10,850 research outputs found
Quantum group symmetry of integrable models on the half-line
This contribution to the Proceedings of the Workshop on Integrable Theories,
Solitons and Duality in Sao Paulo in July 2002 summarizes results from the
papers hep-th/0112023 and math.QA/0208043. We derive the non-local conserved
charges in the sine-Gordon model and affine Toda field theories on the
half-line. They generate new kinds of symmetry algebras that are coideals of
the usual quantum groups. We show how intertwiners of tensor product
representations of these algebras lead to solutions of the reflection equation.
We describe how this method for finding solutions to the reflection equation
parallels the previously known method of using intertwiners of quantum groups
to find solutions to the Yang-Baxter equation.Comment: Contribution to the Proceedings of the Workshop on Integrable
Theories, Solitons and Duality in Sao Paulo in July 2002, 11 pages, JHEP3
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Systematic Property Risk: Quantifying UK Property Betas 1983-2005
The increased frequency in reporting UK property performance figures, coupled with the acceptance of the IPD database as the market standard, has enabled property to be analysed on a comparable level with other more frequently traded assets. The most widely utilised theory for pricing financial assets, the Capital Asset Pricing Model (CAPM), gives market (systematic) risk, beta, centre stage. This paper seeks to measure the level of systematic risk (beta) across various property types, market conditions and investment holding periods. This paper extends the authors’ previous work on investment holding periods and how excess returns (alpha) relate to those holding periods. We draw on the uniquely constructed IPD/Gerald Eve transactions database, containing over 20,000 properties over the period 1983-2005. This research allows us to confirm our initial findings that properties held over longer periods perform in line with overall market performance. One implication of this is that over the long-term performance may be no different from an index tracking approach.Real Estate, Risk, Property, Betas
Algorithms and software for solving finite element equations on serial and parallel architectures
The primary objective was to compare the performance of state-of-the-art techniques for solving sparse systems with those that are currently available in the Computational Structural Mechanics (MSC) testbed. One of the first tasks was to become familiar with the structure of the testbed, and to install some or all of the SPARSPAK package in the testbed. A brief overview of the CSM Testbed software and its usage is presented. An overview of the sparse matrix research for the Testbed currently employed in the CSM Testbed is given. An interface which was designed and implemented as a research tool for installing and appraising new matrix processors in the CSM Testbed is described. The results of numerical experiments performed in solving a set of testbed demonstration problems using the processor SPK and other experimental processors are contained
Evaluation of Automatic Video Captioning Using Direct Assessment
We present Direct Assessment, a method for manually assessing the quality of
automatically-generated captions for video. Evaluating the accuracy of video
captions is particularly difficult because for any given video clip there is no
definitive ground truth or correct answer against which to measure. Automatic
metrics for comparing automatic video captions against a manual caption such as
BLEU and METEOR, drawn from techniques used in evaluating machine translation,
were used in the TRECVid video captioning task in 2016 but these are shown to
have weaknesses. The work presented here brings human assessment into the
evaluation by crowdsourcing how well a caption describes a video. We
automatically degrade the quality of some sample captions which are assessed
manually and from this we are able to rate the quality of the human assessors,
a factor we take into account in the evaluation. Using data from the TRECVid
video-to-text task in 2016, we show how our direct assessment method is
replicable and robust and should scale to where there many caption-generation
techniques to be evaluated.Comment: 26 pages, 8 figure
Sparse matrix methods research using the CSM testbed software system
Research is described on sparse matrix techniques for the Computational Structural Mechanics (CSM) Testbed. The primary objective was to compare the performance of state-of-the-art techniques for solving sparse systems with those that are currently available in the CSM Testbed. Thus, one of the first tasks was to become familiar with the structure of the testbed, and to install some or all of the SPARSPAK package in the testbed. A suite of subroutines to extract from the data base the relevant structural and numerical information about the matrix equations was written, and all the demonstration problems distributed with the testbed were successfully solved. These codes were documented, and performance studies comparing the SPARSPAK technology to the methods currently in the testbed were completed. In addition, some preliminary studies were done comparing some recently developed out-of-core techniques with the performance of the testbed processor INV
Models of genetic drift as limiting forms of the Lotka-Volterra competition model
The relationship between the Moran model and stochastic Lotka-Volterra
competition (SLVC) model is explored via timescale separation arguments. For
neutral systems the two are found to be equivalent at long times. For systems
with selective pressure, their behavior differs. It is argued that the SLVC is
preferable to the Moran model since in the SLVC population size is regulated by
competition, rather than arbitrarily fixed as in the Moran model. As a
consequence, ambiguities found in the Moran model associated with the
introduction of more complex processes, such as selection, are avoided.Comment: 5 pages, 4 figure
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