349 research outputs found

    Modelling an orientation system based on speculative computation

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    Progress is inherent to a living society, which may occur in several different areas (e.g. computation, healthcare) and manners. The present (or now) is the time that is associated with the events perceived directly and in the first time, making, for example, the society to be very inquisitive on assistive technologies and how they may improve the human beings quality of living. This application of scientific knowledge for practical purposes may help the user in his/her diminished capabilities, and, usually, implies a small adaptation on the part of the individual in the use of devices; indeed one of the die down potentials of people with cognitive disabilities is the one of spatial orientation. On the other hand several were the authors that have developed systems to help an human being to travel between two locations. However, once the system is set up the change in the configurations have to be done manually in order to better adjust the system to the user. In order to go round this drawback, in this work it is presented a framework of speculative computation to set up the computation of the next user step using default values. When the information is obtained the computation is revised. Thus, the system may have a faster reaction to the user stimulus or it may start warning the user before he/she takes the wrong direction.This work is part-funded by ERDF - European Regional Development Fund through the COMPETE Programme (operational programme for competitiveness) and by National Funds through the FCT Fundac¸ ˜ao para a Ciˆencia e a Tecnologia (Portuguese Foundation for Science and Technology) within project FCOMP-01-0124-FEDER-028980 (PTDC/EEISII/ 1386/2012). The work of Jo˜ao Ramos is supported by a doctoral grant by FCT - Fundação para a Ciência e a Tecnologia (Portuguese Foundation for Science and Technology) SFRH/BD/89530/- 2012

    Pricing Options in Incomplete Equity Markets via the Instantaneous Sharpe Ratio

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    We use a continuous version of the standard deviation premium principle for pricing in incomplete equity markets by assuming that the investor issuing an unhedgeable derivative security requires compensation for this risk in the form of a pre-specified instantaneous Sharpe ratio. First, we apply our method to price options on non-traded assets for which there is a traded asset that is correlated to the non-traded asset. Our main contribution to this particular problem is to show that our seller/buyer prices are the upper/lower good deal bounds of Cochrane and Sa\'{a}-Requejo (2000) and of Bj\"{o}rk and Slinko (2006) and to determine the analytical properties of these prices. Second, we apply our method to price options in the presence of stochastic volatility. Our main contribution to this problem is to show that the instantaneous Sharpe ratio, an integral ingredient in our methodology, is the negative of the market price of volatility risk, as defined in Fouque, Papanicolaou, and Sircar (2000).Comment: Keywords: Pricing derivative securities, incomplete markets, Sharpe ratio, correlated assets, stochastic volatility, non-linear partial differential equations, good deal bound

    Robust Inference of Trees

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    This paper is concerned with the reliable inference of optimal tree-approximations to the dependency structure of an unknown distribution generating data. The traditional approach to the problem measures the dependency strength between random variables by the index called mutual information. In this paper reliability is achieved by Walley's imprecise Dirichlet model, which generalizes Bayesian learning with Dirichlet priors. Adopting the imprecise Dirichlet model results in posterior interval expectation for mutual information, and in a set of plausible trees consistent with the data. Reliable inference about the actual tree is achieved by focusing on the substructure common to all the plausible trees. We develop an exact algorithm that infers the substructure in time O(m^4), m being the number of random variables. The new algorithm is applied to a set of data sampled from a known distribution. The method is shown to reliably infer edges of the actual tree even when the data are very scarce, unlike the traditional approach. Finally, we provide lower and upper credibility limits for mutual information under the imprecise Dirichlet model. These enable the previous developments to be extended to a full inferential method for trees.Comment: 26 pages, 7 figure

    Kinetics and Mechanism of Hydroxyapatite Crystal Dissolution in Weak Acid Buffers Using the Rotating Disk Method

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    The dissolution rates of synthetic hydroxyapatite pellets under sink conditions were measured using the rotating disk method. The experimental data were analyzed by means of a physical model that yielded an ionic activity product of KHAP = a10Ca2+ a6 PO4 3- a2OH- = 1 × 10-124.5±1.0 that was found to govern the dissolution reaction. Also, a surface resistance factor of k' equal to about 174 sec/cm was deduced from the data.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/67157/2/10.1177_00220345760550033201.pd

