859 resultados para managed funds
Resumo:
We examine the feasibility of optical pulse transmission in dispersion-managed fiber systems with in-line nonlinear optical loop mirrors. Applying numerical analysis, we find regimes of stable propagation over long distances in such lines, with a significant increase in the signal-to-noise ratio. © 2000 Optical Society of America.
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We study soliton solutions of the path-averaged propagation equation governing the transmission of dispersion-managed (DM) optical pulses in the (practical) limit when residual dispersion and nonlinearity only slightly affect the pulse dynamics over one compensation period. In the case of small dispersion map strengths, the averaged pulse dynamics is governed by a perturbed form of the nonlinear Schrödinger equation; applying a perturbation theory – elsewhere developed – based on inverse scattering theory, we derive an analytic expression for the envelope of the DM soliton. This expression correctly predicts the power enhancement arising from the dispersion management. Theoretical results are verified by direct numerical simulations.
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Nonlinear systems with periodic variations of nonlinearity and/or dispersion occur in a variety of physical problems and engineering applications. The mathematical concept of dispersion managed solitons already has made an impact on the development of fibre communications, optical signal processing and laser science. We overview here the field of the dispersion managed solitons starting from mathematical theories of Hamiltonian and dissipative systems and then discuss recent advances in practical implementation of this concept in fibre-optics and lasers.
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Error free propagation of a single polarisation optical time division multiplexed 40 Gbit/s dispersion managed pulsed data stream over dispersion (non-shifted) fibre. This distance is twice the previous record at this data rate.
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Summary form only given. Both dispersion management and the use of a nonlinear optical loop mirror (NOLM) as a saturable absorber can improve the performance of a soliton-based communication system. Dispersion management gives the benefits of low average dispersion while allowing pulses with higher powers to propagate, which helps to suppress Gordon-Haus timing jitter without sacrificing the signal-to-noise ratio. The NOLM suppresses the buildup of amplifier spontaneous emission noise and background dispersive radiation which, if allowed to interact with the soliton, can lead to its breakup. We examine optical pulse propagation in dispersion-managed (DM) transmission system with periodically inserted in-line NOLMs. To describe basic features of the signal transmission in such lines, we develop a simple theory based on a variational approach involving Gaussian trial functions. It, has already been proved that the variational method is an extremely effective tool for description of DM solitons. In the work we manage to include in the variational description the point action of the NOLM on pulse parameters, assuming that the Gaussian pulse shape is inherently preserved by propagation through the NOLM. The obtained results are verified by direct numerical simulations
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The WDM properties of dispersion managed (DM) solitons and the reduction in Gordon-Haus jitter means that it is possible to contemplate multiple channels each at 10 Gbit/s for transoceanic distances without the need for elaborate soliton control. This paper will concentrate on fundamental principles of DM solitons, but will use these principles to indicate optimum maps for future high-speed soliton systems.
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This is the first study to provide comprehensive analyses of the relative performance of both socially responsible investment (SRI) and Islamic mutual funds. The analysis proceeds in two stages. In the first, the performance of the two categories of funds is measured using partial frontier methods. In the second stage, we use quantile regression techniques. By combining two variants of the Free Disposal Hull (FDH) methods (order- m and order- α) in the first stage of analysis and quantile regression in the second stage, we provide detailed analyses of the impact of different covariates across methods and across different quantiles. In spite of the differences in the screening criteria and portfolio management of both types of funds, variation in the performance is only found for some of the quantiles of the conditional distribution of mutual fund performance. We established that for the most inefficient funds the superior performance of SRI funds is significant. In contrast, for the best mutual funds this evidence vanished and even Islamic funds perform better than SRI. These results show the benefits of performing the analysis using quantile regression. © 2013 Elsevier B.V.
Resumo:
Timing jitter is a major factor limiting the performance of any high-speed, long-haul data transmission system. It arises from a number of reasons, such as interaction with accumulated spontaneous emission, inter-symbol interference (ISI), electrostriction etc. Some effects causing timing jitter can be reduced by means of non-linear filtering, using, for example, a nonlinear optical loop mirror (NOLM) [1]. The NOLM has been shown to reduce the timing jitter by suppressing the ASE and by stabilising the pulse duration [2, 3]. In this paper, we investigate the dynamics of timing jitter in a 2R regenerated system, nonlinearly guided by NOLMs at bit rates of 10, 20, 40, and 80- Gbit/s. Transmission performance of an equivalent non-regenerated (generic) system is taken as a reference.
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We show that the variation in dispersion managed soliton energy that occurs as the amplifier position varies within the dispersion map, for a fixed map strength, can be interpreted using the concept of effective average dispersion. Using this concept we physically explain why the location of the amplifier can produce a greater or lesser energy enhancement factor than the lossless model. © 2001 Elsevier Science B.V. All rights reserved.
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We analyse the performance persistence of Islamic and Socially Responsible Investment (SRI) mutual funds. We adopt a multi-stage strategy in which, in the first stage, partial frontiers’ approaches are considered to measure the performance of the different funds in the sample. In the second stage, the results yielded by the partial frontiers are plugged into different investment strategies based on a recursive estimation methodology whose persistence performance is evaluated in the third stage of the analysis. Results indicate that, for both types of funds, performance persistence actually exists, but only for the worst and, most notably, best funds. This result is robust not only across methods (and different choices of tuning parameters within each method) but also across both SRI and Islamic funds—although in the case of the latter persistence was stronger for the best funds. The persistence of SRI and Islamic funds represents an important result for investors and the market, since it provides information on both which funds to invest in and which funds to avoid. Last but not least, the use of the aforementioned techniques in the context of mutual funds could also be of interest for the non-conclusive literature.
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We present a class of solutions with a period multiple to that one of the standard dispersion-managed soliton in the nonlinear Schrödinger equation with periodic variations of dispersion. © 2007 The American Physical Society.
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Efficiency in the mutual fund (MF), is one of the issues that has attracted many investors in countries with advanced financial market for many years. Due to the need for frequent study of MF's efficiency in short-term periods, investors need a method that not only has high accuracy, but also high speed. Data envelopment analysis (DEA) is proven to be one of the most widely used methods in the measurement of the efficiency and productivity of decision making units (DMUs). DEA for a large dataset with many inputs/outputs would require huge computer resources in terms of memory and CPU time. This paper uses neural network back-ropagation DEA in measurement of mutual funds efficiency and shows the requirements, in the proposed method, for computer memory and CPU time are far less than that needed by conventional DEA methods and can therefore be a useful tool in measuring the efficiency of a large set of MFs. Copyright © 2014 Inderscience Enterprises Ltd.
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The optical regeneration is an attractive method to improve the performance of long-distance data transmission, though its application in high-speed fiber systems requires careful design consideration/optimization. In this letter we investigate 40 Gbit/s dispersion-managed fiber transmission with optical 2R regeneration based on quantum well saturable absorber and highly non-linear fiber. We demonstrate through numerical modeling a feasibility of a single channel transmission over 10,000 km using optimized system design. © 2003 Elsevier B.V. All rights reserved.
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We study a periodic Raman amplified dispersion-managed system with backward-pumping configuration, considering noise and nonlinear impairments. A general optimization method based on nonlinearity management is applied in order to find the configuration that maximizes the system performance. The system is later tested using a full numerical implementation of the nonlinear Schrödinger equation and shown to effectively deliver its longest propagation distance in the same optimal region.