Dynamical Component Analysis (DyCA) and its application on epileptic EEG

Dynamical Component Analysis (DyCA) is a recently-proposed method to detect projection vectors to reduce the dimensionality of multi-variate deterministic datasets. It is based on the solution of a generalized eigenvalue problem and therefore straight forward to implement. DyCA is introduced and applied to EEG data of epileptic seizures. The obtained eigenvectors are used to project the signal and the corresponding trajectories in phase space are compared with PCA and ICA-projections. The eigenvalues of DyCA are utilized for seizure detection and the obtained results in terms of specificity, false discovery rate and miss rate are compared to other seizure detection algorithms.Comment: 5 pages, 4 figures, accepted for IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) 201

Improving the pricing of options: a neural network approach

In this paper we apply statistical inference techniques to build neural network models which are able to explain the prices of call options written on the German stock index DAX. By testing for the explanatory power of several input variables serving as network inputs, some insight into the pricing process of the option market is obtained. The results indicate that statistical specification strategies lead to parsimonious networks which have a superior out-of-sample performance when compared to the Black/Scholes model. We further validate our results by providing plausible hedge parameters. --Option Pricing,Neural Networks,Statistical Inference,Model Selection

Role of anisotropy for protein-protein encounter

Protein-protein interactions comprise both transport and reaction steps. During the transport step, anisotropy of proteins and their complexes is important both for hydrodynamic diffusion and accessibility of the binding site. Using a Brownian dynamics approach and extensive computer simulations, we quantify the effect of anisotropy on the encounter rate of ellipsoidal particles covered with spherical encounter patches. We show that the encounter rate $k$ depends on the aspect ratios $\xi$ mainly through steric effects, while anisotropic diffusion has only a little effect. Calculating analytically the crossover times from anisotropic to isotropic diffusion in three dimensions, we find that they are much smaller than typical protein encounter times, in agreement with our numerical results.Comment: 4 pages, Revtex with 3 figures, to appear as a Rapid Communication in Physical Review

Observation of anisotropic interlayer Raman modes in few-layer ReS2

ReS$_2$ has recently emerged as a new member in the rapidly growing family of two-dimensional materials. Unlike MoS$_2$ or WSe$_2$, the optical and electrical properties of ReS$_2$ are not isotropic due to the reduced symmetry of the crystal. Here, we present layer-dependent Raman measurements of ReS$_2$ samples ranging from monolayers to ten layers in the ultralow frequency regime. We observe layer breathing and shear modes which allow for easy assignment of the number of layers. Polarization-dependent measurements give further insight into the crystal structure and reveal an energetic shift of the shear mode which stems from the in-plane anisotropy of the shear modulus in this material

Optimal management and inflation protection for defined contribution pension plans

Due to the increasing risk of inflation and diminishing pension benefits, insurance companies have started selling in°ation-linked products. Selling such products the insurance company takes over some or all of the inflation risk from their customers. On the other side financial derivatives which are linked to inflation such as inflation linked bonds are traded on financial markets and appear to be of increasing popularity. The insurance company can use these products to hedge its own inflation risk. In this article we study how to optimally manage a pension fund taking positions in a money market account, a stock and an inflation linked bond, while financing investments through a continuous stochastic income stream such as the plan member's contributions. We use the martingale method in order to compute an analytic expression for the optimal strategy and express it in terms of observable market variables.Pension mathematics; in°ation; long-term investment; stochastic optimal control; martingale method

Stochastic simulations of cargo transport by processive molecular motors

We use stochastic computer simulations to study the transport of a spherical cargo particle along a microtubule-like track on a planar substrate by several kinesin-like processive motors. Our newly developed adhesive motor dynamics algorithm combines the numerical integration of a Langevin equation for the motion of a sphere with kinetic rules for the molecular motors. The Langevin part includes diffusive motion, the action of the pulling motors, and hydrodynamic interactions between sphere and wall. The kinetic rules for the motors include binding to and unbinding from the filament as well as active motor steps. We find that the simulated mean transport length increases exponentially with the number of bound motors, in good agreement with earlier results. The number of motors in binding range to the motor track fluctuates in time with a Poissonian distribution, both for springs and cables being used as models for the linker mechanics. Cooperativity in the sense of equal load sharing only occurs for high values for viscosity and attachment time.Comment: 40 pages, Revtex with 13 figures, to appear in Journal of Chemical Physic

