Mutual Fund Theorem for continuous time markets with random coefficients

We study the optimal investment problem for a continuous time incomplete market model such that the risk-free rate, the appreciation rates and the volatility of the stocks are all random; they are assumed to be independent from the driving Brownian motion, and they are supposed to be currently observable. It is shown that some weakened version of Mutual Fund Theorem holds for this market for general class of utilities; more precisely, it is shown that the supremum of expected utilities can be achieved on a sequence of strategies with a certain distribution of risky assets that does not depend on risk preferences described by different utilities.Comment: 17 page

Development of an electronic medical report delivery system to 3G GSM mobile (cellular) phones for a medical imaging department

Author name used in this publication: Dagan FengAuthor name used in this publication: Michael FulhamRefereed conference paper2007-2008 > Academic research: refereed > Refereed conference paperVersion of RecordPublishe

Towards an Achievable Performance for the Loop Nests

Numerous code optimization techniques, including loop nest optimizations, have been developed over the last four decades. Loop optimization techniques transform loop nests to improve the performance of the code on a target architecture, including exposing parallelism. Finding and evaluating an optimal, semantic-preserving sequence of transformations is a complex problem. The sequence is guided using heuristics and/or analytical models and there is no way of knowing how close it gets to optimal performance or if there is any headroom for improvement. This paper makes two contributions. First, it uses a comparative analysis of loop optimizations/transformations across multiple compilers to determine how much headroom may exist for each compiler. And second, it presents an approach to characterize the loop nests based on their hardware performance counter values and a Machine Learning approach that predicts which compiler will generate the fastest code for a loop nest. The prediction is made for both auto-vectorized, serial compilation and for auto-parallelization. The results show that the headroom for state-of-the-art compilers ranges from 1.10x to 1.42x for the serial code and from 1.30x to 1.71x for the auto-parallelized code. These results are based on the Machine Learning predictions.Comment: Accepted at the 31st International Workshop on Languages and Compilers for Parallel Computing (LCPC 2018

Discovery of far-infrared pure rotational transitions of CH+ in NGC 7027

We report the discovery of the rotational spectrum of CH+ in the Infrared Space Observatory Long Wavelength Spectrometer (LWS) spectrum of the planetary nebula NGC 7027. The identification relies on a 1996 reanalysis of the LWS spectrum by Liu et al. and on new LWS data. The strong line at 179.62 μm (coinciding with the 212-101 transition of water vapor) and the lines at 119.90 and 90.03 μm (reported as unidentified by Liu et al.), whose frequencies are in the harmonic relation 2 : 3:4, are shown to arise from the J = 2-1, 3-2, and 4-3 rotational transitions of CH+. This identification is strengthened by the new LWS spectra of NGC 7027, which clearly show the next two rotational lines of CH+ at 72.140 and 60.247 μm. This is the first time that the pure rotational spectrum of CH+ has been observed. This discovery opens the possibility of probing the densest and warmest zones of photodissociation regions. We derive a rotational temperature for the CH+ lines of 150 ± 20 K and a CH+/CO abundance ratio of 2-6 × 10-4

Water Ice, Silicate, and Polycyclic Aromatic Hydrocarbon Emission Featuresin the Infrared Space Observatory Spectrum of the Carbon-richPlanetary Nebula CPD –56°8032*

Combined Infrared Space Observatory Short-Wavelength Spectrometer and Long-Wavelength Spectrometer spectroscopy is presented of the late WC-type planetary nebula nucleus CPD -56°8032 and its carbon-rich nebula. The extremely broad coverage (2.4-197 μm) enables us to recognize the clear and simultaneous presence of emission features from both oxygen- and carbon-rich circumstellar materials. Removing a smooth continuum highlights bright emission bands characteristic of polycyclic aromatic hydrocarbons in the 3-14 μm region, bands from crystalline silicates longward of 18 μm, and the 43 and 62 μm bands of crystalline water ice. We discuss the probable evolutionary state and history of this unusual object in terms of (a) a recent transition from an O-rich to a C-rich outflow following a helium shell flash or (b) a carbon-rich nebular outflow encountering an O-rich comet cloud

