968 resultados para asymmetric information
Resumo:
For an n(t) transmit, nr receive antenna (n(t) x n(r)) MIMO system with quasi- static Rayleigh fading, it was shown by Elia et al. that space-time block code-schemes (STBC-schemes) which have the non-vanishing determinant (NVD) property and are based on minimal-delay STBCs (STBC block length equals n(t)) with a symbol rate of n(t) complex symbols per channel use (rate-n(t) STBC) are diversity-multiplexing gain tradeoff (DMT)-optimal for arbitrary values of n(r). Further, explicit linear STBC-schemes (LSTBC-schemes) with the NVD property were also constructed. However, for asymmetric MIMO systems (where n(r) < n(t)), with the exception of the Alamouti code-scheme for the 2 x 1 system and rate-1, diagonal STBC-schemes with NVD for an nt x 1 system, no known minimal-delay, rate-n(r) LSTBC-scheme has been shown to be DMT-optimal. In this paper, we first obtain an enhanced sufficient criterion for an STBC-scheme to be DMT optimal and using this result, we show that for certain asymmetric MIMO systems, many well-known LSTBC-schemes which have low ML-decoding complexity are DMT-optimal, a fact that was unknown hitherto.
Resumo:
For any n(t) transmit, n(r) receive antenna (n(t) x n(r)) multiple-input multiple-output (MIMO) system in a quasi-static Rayleigh fading environment, it was shown by Elia et al. that linear space-time block code schemes (LSTBC schemes) that have the nonvanishing determinant (NVD) property are diversity-multiplexing gain tradeoff (DMT)-optimal for arbitrary values of n(r) if they have a code rate of n(t) complex dimensions per channel use. However, for asymmetric MIMO systems (where n(r) < n(t)), with the exception of a few LSTBC schemes, it is unknown whether general LSTBC schemes with NVD and a code rate of n(r) complex dimensions per channel use are DMT optimal. In this paper, an enhanced sufficient criterion for any STBC scheme to be DMT optimal is obtained, and using this criterion, it is established that any LSTBC scheme with NVD and a code rate of min {n(t), n(r)} complex dimensions per channel use is DMT optimal. This result settles the DMT optimality of several well-known, low-ML-decoding-complexity LSTBC schemes for certain asymmetric MIMO systems.
On the sphere decoding complexity of high-rate multigroup decodable STBCs in asymmetric MIMO systems
Resumo:
A space-time block code (STBC) is said to be multigroup decodable if the information symbols encoded by it can be partitioned into two or more groups such that each group of symbols can be maximum-likelihood (ML) decoded independently of the other symbol groups. In this paper, we show that the upper triangular matrix encountered during the sphere decoding of a linear dispersion STBC can be rank-deficient even when the rate of the code is less than the minimum of the number of transmit and receive antennas. We then show that all known families of high-rate (rate greater than 1) multigroup decodable codes have rank-deficient matrix even when the rate is less than the number of transmit and receive antennas, and this rank-deficiency problem arises only in asymmetric MIMO systems when the number of receive antennas is strictly less than the number of transmit antennas. Unlike the codes with full-rank matrix, the complexity of the sphere decoding-based ML decoder for STBCs with rank-deficient matrix is polynomial in the constellation size, and hence is high. We derive the ML sphere decoding complexity of most of the known high-rate multigroup decodable codes, and show that for each code, the complexity is a decreasing function of the number of receive antennas.
Resumo:
In a multi-target complex network, the links (L-ij) represent the interactions between the drug (d(i)) and the target (t(j)), characterized by different experimental measures (K-i, K-m, IC50, etc.) obtained in pharmacological assays under diverse boundary conditions (c(j)). In this work, we handle Shannon entropy measures for developing a model encompassing a multi-target network of neuroprotective/neurotoxic compounds reported in the CHEMBL database. The model predicts correctly >8300 experimental outcomes with Accuracy, Specificity, and Sensitivity above 80%-90% on training and external validation series. Indeed, the model can calculate different outcomes for >30 experimental measures in >400 different experimental protocolsin relation with >150 molecular and cellular targets on 11 different organisms (including human). Hereafter, we reported by the first time the synthesis, characterization, and experimental assays of a new series of chiral 1,2-rasagiline carbamate derivatives not reported in previous works. The experimental tests included: (1) assay in absence of neurotoxic agents; (2) in the presence of glutamate; and (3) in the presence of H2O2. Lastly, we used the new Assessing Links with Moving Averages (ALMA)-entropy model to predict possible outcomes for the new compounds in a high number of pharmacological tests not carried out experimentally.
