Divergent estimation error in portfolio optimization and in linear regression

The problem of estimation error in portfolio optimization is discussed, in the limit where the portfolio size N and the sample size T go to infinity such that their ratio is fixed. The estimation error strongly depends on the ratio N/T and diverges for a critical value of this parameter. This divergence is the manifestation of an algorithmic phase transition, it is accompanied by a number of critical phenomena, and displays universality. As the structure of a large number of multidimensional regression and modelling problems is very similar to portfolio optimization, the scope of the above observations extends far beyond finance, and covers a large number of problems in operations research, machine learning, bioinformatics, medical science, economics, and technology.Comment: 5 pages, 2 figures, Statphys 23 Conference Proceedin

Energy level statistics of electrons in a 2D quasicrystal

A numerical study is made of the spectra of a tight-binding hamiltonian on square approximants of the quasiperiodic octagonal tiling. Tilings may be pure or random, with different degrees of phason disorder considered. The level statistics for the randomized tilings follow the predictions of random matrix theory, while for the perfect tilings a new type of level statistics is found. In this case, the first-, second- level spacing distributions are well described by lognormal laws with power law tails for large spacing. In addition, level spacing properties being related to properties of the density of states, the latter quantity is studied and the multifractal character of the spectral measure is exhibited.Comment: 9 pages including references and figure captions, 6 figures available upon request, LATEX, report-number els

Vδ2+ T cell response to malaria correlates with protection from infection but is attenuated with repeated exposure.

Vδ2+ γδ T cells are semi-innate T cells that expand markedly following P. falciparum (Pf) infection in naïve adults, but are lost and become dysfunctional among children repeatedly exposed to malaria. The role of these cells in mediating clinical immunity (i.e. protection against symptoms) to malaria remains unclear. We measured Vδ2+ T cell absolute counts at acute and convalescent malaria timepoints (n = 43), and Vδ2+ counts, cellular phenotype, and cytokine production following in vitro stimulation at asymptomatic visits (n = 377), among children aged 6 months to 10 years living in Uganda. Increasing age was associated with diminished in vivo expansion following malaria, and lower Vδ2 absolute counts overall, among children living in a high transmission setting. Microscopic parasitemia and expression of the immunoregulatory markers Tim-3 and CD57 were associated with diminished Vδ2+ T cell pro-inflammatory cytokine production. Higher Vδ2 pro-inflammatory cytokine production was associated with protection from subsequent Pf infection, but also with an increased odds of symptoms once infected. Vδ2+ T cells may play a role in preventing malaria infection in children living in endemic settings; progressive loss and dysfunction of these cells may represent a disease tolerance mechanism that contributes to the development of clinical immunity to malaria

Dynamics in a noncommutative phase space

Dynamics has been generalized to a noncommutative phase space. The noncommuting phase space is taken to be invariant under the quantum group $GL_{q,p}(2)$. The $q$-deformed differential calculus on the phase space is formulated and using this, both the Hamiltonian and Lagrangian forms of dynamics have been constructed. In contrast to earlier forms of $q$-dynamics, our formalism has the advantage of preserving the conventional symmetries such as rotational or Lorentz invariance.Comment: LaTeX-twice, 16 page

Three dimensional quadratic algebras: Some realizations and representations

Four classes of three dimensional quadratic algebras of the type \lsb Q_0 , Q_\pm \rsb $=$ $\pm Q_\pm$, \lsb Q_+ , Q_- \rsb $=$ $aQ_0^2 + bQ_0 + c$, where $(a,b,c)$ are constants or central elements of the algebra, are constructed using a generalization of the well known two-mode bosonic realizations of $su(2)$ and $su(1,1)$. The resulting matrix representations and single variable differential operator realizations are obtained. Some remarks on the mathematical and physical relevance of such algebras are given.Comment: LaTeX2e, 23 pages, to appear in J. Phys. A: Math. Ge

A second KRT71 allele in curly coated dogs.

Major characteristics of coat variation in dogs can be explained by variants in only a few genes. Until now, only one missense variant in the KRT71 gene, p.Arg151Trp, has been reported to cause curly hair in dogs. However, this variant does not explain the curly coat in all breeds as the mutant Trp allele, for example, is absent in Curly Coated Retrievers. We sequenced the genome of a Curly Coated Retriever at 22× coverage and searched for variants in the KRT71 gene. Only one protein-changing variant was present in a homozygous state in the Curly Coated Retriever and absent or present in a heterozygous state in 221 control dogs from different dog breeds. This variant, NM_001197029.1:c.1266_1273delinsACA, was an indel variant in exon 7 that caused a frameshift and an altered and probably extended C-terminus of the KRT71 protein NP_001183958.1:p.(Ser422ArgfsTer?). Using Sanger sequencing, we found that the variant was fixed in a cohort of 125 Curly Coated Retrievers and segregating in five of 14 additionally tested breeds with a curly or wavy coat. KRT71 variants cause curly hair in humans, mice, rats, cats and dogs. Specific KRT71 variants were further shown to cause alopecia. Based on this knowledge from other species and the predicted molecular consequence of the newly identified canine KRT71 variant, it is a compelling candidate causing a second curly hair allele in dogs. It might cause a slightly different coat phenotype than the previously published p.Arg151Trp variant and could potentially be associated with follicular dysplasia in dogs