    Singular solutions of fully nonlinear elliptic equations and applications

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    We study the properties of solutions of fully nonlinear, positively homogeneous elliptic equations near boundary points of Lipschitz domains at which the solution may be singular. We show that these equations have two positive solutions in each cone of Rn\mathbb{R}^n, and the solutions are unique in an appropriate sense. We introduce a new method for analyzing the behavior of solutions near certain Lipschitz boundary points, which permits us to classify isolated boundary singularities of solutions which are bounded from either above or below. We also obtain a sharp Phragm\'en-Lindel\"of result as well as a principle of positive singularities in certain Lipschitz domains.Comment: 41 pages, 2 figure

    Multilevel Deconstruction of the In Vivo Behavior of Looped DNA-Protein Complexes

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    Protein-DNA complexes with loops play a fundamental role in a wide variety of cellular processes, ranging from the regulation of DNA transcription to telomere maintenance. As ubiquitous as they are, their precise in vivo properties and their integration into the cellular function still remain largely unexplored. Here, we present a multilevel approach that efficiently connects in both directions molecular properties with cell physiology and use it to characterize the molecular properties of the looped DNA-lac repressor complex while functioning in vivo. The properties we uncover include the presence of two representative conformations of the complex, the stabilization of one conformation by DNA architectural proteins, and precise values of the underlying twisting elastic constants and bending free energies. Incorporation of all this molecular information into gene-regulation models reveals an unprecedented versatility of looped DNA-protein complexes at shaping the properties of gene expression.Comment: Open Access article available at http://www.plosone.org/article/fetchArticle.action?articleURI=info%3Adoi%2F10.1371%2Fjournal.pone.000035

    Results of the Search for Strange Quark Matter and Q-balls with the SLIM Experiment

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    The SLIM experiment at the Chacaltaya high altitude laboratory was sensitive to nuclearites and Q-balls, which could be present in the cosmic radiation as possible Dark Matter components. It was sensitive also to strangelets, i.e. small lumps of Strange Quark Matter predicted at such altitudes by various phenomenological models. The analysis of 427 m^2 of Nuclear Track Detectors exposed for 4.22 years showed no candidate event. New upper limits on the flux of downgoing nuclearites and Q-balls at the 90% C.L. were established. The null result also restricts models for strangelets propagation through the Earth atmosphere.Comment: 14 pages, 11 EPS figure

    Theory of Coexistence of Superconductivity and Ferroelectricity : A Dynamical Symmetry Model

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    We propose and investigate a model for the coexistence of Superconductivity (SC) and Ferroelectricity (FE) based on the dynamical symmetries su(2)su(2) for the pseudo-spin SC sector, h(4)h(4) for the displaced oscillator FE sector, and su(2)⊗h(4)su(2) \otimes h(4) for the composite system. We assume a minimal symmetry-allowed coupling, and simplify the hamiltonian using a double mean field approximation (DMFA). A variational coherent state (VCS) trial wave-function is used for the ground state: the energy, and the relevant order parameters for SC and FE are obtained. For positive sign of the SC-FE coupling coefficient, a non-zero value of either order parameter can suppress the other (FE polarization suppresses SC and vice versa). This gives some support to "Matthias' Conjecture" [1964], that SC and FE tend to be mutually exclusive. For such a Ferroelectric Superconductor we predict: a) the SC gap Δ\Delta (and TcT_c ) will increase with increasing applied pressure when pressure quenches FE as in many ferroelectrics, and b) the FE polarization will increase with increaesing magnetic field up to HcH_c . The last result is equivalent to the prediction of a new type of Magneto-Electric Effect in a coexistent SC-FE material. Some discussion will be given of the relation of these results to the cuprate superconductors.Comment: 46 page

    Schools out : Adam Smith and pre-disciplinary international political economy

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    In this article, I argue that invocations of Adam Smith in international political economy (IPE) often reveal the influence therein of a disciplinary ontological disaggregation of economic and non-economic rationality, which I claim is obscured by the tendency to map its complex intellectual contours in terms of competing schools. I trace the origins of the disciplinary characterisation of Smith as the founder of IPE's liberal tradition to invocations of his thought by centrally important figures in the perceived Austrian, Chicago and German historical schools of economics, and reflect upon the significance to IPE of the reiteration of this portrayal by apparent members of its so-called American and British schools. I additionally contrast these interpretations to those put forward by scholars who seek to interpret IPE and Smith's contribution to it in pre-disciplinary terms, which I claim reflects a distinct ontology to that attributed to the British school of IPE with which their work is often associated. I therefore contend that reflection upon invocations of Smith's thought in IPE problematises the longstanding tendency to map its intellectual terrain in terms of competing schools, reveals that the disciplinary ontological consensus that informs this tendency impacts upon articulations of its core concerns and suggests that a pre-disciplinary approach offers an alternative lens through which such concerns might be more effectively framed
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