A study of the dynamics of rotating space stations with elastically connected counterweight and attached flexible appendages. Volume 1: Theory

The formulation of a mathematical model for predicting the dynamic behavior of rotating flexible space station configurations was conducted. The overall objectives of the study were: (1) to develop the theoretical techniques for determining the behavior of a realistically modeled rotating space station, (2) to provide a versatile computer program for the numerical analysis, and (3) to present practical concepts for experimental verification of the analytical results. The mathematical model and its associated computer program are described

Gravitational Wave Burst Source Direction Estimation using Time and Amplitude Information

In this article we study two problems that arise when using timing and amplitude estimates from a network of interferometers (IFOs) to evaluate the direction of an incident gravitational wave burst (GWB). First, we discuss an angular bias in the least squares timing-based approach that becomes increasingly relevant for moderate to low signal-to-noise ratios. We show how estimates of the arrival time uncertainties in each detector can be used to correct this bias. We also introduce a stand alone parameter estimation algorithm that can improve the arrival time estimation and provide root-sum-squared strain amplitude (hrss) values for each site. In the second part of the paper we discuss how to resolve the directional ambiguity that arises from observations in three non co-located interferometers between the true source location and its mirror image across the plane containing the detectors. We introduce a new, exact relationship among the hrss values at the three sites that, for sufficiently large signal amplitudes, determines the true source direction regardless of whether or not the signal is linearly polarized. Both the algorithm estimating arrival times, arrival time uncertainties, and hrss values and the directional follow-up can be applied to any set of gravitational wave candidates observed in a network of three non co-located interferometers. As a case study we test the methods on simulated waveforms embedded in simulations of the noise of the LIGO and Virgo detectors at design sensitivity.Comment: 10 pages, 14 figures, submitted to PR

Complex X-ray spectral variability in Mkn 421 observed with XMM-Newton

The bright blazar Mkn 421 has been observed four times for uninterrupted durations of ~ 9 - 13 hr during the performance verification and calibration phases of the XMM-Newton mission. The source was strongly variable in all epochs, with variability amplitudes that generally increased to higher energy bands. Although the detailed relationship between soft (0.1 - 0.75 keV) and hard (2 - 10 keV) band differed from one epoch to the next, in no case was there any evidence for a measurable interband lag, with robust upper limits of $| \tau | < 0.08$ hr in the best-correlated light curves. This is in conflict with previous claims of both hard and soft lags of ~1 hr in this and other blazars. However, previous observations suffered a repeated 1.6 hr feature induced by the low-Earth orbital period, a feature that is not present in the uninterrupted XMM-Newton data. The new upper limit on $|\tau|$ leads to a lower limit on the magnetic field strength and Doppler factor of B \delta^{1/3} \gs 4.7 G, mildly out of line with the predictions from a variety of homogeneous synchrotron self-Compton emission models in the literature of $B \delta^{1/3} = 0.2 - 0.8$ G. Time-dependent spectral fitting was performed on all epochs, and no detectable spectral hysteresis was seen. We note however that the source exhibited significantly different spectral evolutionary behavior from one epoch to the next, with the strongest correlations in the first and last and an actual divergance between soft and hard X-ray bands in the third. This indicates that the range of spectral variability behavior in Mkn 421 is not fully described in these short snippets; significantly longer uninterrupted light curves are required, and can be obtained with XMM-Newton.Comment: 21 pages, 4 figures, accepted for ApJ, scheduled for August 1, 200

X-ray Characteristics of NGC 3516: A View through the Complex Absorber

We consider new Suzaku data for NGC 3516 taken during 2009, along with other recent X-ray observations of the source. The cumulative characteristics of NGC 3516 cannot be explained without invoking changes in the line-of-sight absorption. Contrary to many other well-studied Seyfert galaxies, NGC 3516 does not show a positive lag of hard X-ray photons relative to soft photons over the timescales sampled. In the context of reverberation models for the X-ray lags, the lack of such a signal in NGC 3516 is consistent with flux variations being dominated by absorption changes. The lack of any reverberation signal in such a highly variable source disfavors intrinsic continuum variability in this case. Instead, the colorless flux variations observed at high flux states for NGC 3516 are suggested to be a consequence of Compton-thick clumps of gas crossing the line-of-sight.Comment: 12 pages, 6 figures, accepted for publication in The Astrophysical Journa

