Russian stock market in the period of world crisis 2008-2009

This paper is dedicated to research of level of profitability and risk in Russian stock market in the period of world crisis 2008-2009 Correlations of Russian stock market with the main world stock indices and prices of energy commodities are discussed Autocorrelation of returns is researched and volatility of stock index by the example of MICEX is modeled Several optimal portfolios in different time periods are defined and their features and structures are compared Regression of beta-coefficients on stock’s volatility is analyzedvolatility; profitability; risk; optimal portfolios; distributions; correlations; conditional heteroscedasticity

Spectral Polarization Distribution Models (PDMs) for NASA CLARREO Pathfinders Inter-Calibration Applications

Solar radiation scattered by Earth surfaces of various scene types such as oceans, deserts, tree leaves etc and atmospheric molecules and particles is polarized and the amount of polarization depends on the surface composition and particle physical properties. This can be a source of measurement errors in satellite data if a non-polarimetric radiometric sensor is sensitive to the polarization state of light. To obtain highly accurate spectral solar radiation data from the Earth-atmosphere system for the space-borne inter-calibration studies as proposed in NASA's Climate Absolute Radiance and Refractivity Observatory (CLARREO) mission and the CLARREO Pathfinder (CPF) mission, the spectral polarization state of the reflected solar light at the top of atmosphere (TOA) must be known with sufficient accuracy. The degree of polarization (DOP) and the angle of linear polarization (AOLP) of the light at the TOA as functions of incident and viewing geometry and scene type construct the Polarization Distribution Models (PDMs) for correction of polarization-induced error of satellite data. In this work, algorithms for modeling the spectral polarization state of reflected sunlight from various types of Earth, including oceans, deserts, vegetated land surfaces and these scene types with all kinds of clouds, are developed. By comparing the model results with the PARASOL satellite data, our numerical results demonstrate that the model can provide a reliable approach for making the spectral PDMs for wavelengths between 320 and 2300 nm for satellite inter-calibration applications as proposed in the CLARREO and the CLARREO CPF missions

Exclusive electroproduction of φ mesons at 4.2 GeV

We studied the exclusive reaction ep⃗ e′p′φ using the φ⃗ K+K- decay mode. The data were collected using a 4.2 GeV incident electron beam and the CEBAF Large Acceptance Spectrometer (CLAS) at the Thomas Jefferson National Accelerator Facility. Our experiment covers the range in Q2 from 0.7 to 2.2 GeV2, and W from 2.0 to 2.6 GeV. Taken together with all previous data, we find a consistent picture of φ production on the proton. Our measurement shows the expected decrease of the t slope with the vector-meson formation time cΔτ below 2 fm. At ⟨cΔτ⟩=0.6 fm, we measure bφ=2.27±0.42 GeV-2. The cross section dependence on W as W0.2±0.1 at Q2=1.3 GeV2 was determined by comparison with φ production at HERA after correcting for threshold effects. This is the same dependence as observed in photoproduction

Method for Ground-to-Satellite Laser Calibration System

The present invention comprises an approach for calibrating the sensitivity to polarization, optics degradation, spectral and stray light response functions of instruments on orbit. The concept is based on using an accurate ground-based laser system, Ground-to-Space Laser Calibration (GSLC), transmitting laser light to instrument on orbit during nighttime substantially clear-sky conditions. To minimize atmospheric contribution to the calibration uncertainty the calibration cycles should be performed in short time intervals, and all required measurements are designed to be relative. The calibration cycles involve ground operations with laser beam polarization and wavelength changes

Determination of CERES TOA Fluxes Using Machine Learning Algorithms. Part I: Classification and Retrieval of CERES Cloudy and Clear Scenes

Continuous monitoring of the earth radiation budget (ERB) is critical to the understanding of Earths climate and its variability with time. The Clouds and the Earths Radiant Energy System (CERES) instrument is able to provide a long record of ERB for such scientific studies. This manuscript, which is the first of a two-part paper, describes the new CERES algorithm for improving the clear/cloudy scene classification without the use of coincident cloud imager data. This new CERES algorithm is based on a subset of the modern artificial intelligence (AI) paradigm called machine learning (ML) algorithms. This paper describes the development and application of the ML algorithm known as random forests (RF), which is used to classify CERES broadband footprint measurements into clear and cloudy scenes. Results from the RF analysis carried using the CERES Single Scanner Footprint (SSF) data for January and July are presented in the manuscript. The daytime RF misclassification rate (MCR) shows relatively large values (>30%) for snow, sea ice, and bright desert surface types, while lower values (<10%) for the forest surface type. MCR values observed for the nighttime data in general show relatively larger values for most of the surface types compared to the daytime MCR values. The modified MCR values show lower values (<4%) for most surface types after thin cloud data are excluded from the analysis. Sensitivity analysis shows that the number of input variables and decision trees used in the RF analysis has a substantial influence on determining the classification error

Evidence for the flavor singlet axial anomaly related effects in ϕ\phi meson electromagnetic production at large momentum transfers

The gluonic contributions to the conventional PCAC formulas due to flavor singlet axial anomaly have been instrumental in explaining the mass of the $\eta^{\prime}$ and providing a plausible explanation for solving the spin crisis. We show that they also play an important role in the description of photo- and electroproduction of vector mesons at low energy and high momentum transfers. We calculate the contributions of this type to $\phi$ meson electromagnetic production in a model, which contains also a soft pomeron, and find agreement with recent CLAS data.Comment: 13 pages, 6 figures, Latex; final version to appear in Phys. Lett.

CLARREO: Reference Inter-Calibration on Orbit With Reflected Solar Spectrometer

The CLARREO approach for reference intercalibration is based on obtaining coincident highly accurate spectral reflectance and reflected radiance measurements, and establish an on-orbit reference for existing Earth viewing reflected solar radiation sensors: CERES and VIIRS on JPSS satellites, AVHRR and follow-on imagers on MetOp, and imagers on GEO platforms. The mission goal is to be able to provide CLARREO RS reference observations that are matched in space, time, and viewing angles with measurements from the aforementioned instruments, with sampling sufficient to overcome the random error sources from imperfect data matching and instrument noise. The intercalibration method is to monitor over time changes in targeted sensor response function parameters: effective offset, gain, nonlinearity, spectral degradation, and sensitivity to polarization of optics