Noise auto-correlation spectroscopy with coherent Raman scattering

Ultrafast lasers have become one of the most powerful tools in coherent nonlinear optical spectroscopy. Short pulses enable direct observation of fast molecular dynamics, whereas broad spectral bandwidth offers ways of controlling nonlinear optical processes by means of quantum interferences. Special care is usually taken to preserve the coherence of laser pulses as it determines the accuracy of a spectroscopic measurement. Here we present a new approach to coherent Raman spectroscopy based on deliberately introduced noise, which increases the spectral resolution, robustness and efficiency. We probe laser induced molecular vibrations using a broadband laser pulse with intentionally randomized amplitude and phase. The vibrational resonances result in and are identified through the appearance of intensity correlations in the noisy spectrum of coherently scattered photons. Spectral resolution is neither limited by the pulse bandwidth, nor sensitive to the quality of the temporal and spectral profile of the pulses. This is particularly attractive for the applications in microscopy, biological imaging and remote sensing, where dispersion and scattering properties of the medium often undermine the applicability of ultrafast lasers. The proposed method combines the efficiency and resolution of a coherent process with the robustness of incoherent light. As we demonstrate here, it can be implemented by simply destroying the coherence of a laser pulse, and without any elaborate temporal scanning or spectral shaping commonly required by the frequency-resolved spectroscopic methods with ultrashort pulses.Comment: To appear in Nature Physic

The 69-mu m forsterite band as a dust temperature indicator

A band of pure crystalline forsterite (100 per cent Mg2SiO4) occurs at 69.67 μm at room temperature (295 K); for olivines with ≳10 per cent Fe the corresponding feature is at ≳73 μm. The Mg-rich forsterite feature is observed in a variety of ISO LWS spectra, but the corresponding Fe-rich olivine feature is not. For the 10 astronomical sources in our sample, the forsterite band peaks in the 68.9–69.3 μm range and narrows with decreasing peak wavelength. This is consistent with the shortwards shifting of the peak observed when laboratory samples are cooled to 77 K (69.07 μm) and 3.5 K (68.84 μm). The shifted peak is produced by lattice contraction and the sharpening is due to a decrease in phonon density at lower temperatures. However, the astronomical bands are narrower than those of the laboratory samples. By comparing the laboratory and astronomical peak wavelengths, we deduce characteristic forsterite 69-μm band temperatures that are in the 27–84 K range for the eight post-main-sequence objects in our sample. These values are shown to be consistent with the local continuum temperatures derived using a β=1.5 dust emissivity index, similar to derived interstellar values of the opacity index. For the pre-main sequence-objects HD 100546 and MWC 922, the characteristic 69-μm forsterite band temperatures (127±18 and 139±10 K, respectively) are significantly higher than those of the post-main-sequence objects and are more than twice as high as their local continuum temperatures deduced using β=1.5. The assumption of large grains (β=0) can produce agreement between the derived 69-μm and continuum temperatures for one of these objects but not for the other — a spatial separation between the forsterite and continuum-emitting grains may therefore be implied for it. We conclude that observations of the peak wavelength and FWHM of the 69-μm forsterite band show great promise as a new diagnostic of characteristic grain temperatures

The complete ISO spectrum of NGC 6302

We present the combined Infrared Space Observatory Short-Wavelength Spectrometer and Long-Wavelength Spectrometer 2.4-197 μm spectrum of the Planetary Nebula NGC 6302 which contains in addition to strong atomic lines, a series of emission features due to solid state components. The broad wavelength coverage enables us to more accurately identify and determine the properties of both oxygen- and carbon-rich circumstellar dust. A simple model fit was made to determine the abundance and typical temperature of the amorphous silicates, enstatite and forsterite. Forsterite and enstatite do have roughly the same abundance and temperature. The origin and location of the dust in a toroidal disk around the central star are discussed

