Asymptotic analysis of portfolio diversification

In this paper, we investigate the optimal portfolio construction aiming at extracting the most diversification benefit. We employ the diversification ratio based on the Value-at-Risk as the measure of the diversification benefit. With modeling the dependence of risk factors by the multivariate regularly variation model, the most diversified portfolio is obtained by optimizing the asymptotic diversification ratio. Theoretically, we show that the asymptotic solution is a good approximation to the finite-level solution. Our theoretical results are supported by extensive numerical examples. By applying our portfolio optimization strategy to real market data, we show that our strategy provides a fast algorithm for handling a large portfolio, while outperforming other peer strategies in out-of-sample risk analyses.</p

Precision Enhancement in Spatial Measurement by Introducing Squeezed Light into Weak Value Amplification

The precision enhancement is demonstrated in an optical spatial measurement based on weak value amplification (WVA) system and split-like detection, by injecting a TEM10 squeezed vacuum beam. It is the first time combining the WVA technique and squeezed beam injection to experimentally realize high-precision optical spatial measurement beyond the standard quantum limit. As a result, the precision enhancement of 1.3 times can be achieved at 500kHz by adding a squeezed beam in the vacuum input port of the Mach-Zehnder interferometer. The minimum measurable displacement is reduced from 1.08pm to 0.85pm and the corresponding minimum measurable tilt is reduced from 0.86prad to 0.67prad. Moreover, the spatial measurement at low-frequency band is also implemented and the SNR is improved 2dB at 4kHz. Our work provides an effective method to accomplish higher precision in optical spatial measurement, which has potential applications in gravitational wave interferometer calibration, super-resolution quantum imaging, etc.Comment: 4 pages, 5 figures

Intertwined magnetism and charge density wave order in kagome FeGe

Electron correlations often lead to emergent orders in quantum materials. Kagome lattice materials are emerging as an exciting platform for realizing quantum topology in the presence of electron correlations. This proposal stems from the key signatures of electronic structures associated with its lattice geometry: flat band induced by destructive interference of the electronic wavefunctions, topological Dirac crossing, and a pair of van Hove singularities (vHSs). A plethora of correlated electronic phases have been discovered amongst kagome lattice materials, including magnetism, charge density wave (CDW), nematicity, and superconductivity. These materials can be largely organized into two types: those that host magnetism and those that host CDW order. Recently, a CDW order has been discovered in the magnetic kagome FeGe, providing a new platform for understanding the interplay between CDW and magnetism. Here, utilizing angle-resolved photoemission spectroscopy, we observe all three types of electronic signatures of the kagome lattice: flat bands, Dirac crossings, and vHSs. From both the observation of a temperature-dependent shift of the vHSs towards the Fermi level as well as guidance via first-principle calculations, we identify the presence of the vHSs near the Fermi level (EF) to be driven by the development of underlying magnetic exchange splitting. Furthermore, we show spectral evidence for the CDW order as gaps that open on the near-EF vHS bands, as well as evidence of electron-phonon coupling from a kink on the vHS band together with phonon hardening observed by inelastic neutron scattering. Our observation points to the magnetic interaction-driven band modification resulting in the formation of the CDW order, indicating an intertwined connection between the emergent magnetism and vHS charge order in this moderately-correlated kagome metal.Comment: submitted on April 22, 202

Medium effect on the characteristics of the coupled seismic and electromagnetic signals

Recently developed numerical simulation technique can simulate the coupled seismic and electromagnetic signals for a double couple point source or a finite fault planar source. Besides the source effect, the simulation results showed that both medium structure and medium property could affect the coupled seismic and electromagnetic signals. The waveform of coupled signals for a layered structure is more complicated than that for a simple uniform structure. Different from the seismic signals, the electromagnetic signals are sensitive to the medium properties such as fluid salinity and fluid viscosity. Therefore, the co-seismic electromagnetic signals may be more informative than seismic signals.http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000351121000002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701Multidisciplinary SciencesSCI(E)[email protected]

Synthesis and application of new rhodamine 6G-derivative fluorescent probe molecules

In the text, a new fluorescent probe based on rhodamine spirolactam ring was designed and synthesized. Rhodamine-like derivatives have not only good response speed and luminous performance, but also have a special switch type structure, which can specifically recognize responsive metal ions. In the paper, Rh-TEF, a 6G derivative of rhodamine, was synthesized by condensation reaction, the synthesized fluorescent probe was successfully used for solutions sample detection

Asymptotic analysis of portfolio diversification

In this paper, we investigate the optimal portfolio construction aiming at extracting the most diversification benefit. We employ the diversification ratio based on the Value-at-Risk as the measure of the diversification benefit. With modeling the dependence of risk factors by the multivariate regularly variation model, the most diversified portfolio is obtained by optimizing the asymptotic diversification ratio. Theoretically, we show that the asymptotic solution is a good approximation to the finite-level solution. Our theoretical results are supported by extensive numerical examples. By applying our portfolio optimization strategy to real market data, we show that our strategy provides a fast algorithm for handling a large portfolio, while outperforming other peer strategies in out-of-sample risk analyses

Medium effect on the characteristics of the coupled seismic and electromagnetic signals

Recently developed numerical simulation technique can simulate the coupled seismic and electromagnetic signals for a double couple point source or a finite fault planar source. Besides the source effect, the simulation results showed that both medium structure and medium property could affect the coupled seismic and electromagnetic signals. The waveform of coupled signals for a layered structure is more complicated than that for a simple uniform structure. Different from the seismic signals, the electromagnetic signals are sensitive to the medium properties such as fluid salinity and fluid viscosity. Therefore, the co-seismic electromagnetic signals may be more informative than seismic signals.http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000351121000002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701Multidisciplinary SciencesSCI(E)[email protected]

Application of next-generation sequencing on diagnosis of bloodstream infection caused by Mycoplasma hominis in a patient with ANCA-associated vasculitis

Abstract Background Mycoplasma hominis is one of the main opportunistic pathogenic mycoplasmas in humans which has a major impact on patients with bloodstream infections. Because it is difficult to detect or isolate, rapid and accurate diagnosis using improved methods is essential and still challenging for patients with bloodstream infection. Case presentation In this case, we reported the application of next -generation sequencing for the diagnosis of bloodstream infection caused by Mycoplasma hominis in a patient with Antineutrophil cytoplasmic antibody (ANCA)-associated vasculitis. After 9 days of combined treatment with levofloxacin, polymyxin B and meropenem, the patient’s condition was gradually controlled and he was discharged without further complications. During the three-month outpatient follow-up, no recurrence of symptoms or clinical signs was reported. Conclusions This successful application of next generation sequencing assisted the rapid diagnosis of Mycoplasma hominis bloodstream infection, provided a new perspective in the clinical approach and highlighted the potential of this technique in rapid etiological diagnosis