7,400 research outputs found
P-T phase diagram of a holographic s+p model from Gauss-Bonnet gravity
In this paper, we study the holographic s+p model in 5-dimensional bulk
gravity with the Gauss-Bonnet term. We work in the probe limit and give the
-T phase diagrams at three different values of the Gauss-Bonnet
coefficient to show the effect of the Gauss-Bonnet term. We also construct the
P-T phase diagrams for the holographic system using two different definitions
of the pressure and compare the results.Comment: 17 pages, 5 figures, we have added new P-T phase diagrams with the
pressure defined in boundary stress-energy tenso
Spin-Orbit Coupled Fermi Gases across a Feshbach Resonance
In this letter we study both ground state properties and the superfluid
transition temperature of a spin-1/2 Fermi gas across a Feshbach resonance with
a synthetic spin-orbit coupling, using mean-field theory and exact solution of
two-body problem. We show that a strong spin-orbit coupling can significantly
enhance the pairing gap for 1/(k_F a_s)<=0 due to increased density-of-state.
Strong spin-orbit coupling also significantly enhances the superfluid
transition temperature when 1/(k_F a_s)<=0, while suppresses it slightly when
1/(k_F a_s)>0. The universal interaction energy and pair size at resonance are
also discussed.Comment: 4+3 pages, 4 figures, supplementary material adde
Essays on individual stock returns predictability : a thesis presented in fulfillment of the requirement for the degree of Doctor of Philosophy in Finance at Massey University, Albany, New Zealand
This dissertation considers different aspects of individual stock predictability.
The first essay shows that the previously documented predictability of macroeconomic and technical variables for market returns is also evident in individual stock returns. Technical variables generate better predictability on firms with high limits to arbitrage (small, illiquid, volatile firms), while macroeconomic variables better predict firms with low limits to arbitrage. Technical predictors show a stronger predictive power for high limits to arbitrage firms across the business cycle, whereas macroeconomic variables capture more predictive information for firms with low limits to arbitrage during recessions.
The second essay shows that 14 widely documented technical indicators explain cross-sectional expected returns. The technical indicators have lower estimation errors than the three-factor Fama-French model and historical mean. The long-short portfolios based on cross-sectional estimated returns consistently generate substantial profits across the entire period. The well-known cross-sectional expected return determinants, including momentum, size, book-to-market, investment, and profitability, do not explain the explanatory power of technical indicators. Our findings suggest that technical indicators play an important role in determining the variation in cross-sectional expected returns in addition to the five-factor model.
In the third essay, we use firm characteristics to estimate the enduring momentum probabilities for past winners (losers) to continue to be future winners (losers). The enduring momentum probability is significantly related to stock return persistence and explains cross-sectional expected returns. In addition, it contains different information from momentum signals. Combining the two pieces of information generates an enduring momentum strategy that produces a 2.19% return per month, almost doubling the momentum return. Factors that drive the price momentum strategy, such as seasonality, limit to arbitrage, and transaction costs, do not fully capture the performance of the enduring momentum strategy
Security-Enhanced Autonomous Network Management
Ensuring reliable communication in next-generation space networks requires a novel network management system to support greater levels of autonomy and greater awareness of the environment and assets. Intelligent Automation, Inc., has developed a security-enhanced autonomous network management (SEANM) approach for space networks through cross-layer negotiation and network monitoring, analysis, and adaptation. The underlying technology is bundle-based delay/disruption-tolerant networking (DTN). The SEANM scheme allows a system to adaptively reconfigure its network elements based on awareness of network conditions, policies, and mission requirements. Although SEANM is generically applicable to any radio network, for validation purposes it has been prototyped and evaluated on two specific networks: a commercial off-the-shelf hardware test-bed using Institute of Electrical Engineers (IEEE) 802.11 Wi-Fi devices and a military hardware test-bed using AN/PRC-154 Rifleman Radio platforms. Testing has demonstrated that SEANM provides autonomous network management resulting in reliable communications in delay/disruptive-prone environments
Stability Condition of a Strongly Interacting Boson-Fermion Mixture across an Inter-Species Feshbach Resonance
We study the properties of dilute bosons immersed in a single component Fermi
sea across a broad boson-fermion Feshbach resonance. The stability of the
mixture requires that the bare interaction between bosons exceeds a critical
value, which is a universal function of the boson-fermion scattering length,
and exhibits a maximum in the unitary region. We calculate the quantum
depletion, momentum distribution and the boson contact parameter across the
resonance. The transition from condensate to molecular Fermi gas is also
discussed.Comment: 4 pages, 4 figure
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