Portfolio selection using neural networks

In this paper we apply a heuristic method based on artificial neural networks in order to trace out the efficient frontier associated to the portfolio selection problem. We consider a generalization of the standard Markowitz mean-variance model which includes cardinality and bounding constraints. These constraints ensure the investment in a given number of different assets and limit the amount of capital to be invested in each asset. We present some experimental results obtained with the neural network heuristic and we compare them to those obtained with three previous heuristic methods.Comment: 12 pages; submitted to "Computers & Operations Research

Classical solutions to integral equations with zero order kernels

We show global and interior higher-order log-H\"older regularity estimates for solutions of Dirichlet integral equations where the operator has a nonintegrable kernel with a singularity at the origin that is weaker than that of any fractional Laplacian. As a consequence, under mild regularity assumptions on the right hand side, we show the existence of classical solutions of Dirichlet problems involving the logarithmic Laplacian and the logarithmic Schr\"odinger operator.Comment: We added a lower-order regularity estimate for the logarithmic Laplacian (Corollary 5.8

PANEL: Challenges for multimedia/multimodal research in the next decade

The multimedia and multimodal community is witnessing an explosive transformation in the recent years with major societal impact. With the unprecedented deployment of multimedia devices and systems, multimedia research is critical to our abilities and prospects in advancing state-of-theart technologies and solving real-world challenges facing the society and the nation. To respond to these challenges and further advance the frontiers of the field of multimedia, this panel will discuss the challenges and visions that may guide future research in the next ten years

Time-varying STARMA models by wavelets

The spatio-temporal autoregressive moving average (STARMA) model is frequently used in several studies of multivariate time series data, where the assumption of stationarity is important, but it is not always guaranteed in practice. One way to proceed is to consider locally stationary processes. In this paper we propose a time-varying spatio-temporal autoregressive and moving average (tvSTARMA) modelling based on the locally stationarity assumption. The time-varying parameters are expanded as linear combinations of wavelet bases and procedures are proposed to estimate the coefficients. Some simulations and an application to historical daily precipitation records of Midwestern states of the USA are illustrated

ARGONAUTE PIWI domain and microRNA duplex structure regulate small RNA sorting in Arabidopsis.

Small RNAs (sRNAs) are loaded into ARGONAUTE (AGO) proteins to induce gene silencing. In plants, the 5'-terminal nucleotide is important for sRNA sorting into different AGOs. Here we show that microRNA (miRNA) duplex structure also contributes to miRNA sorting. Base pairing at the 15th nucleotide of a miRNA duplex is important for miRNA sorting in both Arabidopsis AGO1 and AGO2. AGO2 favours miRNA duplexes with no middle mismatches, whereas AGO1 tolerates, or prefers, duplexes with central mismatches. AGO structure modelling and mutational analyses reveal that the QF-V motif within the conserved PIWI domain contributes to recognition of base pairing at the 15th nucleotide of a duplex, while the DDDE catalytic core of AtAGO2 is important for recognition of the central nucleotides. Finally, we rescued the adaxialized phenotype of ago1-12, which is largely due to miR165 loss-of-function, by changing miR165 duplex structure which we predict redirects it to AGO2

Considerations Concerning the QCD Corrections to Δρ\Delta\rho

Using recent results of Avdeev et al. and an expansion for \mu_t/\mms ($M_t$ is the pole mass and $\mu_t\equiv \hat{m_t}(\mu_t)$ ), it is shown that when deltarho is expressed in terms of $\hat{m_t}^2(M_t)$, the QCD correction is only $(2-3)\times 10^{-3}$ in the NLO approximation. As a consequence, in terms of $M_t^2$ the correction to \dr is almost entirely contained in \mmss/M_t^2, a pure QCD effect. The latter is studied using various optimization procedures, and the results compared with the expansion proposed by Avdeev et al.. Implications for \ew physics are discussed. Threshold effects are analyzed on the basis of a simple sum rule.Comment: 11 pages plain LaTeX including 2 table

Spectral signatures from super-Earths, warm and hot-Neptunes

ESA's and NASA's planet characterization missions, will allow us to explore the diversity of planets around stars of different spectral type, and will expand the existing field of comparative planetology beyond our Solar System. In particular, terrestrial planets greater than one Earth mass are not represented in our Solar System, but may occur in others (Beaulieu et al., 2006; Rivera et al. 2005). The next generation of space telescopes, the James Webb Space Telescope (2013), will have the capability of acquiring transmission and emission spectra in the infrared of these extrasolar worlds. Further into the future, the direct imaging of exoplanets, both in the optical and infrared, will extend our understanding to extrasolar bodies orbiting few Astronomical Units from their parent star and expand our knowledge to smaller-size objects

Sistema autómata secuencial por tiempos independientes (S.A.S.T.I)

En la actualidad, la miniaturización ha llegado a extremos tales que su propia capacidad está al límite. La idea inicial de una miniaturización radical desde la LSI (Large Scale Integration, gran escala de integración) hasta la ULSI (Ultra Large Scale Integration, Ultra gran escala de integración), que se basaba en realizar sistemas más complejos y rápidos en escalas cada vez más pequeñas, se ha visto en la práctica frenada con la llegada al límite físico de miniaturización; y sin mencionar que a mayor frecuencia, mayor consumo de los sistemas. Esto es fácilmente observable en la nueva tendencia de los procesadores: en vez de pretender hacerlos más rápidos o más pequeños, se está apostando por la multiplicidad de núcleos; es decir, varios procesadores realizando tareas en paralelo.Tesi