Effects of transverse electric fields on Landau subbands in bilayer zigzag graphene nanoribbons

The magnetoelectronic properties of quasi-one-dimensional zigzag graphene nanoribbons are investigated by using the Peierls tight-binding model. Quasi-Landau levels (QLLs), dispersionless Landau subbands within a certain region of k-space, are resulted from the competition between magnetic and quantum confinement effects. In bilayer system, the interlayer interactions lead to two groups of QLLs, one occurring at the Fermi level and the other one occurring at higher energies. Transverse electric fields are able to distort energy spectrum, tilt two groups of QLLs and cause semiconductor-metal transition. From the perspective of wave functions, the distribution of electrons is explored, and the evolution of Landau states under the influence of electric fields is clearly discussed. More interestingly, the band mixing phenomena exhibited in the energy spectrum are related to the state mixing, which can be apparently seen in the wave functions. The density of states, which could be verified through surface inspections and optical experiments, such as scanning tunneling spectroscopy and absorption spectroscopy, is provided at last

Distributed Bundle Adjustment

Most methods for Bundle Adjustment (BA) in computer vision are either centralized or operate incrementally. This leads to poor scaling and affects the quality of solution as the number of images grows in large scale structure from motion (SfM). Furthermore, they cannot be used in scenarios where image acquisition and processing must be distributed. We address this problem with a new distributed BA algorithm. Our distributed formulation uses alternating direction method of multipliers (ADMM), and, since each processor sees only a small portion of the data, we show that robust formulations improve performance. We analyze convergence of the proposed algorithm, and illustrate numerical performance, accuracy of the parameter estimates, and scalability of the distributed implementation in the context of synthetic 3D datasets with known camera position and orientation ground truth. The results are comparable to an alternate state-of-the-art centralized bundle adjustment algorithm on synthetic and real 3D reconstruction problems. The runtime of our implementation scales linearly with the number of observed points.Comment: 9 page

The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set

Using a unique dataset from the Taiwan Futures Exchange, this paper investigates whether trading imbalances by foreign investors affect emerging Taiwan futures market in terms of returns and volatility. First, this evidence demonstrates a positive relation between contemporaneous futures returns and net purchases by foreign investors when other market factor effects are controlled. Second, this failure to detect price reversals is inconsistent with the price pressure hypothesis. Third, foreign investors do not exhibit positive feedback trading patterns. Fourth, a bi-directional Granger-causality relationship exists between futures volatility and foreign trading flows. As found for other stock or foreign exchange markets, our empirical results demonstrate that foreign trading flows do have impacts on the return and volatility of developing futures market, suggesting that trading by foreign investors may enhance the information flow of the local futures market.Foreign trading

Wealth Effects on Consumption in Taiwan: An Application of the Multivariate Markov Regime-Switching Model

“The buffer stock theory” derived from the intertemporal utility maximization predicts that an increase in wealth will dampen the motive for precautionary savings and therefore reduce consumption’s over-sensitivity with respect to income changes. Since over the last forty years Taiwan has more than once experienced sharp rises in the values of stock market and real estate, the goal of this paper is to examine whether the prediction of the buffer stock theory holds in Taiwan. The empirical model we propose is a trivariate two-state Markov regime-switching model that is originated from Euler equation for consumption growth. The three macro variables we consider are the real non-durable good consumption growth, the real GDP growth, and the real growth in stock market total value. It is assumed that these three variables are subject to the same Markov regime-switching variable in determining their two states. Our empirical results using Taiwan’s quarterly data suggest a high growth state and a low growth one: the former includes 1973Q3, 1973Q4, 1978Q3, 1987Q2 – 1990Q1, 1991Q2, and 1991Q3. The main finding of this paper is as follows: It is indeed the precautionary savings motive that causes the aggregate consumption in Taiwan to be overly sensitive to income changes, just as the buffer stock theory has predicted. When wealth in Taiwan, symbolized by the values of stock market, increased substantially under the high growth state, consumers’ precautionary savings motive weakened and the over-sensitivity phenomenon to a large extent disappeared.消費過度敏感現象, 預防性儲蓄動機, 財富效果, 三變量結構轉換模型