Geometry and Optimization of Relative Arbitrage

Thesis (Ph.D.)--University of Washington, 2016-06

The European challenge of KMN and innovation: a skills and competence portfolio for knowledge worker in SME's

Versão editor: http://www.isegi.unl.pt/docentes/acorreia/documentos/European_Challenge_KM_Innovation_2004.pdf

The European challenge of KM and innovation: a skills and competence portfolio for the knowledge worker in SME's

This chapter appears in Innovations of Knowledge Management edited by Montano, D. Copyright 2004, IGI Global, www.igi-global.com. Posted by permission of the publisher.

Is There Justification For Universal Leukoreduction?

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Padrão fundamental de movimento : uma analise universal ou contextual?

Universidade Estadual de Campinas . Faculdade de Educação Física

Universal resistance capacitance crossover in current-voltage characteristics for unshunted array of overdamped Nb-AlOx-Nb Josephson junctions

We report on some unusual behavior of the measured current-voltage characteristics (CVC) in artificially prepared two-dimensional unshunted array of overdamped Nb-AlO(x)-Nb Josephson junctions. The obtained nonlinear CVC are found to exhibit a pronounced (and practically temperature independent) crossover at some current I(cr) = (1/2 beta(C)-1)I(C) from a resistance R dominated state with V(R)=R root I(2)-I(C)(2) below I(cr) to a capacitance C dominated state with V(C) = root(h) over bar /4eC root I-I(C) above I(cr). The origin of the observed behavior is discussed within a single-plaquette approximation assuming the conventional resistively shunted junction model with a finite capacitance and the Ambegaokar-Baratoff relation for the critical current of the single junction. (C) 2010 American Institute of Physics. [doi: 10.1063/1.3407566]

Universal and nonuniversal contributions to block-block entanglement in many-fermion systems

We calculate the entanglement entropy of blocks of size x embedded in a larger system of size L, by means of a combination of analytical and numerical techniques. The complete entanglement entropy in this case is a sum of three terms. One is a universal x- and L-dependent term, first predicted by Calabrese and Cardy, the second is a nonuniversal term arising from the thermodynamic limit, and the third is a finite size correction. We give an explicit expression for the second, nonuniversal, term for the one-dimensional Hubbard model, and numerically assess the importance of all three contributions by comparing to the entropy obtained from fully numerical diagonalization of the many-body Hamiltonian. We find that finite-size corrections are very small. The universal Calabrese-Cardy term is equally small for small blocks, but becomes larger for x > 1. In all investigated situations, however, the by far dominating contribution is the nonuniversal term stemming from the thermodynamic limit.

Universal zero-bias conductance through a quantum wire side-coupled to a quantum dot

A numerical renormalization-group study of the conductance through a quantum wire containing noninteracting electrons side-coupled to a quantum dot is reported. The temperature and the dot-energy dependence of the conductance are examined in the light of a recently derived linear mapping between the temperature-dependent conductance and the universal function describing the conductance for the symmetric Anderson model of a quantum wire with an embedded quantum dot. Two conduction paths, one traversing the wire, the other a bypass through the quantum dot, are identified. A gate potential applied to the quantum wire is shown to control the current through the bypass. When the potential favors transport through the wire, the conductance in the Kondo regime rises from nearly zero at low temperatures to nearly ballistic at high temperatures. When it favors the dot, the pattern is reversed: the conductance decays from nearly ballistic to nearly zero. When comparable currents flow through the two channels, the conductance is nearly temperature independent in the Kondo regime, and Fano antiresonances in the fixed-temperature plots of the conductance as a function of the dot-energy signal interference between them. Throughout the Kondo regime and, at low temperatures, even in the mixed-valence regime, the numerical data are in excellent agreement with the universal mapping.

