58,444 research outputs found
PKind: A parallel k-induction based model checker
PKind is a novel parallel k-induction-based model checker of invariant
properties for finite- or infinite-state Lustre programs. Its architecture,
which is strictly message-based, is designed to minimize synchronization delays
and easily accommodate the incorporation of incremental invariant generators to
enhance basic k-induction. We describe PKind's functionality and main features,
and present experimental evidence that PKind significantly speeds up the
verification of safety properties and, due to incremental invariant generation,
also considerably increases the number of provable ones.Comment: In Proceedings PDMC 2011, arXiv:1111.006
Asset returns and economic risk
The capital asset pricing model (CAPM), favored by financial researchers and practitioners fifteen years ago, holds that the extra return on a risky asset comes from bearing market risk only. But newer evidence supports the intertemporal CAPM (I-CAPM) theory (Merton 1973), which suggests that the premium on any risky asset is related not only to market risk but also to additional economic variables. ; This article reviews and interprets recent advances in the asset pricing literature. The study seeks to shed light on the sources of economic risk that investors should track and hedge against and the sign of the risk premia commanded by economic and financial risks. ; The author empirically measures the impact of prespecified financial and economic variables on the risk-return trade-off by looking at how they affect (or predict) the mean and the variance of asset returns. The analysis shows that variables such as the market portfolio, the term structure, the default premium, and the consumption-aggregate wealth ratio positively affect average asset returns and command positive risk premia while the inflation portfolio negatively affects returns and commands a negative premium. ; The article also provides extensive evidence of time variation in economic risk premia, showing that expected compensation for bearing different sorts of risk is larger at some times and smaller at others depending on economic conditions.Capital assets pricing model ; Risk
SyGuS Techniques in the Core of an SMT Solver
We give an overview of recent techniques for implementing syntax-guided
synthesis (SyGuS) algorithms in the core of Satisfiability Modulo Theories
(SMT) solvers. We define several classes of synthesis conjectures and
corresponding techniques that can be used when dealing with each class of
conjecture.Comment: In Proceedings SYNT 2017, arXiv:1711.1022
One-class classifiers based on entropic spanning graphs
One-class classifiers offer valuable tools to assess the presence of outliers
in data. In this paper, we propose a design methodology for one-class
classifiers based on entropic spanning graphs. Our approach takes into account
the possibility to process also non-numeric data by means of an embedding
procedure. The spanning graph is learned on the embedded input data and the
outcoming partition of vertices defines the classifier. The final partition is
derived by exploiting a criterion based on mutual information minimization.
Here, we compute the mutual information by using a convenient formulation
provided in terms of the -Jensen difference. Once training is
completed, in order to associate a confidence level with the classifier
decision, a graph-based fuzzy model is constructed. The fuzzification process
is based only on topological information of the vertices of the entropic
spanning graph. As such, the proposed one-class classifier is suitable also for
data characterized by complex geometric structures. We provide experiments on
well-known benchmarks containing both feature vectors and labeled graphs. In
addition, we apply the method to the protein solubility recognition problem by
considering several representations for the input samples. Experimental results
demonstrate the effectiveness and versatility of the proposed method with
respect to other state-of-the-art approaches.Comment: Extended and revised version of the paper "One-Class Classification
Through Mutual Information Minimization" presented at the 2016 IEEE IJCNN,
Vancouver, Canad
Charge density wave and spin insulating state in single layer 1T-NbS
In bulk samples and few layer flakes, the transition metal dichalcogenides
NbS and NbSe assume the H polytype structure with trigonal prismatic
coordination of the Nb atom. Recently, however, single and few layers of
1T-NbSe with octahedral coordination around the transition metal ion were
synthesized. Motivated by these experiments and by using first-principles
calculations, we investigate the structural, electronic and dynamical
properties of single layer 1T-NbS. We find that single-layer 1T-NbS
undergoes a star-of-David charge density wave.
Within the generalized gradient approximation, the weak interaction between the
stars leads to an ultraflat band at the Fermi level isolated from all other
bands. The spin-polarized generalized gradient approximation stabilizes a total
spin magnetic state with opening of a eV band gap and a
magnetic moment localized on the central Nb in the star. Within
GGA+U, the magnetic moment on the central Nb is enhanced to and a
larger gap occurs. Most important, this approximation gives a small energy
difference between the 1T and 1H polytypes (only mRy/Nb), suggesting
that the 1T-polytype can be synthesized in a similar way as done for single
layer 1T-NbSe. Finally we compute first and second nearest neighbors
magnetic inter-star exchange interactions finding =9.5~K and =0.4~K
ferromagnetic coupling constants
Electron inertia and quasi-neutrality in the Weibel instability
While electron kinetic effects are well known to be of fundamental importance
in several situations, the electron mean-flow inertia is often neglected when
lengthscales below the electron skin depth become irrelevant. This has led to
the formulation of different reduced models, where electron inertia terms are
discarded while retaining some or all kinetic effects. Upon considering general
full-orbit particle trajectories, this paper compares the dispersion relations
emerging from such models in the case of the Weibel instability. As a result,
the question of how lengthscales below the electron skin depth can be neglected
in a kinetic treatment emerges as an unsolved problem, since all current
theories suffer from drawbacks of different nature. Alternatively, we discuss
fully kinetic theories that remove all these drawbacks by restricting to
frequencies well below the plasma frequency of both ions and electrons. By
giving up on the lengthscale restrictions appearing in previous works, these
models are obtained by assuming quasi-neutrality in the full Maxwell-Vlasov
system.Comment: 25pages; 7 figures. Submitted to J. Plasma Phys. Special issue
contribution, on the occasion of the Vlasovia 2016 conferenc
Caloric curve of star clusters
Self-gravitating systems, like globular clusters or elliptical galaxies, are
the prototypes of many-body systems with long-range interactions, and should be
the natural arena where to test theoretical predictions on the statistical
behaviour of long-range-interacting systems. Systems of classical
self-gravitating particles can be studied with the standard tools of
equilibrium statistical mechanics, provided the potential is regularized at
small length scales and the system is confined in a box. The confinement
condition looks rather unphysical in general, so that it is natural to ask
whether what we learn with these studies is relevant to real self-gravitating
systems. In order to provide a first answer to this question we consider a
basic, simple, yet effective model of globular clusters, the King model. This
model describes a self-consistently confined system, without the need of any
external box, but the stationary state is a non-thermal one. In particular, we
consider the King model with a short-distance cutoff on the interactions and we
discuss how such a cutoff affects the caloric curve, i.e. the relation between
temperature and energy. We find that the cutoff stabilizes a low-energy phase
which is absent in the King model without cutoff; the caloric curve of the
model with cutoff turns out to be very similar to that of previously studied
confined and regularized models, but for the absence of a high-energy gas-like
phase. We briefly discuss the possible phenomenological as well as theoretical
implications of these results.Comment: 21 pages, 13 figure
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