61 research outputs found
Роль української інтелігенції польського походження у національному відродженні України другої половини XIX століття
У статті розглядається участь деяких українських інтелігентів польського походження в активізації процесу національного відродження Україн
Tick size and price diffusion
A tick size is the smallest increment of a security price. It is clear that
at the shortest time scale on which individual orders are placed the tick size
has a major role which affects where limit orders can be placed, the bid-ask
spread, etc. This is the realm of market microstructure and there is a vast
literature on the role of tick size on market microstructure. However, tick
size can also affect price properties at longer time scales, and relatively
less is known about the effect of tick size on the statistical properties of
prices. The present paper is divided in two parts. In the first we review the
effect of tick size change on the market microstructure and the diffusion
properties of prices. The second part presents original results obtained by
investigating the tick size changes occurring at the New York Stock Exchange
(NYSE). We show that tick size change has three effects on price diffusion.
First, as already shown in the literature, tick size affects price return
distribution at an aggregate time scale. Second, reducing the tick size
typically leads to an increase of volatility clustering. We give a possible
mechanistic explanation for this effect, but clearly more investigation is
needed to understand the origin of this relation. Third, we explicitly show
that the ability of the subordination hypothesis in explaining fat tails of
returns and volatility clustering is strongly dependent on tick size. While for
large tick sizes the subordination hypothesis has significant explanatory
power, for small tick sizes we show that subordination is not the main driver
of these two important stylized facts of financial market.Comment: To be published in the "Proceedings of Econophys-Kolkata V
International Workshop on "Econophysics of Order-driven Markets" March 9-13,
2010, The New Economic Windows series of Springer-Verlag Italia
Universal quantum interfaces
To observe or control a quantum system, one must interact with it via an
interface. This letter exhibits simple universal quantum interfaces--quantum
input/output ports consisting of a single two-state system or quantum bit that
interacts with the system to be observed or controlled. It is shown that under
very general conditions the ability to observe and control the quantum bit on
its own implies the ability to observe and control the system itself. The
interface can also be used as a quantum communication channel, and multiple
quantum systems can be connected by interfaces to become an efficient universal
quantum computer. Experimental realizations are proposed, and implications for
controllability, observability, and quantum information processing are
explored.Comment: 4 pages, 3 figures, RevTe
Atmospheric effects on extensive air showers observed with the Surface Detector of the Pierre Auger Observatory
Atmospheric parameters, such as pressure (P), temperature (T) and density,
affect the development of extensive air showers initiated by energetic cosmic
rays. We have studied the impact of atmospheric variations on extensive air
showers by means of the surface detector of the Pierre Auger Observatory. The
rate of events shows a ~10% seasonal modulation and ~2% diurnal one. We find
that the observed behaviour is explained by a model including the effects
associated with the variations of pressure and density. The former affects the
longitudinal development of air showers while the latter influences the Moliere
radius and hence the lateral distribution of the shower particles. The model is
validated with full simulations of extensive air showers using atmospheric
profiles measured at the site of the Pierre Auger Observatory.Comment: 24 pages, 9 figures, accepted for publication in Astroparticle
Physic
The Fluorescence Detector of the Pierre Auger Observatory
The Pierre Auger Observatory is a hybrid detector for ultra-high energy
cosmic rays. It combines a surface array to measure secondary particles at
ground level together with a fluorescence detector to measure the development
of air showers in the atmosphere above the array. The fluorescence detector
comprises 24 large telescopes specialized for measuring the nitrogen
fluorescence caused by charged particles of cosmic ray air showers. In this
paper we describe the components of the fluorescence detector including its
optical system, the design of the camera, the electronics, and the systems for
relative and absolute calibration. We also discuss the operation and the
monitoring of the detector. Finally, we evaluate the detector performance and
precision of shower reconstructions.Comment: 53 pages. Submitted to Nuclear Instruments and Methods in Physics
Research Section
Machine learning for estimation of building energy consumption and performance:a review