Resumo:
The differential isospin-fractionation (IsoF) during the liquid-gas phase transition in dilute asymmetric nuclear matter is studied as a function of nucleon momentum. Within a self-consistent thermal model it is shown that the neutron/proton ratio of the gas phase becomes smaller than that of the liquid phase for energetic nucleons, although the gas phase is overall more neutron-rich. Clear indications of the differential IsoF consistent with the thermal model predictions are demonstrated within a transport model for heavy-ion reactions. Future comparisons with experimental data will allow us to extract critical information about the momentum dependence of the isovector strong interaction.
Resumo:
In this paper, we propose exact inference procedures for asset pricing models that can be formulated in the framework of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data, we propose a comprehensive statistical approach which allows for alternative - possibly asymmetric - heavy tailed distributions without the use of large-sample approximations. The methods suggested are based on Monte Carlo test techniques. Goodness-of-fit tests are formally incorporated to ensure that the error distributions considered are empirically sustainable, from which exact confidence sets for the unknown tail area and asymmetry parameters of the stable error distribution are derived. Tests for the efficiency of the market portfolio (zero intercepts) which explicitly allow for the presence of (unknown) nuisance parameter in the stable error distribution are derived. The methods proposed are applied to monthly returns on 12 portfolios of the New York Stock Exchange over the period 1926-1995 (5 year subperiods). We find that stable possibly skewed distributions provide statistically significant improvement in goodness-of-fit and lead to fewer rejections of the efficiency hypothesis.
Resumo:
The neutron and proton single-particle spectral functions in asymmetric nuclear matter fulfill energy-weighted sum rules. The validity of these sum rules within the self-consistent Green's function approach is investigated. The various contributions to these sum rules and their convergence as a function of energy provide information about correlations induced by the realistic interaction between the nucleons. The study of the sum rules in asymmetric nuclear matter exhibits the isospin dependence of the nucleon-nucleon correlations.
Resumo:
We consider the finite sample properties of model selection by information criteria in conditionally heteroscedastic models. Recent theoretical results show that certain popular criteria are consistent in that they will select the true model asymptotically with probability 1. To examine the empirical relevance of this property, Monte Carlo simulations are conducted for a set of non–nested data generating processes (DGPs) with the set of candidate models consisting of all types of model used as DGPs. In addition, not only is the best model considered but also those with similar values of the information criterion, called close competitors, thus forming a portfolio of eligible models. To supplement the simulations, the criteria are applied to a set of economic and financial series. In the simulations, the criteria are largely ineffective at identifying the correct model, either as best or a close competitor, the parsimonious GARCH(1, 1) model being preferred for most DGPs. In contrast, asymmetric models are generally selected to represent actual data. This leads to the conjecture that the properties of parameterizations of processes commonly used to model heteroscedastic data are more similar than may be imagined and that more attention needs to be paid to the behaviour of the standardized disturbances of such models, both in simulation exercises and in empirical modelling.
Resumo:
We look through both the demand and supply side information to understand dynamics of price determination in the real estate market and examine how accurately investors’ attitudes predict the market returns and thereby flagging off extent of any demand-supply mismatch. Our hypothesis is based on the possibility that investors’ call for action in terms of their buy/sell decision and adjustment in reservation/offer prices may indicate impending demand-supply imbalances in the market. In the process, we study several real estate sectors to inform our analysis. The timeframe of our analysis (1995-2010) allows us to observe market dynamics over several economic cycles and in various stages of those cycles. Additionally, we also seek to understand how investors’ attitude or the sentiment affects the market activity over the cycles through asymmetric responses. We test our hypothesis variously using a number of measures of market activity and attitude indicators within several model specifications. The empirical models are estimated using Vector Error Correction framework. Our analysis suggests that investors’ attitude exert strong and statistically significant feedback effects in price determination. Moreover, these effects do reveal heterogeneous responses across the real estate sectors. Interestingly, our results indicate the asymmetric responses during boom, normal and recessionary periods. These results are consistent with the theoretical underpinnings.
