Optimal Time Series Momentum

We develop a continuous-time asset price model to capture the timeseries momentum documented recently. The underlying stochastic delay differentialsystem facilitates the analysis of effects of different time horizons used bymomentum trading. By studying an optimal asset allocation problem, we find thatthe performance of time series momentum strategy can be significantly improvedby combining with market fundamentals and timing opportunity with respect tomarket trend and volatility. Furthermore, the results also hold for different timehorizons, the out-of-sample tests and with short-sale constraints. The outperformanceof the optimal strategy is immune to market states, investor sentiment andmarket volatility.

Power Modeling and Capping for Heterogeneous ARM/FPGA SoCs

Low-power processors and accelerators that were originally designed for the embedded systems market are emerging as building blocks for servers. Power capping has been actively explored as a technique to reduce the energy footprint of high-performance processors. The opportunities and limitations of power capping on the new low-power processor and accelerator ecosystem are less understood. This paper presents an efficient power capping and management infrastructure for heterogeneous SoCs based on hybrid ARM/FPGA designs. The infrastructure coordinates dynamic voltage and frequency scaling with task allocation on a customised Linux system for the Xilinx Zynq SoC. We present a compiler-assisted power model to guide voltage and frequency scaling, in conjunction with workload allocation between the ARM cores and the FPGA, under given power caps. The model achieves less than 5% estimation bias to mean power consumption. In an FFT case study, the proposed power capping schemes achieve on average 97.5% of the performance of the optimal execution and match the optimal execution in 87.5% of the cases, while always meeting power constraints.

Optimal wafer site selection using forward selection component analysis

Reducing wafer metrology continues to be a major target in semiconductor manufacturing efficiency initiatives due to it being a high cost, non-value added operation that impacts on cycle-time and throughput. However, metrology cannot be eliminated completely given the important role it plays in process monitoring and advanced process control. To achieve the required manufacturing precision, measurements are typically taken at multiple sites across a wafer. The selection of these sites is usually based on a priori knowledge of wafer failure patterns and spatial variability with additional sites added over time in response to process issues. As a result, it is often the case that in mature processes significant redundancy can exist in wafer measurement plans. This paper proposes a novel methodology based on Forward Selection Component Analysis (FSCA) for analyzing historical metrology data in order to determine the minimum set of wafer sites needed for process monitoring. The paper also introduces a virtual metrology (VM) based approach for reconstructing the complete wafer profile from the optimal sites identified by FSCA. The proposed methodology is tested and validated on a wafer manufacturing metrology dataset. © 2012 IEEE.

Scaling of magneto-quantum-radiative hydrodynamic equations: From laser-produced plasmas to astrophysics

We introduce the equations of magneto-quantum-radiative hydrodynamics. By rewriting them in a dimensionless form, we obtain a set of parameters that describe scale-dependent ratios of characteristic hydrodynamic quantities. We discuss how these dimensionless parameters relate to the scaling between astrophysical observations and laboratory experiments.

On the scaling behavior of electric conductivity in [C(4)mim][NTf2]

In this work we examine, for the first time, the molar conductivity behavior of the deeply supercooled room temperature ionic liquid [C₄mim][NTf₂] in the temperature, pressure and volume thermodynamic space in terms of density scaling (TV^γ)⁻¹ combined with the equation of state (EOS). The exponent γ_σ determined from the Avramov model analysis is compared with the coefficient obtained from the viscosity studies carried out at moderate temperatures. Therefore, the experimental results presented herein provide the answer to the long-standing question regarding the validity of thermodynamic scaling of ionic liquids over a wide temperature range, i.e. from the normal liquid state to the glass transition point. Finally, we investigate the relationship between the dynamic and thermodynamic properties of [C₄mim][NTf₂] represented by scaling exponent γ and Grüneisen constant γ_G, respectively.

Conserved histidine of metal transporter AtNRAMP1 is crucial for optimal plant growth under manganese deficiency at chilling temperatures

Manganese (Mn) is an essential nutrient required for plant growth, in particular in the process of photosynthesis. Plant performance is influenced by various environmental stresses including contrasting temperatures, light or nutrient deficiencies. The molecular responses of plants exposed to such stress factors in combination are largely unknown. 