Universal zero-bias conductance for the single-electron transistor

The thermal dependence of the zero-bias conductance for the single electron transistor is the target of two independent renormalization-group approaches, both based on the spin-degenerate Anderson impurity model. The first approach, an analytical derivation, maps the Kondo-regime conductance onto the universal conductance function for the particle-hole symmetric model. Linear, the mapping is parametrized by the Kondo temperature and the charge in the Kondo cloud. The second approach, a numerical renormalization-group computation of the conductance as a function the temperature and applied gate voltages offers a comprehensive view of zero-bias charge transport through the device. The first approach is exact in the Kondo regime; the second, essentially exact throughout the parametric space of the model. For illustrative purposes, conductance curves resulting from the two approaches are compared.

DJKM ALGEBRAS I: THEIR UNIVERSAL CENTRAL EXTENSION

The purpose of this paper is to explicitly describe in terms of generators and relations the universal central extension of the infinite dimensional Lie algebra, g circle times C[t, t(-1), u vertical bar u(2) = (t(2) - b(2))(t(2) - c(2))], appearing in the work of Date, Jimbo, Kashiwara and Miwa in their study of integrable systems arising from the Landau-Lifshitz differential equation.

Universal exhibitions and the cinema: history and culture

The objective of this article is to examine the presence of cinema in World Fairs between the 1893 World`s Columbian Exposition in Chicago and 1939 (the New York World`s Fair). As an integral part of a visual culture constructed by these spaces to celebrate capitalism, the trajectory of cinema is identified with these world fairs due to its ability to entertain and, at the same time, to educate. Cinema was established as a means of mass communication during the First World War and afterwards would participate more actively in the symbolic disputes of a world about to enter the second global conflict. It would reach a broader public, becoming the main `showcase` in which nations projected virtues to be celebrated. The new striking visual spectacle assumed, within this context, greater emphasis through films idealized as true cinematographic monuments.

Integrating technology roadmapping and portfolio management at the front-end of new product development

Many authors point out that the front-end of new product development (NPD) is a critical success factor in the NPD process and that numerous companies face difficulties in carrying it out appropriately. Therefore, it is important to develop new theories and proposals that support the effective implementation of this earliest phase of NPD. This paper presents a new method to support the development of front-end activities based on integrating technology roadmapping (TRM) and project portfolio management (PPM). This new method, called the ITP Method, was implemented at a small Brazilian high-tech company in the nanotechnology industry to explore the integration proposal. The case study demonstrated that the ITP Method provides a systematic procedure for the fuzzy front-end and integrates innovation perspectives into a single roadmap, which allows for a better alignment of business efforts and communication of product innovation goals. Furthermore, the results indicated that the method may also improve quality, functional integration and strategy alignment. (C) 2010 Elsevier Inc. All rights reserved.

Universal Set-top Box: A Simple Design to Provide Accessible Services

This paper presents the design of a low cost accessible digital television set-top box. This set-top box was designed and tested to the International ISDB-T system and considered the adoption of solutions that would provide accessible services in digital television in the simplest digital television receiver. The accessible set-top box was evaluated regarding the processing and memory requirements impacts to provide the features for accessible services. The work presents also the access services bandwidth consumption analysis(1).

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Prevention of child behavior problems through universal implementation of a group behavioral family intervention.

The aim of this mental health promotion initiative was to evaluate the effectiveness of a universally delivered group behavioral family intervention (BFI) in preventing behavior problems in children. This study investigates the transferability of an efficacious clinical program to a universal prevention intervention delivered through child and community health services targeting parents of preschoolers within a metropolitan health region. A quasiexperimental two-group (BFI, n=804 vs. Comparison group, n=806) longitudinal design followed preschool aged children and their parents over a 2-year period. BFI was associated with significant reductions in parent-reported levels of dysfunctional parenting and parent-reported levels of child behavior problems. Effect sizes on child behavior problems ranged from large (.83) to moderate (.47). Positive and significant effects were also observed in parent mental health, marital adjustment, and levels of child rearing conflict. Findings are discussed with respect to their implication for significant population reductions in child behavior problems as well as the pragmatic challenges for prevention science in encouraging both the evaluation and uptake of preventive initiatives in real world settings.