823 research outputs found
pi-/pi+ ratio in heavy ions collisions: Coulomb effect or chemical equilibration?
We calculate the pi-/pi+ ratio for Pb+Pb at CERN/SPS energies and for Au+Au
at BNL/AGS energies using a (3+1) dimensional hydrodynamical model. Without
consideration of Coulomb effect an enhancement of this ratio at low mt is found
compatible with that observed in these experiments. Our calculations are based
on previous (3+1) dimensional hydrodynamical simulations (HYLANDER), which
described many other aspects of experimental data. In this model the observed
enhancement is a consequence of baryon and strangeness conservation and of
chemical equilibration of the system and is caused by the decay of produced
hyperons, which leads to a difference in the total number of positive and
negative pions as well. Based on the same approach, we also present results for
the pi-/pi+ ratio for S+S (CERN/SPS) collisions, where we find a similar
effect. The absence of the enhancement of the pi-/pi+ ratio in the S+S data
presented by the NA44 Collaboration, if confirmed, could indicate that chemical
equilibration has not yet been estabilished in this reaction.Comment: 8 pages and 2 figures, submmited to Phys. Lett. B. This reviewed
version (Nov.29,1996) contains more details about the model simulated
efficiency considering the experimental detection conditions. Other small
modifications were mad
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Portfolio optimisation models
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University LondonIn this thesis we consider three different problems in the domain of portfolio optimisation. The first problem we consider is that of selecting an Absolute Return Portfolio (ARP). ARPs are usually seen as financial portfolios that aim to produce a good return regardless of how the underlying market performs, but our literature review shows that there is little agreement on what constitutes an ARP. We present a clear definition via a three-stage mixed-integer zero-one program for the problem of selecting an ARP. The second problem considered is that of designing a Market Neutral Portfolio (MNP). MNPs are generally defined as financial portfolios that (ideally)exhibit performance independent from that of an underlying market, but, once again, the existing literature is very fragmented. We consider the problem of constructing a MNP as a mixed-integer non-linear program (MINLP) which minimises the absolute value of the correlation between portfolio return and underlying benchmark return. The third problem is related to Exchange-Traded Funds (ETFs). ETFs are funds traded on the open market which typically have their performance tied to a benchmark index. They are composed of a basket of assets; most attempt to reproduce the returns of an index, but a growing number try to achieve a multiple of the benchmark return, such as two times or the negative of the return. We present a detailed performance study of the current ETF market and we find, among other conclusions, constant underperformance among ETFs that aim to do more than simply track an index. We present a MINLP for the problem of selecting the basket of assets that compose an ETF, which, to the best of our knowledge, is the first in the literature. For all three models we present extensive computational results for portfolios derived from universes defined by S&P international equity indices with up to 1200 stocks. We use CPLEX to solve the ARP problem and the software package Minotaur for both our MINLPs for MNP and an ETF
Higher Order Bose-Einstein Correlations test the Gaussian Density Matrix Approach
A multiparticle system produced by a large number of independent sources is
described by a gaussian density matrix W. All theoretical approach to
Bose-Einstein Correlatios Cn in high energy physics use this form for W. One of
the most salient consequences of this form is the fact that all higher order
(n>2) moments of the current distribution can be expressed in terms of the
first two. We test this property by comparing the data on C2(Q^2), C3(Q^2) and
C4(Q^2) from pion-p and K-p reactions at 250 GeV/c with the predictions of a
general quantum statistical space-time approach. Even a simplified version of
such approach can account for the data. Previous attempts along these lines,
which did not use the space-time approach, met with difficulties.Comment: 17 pages (including one Table) and 2 figures. To appear in Physics
Letters B (PLB 13397
Avaliação comparativa da sobrevivência e do crescimento de ostras da espécie Crassostrea gigas com o emprego de diferentes estruturas de cultivo
