Working Effectively with People who are Blind or Visually Impaired

This brochure on peoples who are blind or visually impaired and The Americans with Disabilities Act (ADA) is one of a series on human resources practices and workplace accommodations for persons with disabilities edited by Susanne M. Bruyère, Ph.D., CRC, SPHR, Director, Program on Employment and Disability, School of Industrial and Labor Relations – Extension Division, Cornell University

Working Effectively with People who are Blind or Visually Impaired

This brochure on peoples who are blind or visually impaired and The Americans with Disabilities Act (ADA) is one of a series on human resources practices and workplace accommodations for persons with disabilities edited by Susanne M. Bruyère, Ph.D., CRC, SPHR, Director, Program on Employment and Disability, School of Industrial and Labor Relations – Extension Division, Cornell University. Cornell University was funded in the early 1990’s by the U.S. Department of Education National Institute on Disability and Rehabilitation Research as a National Materials Development Project on the employment provisions (Title I) of the ADA (Grant #H133D10155). These updates, and the development of new brochures, have been funded by Cornell’s Program on Employment and Disability

A RESEARCH EVALUATION OF AN ACTION APPROACH TO SCHOOL MENTAL HEALTH WORKSHOP, 1960

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/72422/1/j.1939-0025.1961.tb02131.x.pd

Personal hostility and international aggression

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/66893/2/10.1177_002200276100500305.pd

Fermion Zero Modes in Odd Dimensions

We study the zero modes of the Abelian Dirac operator in any odd dimension. We use the stereographic projection between a $(2n-1)$ dimensional space and a $(2n-1)$ sphere embedded in a $2n$ dimensional space. It is shown that the Dirac operator with a gauge field of uniform field strengths in $S^{2n-1}$ has symmetries of SU($n$)$\times$U(1) which is a subgroup of SO($2n$). Using group representation theory, we obtain the number of fermion zero modes, as well as their explicit forms, in a simple way.Comment: 14 page

Chern-Simons action for zero-mode supporting gauge fields in three dimensions

Recent results on zero modes of the Abelian Dirac operator in three dimensions support to some degree the conjecture that the Chern-Simons action admits only certain quantized values for gauge fields that lead to zero modes of the corresponding Dirac operator. Here we show that this conjecture is wrong by constructing an explicit counter-example.Comment: version as published in PRD, minor change

Multiscaled Cross-Correlation Dynamics in Financial Time-Series

The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices over different timescales and then explore the eigenvalue spectrum over sliding time windows. The dynamics of the eigenvalue spectrum at different times and scales provides insight into the interactions between the numerous constituents involved. Eigenvalue dynamics are examined for both medium and high-frequency equity returns, with the associated correlation structure shown to be dependent on both time and scale. Additionally, the Epps effect is established using this multivariate method and analyzed at longer scales than previously studied. A partition of the eigenvalue time-series demonstrates, at very short scales, the emergence of negative returns when the largest eigenvalue is greatest. Finally, a portfolio optimization shows the importance of timescale information in the context of risk management

Statistical Arbitrage Mining for Display Advertising

We study and formulate arbitrage in display advertising. Real-Time Bidding (RTB) mimics stock spot exchanges and utilises computers to algorithmically buy display ads per impression via a real-time auction. Despite the new automation, the ad markets are still informationally inefficient due to the heavily fragmented marketplaces. Two display impressions with similar or identical effectiveness (e.g., measured by conversion or click-through rates for a targeted audience) may sell for quite different prices at different market segments or pricing schemes. In this paper, we propose a novel data mining paradigm called Statistical Arbitrage Mining (SAM) focusing on mining and exploiting price discrepancies between two pricing schemes. In essence, our SAMer is a meta-bidder that hedges advertisers' risk between CPA (cost per action)-based campaigns and CPM (cost per mille impressions)-based ad inventories; it statistically assesses the potential profit and cost for an incoming CPM bid request against a portfolio of CPA campaigns based on the estimated conversion rate, bid landscape and other statistics learned from historical data. In SAM, (i) functional optimisation is utilised to seek for optimal bidding to maximise the expected arbitrage net profit, and (ii) a portfolio-based risk management solution is leveraged to reallocate bid volume and budget across the set of campaigns to make a risk and return trade-off. We propose to jointly optimise both components in an EM fashion with high efficiency to help the meta-bidder successfully catch the transient statistical arbitrage opportunities in RTB. Both the offline experiments on a real-world large-scale dataset and online A/B tests on a commercial platform demonstrate the effectiveness of our proposed solution in exploiting arbitrage in various model settings and market environments.Comment: In the proceedings of the 21st ACM SIGKDD international conference on Knowledge discovery and data mining (KDD 2015

Beta lives - some statistical perspectives on the capital asset pricing model

This note summarizes some technical issues relevant to the use of the idea of excess return in empirical modelling. We cover the case where the aim is to construct a measure of expected return on an asset and a model of the CAPM type is used. We review some of the problems and show examples where the basic CAPM may be used to develop other results which relate the expected returns on assets both to the expected return on the market and other factors