A Neural Networks Committee for the Contextual Bandit Problem

This paper presents a new contextual bandit algorithm, NeuralBandit, which does not need hypothesis on stationarity of contexts and rewards. Several neural networks are trained to modelize the value of rewards knowing the context. Two variants, based on multi-experts approach, are proposed to choose online the parameters of multi-layer perceptrons. The proposed algorithms are successfully tested on a large dataset with and without stationarity of rewards.Comment: 21st International Conference on Neural Information Processin

Analysis and design of a flat central finned-tube radiator

Computer program based on fixed conductance parameter yields minimum weight design. Second program employs variable conductance parameter and variable ratio of fin length to tube outside radius, and is used for radiator designs with geometric limitations. Major outputs of the two programs are given

Spinodal fractionation in a polydisperse square well fluid

Using Kinetic Monte Carlo simulation, we model gas-liquid spinodal decomposition in a size-polydisperse square well fluid, representing a 'near-monodisperse' colloidal dispersion. We find that fractionation (demixing) of particle sizes between the phases begins asserting itself shortly after the onset of phase ordering. Strikingly, the direction of size fractionation can be reversed by a seemingly trivial choice between two inter-particle potentials which, in the monodisperse case, are identical -- we rationalise this in terms of a perturbative, equilibrium theory of polydispersity. Furthermore, our quantitative results show that Kinetic Monte Carlo simulation can provide detailed insight into the role of fractionation in real colloidal systems.Comment: 7 pages, 7 figures, to be published in Phys. Rev.

Bootstrapping Monte Carlo Tree Search with an Imperfect Heuristic

We consider the problem of using a heuristic policy to improve the value approximation by the Upper Confidence Bound applied in Trees (UCT) algorithm in non-adversarial settings such as planning with large-state space Markov Decision Processes. Current improvements to UCT focus on either changing the action selection formula at the internal nodes or the rollout policy at the leaf nodes of the search tree. In this work, we propose to add an auxiliary arm to each of the internal nodes, and always use the heuristic policy to roll out simulations at the auxiliary arms. The method aims to get fast convergence to optimal values at states where the heuristic policy is optimal, while retaining similar approximation as the original UCT in other states. We show that bootstrapping with the proposed method in the new algorithm, UCT-Aux, performs better compared to the original UCT algorithm and its variants in two benchmark experiment settings. We also examine conditions under which UCT-Aux works well.Comment: 16 pages, accepted for presentation at ECML'1

W49A North - Global or Local or No Collapse?

We attempt to fit observations with 5" resolution of the J=2-1 transition of CS in the directions of H II regions A, B, and G of W49A North as well as observations with 20" resolution of the J=2-1, 3-2, 5-4, and 7-6 transitions in the directions of H II regions A and G by using radiative transfer calculations. These calculations predict the intensity profiles resulting from several spherical clouds along the line of sight. We consider three models: global collapse of a very large (5 pc radius) cloud, localized collapse from smaller (1 pc) clouds around individual H II regions, and multiple, static clouds. For all three models we can find combinations of parameters that reproduce the CS profiles reasonably well provided that the component clouds have a core-envelope structure with a temperature gradient. Cores with high temperature and high molecular hydrogen density are needed to match the higher transitions (e.g. J=7-6) observed towards A and G. The lower temperature, low density gas needed to create the inverse P-Cygni profile seen in the CS J=2-1 line (with 5" beam) towards H II region G arises from different components in the 3 models. The infalling envelope of cloud G plus cloud B creates the absorption in global collapse, cloud B is responsible in local collapse, and a separate cloud, G', is needed in the case of many static clouds. The exact nature of the velocity field in the envelopes for the case of local collapse is not important as long as it is in the range of 1 to 5 km/s for a turbulent velocity of about 6 km/s. High resolution observations of the J=1-0 and 5-4 transitions of CS and C34S may distinguish between these three models. Modeling existing observations of HCO+ and C18O does not allow one to distinguish between the three models but does indicate the existence of a bipolar outflow.Comment: 42 pages, 27 figures, accepted for publication in the ApJS August 2004, v153 issu

Is there a Friday the 13th Effect in Emerging Asian Stock Markets?

In this article, we revisit the Friday the 13th effect discussed by Kolb and Rodriguez (1987) that has received increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this superstitious calendar day has significant impact on the conditional means and variances of returns in the seven emerging Asian stock markets India, Indonesia, Malaysia, the Philippines, South Korea, Taiwan and Thailand. Results obtained for the period from July 1996 to August 2013 indicate no systematic pattern across countries. We can detect a significant Friday the 13th effect only for mean returns in the Philippines and an inverse Friday the 13th effect for South Korea. Volatilities are significantly affected only in Indonesia and the Philippines. They tend to be reduced by the occurrence of Friday the 13th

Performancemessung: Theoretische Maße und empirische Umsetzung mit VBA

Neben einer theoretischen Analyse ausgewählter klassischer und moderner Performancemaße präsentieren wir in diesem Papier eine speziell zum Zweck der Performanceanalyse entwickelte Erweiterung des Funktionsumfanges von MS-Excel. Der vorgestellte VBA-Quellcode ermöglicht es, die beschriebenen Maße über neuartige MS-Excel-Funktionen aus vorliegenden Renditezeitreihen zu berechnen, um diese dann z.B. für das Ranking von Fonds zu verwenden.In this paper we present a theoretical analysis of selected traditional and modern performance measures as well as newly developed MS-Excel functions for calculating those measures. We show the programming of those functions in Visual Basic for Applications and exemplify the whole procedure with actual return series. A useful application of the functions is in performance analysis, especially in fond ranking

Foreign aid and foreign direct investment: Key players in the environmental restoration of Central and Eastern Europe

For more than ten years, formerly centrally-planned economies of Central and Eastern Europe (CEE) have endeavoured to redress their environmental problems. For most CEE countries, the record of accomplishments is mixed. One of the least successful areas of reform has been cleanup and restoration of state-owned properties that were severely contaminated during the Communist era. In the early 1990s, concern was expressed that prospective foreign investors would shy away from these damaged properties for fear of incurring liabilities for cleanup and third party damages. The authors show that while aggregate levels of foreign direct investment (FDI) to CEE have not been greatly affected by environmental liability, prospective foreign purchasers have avoided investing in dirty industries and in sites harbouring serious contamination. To manage the cleanup of past pollution effectively, CEE governments must consider prospects for brownfields revitalisation. The authors have shown previously that the public resource requirements for brownfields revitalisation are impractical in the CEE context. In light of these constraints, in the near future, the most promising sources of financing for cleanup of past pollution are from external public actors. Several of these actors and their relevant programs are considered

Is there a Friday the 13th effect in ermerging Asian stock markets?

In this article, we revisit the Friday the 13th effect discussed by Kolb and Rodriguez (1987) that has received increased interest in recent research. Using a dummy-augmented GARCH model, we investigate whether the occurrence of this superstitious calendar day has significant impact on the conditional means and variances of returns in the seven emerging Asian stock markets India, Indonesia, Malaysia, the Philippines, South Korea, Taiwan and Thailand. Results obtained for the period from July 1996 to August 2013 indicate no systematic pattern across countries. We can detect a significant Friday the 13th effect only for mean returns in the Philippines and an inverse Friday the 13th effect for South Korea. Volatilities are significantly affected only in Indonesia and the Philippines. They tend to be reduced by the occurrence of Friday the 13th