Resumo:
The main result in this work is the solution of the Jeans equations for an axisymmetric galaxy model containing a baryonic component (distributed according to a Miyamoto-Nagai profile) and a dark matter halo (described by the Binney logarithmic potential). The velocity dispersion, azimuthal velocity and some other interesting quantities such as the asymmetric drift are studied, along with the influence of the model parameters on these (observable) quantities. We also give an estimate for the velocity of the radial flow, caused by the asymmetric drift. Other than the mathematical beauty that lies in solving a model analytically, the interest of this kind of results can be mainly found in numerical simulations that study the evolution of gas flows. For example, it is important to know how certain parameters such as the shape (oblate, prolate, spherical) of a dark matter halo, or the flattening of the baryonic matter, or the mass ratio between dark and baryonic matter, have an influence on observable quantities such as the velocity dispersion. In the introductory chapter, we discuss the Jeans equations, which provide information about the velocity dispersion of a system. Next we will consider some dynamical quantities that will be useful in the rest of the work, e.g. the asymmetric drift. In Chapter 2 we discuss in some more detail the family of galaxy models we studied. In Chapter 3 we give the solution of the Jeans equations. Chapter 4 describes and illustrates the behaviour of the velocity dispersion, as a function of the several parameters, along with asymptotic expansions. In Chapter 5 we will investigate the behaviour of certain dynamical quantities for this model. We conclude with a discussion in Chapter 6.
Resumo:
In reverse logistics networks, products (e.g., bottles or containers) have to be transported from a depot to customer locations and, after use, from customer locations back to the depot. In order to operate economically beneficial, companies prefer a simultaneous delivery and pick-up service. The resulting Vehicle Routing Problem with Simultaneous Delivery and Pick-up (VRPSDP) is an operational problem, which has to be solved daily by many companies. We present two mixed-integer linear model formulations for the VRPSDP, namely a vehicle-flow and a commodity-flow model. In order to strengthen the models, domain-reducing preprocessing techniques, and effective cutting planes are outlined. Symmetric benchmark instances known from the literature as well as new asymmetric instances derived from real-world problems are solved to optimality using CPLEX 12.1.
Resumo:
We report 13C magic angle spinning NMR observation of photochemically induced dynamic nuclear spin polarization (photo- CIDNP) in the reaction center (RC) of photosystem II (PS2). The light-enhanced NMR signals of the natural abundance 13C provide information on the electronic structure of the primary electron donor P680 (chlorophyll a molecules absorbing around 680 nm) and on the pz spin density pattern in its oxidized form, P680⨥. Most centerband signals can be attributed to a single chlorophyll a (Chl a) cofactor that has little interaction with other pigments. The chemical shift anisotropy of the most intense signals is characteristic for aromatic carbon atoms. The data reveal a pronounced asymmetry of the electronic spin density distribution within the P680⨥. PS2 shows only a single broad and intense emissive signal, which is assigned to both the C-10 and C-15 methine carbon atoms. The spin density appears shifted toward ring III. This shift is remarkable, because, for monomeric Chl a radical cations in solution, the region of highest spin density is around ring II. It leads to a first hypothesis as to how the planet can provide itself with the chemical potential to split water and generate an oxygen atmosphere using the Chl a macroaromatic cycle. A local electrostatic field close to ring III can polarize the electronic charge and associated spin density and increase the redox potential of P680 by stabilizing the highest occupied molecular orbital, without a major change of color. This field could be produced, e.g., by protonation of the keto group of ring V. Finally, the radical cation electronic structure in PS2 is different from that in the bacterial RC, which shows at least four emissive centerbands, indicating a symmetric spin density distribution over the entire bacteriochlorophyll macrocycle.
Resumo:
Consumers tend to seek heuristic information cues to simplify the amount of information involved in tourist decisions. Accordingly, star ratings in online reviews are a critical heuristic element of the perceived evaluation of online consumer information. The objective of this article is to assess the effect of review ratings on usefulness and enjoyment. The empirical application is carried out on a sample of 5,090 reviews of 45 restaurants in London and New York. The results show that people perceive extreme ratings (positive or negative) as more useful and enjoyable than moderate ratings, giving rise to a U-shaped line, with asymmetric effects: the size of the effect of online reviews depends on whether they are positive or negative.