A surrogate similarity measure for the mean-variance frontier optimization problem under bound and cardinality constraints

This paper deals with the mean-variance optimization frontier problem when realistic constraints are considered. Our proposed methodology hybridizes a heuristic algorithm with an exact solution approach. A genetic algorithm is applied for the identification of the assets in the portfolio, whilst the asset weights in the portfolios are obtained by a quadratic programming model. The proposed algorithmic framework produces a constrained frontier that actually fulfills the bound and cardinality constraints, unlike other proposals where the frontier is composed of several sub-frontiers, each one considering the cardinality constraint but with different assets in each sub-frontier, thus violating the cardinality constraint. This brings us to propose a surrogate similarity measure for the optimization of the constrained frontier, which differs from a previous proposal where no bound constraints were considered. Regarding the genetic algorithm, we propose an initial population to boost the convergence of the optimization process, whilst the adopted mutation and crossover genetic operators result in feasible individuals. An illustrative example using components of five major stock market indices is provided to demonstrate the effectiveness of the proposed method

Crystal structure and electronic states of tripotassium picene

The crystal structure of potassium doped picene with an exact stoichiometry (K3C22H14, K3picene from here onwards) has been theoretically determined within Density Functional Theory allowing complete variational freedom of the crystal structure parameters and the molecular atomic positions. A modified herringbone lattice is obtained in which potassium atoms are intercalated between two paired picene molecules displaying the two possible orientations in the crystal.Along the c-axis, organic molecules alternate with chains formed by three potassium atoms. The electronic structureof the doped material resembles pristine picene, except that now the bottom of the conduction band is occupied by six electrons coming from the ionized K atoms (six per unit cell). Wavefunctions remain based mainly on picene molecular orbitals getting their dispersion from intralayer edge to face CH/pi bonding, while eigenenergies have been modified by the change in the electrostatic potential. The small dispersion along the c-axis is assigned to small H-H overlap. From the calculated electronic density of states we expect metallic behavior for potassium doped picene.Comment: Published version: 8 twocolumn pages, 7 color figures, 2 structural .cif files include

Mapping Wide Row Crops with Video Sequences Acquired from a Tractor Moving at Treatment Speed

This paper presents a mapping method for wide row crop fields. The resulting map shows the crop rows and weeds present in the inter-row spacing. Because field videos are acquired with a camera mounted on top of an agricultural vehicle, a method for image sequence stabilization was needed and consequently designed and developed. The proposed stabilization method uses the centers of some crop rows in the image sequence as features to be tracked, which compensates for the lateral movement (sway) of the camera and leaves the pitch unchanged. A region of interest is selected using the tracked features, and an inverse perspective technique transforms the selected region into a bird’s-eye view that is centered on the image and that enables map generation. The algorithm developed has been tested on several video sequences of different fields recorded at different times and under different lighting conditions, with good initial results. Indeed, lateral displacements of up to 66% of the inter-row spacing were suppressed through the stabilization process, and crop rows in the resulting maps appear straight

Characterizations of inner product structures involving the radius of the inscribed or circumscribed circumference

summary:We define the radius of the inscribed and circumscribed circumferences in a triangle located in a real normed space and we obtain new characterizations of inner product spaces

Reliability-Informed Beat Tracking of Musical Signals

Abstract—A new probabilistic framework for beat tracking of musical audio is presented. The method estimates the time between consecutive beat events and exploits both beat and non-beat information by explicitly modeling non-beat states. In addition to the beat times, a measure of the expected accuracy of the estimated beats is provided. The quality of the observations used for beat tracking is measured and the reliability of the beats is automatically calculated. A k-nearest neighbor regression algorithm is proposed to predict the accuracy of the beat estimates. The performance of the beat tracking system is statistically evaluated using a database of 222 musical signals of various genres. We show that modeling non-beat states leads to a significant increase in performance. In addition, a large experiment where the parameters of the model are automatically learned has been completed. Results show that simple approximations for the parameters of the model can be used. Furthermore, the performance of the system is compared with existing algorithms. Finally, a new perspective for beat tracking evaluation is presented. We show how reliability information can be successfully used to increase the mean performance of the proposed algorithm and discuss how far automatic beat tracking is from human tapping. Index Terms—Beat-tracking, beat quality, beat-tracking reliability, k-nearest neighbor (k-NN) regression, music signal processing. I

La reconstrucción del castillo-palacio de Monteagudo en la segunda mitad del siglo XVIII

Francisco Magallón y Beaumont, V marqués de San Adrián –abuelo del famoso marqués retratado por Goya–, asumió en 1753 una herencia prácticamente arruinada, entre la que se contaba el castillo-palacio de Monteagudo. Tras años de abandono en los que ni había sido habitado ni se había efectuado reforma alguna, estaba a punto de desplomarse. Esta forta- leza representaba el señorío jurisdiccional de los Magallón sobre la villa, de ahí que el marqués decidiese reconstruirlo, gastando en ello considerables cantidades de dinero. El encargado del proyecto fue José Marzal y Gil, el mejor arquitecto de la zona, y las obras se desarrollaron aproximadamente entre 1766 y 1777.Francisco Magallón y Beaumont, Vth marquis of San Adrián –grandfather of the famous marquis painted by Goya–, received in 1753 a bankruptcy heri- tage. One of the properties he inherited was the Monteagudo castle. After years abandoned and ignored, when no one lived in, the castle threatened to collapse. The fortress represented the feudal domain of the Magallón's on Monteagudo. That is the reason why the Vth marquis of San Adrián spent important amounts of money in the reconstruction of the building. The architect Jose Marzal y Gil, the better in the area, was in charge of the project and the works took place between 1766 and 1777