Managing Risk of Bidding in Display Advertising

In this paper, we deal with the uncertainty of bidding for display advertising. Similar to the financial market trading, real-time bidding (RTB) based display advertising employs an auction mechanism to automate the impression level media buying; and running a campaign is no different than an investment of acquiring new customers in return for obtaining additional converted sales. Thus, how to optimally bid on an ad impression to drive the profit and return-on-investment becomes essential. However, the large randomness of the user behaviors and the cost uncertainty caused by the auction competition may result in a significant risk from the campaign performance estimation. In this paper, we explicitly model the uncertainty of user click-through rate estimation and auction competition to capture the risk. We borrow an idea from finance and derive the value at risk for each ad display opportunity. Our formulation results in two risk-aware bidding strategies that penalize risky ad impressions and focus more on the ones with higher expected return and lower risk. The empirical study on real-world data demonstrates the effectiveness of our proposed risk-aware bidding strategies: yielding profit gains of 15.4% in offline experiments and up to 17.5% in an online A/B test on a commercial RTB platform over the widely applied bidding strategies

Optimal Investment in the Development of Oil and Gas Field

Let an oil and gas field consists of clusters in each of which an investor can launch at most one project. During the implementation of a particular project, all characteristics are known, including annual production volumes, necessary investment volumes, and profit. The total amount of investments that the investor spends on developing the field during the entire planning period we know. It is required to determine which projects to implement in each cluster so that, within the total amount of investments, the profit for the entire planning period is maximum. The problem under consideration is NP-hard. However, it is solved by dynamic programming with pseudopolynomial time complexity. Nevertheless, in practice, there are additional constraints that do not allow solving the problem with acceptable accuracy at a reasonable time. Such restrictions, in particular, are annual production volumes. In this paper, we considered only the upper constraints that are dictated by the pipeline capacity. For the investment optimization problem with such additional restrictions, we obtain qualitative results, propose an approximate algorithm, and investigate its properties. Based on the results of a numerical experiment, we conclude that the developed algorithm builds a solution close (in terms of the objective function) to the optimal one

Collective behavior of stock price movements in an emerging market

To investigate the universality of the structure of interactions in different markets, we analyze the cross-correlation matrix C of stock price fluctuations in the National Stock Exchange (NSE) of India. We find that this emerging market exhibits strong correlations in the movement of stock prices compared to developed markets, such as the New York Stock Exchange (NYSE). This is shown to be due to the dominant influence of a common market mode on the stock prices. By comparison, interactions between related stocks, e.g., those belonging to the same business sector, are much weaker. This lack of distinct sector identity in emerging markets is explicitly shown by reconstructing the network of mutually interacting stocks. Spectral analysis of C for NSE reveals that, the few largest eigenvalues deviate from the bulk of the spectrum predicted by random matrix theory, but they are far fewer in number compared to, e.g., NYSE. We show this to be due to the relative weakness of intra-sector interactions between stocks, compared to the market mode, by modeling stock price dynamics with a two-factor model. Our results suggest that the emergence of an internal structure comprising multiple groups of strongly coupled components is a signature of market development.Comment: 10 pages, 10 figure

X-ray Variability Characteristics of the Seyfert 1 Galaxy NGC 3783

We have characterized the energy-dependent X-ray variability properties of the Seyfert~1 galaxy NGC 3783 using archival XMM-Newton and Rossi X-ray Timing Explorer data. The high-frequency fluctuation power spectral density function (PSD) slope is consistent with flattening towards higher energies. Light curve cross correlation functions yield no significant lags, but peak coefficients generally decrease as energy separation of the bands increases on both short and long timescales. We have measured the coherence between various X-ray bands over the temporal frequency range of 6e-8 to 1e-4 Hz; this range includes the temporal frequency of the low-frequency power spectral density function (PSD) break tentatively detected by Markowitz et al. and includes the lowest temporal frequency over which coherence has been measured in any AGN to date. Coherence is generally near unity at these temporal frequencies, though it decreases slightly as energy separation of the bands increases. Temporal frequency-dependent phase lags are detected on short time scales; phase lags are consistent with increasing as energy separation increases or as temporal frequency decreases. All of these results are similar to those obtained previously for several Seyfert galaxies and stellar-mass black hole systems. Qualitatively, these results are consistent with the variability models of Kotov et al. and Lyubarskii, wherein the X-ray variability is due to inwardly propagating variations in the local mass accretion rate.Comment: Accepted for publication in The Astrophysical Journal, 2005, vol. 635, p. 180; version 2 has minor grammatical changes; 23 pages; uses emulateapj

Evolutionary estimation of a Coupled Markov Chain credit risk model

There exists a range of different models for estimating and simulating credit risk transitions to optimally manage credit risk portfolios and products. In this chapter we present a Coupled Markov Chain approach to model rating transitions and thereby default probabilities of companies. As the likelihood of the model turns out to be a non-convex function of the parameters to be estimated, we apply heuristics to find the ML estimators. To this extent, we outline the model and its likelihood function, and present both a Particle Swarm Optimization algorithm, as well as an Evolutionary Optimization algorithm to maximize the likelihood function. Numerical results are shown which suggest a further application of evolutionary optimization techniques for credit risk management