7,015 research outputs found
The Application of Continuous Wavelet Transform Based Foreground Subtraction Method in 21 cm Sky Surveys
We propose a continuous wavelet transform based non-parametric foreground
subtraction method for the detection of redshifted 21 cm signal from the epoch
of reionization. This method works based on the assumption that the foreground
spectra are smooth in frequency domain, while the 21 cm signal spectrum is full
of saw-tooth-like structures, thus their characteristic scales are
significantly different. We can distinguish them in the wavelet coefficient
space easily and perform the foreground subtraction. Compared with the
traditional spectral fitting based method, our method is more tolerant to
complex foregrounds. Furthermore, we also find that when the instrument has
uncorrected response error, our method can also work significantly better than
the spectral fitting based method. Our method can obtain similar results with
the Wp smoothing method, which is also a non-parametric method, but our method
consumes much less computing time.Comment: Accepted by Ap
Symmetry protected topological orders and the group cohomology of their symmetry group
Symmetry protected topological (SPT) phases are gapped short-range-entangled
quantum phases with a symmetry G. They can all be smoothly connected to the
same trivial product state if we break the symmetry. The Haldane phase of
spin-1 chain is the first example of SPT phase which is protected by SO(3) spin
rotation symmetry. The topological insulator is another exam- ple of SPT phase
which is protected by U(1) and time reversal symmetries. It has been shown that
free fermion SPT phases can be systematically described by the K-theory. In
this paper, we show that interacting bosonic SPT phases can be systematically
described by group cohomology theory: distinct d-dimensional bosonic SPT phases
with on-site symmetry G (which may contain anti-unitary time reversal symmetry)
can be labeled by the elements in H^{1+d}[G, U_T(1)] - the Borel (1 +
d)-group-cohomology classes of G over the G-module U_T(1). The boundary
excitations of the non-trivial SPT phases are gapless or degenerate. Even more
generally, we find that the different bosonic symmetry breaking
short-range-entangled phases are labeled by the following three mathematical
objects: (G_H, G_{\Psi}, H^{1+d}[G_{\Psi}, U_T(1)], where G_H is the symmetry
group of the Hamiltonian and G_{\Psi} the symmetry group of the ground states.Comment: 55 pages, 42 figures, RevTeX4-1, included some new reference
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
The hog industry, where prices are determined according to an auction system, is of vital importance to the agricultural industry in Taiwan by providing significant production and employment. In particular, there were significant impacts on daily hog prices in the periods before, during and after joining the WTO, which we will refer to as periods of anticipation, adjustment and settlement. The purpose of the paper is to model the growth rates and volatility in daily hog prices in Taiwan from 23 March 1999 to 30 June 2007, which enables an analysis of the effects of joining the WTO. The paper provides a novel application of financial volatility models to agricultural finance. The empirical results have significant implications for risk management and policy considerations in the agricultural industry in Taiwan, especially when significant structural changes, such as joining the WTO, are concerned. The three sub-samples relating to the period before, during and after joining the WTO display significantly different volatility persistence, namely symmetry, asymmetry but not leverage, and leverage, respectively, whereby negative shocks increase volatility but positive shocks of a similar magnitude decrease volatility.Hog prices, joining the WTO, conditional volatility models, asymmetry, leverage, moment conditions.
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
Prices in the hog industry in Taiwan are determined according to an auction system. There are significant differences in hog prices before, during and after joining the World Trade Organization (WTO). The paper models growth rates and volatility in daily hog prices in Taiwan from 23 March 1999 to 30 June 2007, which enables an analysis of the effects of joining the WTO. The empirical results have significant implications for risk management and policy in the agricultural industry. The three sub-samples for the periods before, during and after joining the WTO display significantly different volatility persistence of symmetry, asymmetry and leverage, respectively.Hog prices; joining the WTO; conditional volatility models; asymmetry; leverage; moment conditions
"Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO"
The hog industry, where prices are determined according to an auction system, is of vital importance to the agricultural industry in Taiwan by providing significant production and employment. In particular, there were significant impacts on daily hog prices in the periods before, during and after joining the WTO, which we will refer to as periods of anticipation, adjustment and settlement. The purpose of the paper is to model the growth rates and volatility in daily hog prices in Taiwan from 23 March 1999 to 30 June 2007, which enables an analysis of the effects of joining the WTO. The paper provides a novel application of financial volatility models to agricultural finance. The empirical results have significant implications for risk management and policy considerations in the agricultural industry in Taiwan, especially when significant structural changes, such as joining the WTO, are concerned. The three sub-samples relating to the period before, during and after joining the WTO display significantly different volatility persistence, namely symmetry, asymmetry but not leverage, and leverage, respectively, whereby negative shocks increase volatility but positive shocks of a similar magnitude decrease volatility.
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