WHICH RISK FACTORS DRIVE OIL FUTURES PRICE CURVES? SPECULATION AND HEDGING IN THE SHORT AND LONG -TERM

Open House, ISM in Tachikawa, 2017.6.16統計数理研究所オープンハウス（立川）、H29.6.16ポスター発

Which Risk Factors Drive Oil Futures Price Curves Speculation and Hedging in the Short and Long-Term

Open House, ISM in Tachikawa, 2018.6.15統計数理研究所オープンハウス（立川）、H30.6.15ポスター発

Crime In 2016: A Preliminary Analysis

Earlier this year, the Brennan Center analyzed crime data from the 30 largest cities in 2015, finding that crime overall remained the same as in 2014. It also found that murder increased by 14 percent, with just three cities — Baltimore, Chicago, and Washington, D.C. — responsible for half that increase. All told, 2015's murder rate was still near historic lows. The authors concluded that reports of a national crime wave were premature and unfounded, and that "the average person in a large urban area is safer walking on the street today than he or she would have been at almost any time in the past 30 years."This report updates those findings. It collects midyear data from police departments to project overall crime, violent crime, and murder for all of 2016

Crime Trends: 1990-2016

This report examines crime trends at the national and city level during the last quarter century. It covers the years 1990 through 2016, as crime rates peaked in 1991. It analyzes data from the Federal Bureau of Investigation and from police departments from the nation's 30 largest cities. Data for 2016 are estimated, as full year data was not available at the time of publication.This report concludes that although there are some troubling increases in crimes in specific cities, there is no evidence of a national crime wave

I Am Contemporary! : The Life and Times of Penny Arcade.

I Am Contemporary! : The Life and Times of Penny Arcade explores the career of performance artist Susana Ventura, a.k.a. Penny Arcade, and establishes her position in the American post-war avant-garde and counter-culture performance scene. The document is chronological, examining first Ventura\u27s fifties childhood, moving toward her rebellious sixties, through her introspective seventies, and eventually into a performance career in the New York avant-garde scene of the eighties and nineties. Each main chapter explores three elements of these time periods, first establishing the social background, then moving to an overview of counter-cultural performance, and finally examining Ventura\u27s work within that time frame. Susana Ventura, born in New Britain, CT in 1950, has been part of some of the most important avant-garde companies and movements of the post-war era, including Warhol\u27s Factory and John Vaccaro\u27s Play-House of the Ridiculous. Her work includes Warhol\u27s film Women in Revolt, Heaven Grand in Amber Orbit with the Play-House, The Maine Festival with regional New England performers Tim Sample and Marshall Dodge, and a substantial body of solo efforts. These solo works include While You Were Out, Bid for the Big Time, her newest work Sex, Love and Sanity, and her emblematic piece, Bitch! Dyke! Faghag! Whore!, which ran for a year in New York and has been performed at festivals on three continents. The study argues each of the aforementioned pieces, as well as most of Ventura\u27s other work, falls within accepted definitions of performance art by using monologic character work, dance, video, live and recorded music, and direct address as primary elements. The study recognizes Ventura\u27s recurring themes as sexuality, censorship, politics, the AIDS crisis, and the position of the other in American society, finally arguing her aesthetic is uniquely centered in post-war American counter-culture. The study makes its case by examining videotapes and texts of Ventura\u27s work, interviews with her counter-culture peers, and reviews and criticism. The document emphasizes Ventura\u27s effort to establish a political place for the voice of the other, and her continuing emphasis on notions of transformation, inclusion, and human commonality in her creative endeavors

Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence

Currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the interest rate differentials. This is a well known financial puzzle to explain, since assuming foreign exchange risk is uninhibited and the markets have rational risk-neutral investors, then one would not expect profits from such strategies. That is, according to uncovered interest rate parity (UIP), changes in the related exchange rates should offset the potential to profit from such interest rate differentials. However, it has been shown empirically, that investors can earn profits on average by borrowing in a country with a lower interest rate, exchanging for foreign currency, and investing in a foreign country with a higher interest rate, whilst allowing for any losses from exchanging back to their domestic currency at maturity. This paper explores the financial risk that trading strategies seeking to exploit a violation of the UIP condition are exposed to with respect to multivariate tail dependence present in both the funding and investment currency baskets. It will outline in what contexts these portfolio risk exposures will benefit accumulated portfolio returns and under what conditions such tail exposures will reduce portfolio returns.Comment: arXiv admin note: substantial text overlap with arXiv:1303.431

A Multi-User Mobile GIS Solution for Documenting Large Surface Scatters: An Example from the Doring River, South Africa

This article discusses the development and implementation of a mobile GIS catch-and-release system for documenting large surface artifact scatters along the Doring River in South Africa. An integrated, cloud-based mobile GIS solution was built using a suite of ESRI ArcGIS applications with an aim to maximize the speed and breadth of techno-typological data capture, while minimizing data collection errors and post-processing requirements. The system was successfully implemented during the 2019 field season of the Doring River Archaeological Project. With the ability for project-specific customization and interchangeable hardware components, the system transcends geographic region and temporal focus. Moreover, the system accommodates connectivity limitations commonly faced by archaeologists seeking distributed database solutions. Other challenges embraced in the design include rotating personnel throughout a field season, scalability without large financial investment, and the ability to accommodate data collection needs of other components of the larger multi-disciplinary research project

Integrated Lunar Information Architecture for Decision Support Version 3.0 (ILIADS 3.0)

ILIADS 3.0 provides the data management capabilities to access CxP-vetted lunar data sets from the LMMP-provided Data Portal and the LMMP-provided On-Moon lunar data product server. (LMMP stands for Lunar Mapping and Modeling Project.) It also provides specific quantitative analysis functions to meet the stated LMMP Level 3 functional and performance requirements specifications that were approved by the CxP. The purpose of ILIADS 3.0 is to provide an integrated, rich client lunar GIS software applicatio