Self phase modulation in Highly nonlinear hydrogenated amorphous silicon

We study self phase modulation in submicron amorphous silicon-on-insulator waveguides. We extract both the real and imaginary part of the nonlinear parameter gamma from a 1 cm long waveguide with a cross-section of 500x220nm(2). The real and imaginary part of the nonlinear parameter are found to be 767W(-1)m(-1) and -28W(-1)m(-1) respectively. The figure of merit (FOM) is found to be 3.6 times larger than the FOM in crystalline silicon (c-Si)

Song Literature III Class Recital, December 11, 1992

This is the concert program of the Song Literature III Class Recital performance on Friday, December 11, 1992 at 6:00 p.m. at the Concert Hall, 855 Commonwealth Avenue. Works performed were The Lark by Mikhail Glinka, The Nursery by Modest Mussorgsky, A Dream by Sergey Rachmaninov, Harvest of Sorrow by S. Rachmaninov, 1. Within Four Walls, 2. In the Crowd, and 6. On the River by M. Mussorgsky, and Songs of Dances of Death by M. Mussorgsky. Digitization for Boston University Concert Programs was supported by the Boston University Humanities Library Endowed Fund

Students of Dana Zhou

Shinichi SuzukiAlbert von TilzertraditionalJohn WilliamsCarl Maria von WeberJean-Baptiste LullyNiccolo PaganiniFranz WohlfahrtAbel Korzeniowski, arr. L. Hsieh & D. ZhouJoseph HaydnJohann Sebastian Bac

Further Evidence on Hedge Funds Performance.

In this analysis we identify dynamic hedge fund strategies quantitatively pursuing a Principal Component Analysis following Fung and Hsieh (1997). We extract five dominant hedge fund strategies each representing similar investment styles and analyse the performance of each strategy by employing a multi-factor model comprising both market indices and passive option strategies along the lines of Agerwal and Naik (2000). We find that the majority of the five homogenous strategies show superior performance. However, correcting for survivorship bias this superior performance disappears.Hedge funds; Investment in securities; Performance; Dynamic strategies; Hedge funds performance;

Increasing the imaging capabilities of multimode fibers by exploiting the properties of highly scattering media

We present a novel design that exploits the focusing properties of scattering media to increase the resolution and the working distance of multimode fiber based imaging devices. Placing a highly scattering medium in front of the distal tip of the multimode fiber enables the formation of smaller sized foci at increased working distances away from the fiber tip. We perform a parametric study of the effect of the working distance and the separation between the fiber and the scattering medium on the focus size. We experimentally demonstrate submicron focused spots as far away as 800{\mu}m with 532nm light.Comment: 4 pages, 3 figure

The Nature of Alpha

We suggest an empirical model of investment strategy returns which elucidates the importance of non-Gaussian features, such as time-varying volatility, asymmetry and fat tails, in explaining the level of expected returns. Estimating the model on the (former) Lehman Brothers Hedge Fund Index data, we demonstrate that the volatility compensation is a significant component of the expected returns for most strategy styles, suggesting that many of these strategies should be thought of as being `short vol'. We present some fundamental and technical reasons why this should indeed be the case, and suggest explanation for exception cases exhibiting `long vol' characteristics. We conclude by drawing some lessons for hedge fund portfolio construction.Comment: 22 pages, 5 figures, 3 table

«Performance analysis of niche alternatives and hedge fund strategies»

The interest of institutional investors in hedge funds as alternative investments has grown substantially over the last decade. The key reason for adding alternative investments to a well-diversified institutional portfolio is the risk-return profile, which is achieved by reducing the risk through diversification and enhancing the returns through alpha. In addition to the well-known hedge fund investment strategies, the Swiss investment company Progressive Capital Partners Ltd. offers its own specialized niche alternative assets consisting of music royalties, appraisal and litigation rights. Due to their performance characteristics, the alternative investments are intended to provide an opportunity for pension fund portfolios. The purpose of this master thesis is to analyze the monthly returns of twelve hedge fund strategies, and niche alternatives of Progressive Capital. In addition, the performance of a self-created representative Swiss pension fund portfolio is examined quantitatively with niche alternatives as an alternative asset class. The methodology for the analysis is based on a combination of principal component analysis with three different multi-factor models to explain the returns of hedge fund strategies. An extensive aggregated hedge fund database and a universe of 25 risk factors are employed for the full sample period from August 2007 to December 2018. Furthermore, a portfolio optimization analysis is used on the Swiss pension fund portfolio to evaluate the niche alternatives and other traditional alternative assets based on pension fund investment restrictions. The results showed small differences in the alphas resulting from the three different multi-factor models. The average monthly alpha is highest 0.22 % for the Fung and Hsieh eight-factor model, 0.19 % for the stepwise regression model and lowest with 0.16 % for Fung and Hsieh seven-factor model over all thirteen hedge fund strategies including the niche alternatives. According to these results, Progressive Capital performs better in all three models than the average alphas do. The highest alpha of 0.47 % was gained by the stepwise regression, followed by 0.44 % in the Fung and Hsieh eight-factor model, and 0.37 % in the Fung and Hsieh seven-factor model

Local scour and flow characteristics around a circular cylinder undergoing vortex-induced vibration

Vortex-induced vibration (VIV) has been extensively studied and the related findings presented in published literature. However, when the cylinder is placed near an erodible sand bed, interactions between the vibrating cylinder, flow field and local scour evidently will become very complex. The aim of this study is to provide an improved understanding of the interaction between the flow field, free vibrating cylinder and scour by using flow visualization and a new PIV measurement technique. The results show that the amplitude and frequency of the vibrating cylinder are closely related to the depth of the scour hole. Based on the qualitative observation and quantitative measurement of the flow field, vibrating cylinder and scour dimensions, three distinct scour stages are identified in this study. The characteristics of the turbulence intensity, formation and transmission of the vortices in each of these three scour stages are discussed in this paper