16,055 research outputs found

    Flexible delivery: an overview of the work of the Enhancement Theme 2004-06

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    Universal Soft Terms in the MSSM on D-branes

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    In Type II string vacua constructed from intersecting/magnetized D-branes, the supersymmetry-breaking soft terms are genericaly non-universal. It is shown that universal supersymmetry-breaking soft terms may arise in a realistic MSSM constructed from intersecting/magnetized D-branes in Type II string theory. For the case of dilaton-dominated supersymmetry-breaking, it is shown that the universal scalar mass and trilinear coupling are fixed such that m0=(1/2)m3/2m_0=(1/2)m_{3/2} and A0=m1/2A_0 = - m_{1/2}. In addition, soft terms where the universal scalar mass m0m_0 is much larger than the universal gaugino mass m1/2m_{1/2} may be easily obtained within the model, corresponding to the Focus Point (FP)/Hyperbolic Branch (HB) regions of the mSUGRA/CMSSM parameter space. Finally, it is shown that the special dilaton and no-scale strict moduli boundary conditions, which are well-known in heterotic string constructions, may also be obtained.Comment: Version published in Nuclear Physics

    Learning relationships from theory to design

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    This paper attempts to bridge the psychological and anthropological views of situated learning by focusing on the concept of a learning relationship, and by exploiting this concept in our framework for the design of learning technology. We employ Wenger's (1998) concept of communities of practice to give emphasis to social identification as a central aspect of learning, which should crucially influence our thinking about the design of learning environments. We describe learning relationships in terms of form (one‐to‐one, one‐to‐many etc.), nature (explorative, formative and comparative), distance (first‐, second‐order), and context, and we describe a first attempt at an empirical approach to their identification and measurement

    Financial conditions indexes

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    This paper provides an exposition of the nature, means of estimation and uses of Financial Conditions Indexes (FCIs) and their relationship to the more common Monetary Conditions Indexes (MCIs) that are used by market analysts, international organisations and central banks. Using panel datasets for Western Europe we explore how asset prices, particularly house and stock prices, can provide useful additional indicators of future changes in output and inflation. We find a clear role for house prices but a poorly determined relationship for stock prices. Unfortunately the most useful role for FCIs comes from their incorporation of high frequency data and the opportunity this gives for extracting information about changes in market expectations for inflation and output. This helps market participants make judgements about likely central bank reactions and helps central banks assess the stance of policy between forecasts. While stock prices are high frequency, house prices are not. At quarterly frequency central banks in particular will want to use traditional economic forecasting methods and summary indicators like FCIs will have only a limited role. We illustrate how such an FCI can be used, drawing on monthly data for Finland.financial conditions; asset prices; house prices; stock prices
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