Evaluation of Phage Display Discovered Peptides as Ligands for Prostate-Specific Membrane Antigen (PSMA)

The aim of this study was to identify potential ligands of PSMA suitable for further development as novel PSMA-targeted peptides using phage display technology. The human PSMA protein was immobilized as a target followed by incubation with a 15-mer phage display random peptide library. After one round of prescreening and two rounds of screening, high-stringency screening at the third round of panning was performed to identify the highest affinity binders. Phages which had a specific binding activity to PSMA in human prostate cancer cells were isolated and the DNA corresponding to the 15-mers were sequenced to provide three consensus sequences: GDHSPFT, SHFSVGS and EVPRLSLLAVFL as well as other sequences that did not display consensus. Two of the peptide sequences deduced from DNA sequencing of binding phages, SHSFSVGSGDHSPFT and GRFLTGGTGRLLRIS were labeled with 5-carboxyfluorescein and shown to bind and co-internalize with PSMA on human prostate cancer cells by fluorescence microscopy. The high stringency requirements yielded peptides with affinities KD∼1 μM or greater which are suitable starting points for affinity maturation. While these values were less than anticipated, the high stringency did yield peptide sequences that apparently bound to different surfaces on PSMA. These peptide sequences could be the basis for further development of peptides for prostate cancer tumor imaging and therapy. © 2013 Shen et al

ISO LWS observations of planetary nebula fine-structure lines

We have obtained 43–198 μm far-infrared (IR) spectra for a sample of 51 Galactic planetary nebulae (PN) and protoplanetary nebulae (PPN), using the Long Wavelength Spectrometer (LWS) on board the Infrared Space Observatory (ISO). Spectra were also obtained of the former PN candidate Lo 14. The spectra yield fluxes for the fine-structure lines [N II] 122 μm, [N III] 57 μm and [O III] 52 and 88 μm emitted in the ionized regions and the [O I] 63- and 146-μm and [C II] 158-μm lines from the photodissociation regions (PDRs), which have been used to determine electron densities and ionic abundances for the ionized regions and densities, temperatures and gas masses for the PDRs. The strong [N III] and [O III] emission lines detected in the LWS spectrum taken centred on Lo 14 could be associated with the nearby strong radio and infrared source G 331.5–0.1. We find that the electron densities yielded by the [O III] 88 μm/52 μm doublet ratio are systematically lower than those derived from the optical [Ar IV] λ4740/λ4711 and [Cl III] λ5537/λ5517 doublet ratios, which have much higher critical densities than the 52- and 88-μm lines, suggesting the presence of density inhomogeneities in the nebulae. Ionic abundances, N+/H+,N2+/H+ and O2+/H+, as well as the N2+/O2+ abundance ratio, which provides a good approximation to the N/O elemental abundance ratio, are derived. Although ionic abundances relative to H+ deduced from the far-IR fine-structure lines are sensitive to the adopted electron density and the presence of density inhomogeneities, the strong dependence on the nebular physical conditions is largely cancelled out when N2+/O2+ is calculated from the 57 μm/(52 μm+88 μm) flux ratio, owing to the similarity of the critical densities of the lines involved. The temperatures and densities of the PDRs around 24 PN have been determined from the observed [O I] and [C II] line intensity ratios. Except for a few objects, the deduced temperatures fall between 200 and 500 K, peaking around 250 K. The densities of the PDRs vary from 104–105 cm−3, reaching 3×105 cm−3 in some young compact PN. With a derived temperature of 1600 K and a density of 105 cm−3, the PDR of NGC 7027 is one of the warmest and at the same time one of the densest amongst the nebulae studied. For most of the PN studied, the [C II]-emitting regions contain only modest amounts of material, with gas masses ≲0.1 M⊙. Exceptional large PDR masses are found for a few nebulae, including NGC 7027, the bipolar nebulae M2-9 and NGC 6302, the young dense planetary nebulae BD+30°3639, IC 418 and NGC 5315, and the old, probably recombining, nebulae IC 4406 and NGC 6072