6,409 research outputs found
Online Local Learning via Semidefinite Programming
In many online learning problems we are interested in predicting local
information about some universe of items. For example, we may want to know
whether two items are in the same cluster rather than computing an assignment
of items to clusters; we may want to know which of two teams will win a game
rather than computing a ranking of teams. Although finding the optimal
clustering or ranking is typically intractable, it may be possible to predict
the relationships between items as well as if you could solve the global
optimization problem exactly.
Formally, we consider an online learning problem in which a learner
repeatedly guesses a pair of labels (l(x), l(y)) and receives an adversarial
payoff depending on those labels. The learner's goal is to receive a payoff
nearly as good as the best fixed labeling of the items. We show that a simple
algorithm based on semidefinite programming can obtain asymptotically optimal
regret in the case where the number of possible labels is O(1), resolving an
open problem posed by Hazan, Kale, and Shalev-Schwartz. Our main technical
contribution is a novel use and analysis of the log determinant regularizer,
exploiting the observation that log det(A + I) upper bounds the entropy of any
distribution with covariance matrix A.Comment: 10 page
A Kinetic Model for the Enzymatic Action of Cellulase
We develop a mechanochemical model for the dynamics of cellulase, a two-domain enzyme connected by a peptide linker, as it extracts and hydrolyzes a cellulose polymer from a crystalline substrate. We consider two random walkers, representing the catalytic domain (CD) and the carbohydrate binding module (CBM), whose rates for stepping are biased by the coupling through the linker and the energy required to lift the cellulose polymer from the crystalline surface. Our results show that the linker length and stiffness play a critical role in the cooperative action of the CD and CBM domains and that, for a given linker length, the steady-state hydrolysis shows a maximum at some intermediate linker stiffness. The maximum hydrolysis rate corresponds to a transition of the linker from a compressed to an extended conformation, where the system exhibits maximum fluctuation, as measured by the variance of the separation distance between the two domains and the dispersion around the mean hydrolysis speed. In the range of experimentally known values of the parameters of our model, improving the intrinsic hydrolytic activity of the CD leads to a proportional increase in the overall hydrolysis rate
Magnitude of Magnetic Field Dependence of a Possible Selective Spin Filter in ZnSe/Zn_{1-x}Mn_{x}Se Multilayer Heterostructure
Spin-polarized transport through a band-gap-matched ZnSe/Zn_{1-x}Mn_{x}
Se/ZnSe/Zn_{1-x}Mn_{x}Se/ZnSe multilayer structure is investigated. The
resonant transport is shown to occur at different energies for different spins
owing to the split of spin subbands in the paramagnetic layers. It is found
that the polarization of current density can be reversed in a certain range of
magnetic field, with the peak of polarization moving towards a stronger
magnetic field for increasing the width of central ZnSe layer while shifting
towards an opposite direction for increasing the width of paramagnetic layer.
The reversal is limited in a small-size system. A strong suppression of the
spin up component of the current density is present at high magnetic field. It
is expected that such a reversal of the polarization could act as a possible
mechanism for a selective spin filter device
Forecasting Livestock Feed Cost Risks Using Futures and Options
The costs of corn- and soybean-based feeds compose a substantial proportion of the variable costs faced by both mainstream and emergent confined livestock producers. This research develops a method to provide a joint distribution of prices of corn and soybean meal at a future time. Black's 1976 option model and stochastic volatility jump diffusion (SVJD) model are compared in volatility forecasting performance. In general, SVJD is superior to Black's model, though their performance is both commodity-specific and forecasting horizon specific.Livestock Production/Industries, Marketing,
Radial-breathing-like phonon modes of double-walled carbon nanotubes
The radial-breathing-like phonon modes (RBLMs) of the double-walled carbon
nanotubes are studied in a simple analytical model, in which the interaction
force constants (FCs) can be obtained analytically from the continuous model.
The RBLMs frequencies are obtained by solving the dynamical matrix, and their
relationship with the tube radii can be obtained analytically, offering a
powerful experimental tool for determining precisely the radii of the
multi-walled carbon nanotubes
Empirical Performance of Alternative Option Pricing Models for Commodity Futures Options
The central part of pricing agricultural commodity futures options is to find appropriate stochastic process of the underlying assets. The Black's (1976) futures option pricing model laid the foundation for a new era of futures option valuation theory. The geometric Brownian motion assumption girding the Black's model, however, has been regarded as unrealistic in numerous empirical studies. Option pricing models incorporating discrete jumps and stochastic volatility have been studied extensively in the literature. This study tests the performance of major alternative option pricing models and attempts to find the appropriate model for pricing commodity futures options.Marketing,
Managing Livestock Feed Cost Risks Using Futures and Options
The costs of corn- and soybean-based feeds compose a substantial proportion of the variable costs faced by both mainstream and emergent confined livestock producers. This research develops a method to provide a joint distribution of prices of corn and soybean meal at a future time. Black's 1976 option model and stochastic volatility jump diffusion (SVJD) model are compared in volatility forecasting performance. In general, SVJD is superior to Black's model, though their performance is both commodity-specific and forecasting horizon specific. The price forecast can assist livestock producers to assess different feed procurement strategies in terms of the distribution of costs projected for each strategy.Risk and Uncertainty,
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