12,100 research outputs found

    Recombinant

    Get PDF
    The hybrid texts (poems and prose) in the following dissertation investigate female and genderqueer lineage in the context of labor smuggling and trafficking. In this book-length project, I examine the challenges of communal memory by juxtaposing voices from Asian, African and indigenous communities in the Americas. Set in a speculative future, these voices simultaneously inhabit their own spaces and share pathways, a theme developed through manipulation of white space on the page. The narrative speculates about the origins of M. Lao, a snakehead matriarch who has created a business empire from a fictional edu-tainment park, CoolieWorld, which traffics in the history of coolie labor. In the narrative, M. Lao is forced to confront her troubled relationship to her gender-non-conforming child who has disappeared as she considers her own history of migration, trauma, survival, self-invention and complicity in the trafficking of migrants. These writings force voices from various communities to interact with each other through the poems\u27 experimental graphic and representational practices. Rajagopalan Radhakrishnan asserts that diasporan realities do show up the poverty of conventional modes of representation with their insistence on single-rooted, non-traveling, natural origins. But this calls for multi-directional, heterogeneous modes of representation. By drawing on Radhakrishnan\u27s ideas, I create a diasporic poetics that contains multiple voices within a single space on the page. Poems that attempt to make sense of historical remnant share space with M. Lao\u27s fragmented narrative. I also blend historical incidents such as the 1899 anti-Chinese Milwaukee riots with the speculative realm of Coolie World, and in doing so think about how a city renegotiates its identity during long periods of constant redevelopment. To this end, I utilize historical artifacts including photographs; newspaper articles; maps; city directory listings; and records of immigration, birth and death, as well as scholarly research and archaeological records. These kinds of materials contain the shared memory of a community, and by juxtaposing, re-mixing, re-combining and erasing these found texts, recombinant examines both the erasure and reconstruction of community history

    An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition

    Get PDF
    This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio for various hedging horizons for a number of assets. The effectiveness of the dynamic multiscale hedging strategy is then tested, both in- and out-of-sample, using standard variance reduction and expanded to include a downside risk metric, the time horizon dependent Value-at-Risk. Measured using variance reduction, the effectiveness converges to one at longer scales, while a measure of VaR reduction indicates a portion of residual risk remains at all scales. Analysis of the hedge portfolio distributions indicate that this unhedged tail risk is related to excess portfolio kurtosis found at all scales.Comment: To Appear: Journal of Futures Market
    corecore