6,930 research outputs found

    NOSS Altimeter Detailed Algorithm specifications

    Get PDF
    The details of the algorithms and data sets required for satellite radar altimeter data processing are documented in a form suitable for (1) development of the benchmark software and (2) coding the operational software. The algorithms reported in detail are those established for altimeter processing. The algorithms which required some additional development before documenting for production were only scoped. The algorithms are divided into two levels of processing. The first level converts the data to engineering units and applies corrections for instrument variations. The second level provides geophysical measurements derived from altimeter parameters for oceanographic users

    Dynamic Linkages in Credit Risk: Modeling the Time-Varying Correlation between the Money and Derivatives Markets over the Crisis Period

    Get PDF
    This paper examines the dynamic linkages in credit risk between the money market and the derivatives market during 2004–9. We use the T-bill–Eurodollar (TED) spread to measure credit risk in the money market and the credit default swap (CDS) index spread for the derivatives market. The linkages are measured by a dynamic conditional correlation–Glosten–Jagannathan–Runkle–generalized auto regressive conditional heteroscedasticity model. The results show that the correlation between the TED spread and the CDS index spread fluctuated around zero prior to the crisis. While the correlation increased before the crisis, it moved notably higher during the crisis. Finally, the correlation fell in early 2009 but persisted at a level between 0.05 and 0.1, higher than the precrisis period

    The Dependence Structure in Credit Risk between Money and Derivatives Markets: A Time-Varying Conditional Copula Approach

    Get PDF
    Purpose The purpose of this paper is to examine the dynamic dependence structure in credit risk between the money market and the derivatives market during 2004-2009. The authors use the TED spread to measure credit risk in the money market and CDS index spread for the derivatives market. Design/methodology/approach The dependence structure is measured by a time-varying Gaussian copula. A copula is a function that joins one-dimensional distribution functions together to form multivariate distribution functions. The copula contains all the information on the dependence structure of the random variables while also removing the linear correlation restriction. Therefore, provides a straightforward way of modelling non-linear and non-normal joint distributions. Findings The results show that the correlation between these two markets while fluctuating with a general upward trend prior to 2007 exhibited a noticeably higher correlation after 2007. This points to the evidence of credit contagion during the crisis. Three different phases are identified for the crisis period which sheds light on the nature of contagion mechanisms in financial markets. The correlation of the two spreads fell in early 2009, although remained higher than the pre-crisis level. This is partly due to policy intervention that lowered the TED spread while the CDS spread remained higher due to the Eurozone sovereign debt crisis. Originality/value The paper examines the relationship between the TED and CDS spreads which measure credit risk in an economy. This paper contributes to the literature on dynamic co-movement, contagion effects and risk linkages

    Models for the Effects of G-seat Cuing on Roll-axis Tracking Performance

    Get PDF
    Including whole-body motion in a flight simulator improves performance for a variety of tasks requiring a pilot to compensate for the effects of unexpected disturbances. A possible mechanism for this improvement is that whole-body motion provides high derivative vehicle state information whic allows the pilot to generate more lead in responding to the external disturbances. During development of motion simulating algorithms for an advanced g-cuing system it was discovered that an algorithm based on aircraft roll acceleration producted little or no performance improvement. On the other hand, algorithms based on roll position or roll velocity produced performance equivalent to whole-body motion. The analysis and modeling conducted at both the sensory system and manual control performance levels to explain the above results are described

    Experimental demonstration of a measurement-based realisation of a quantum channel

    Get PDF
    We introduce and experimentally demonstrate a method for realising a quantum channel using the measurement-based model. Using a photonic setup and modifying the bases of single-qubit measurements on a four-qubit entangled cluster state, representative channels are realised for the case of a single qubit in the form of amplitude and phase damping channels. The experimental results match the theoretical model well, demonstrating the successful performance of the channels. We also show how other types of quantum channels can be realised using our approach. This work highlights the potential of the measurement-based model for realising quantum channels which may serve as building blocks for simulations of realistic open quantum systems.Comment: 8 pages, 4 figure

    The Voice of Opportunity From China and Japan

    Get PDF
    https://digitalcommons.acu.edu/crs_books/1335/thumbnail.jp

    Postcard: Spiker and McMillan Music Store, Columbus, Kansas

    Get PDF
    This monochrome photographic postcard features a music shop in Columbus, Kansas. The black and white photo is blue in hue. The shop contains pianos lined along the right wall. Display cases line the left wall. Violins hang on the right wall. Printed text is on the bottom of the card and handwriting is on the back of the card.https://scholars.fhsu.edu/tj_postcards/1553/thumbnail.jp

    Splitting Proofs for Interpolation

    Full text link
    We study interpolant extraction from local first-order refutations. We present a new theoretical perspective on interpolation based on clearly separating the condition on logical strength of the formula from the requirement on the com- mon signature. This allows us to highlight the space of all interpolants that can be extracted from a refutation as a space of simple choices on how to split the refuta- tion into two parts. We use this new insight to develop an algorithm for extracting interpolants which are linear in the size of the input refutation and can be further optimized using metrics such as number of non-logical symbols or quantifiers. We implemented the new algorithm in first-order theorem prover VAMPIRE and evaluated it on a large number of examples coming from the first-order proving community. Our experiments give practical evidence that our work improves the state-of-the-art in first-order interpolation.Comment: 26th Conference on Automated Deduction, 201

    NOSS altimeter algorithm specifications

    Get PDF
    A description of all algorithms required for altimeter processing is given. Each description includes title, description, inputs/outputs, general algebraic sequences and data volume. All required input/output data files are described and the computer resources required for the entire altimeter processing system were estimated. The majority of the data processing requirements for any radar altimeter of the Seasat-1 type are scoped. Additions and deletions could be made for the specific altimeter products required by other projects
    • …
    corecore