social science. Asymmetrical interaction, which is one of the most important characteristics of cooperative system, has not been sufficiently considered in the existing models of the evolution of cooperation. Considering the inequality in the number and payoff between the cooperative actors and recipients in cooperation systems, discriminative density-dependent interference competition will occur in limited dispersal systems. Our model and simulation show that the local but not the global stability of a cooperative interaction can be maintained if the utilization of common resource remains unsaturated, which can be achieved by density-dependent restraint or competition among the cooperative actors. More intense density dependent interference competition among the cooperative actors and the ready availability of the common resource, with a higher intrinsic contribution ratio of a cooperative actor to the recipient, will increase the probability of cooperation. The cooperation between the recipient and the cooperative actors can be transformed into conflict and, it oscillates chaotically with variations of the affecting factors under different environmental or ecological conditions. The higher initial relatedness (i.e. similar to kin or reciprocity relatedness), which is equivalent to intrinsic contribution ratio of a cooperative actor to the recipient, can be selected for by penalizing less cooperative or cheating actors but rewarding cooperative individuals in asymmetric systems. The initial relatedness is a pivot but not the aim of evolution of cooperation. This explains well the direct conflict observed in almost all cooperative systems.
Resumo:
We study the behavior of channel capacity when a one-bit quantizer is employed at the output of the discrete-time average-power-limited Gaussian channel. We focus on the low signal-to-noise ratio regime, where communication at very low spectral efficiencies takes place, as in Spread-Spectrum and Ultra-Wideband communications. It is well known that, in this regime, a symmetric one-bit quantizer reduces capacity by 2/π, which translates to a power loss of approximately two decibels. Here we show that if an asymmetric one-bit quantizer is employed, and if asymmetric signal constellations are used, then these two decibels can be recovered in full. © 2011 IEEE.
Resumo:
The prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the evolution of the variance. Moreover, functional parameters are usually learned by maximum likelihood, which can lead to over-fitting. To address these problems we introduce GP-Vol, a novel non-parametric model for time-changing variances based on Gaussian Processes. This new model can capture highly flexible functional relationships for the variances. Furthermore, we introduce a new online algorithm for fast inference in GP-Vol. This method is much faster than current offline inference procedures and it avoids overfitting problems by following a fully Bayesian approach. Experiments with financial data show that GP-Vol performs significantly better than current standard alternatives.
Resumo:
It is revealed from first-principles calculations that polarization-induced asymmetric distribution of oxygen vacancies plays an important role in the insulating behavior at p-type LaAlO3/SrTiO3 interface. The formation energy of the oxygen vacancy (V-O) is much smaller than that at the surface of the LaAlO3 overlayer, causing all the carriers to be compensated by the spontaneously formed V-O's at the interface. In contrast, at an n-type interface, the formation energy of V-O is much higher than that at the surface, and the V-O's formed at the surface enhance the carrier density at the interface. This explains the puzzling behavior of why the p-type interface is always insulating but the n-type interface can be conducting.
Resumo:
We theoretically simulate and experimentally demonstrate ultra-large through-port extinctions in silicon-based asymmetrically-coupled add-drop microring resonators (MRs). Through-port responses in an add-drop MR are analyzed by simulations and large extinctions are found when the MR is near-critically coupled. Accurate fabrication techniques are applied in producing a series of 20 mu m-radii add-drop microrings with drop-side gap-widths in slight differences. A through-port extinction of about 42.7 dB is measured in an MR with through-and drop-side gap-width to be respectively 280 nm and 295 nm. The large extinction suggests about a 20.5 dB improvement from the symmetrical add-drop MR of the same size and the through-side gap-width. The experimental results are finally compared with the post-fabrication simulations, which show a gap-width tolerance of > 30 nm for the through-port extinction enhancement.