61 research outputs found

    Роль української інтелігенції польського походження у національному відродженні України другої половини XIX століття

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    У статті розглядається участь деяких українських інтелігентів польського походження в активізації процесу національного відродження Україн

    Tick size and price diffusion

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    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

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    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

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    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

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    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

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    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

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    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

    ELM mitigation by supersonic molecular beam injection: KSTAR and HL-2A experiments and theory

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    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

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    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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