550 research outputs found
Testing Investment Strategies for Superior Predictive Ability
When different models are tested on one data sample and repeatedly altered in order to be found significant, the results are likely spurious. This is data-snooping – an ever-growing problem in the finance industry likely due to fierce competition and developments in data processing capacity. In academia, although recognized as a deplorable practice, data-snooping is likewise pervasive perhaps as a result of poor incentive structures at both the university and publisher levels. I manifest the problem of data-snooping through multiple academic and industry examples and then summarize Halbert White and Peter Hansen’s offered solutions, White’s Reality Check and Hansen’s Test for Superior Predictive Ability. I demonstrate the application of their tests by examining several passive investment strategies applicable to recent market moves and report my results
Role of random edge-disorder on the transport properties of ultra-thin zig-zag graphene nanoribbons
Locally Optimally-emitting Clouds and the Narrow Emission Lines in Seyfert Galaxies
The narrow emission line spectra of active galactic nuclei are not accurately
described by simple photoionization models of single clouds. Recent Hubble
Space Telescope images of Seyfert 2 galaxies show that these objects are rich
with ionization cones, knots, filaments, and strands of ionized gas. Here we
extend to the narrow line region the ``locally optimally emitting cloud'' (LOC)
model, in which the observed spectra are predominantly determined by powerful
selection effects. We present a large grid of photoionization models covering a
wide range of physical conditions and show the optimal conditions for producing
many of the strongest emission lines. We show that the integrated narrow line
spectrum can be predicted by an integration of an ensemble of clouds, and we
present these results in the form of diagnostic line ratio diagrams making
comparisons with observations. We also predict key diagnostic line ratios as a
function of distance from the ionizing source, and compare these to
observations. The predicted radial dependence of the [O III]/[O II] ratio may
be matched to the observed one in NGC4151, if the narrow line clouds see a more
intense continuum than we see. The LOC scenario when coupled with a simple
Keplerian gravitational velocity field will quite naturally predict the
observed line width versus critical density relationship. The influence of dust
within the ionized portion of the clouds is discussed and we show that the more
neutral gas is likely to be dusty, although a high ionization dust-free region
is most likely present too. This argues for a variety of NLR cloud origins.Comment: 29 pages plus 16 figures, accepted for publication in Ap
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First-principles high pressure structure searching, longitudinal-transverse mode coupling and absence of simple cubic phase in sulfur
Abstract: We use first-principles density functional theory to conduct an extensive structure search using the AIRSS package for elemental sulfur in the range 50–550 GPa. We then obtain the low-temperature phase diagram of sulfur in the same pressure range, including vibrational effects through the harmonic approximation. We do not find any structures lower in energy than those already reported in experiment, although the phase diagram below 100 GPa is found to be crowded with structures separated by only a few meV. We report the transition sequence I 4 1 / acd → P 1 ¯ → ICM → C 2 / m → R 3 ¯ m → I m 3 ¯ m and obtain accurate pressures for each transition, although we find the second-order C 2 / m → R 3 ¯ m transition particularly difficult to define. Contrary to previous first-principles works (Pavel et al; Rudin and Liu 1999 Phys. Rev. Lett. 83 3049–52), we do not reproduce a trigonal → simple cubic transition at either the static lattice or harmonic level. We also undertake a detailed analysis of the incommensurately modulated (ICM) phase of sulfur phase using a commensurate approximant found in the structure search. We find that the modulation amplitude is zero above 96 GPa; some 40 GPa below the experimentally reported transition to the unmodulated phase. We find that the body-centred atoms in the relaxed ICM approximant are, in addition to the dominant transverse modulation (which is a frozen-in optical phonon mode), slightly displaced longitudinally in the b-direction. We subsequently discover that this (small) longitudinal modulation is coupled to the transverse mode, and hence report previously unnoticed weak-mode coupling between transverse and longitudinal optical phonons in the ICM phase
Classification and analysis of emission-line galaxies using mean field independent component analysis
We present an analysis of the optical spectra of narrow emission-line
galaxies, based on mean field independent component analysis (MFICA). Samples
of galaxies were drawn from the Sloan Digital Sky Survey (SDSS) and used to
generate compact sets of `continuum' and `emission-line' component spectra.
These components can be linearly combined to reconstruct the observed spectra
of a wider sample of galaxies. Only 10 components - five continuum and five
emission line - are required to produce accurate reconstructions of essentially
all narrow emission-line galaxies; the median absolute deviations of the
reconstructed emission-line fluxes, given the signal-to-noise ratio (S/N) of
the observed spectra, are 1.2-1.8 sigma for the strong lines. After applying
the MFICA components to a large sample of SDSS galaxies we identify the regions
of parameter space that correspond to pure star formation and pure active
galactic nucleus (AGN) emission-line spectra, and produce high S/N
reconstructions of these spectra.
The physical properties of the pure star formation and pure AGN spectra are
investigated by means of a series of photoionization models, exploiting the
faint emission lines that can be measured in the reconstructions. We are able
to recreate the emission line strengths of the most extreme AGN case by
assuming the central engine illuminates a large number of individual clouds
with radial distance and density distributions, f(r) ~ r^gamma and g(n) ~
n^beta, respectively. The best fit is obtained with gamma = -0.75 and beta =
-1.4. From the reconstructed star formation spectra we are able to estimate the
starburst ages. These preliminary investigations serve to demonstrate the
success of the MFICA-based technique in identifying distinct emission sources,
and its potential as a tool for the detailed analysis of the physical
properties of galaxies in large-scale surveys.Comment: MNRAS accepted. 29 pages, 24 figures, 3 table
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