TCC (graduação em Agronomia) - Universidade Federal de Santa Catarina, Centro de Ciências Agrárias, 2008A Crassotrea gigas é a ostra mais cultivada no mundo e no Brasil. Seu crescimento no Brasil é rápido, atingindo o tamanho comercial de 10 cm em 8 meses, a partir de sementes de 1 mm. Os métodos mais empregados de cultivo no Brasil para ostras são os espinhéis e fixos, com os animais colocados em lanternas verticais. Apesar disso, os ambientes de cultivo em Santa Catarina e no Brasil são rasos com alta quantidade de matéria total particulada e, fundos areno-lodosos ou lodosos, com alta concentração de matéria orgânica. Esse tipo de ambiente leva ao aumento da incidência de parasitas e predadores que podem causar grandes mortalidades nos cultivos e redução de crescimento. Técnicas de cultivo que permitam minimizar esses problemas e ainda, aumentar a produtividade com diminuição de custos e mão-de-obra são extremamente importantes para manter a qualidade e a quantidade de produção. Assim, este trabalho teve por objetivo avaliar o rendimento e a sobrevivência de ostras em diferentes fases de cultivo (intermediária e definitiva) ubmetidas a diferentes estruturas de cultivo (caixas flutuantes, lanternas verticais e lanternas horizontais), com e sem tratamento de manejo por lavação. As ostras apresentaram bom crescimento, de até 20 mm por mês na fase intermediária e 10 mm na fase definitiva, sempre menores nas caixas flutuantes e as mortalidades foram abaixo de 10 % para as diferentes fases e tratamentos empregues. Assim, as ostras passam de 50 mm até 100 mm em quatro meses de cultivo, com dois meses para cada fase. No caso das ostras nas lanternas verticais e horizontais, não foi observado nenhum comportamento padrão, havendo, para as diferentes fases e tratamentos, resultados hora melhores para as verticais, outros melhores para as horizontais e, da mesma forma, comportamentos variados para ostras com e sem manejo de lavação. Os parâmetros físico-químicos da água do mar não apresentaram grandes variações no período e as temperaturas, durante as duas fases experimentais, foram iguais variando de 19,5 a 22,8 oC. Assim, as variações e diferenças observadas para os diferentes parâmetros analisados nos diferentes tratamentos, foram atribuídas aos efeitos dos tratamentos e não de fatores ambientais. Além disso, nas condições do experimento, com as densidades utilizadas e o manejo de troca de estruturas e redução de densidade após dois meses, os resultados mostram que não há necessidade de lavação das estrutura e das ostras. Novas tecnologias de cultivo de ostras nas diferentes etapas, como o uso das lanternas horizontais deste trabalho, podem auxiliar a viabilizar os cultivos em áreas do Brasil onde hoje é difícil cultivar e podem ser aproveitadas como modelo para o cultivo de outras espécies de moluscos
Shock-like Freeze-out in Relativistic Hydrodynamics
We have formulated a self-consistent model of freeze-out on an arbitrary
hypersurface. It conserves energy and momentum across the discontinuity between
ideal fluid and the gas of free particles. Energy and momentum of those free
particles have non-equilibrium values that could be a signal for the formation
of hot and dense matter in heavy ion collisions.Comment: 13 pages, 2 plot
Novel approaches for portfolio construction using second order stochastic dominance
In the last decade, a few models of portfolio construction have been proposed which apply Second Order Stochastic Dominance (SSD) as a choice criterion. SSD approach requires the use of a reference distribution which acts as a benchmark. The return distribution of the computed portfolio dominates the benchmark by the SSD criterion. The benchmark distribution naturally plays an important role since di erent benchmarks lead to very di erent portfolio solutions. In this paper we describe a novel concept of reshaping the benchmark distribution with a view to obtaining portfolio solutions which have enhanced return distributions. The return distribution of the constructed portfolio is considered enhanced if the left tail is improved, the downside risk is reduced and the standard deviation remains within a speci ed range. We extend this approach from long only to long-short strategies which are used by many hedge fund and quant fund practitioners. We present computational results which illustrate (i) how this approach leads to superior portfolio performance (ii) how signi cantly better performance is achieved for portfolios that include shorting of assets