Ever growing population and progressive municipal business demands for constructing new buildings are known as the foremost contributor to greenhouse gasses. Therefore, improvement of energy eciency of the building sector has become an essential target to reduce the amount of gas emission as well as fossil fuel consumption. One most eective approach to reducing CO2 emission and energy consumption with regards to new buildings is to consider energy eciency at a very early design stage. On the other hand, ecient energy management and smart refurbishments can enhance energy performance of the existing stock. All these solutions entail accurate energy prediction for optimal decision making. In recent years, articial intelligence (AI) in general and machine learning (ML) techniques in specic terms have been proposed for forecasting of building energy consumption and performance. This paperprovides a substantial review on the four main ML approaches including articial neural network, support vector machine, Gaussian-based regressions and clustering, which have commonly been applied in forecasting and improving building energy performance
Upper limit on the cosmic-ray photon fraction at EeV energies from the Pierre Auger Observatory
From direct observations of the longitudinal development of ultra-high energy
air showers performed with the Pierre Auger Observatory, upper limits of 3.8%,
2.4%, 3.5% and 11.7% (at 95% c.l.) are obtained on the fraction of cosmic-ray
photons above 2, 3, 5 and 10 EeV (1 EeV = 10^18 eV) respectively. These are the
first experimental limits on ultra-high energy photons at energies below 10
EeV. The results complement previous constraints on top-down models from array
data and they reduce systematic uncertainties in the interpretation of shower
data in terms of primary flux, nuclear composition and proton-air
cross-section.Comment: 20 pages, 7 figures, 2 tables. Minor changes. Accepted by
Astroparticle Physic
Emissão de óxido nitroso nos processos de remoção biológica de nitrogênio de efluentes
ELM mitigation by supersonic molecular beam injection: KSTAR and HL-2A experiments and theory
We report recent experimental results from HL-2A and KSTAR on ELM mitigation by supersonic molecular beam injection (SMBI). Cold particle deposition within the pedestal by SMBI is verified in both machines. The signatures of ELM mitigation by SMBI are an ELM frequency increase and ELM amplitude decrease. These persist for an SMBI influence time τI. Here, τI is the time for the SMBI influenced pedestal profile to refill. An increase in fELMSMBI/fELM0 and a decrease in the energy loss per ELM ΔWELM were achieved in both machines. Physical insight was gleaned from studies of density and vΦ (toroidal rotation velocity) evolution, particle flux and turbulence spectra, divertor heat load. The characteristic gradients of the pedestal density soften and a change in vΦ was observed during a τI time. The spectra of the edge particle flux Γ ∼ 〈ṽrñe〉 and density fluctuation with and without SMBI were measured in HL-2A and in KSTAR, respectively. A clear phenomenon observed is the decrease in divertor heat load during the τI time in HL-2A. Similar results are the profiles of saturation current density Jsat with and without SMBI in KSTAR. We note that τI/τp (particle confinement time) is close to ∼1, although there is a large difference in individual τI between the two machines. This suggests that τI is strongly related to particle-transport events. Experiments and analysis of a simple phenomenological model support the important conclusion that ELM mitigation by SMBI results from an increase in higher frequency fluctuations and transport events in the pedestal. © 2014 IAEA, Vienna
Factors Associated with Revision Surgery after Internal Fixation of Hip Fractures
Background: Femoral neck fractures are associated with high rates of revision surgery after management with internal fixation. Using data from the Fixation using Alternative Implants for the Treatment of Hip fractures (FAITH) trial evaluating methods of internal fixation in patients with femoral neck fractures, we investigated associations between baseline and surgical factors and the need for revision surgery to promote healing, relieve pain, treat infection or improve function over 24 months postsurgery. Additionally, we investigated factors associated with (1) hardware removal and (2) implant exchange from cancellous screws (CS) or sliding hip screw (SHS) to total hip arthroplasty, hemiarthroplasty, or another internal fixation device. Methods: We identified 15 potential factors a priori that may be associated with revision surgery, 7 with hardware removal, and 14 with implant exchange. We used multivariable Cox proportional hazards analyses in our investigation. Results: Factors associated with increased risk of revision surgery included: female sex, [hazard ratio (HR) 1.79, 95% confidence interval (CI) 1.25-2.50; P = 0.001], higher body mass index (fo
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