Die Nachbildung von Aktienindizes: Ein Vergleich verschiedener Verfahren

Diese Arbeit vergleicht verschiedene Verfahren zur Nachbildung von Aktienindizes. Eine solche Nachbildung stellt ein wichtiges Problem sowohl im passiven Portfoliomanagement als auch bei der Ausführung von Index-Arbitrage dar. Es werden unterschiedliche Kriterien abgeleitet, nach denen sich anband erwarteter Renditen und Kovarianzen optimale Replikationsportfolios konstruieren lassen. Die empirische Analyse zur Replikation des DAX zeigt jedoch, daß die Optimierung keine Verbesserungen gegenüber einem heuristischen Ansatz bietet, bei dem die Aktien gemäß der Marktkapitalisierung des Unternehmens ausgewählt und gewichtet werden. ; In this study we compare different methods to track stock indices. Index tracking constitutes an important problem for both passive portfolio management and index arbitrage. We derive different criteria, based on expected returns and covariances, which can be used to construct optimal tracking portfolios. It it seen in the empirical analysis, however, that optimization methods do not lead to smaller tracking errors compared to a simple heuristic approach, when applied to daily data of the German Stock Market Index (DAX)

Controlling hole spin dynamics in two‐dimensional hole systems at low temperatures

With the recent discovery of very long hole spin decoherence times in GaAs/AlGaAs heterostructures of more than 70 ns in two-dimensional hole systems, using the hole spin as a viable alternative to electron spins in spintronic applications seems possible. Furthermore, as the hyperfine interaction with the nuclear spins is likely to be the limiting factor for electron spin lifetimes in zero dimensions, holes with their suppressed Fermi contact hyperfine interaction due to their p-like nature should be able to show even longer lifetimes than electrons. For spintronic applications, electric-field control of hole spin dynamics is desirable. Here, we report on time-resolved Kerr rotation and resonant spin amplification measurements on a two-dimensional hole system in a p-doped GaAs/AlGaAs heterostructure. Via a semitransparent gate, we tune the charge density within the sample. We are able to observe a change in the hole g factor, as well as in the hole spin dephasing time at high magnetic fields

Resonant spin amplification of hole spin dynamics in two‐dimensional hole systems: experiment and simulation

Spins in semiconductor structures may allow for the realization of scalable quantum bit arrays, an essential component for quantum computation schemes. Specifically, hole spins may be more suited for this purpose than electron spins, due to their strongly reduced interaction with lattice nuclei, which limits spin coherence for electrons in quantum dots. Here, we present resonant spin amplification (RSA) measurements, performed on a p-modulation doped GaAs-based quantum well at temperatures below 500 mK. The RSA traces have a peculiar, butterfly-like shape, which stems from the initialization of a resident hole spin polarization by optical orientation. The combined dynamics of the optically oriented electron and hole spins are well-described by a rate equation model, and by comparison of experiment and model, hole spin dephasing times of more than 70 ns are extracted from the measured data

Identification of excitons, trions and biexcitons in single-layer WS2

Single-layer WS$_2$ is a direct-gap semiconductor showing strong excitonic photoluminescence features in the visible spectral range. Here, we present temperature-dependent photoluminescence measurements on mechanically exfoliated single-layer WS$_2$, revealing the existence of neutral and charged excitons at low temperatures as well as at room temperature. By applying a gate voltage, we can electrically control the ratio of excitons and trions and assert a residual n-type doping of our samples. At high excitation densities and low temperatures, an additional peak at energies below the trion dominates the photoluminescence, which we identify as biexciton emission.Comment: 6 pages, 5 figure