Screening of 108 Arabidopsis thaliana (Arabidopsis) accessions for reduced photosynthetic performance at chilling temperatures was performed and one accession (Hog) was isolated. Using genetic and molecular approaches, the molecular basis of this particular response to temperature (GxE interaction) was identified. 

Hog showed an induction of a severe leaf chlorosis and impaired growth after transfer to lower temperatures. We demonstrated that this response was dependent on the nutrient content of the soil. Genetic mapping and complementation identified NRAMP1 as the causal gene. Chlorotic phenotype was associated with a histidine to tyrosine (H239Y) substitution in the allele of Hog NRAMP1. This led to lethality when Hog seedlings were directly grown at 4 degrees C. 

Chemical complementation and hydroponic culture experiments showed that Mn deficiency was the major cause of this GxE interaction. For the first time, the NRAMP-specific highly conserved histidine was shown to be crucial for plant performance.

One size fits all: stability of metabolic scaling under warming and ocean acidification in echinoderms

Responses by marine species to ocean acidification (OA) have recently been shown to be modulated by external factors including temperature, food supply and salinity. However the role of a fundamental biological parameter relevant to all organisms, that of body size, in governing responses to multiple stressors has been almost entirely overlooked. Recent consensus suggests allometric scaling of metabolism with body size differs between species, the commonly cited 'universal' mass scaling exponent (b) of A3/4 representing an average of exponents that naturally vary. One model, the Metabolic-Level Boundaries hypothesis, provides a testable prediction: that b will decrease within species under increasing temperature. However, no previous studies have examined how metabolic scaling may be directly affected by OA. We acclimated a wide body-mass range of three common NE Atlantic echinoderms (the sea star Asterias rubens, the brittlestars Ophiothrix fragilis and Amphiura filiformis) to two levels of pCO(2) and three temperatures, and metabolic rates were determined using closed-chamber respirometry. The results show that contrary to some models these echinoderm species possess a notable degree of stability in metabolic scaling under different abiotic conditions; the mass scaling exponent (b) varied in value between species, but not within species under different conditions. Additionally, we found no effect of OA on metabolic rates in any species. These data suggest responses to abiotic stressors are not modulated by body size in these species, as reflected in the stability of the metabolic scaling relationship. Such equivalence in response across ontogenetic size ranges has important implications for the stability of ecological food webs.

Size matters: plasticity in metabolic scaling shows body-size may modulate responses to climate change

Variability in metabolic scaling in animals, the relationship between metabolic rate (R) and body mass (M), has been a source of debate and controversy for decades. R is proportional to M-b, the precise value of b much debated, but historically considered equal in all organisms. Recent metabolic theory, however, predicts b to vary among species with ecology and metabolic level, and may also vary within species under different abiotic conditions. Under climate change, most species will experience increased temperatures, and marine organisms will experience the additional stressor of decreased seawater pH ('ocean acidification'). Responses to these environmental changes are modulated by myriad species-specific factors. Body-size is a fundamental biological parameter, but its modulating role is relatively unexplored. Here, we show that changes to metabolic scaling reveal asymmetric responses to stressors across body-size ranges; b is systematically decreased under increasing temperature in three grazing molluscs, indicating smaller individuals were more responsive to warming. Larger individuals were, however, more responsive to reduced seawater pH in low temperatures. These alterations to the allometry of metabolism highlight abiotic control of metabolic scaling, and indicate that responses to climate warming and ocean acidification may be modulated by body-size.

Coherence and discontinuity in the scaling of species' distribution patterns

The spatial distribution of a species can be characterized at many different spatial scales, from fine-scale measures of local population density to coarse-scale geographical-range structure. Previous studies have shown a degree of correlation in species' distribution patterns across narrow ranges of scales, making it possible to predict fine-scale properties from coarser-scale distributions. To test the limits of such extrapolation, we have compiled distributional information on 16 species of British plants, at scales ranging across six orders of magnitude in linear resolution (1 in to 100 km). As expected, the correlation between patterns at different spatial scales tends to degrade as the scales become more widely separated. There is, however, an abrupt breakdown in cross-scale correlations across intermediate (ca. 0.5 km) scales, suggesting that local and regional patterns are influenced by essentially non-overlapping sets of processes. The scaling discontinuity may also reflect characteristic scales of human land use in Britain, suggesting a novel method for analysing the 'footprint' of humanity on a landscape.