Deformed Algebras from Inverse Schwinger Method

We consider a problem which may be viewed as an inverse one to the Schwinger realization of Lie algebra, and suggest a procedure of deforming the so-obtained algebra. We illustrate the method through a few simple examples extending Schwinger's $su(1,1)$ construction. As results, various q-deformed algebras are (re-)produced as well as their undeformed counterparts. Some extensions of the method are pointed out briefly.Comment: 14 pages, Jeonju University Report, Late

A deep 1.4 GHz survey of the J1030 equatorial field: A new window on radio source populations across cosmic time

We present deep L-Band observations of the equatorial field centered on the z = 6.3 Sloan Digital Sky Survey (SDSS) quasar (QSO). This field is rich of multiwavelength photometry and spectroscopy data, making it an ideal laboratory for galaxy evolution studies. Our observations reach a 1σ sensitivity of ~2.5 μJy at the center of the field. We extracted a catalog of 1489 radio sources down to a flux density of ~12.5 μJy (5σ) over a field of view of ~ 30′ diameter. We derived the source counts accounting for catalog reliability and completeness, and compared them with others available in the literature. Our source counts are among the deepest available so far, and, overall, are consistent with recent counts'determinations and models. They show a slight excess at flux densities ~50 μJy, possibly associated with the presence of known overdensities in the field. We detected for the first time in the radio band the SDSS J1030+0524 QSO (26 ± 5 μJy, 8σ significance level). For this object, we derived an optical radio loudness RO = 0.62±0.12, which makes it the most radio quiet among active galactic nuclei (AGN) discovered so far at z ≳ 6 and detected at radio wavelengths. We unveiled extended diffuse radio emission associated with the lobes of a bright Fanaroff-Riley type II (FRII) radio galaxy located close to the center of the J1030 field, which is likely to become the future brightest cluster galaxy of a protocluster at z = 1.7. The lobes'complex morphology, coupled with the presence of X-ray diffuse emission detected around the FRII galaxy lobes, may point toward an interaction between the radio jets and the external medium. We also investigated the relation between radio and X-ray luminosity for a sample of 243 X-ray-selected objects obtained from 500 ks Chandra observations of the same field, and spanning a wide redshift range (0 ≲ z ≲ 3). Focused on sources with a spectroscopic redshift and classification, we found that sources hosted by early-type galaxies and AGN follow log(LR)/log(LX) linear correlations with slopes of ~0.6 and ~0.8, respectively. This is interpreted as a likely signature of different efficiency in the accretion process. Finally, we found that most of these sources (≳87%) show a radio-to-X-ray radio loudness RX ≲ -3.5, classifying these objects as radio quiet

A deep 1.4 GHz survey of the J1030 equatorial field: a new window on radio source populations across cosmic time

We present deep L-Band observations of the equatorial field centered on the z=6.3 SDSS QSO, reaching a 1 sigma sensitivity of ~2.5 uJy at the center of the field. We extracted a catalog of 1489 radio sources down to a flux density of ~12.5 uJy (5 sigma) over a field of view of ~ 30' diameter. We derived the source counts accounting for catalog reliability and completeness, and compared them with others available in the literature. Our source counts are among the deepest available so far, and, overall, are consistent with recent counts' determinations and models. We detected for the first time in the radio band the SDSS J1030+0524 QSO (26 +/- 5 uJy). We derived its optical radio loudness R_O = 0.62 +/- 0.12, which makes it the most radio quiet AGN at z >~ 6 discovered so far and detected at radio wavelengths. We unveiled extended diffuse radio emission associated with the lobes of a bright FRII radio galaxy located close to the center of the J1030 field, which is likely to become the future BCG of a protocluster at z=1.7. The lobes' complex morphology, coupled with the presence of X-ray diffuse emission detected around the FRII galaxy lobes, may point toward an interaction between the radio jets and the external medium. We also investigated the relation between radio and X-ray luminosity for a sample of 243 X-ray-selected objects obtained from 500 ks Chandra observations of the same field, and spanning a wide redshift range (0 ~< z ~< 3). Focused on sources with a spectroscopic redshift and classification, we found that sources hosted by ETG and AGN follow Log(L_R)/Log(L_X) linear correlations with slopes of ~0.6 and ~0.8, respectively. This is interpreted as a likely signature of different efficiency in the accretion process. Finally, we found that most of these sources (>~87%) show a radio-to-X-ray radio loudness R_X < -3.5, classifying these objects as radio quiet.Comment: 18 pages, 15 figures, 5 table. Accepted for publication in A&