Rendimiento del jugador de baloncesto en silla de ruedas según la estadística de juego = Wheelchair basketball player performance by game statistics = Desempenho do jogador de basquetebol na cadeira de rodas por estatísticas de jogo
El análisis del rendimiento deportivo del jugador de baloncesto en silla de ruedas (BSR) ha sido un creciente objeto estudio en los últimos años. Sin embargo, escasos estudios han incidido en las estadísticas de juego. Por ello, el presente estudio tiene por objeto determinar un referente de rendimiento máximo para cada clase funcional en base a cada variable de la estadística de juego propia de la competición. Para ello, se obtuvieron las estadísticas de juego oficiales de los 32 partidos disputados por los 8 mejores equipos de España en la fase por el título de la División de Honor de BSR (temporada 2013/2014), recabando información por jugador y partido; en total fueron estudiados 58 jugadores correspondientes a la clases 1 (n=11), 2 (n=12), 3 (n=12) y 4 (n=23). En relación a los porcentajes de tiro, el de 2p sitúa entre el 60,8-67,6% de acierto, realizando más lanzamientos a mayor clase funcional. Para los lanzamientos de 3p fue de 41,2-42,9% (sólo clases 2,3 y 4). Para los lanzamientos de 1p fue de 66,7%-89,5%) siendo el jugador clase 4 el porcentaje mayor y más número de lanzamientos realizados. Los datos máximos obtenidos se registraron en los jugadores de clase 4, con más rebotes ofensivos (4,12) y defensivos (9,99) registrados, así como faltas recibidas (9,95), asistencias (10,8), robos (1,99) y puntos anotados (29,4). Este estudio ha permitido la caracterización del rendimiento en este deporte, destacando la importancia contrastar el rendimiento de cada jugador con los de su misma clase funcional según la estadística de juego. ---------- ABSTRACT---------- The analysis of the sport performance in wheelchair basketball (WB) has been a growing topic in recent years. However, few studies have focused on the game statistics. Therefore, the present study is to determine a reference for maximum performance for each functional class based on each variable from game related statistics. To this end, official statistics from 32 matches for the top 8 teams in the title league at the Spanish Honour Division (season 2013/2014) were obtained with information per player and game; a total of 58 players corresponding to the classes 1 (n = 11), 2 (n = 12), 3 (n = 12) and 4 (n = 23) were studied. Regarding the shooting percentages, the 2-points was 60.8 to 67.6% accuracy, making more shots in higher functional classes. 3-points was 41.2 to 42.9% (only classes 2,3 and 4). 1-point free throw was 66.7% -89.5%, with class 4 player with the highest percentage and number of throws made. The maximum data obtained were recorded in class 4 players with more offensive rebounds (4.12) and defensive (9.99) registered and fouls received (9.95), assists (10.8), steals ( 1.99) and points scored (29.4). This study has allowed the characterization of performance in WB, stressing the importance in comparing the performance of each player with those of the same functional class per game statistics. ---------- RESUMO---------- A análise do desempenho esportivo jogador de basquete em cadeira de rodas (BSR) tem sido um objeto de estudo crescente nos últimos anos. Entretanto, poucos estudos têm-se centrado nas estatísticas do jogo. Portanto, o presente estudo é determinar um valor de referência para o desempenho máximo para cada classe funcional com base em cada estatística próprio jogo variável da competição. Para este fim, as estatísticas oficiais jogar 32 partidas para o top 8 equipas na fase de Espanha para o título da Divisão de Honra da BSR (2013/2014 temporada) foram obtidos mediante a obtenção de informações por jogador e caça; Foram estudados 58 jogadores totais correspondentes aos ramos 1 (n = 11), 2 (n = 12), 3 (n = 12) e 4 (n = 23). Em relação às percentagens de disparo, o ponto 2 é a precisão entre 60,8-67,6%, tornando mais lotes para a classe funcional maior. 3p para lançamentos foi 41,2-42,9% (apenas as classes de 2,3 e 4). 1p de lançamentos foi de 66,7% -89,5%) Classe 4 jogador com a percentagem eo número de lances feitos mais alto. Os dados máximos obtidos foram registrados na classe 4 jogadores com mais rebotes ofensivos (4.12) e defensiva (9,99) registrado e faltas recebidas (9,95), assistências (10,8), rouba ( 1,99) e pontos marcados (29,4). Este estudo permitiu a caracterização do desempenho no esporte, salientando a importância de comparar o desempenho de cada jogador com os da mesma classe funcional como estatísticas de jogo
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