Testing for Exceptional Bulls and Bears: a Non-Parametric Perspective

This paper investigates exceptional phases of stock market cycles. Defined in Pagan and Sossounov (2003) as unusual, they are detected as outliers in the historical distribution. Moreover, this study completes the growing literature on stock market bulls and bears in several aspects. First,it extends the description of financial cy- cles by going beyond solely the duration feature. Second, a new strategy to test for single and multiple outliers is presented. Based on this procedure, the exceptional bulls and bears that occurred since 1973 are detected. A complementary analysis deals with the specific cross-country patterns of the current sub-prime crisis. Our results are mixed, in the sense that they do not support the idea that the ongoing bear is exceptional for all the analyzed countries. Moreover, the results indicate that the stock market indices are still far away from the thresholds beyond which the current bear phase will become exceptional worldwide.monetary economics ;

Women's Professional Identity Formation in the Free/Open Source Software Community

We examine the formation of women’s professional identity in a particular type of male-dominated domain, the free and open source software development communities, and more broadly in information technology. Through an ethnographic analysis of interviews and online forums discussions, we find that women experience two types of discrepancies or gaps that constitute obstacles in the process of identity formation: an image gap and an identity gap. We show the strategies employed by women as they attempt to bridge these gaps; we also find that some of these strategies, while tackling one gap, may also deepen the other.Gender; Identity Formation; Self-presentation

Stability and Kinetics of Step Motion on Crystal Surfaces

The kinetics of monoatomic steps in diffusion-controlled crystal growth and evaporation processes are investigated analytically using a Green's function approach. Integro-differential equations of motion for the steps are derived; and a systematic linear stability analysis is carried out treating simultaneously perturbations both along and perpendicular to the steps. Morphological fluctuations of steadily moving steps in response to ambient thermodynamic noises are also studied within a general Langevin formalism. Finally, a phase field model is developed to investigate the time-dependent, collective motion of steps. An application of the model to a finite step train recovers a variety of kinetic behaviors such as the bunching and spreading of steps.Comment: 42 pages in Tex, 10 figures (not included), NSF-ITP-93-13

Beyond Orality and Literacy: Letters and Organizational Communication

We draw on communication theories to study organizational communication from a literacy perspective. We suggest that the current debate over the capability of new media to foster the sharing and development of ideas and allow the expression of emotions, which presupposes face-to-face communication as the ideal form of communication, disappears once we switch the focus from the medium to the modality – written versus oral communication. An analysis of personal and organizational letters illustrates the role played by written communication throughout human history, in exchanging ideas and supporting emotionalOrality and Literacy; Online Interactions; Communicative Practices; Letters; Organizational Communication

Kinetics of spin coherence of electrons in an undoped semiconductor quantum well

We study the kinetics of spin coherence of optically excited electrons in an undoped insulating ZnSe/Zn$_{1-x}$Cd$_x$Se quantum well under moderate magnetic fields in the Voigt configuration. After clarifying the optical coherence and the spin coherence, we build the kinetic Bloch equations and calculate dephasing and relaxation kinetics of laser pulse excited plasma due to statically screened Coulomb scattering and electron hole spin exchange. We find that the Coulomb scattering can not cause the spin dephasing, and that the electron-hole spin exchange is the main mechanism of the spin decoherence. Moreover the beat frequency in the Faraday rotation angle is determined mainly by the Zeeman splitting, red shifted by the Coulomb scattering and the electron hole spin exchange. Our numerical results are in agreement with experiment findings. A possible scenario for the contribution of electron-hole spin exchange to the spin dephasing of the $n$-doped material is also proposed.Comment: 12 pages, RevTex, 11 figures, scheduled to publish in PRB Jan. 15, 200

Letters and Scientific Communities

We enter the debate about the possibility of collaboration and of rich exchanges among physically distant individuals by offering a literacy perspective on communication to show how the dimensions of writing enable the development of scientific communities. We illustrate this perspective with an analysis of the correspondences of one philosopher and one scientist – Descartes and Emilie du Chatelet, as well as with a description of one of the most prominent communities of scientists and philosophers in Europe, the Republic of Letters. Our findings show that writing is essential for the expression and exchange of ideas, abstractions, complex thoughts, demonstrations, arguments – in sum, for the entire scientific enterprise. We discuss the implications of the literacy perspective and of our findings for the current understanding of online intellectual communities.Orality and Literacy; Scientific Communities; Online Communities; Letters; Organizational Communication

Examination of the concept of degree of rate control by first-principles kinetic Monte Carlo simulations

The conceptual idea of degree of rate control (DRC) approaches is to identify the "rate limiting step" in a complex reaction network by evaluating how the overall rate of product formation changes when a small change is made in one of the kinetic parameters. We examine two definitions of this concept by applying it to first-principles kinetic Monte Carlo simulations of the CO oxidation at RuO2(110). Instead of studying experimental data we examine simulations, because in them we know the surface structure, reaction mechanism, the rate constants, the coverage of the surface and the turn-over frequency at steady state. We can test whether the insights provided by the DRC are in agreement with the results of the simulations thus avoiding the uncertainties inherent in a comparison with experiment. We find that the information provided by using the DRC is non-trivial: It could not have been obtained from the knowledge of the reaction mechanism and of the magnitude of the rate constants alone. For the simulations the DRC provides furthermore guidance as to which aspects of the reaction mechanism should be treated accurately and which can be studied by less accurate and more efficient methods. We therefore conclude that a sensitivity analysis based on the DRC is a useful tool for understanding the propagation of errors from the electronic structure calculations to the statistical simulations in first-principles kinetic Monte Carlo simulations.Comment: 27 pages including 5 figures; related publications can be found at http://www.fhi-berlin.mpg.de/th/th.htm

Privacy-Preserving Aggregation of Time-Series Data

The conference paper can be viewed at: http://www.isoc.org/isoc/conferences/ndss/11/proceedings.shtmlSession 9: PrivacyWe consider how an untrusted data aggregator can learn desired statistics over multiple participants’ data, without compromising each individual’s privacy. We propose a construction that allows a group of participants to periodically upload encrypted values to a data aggregator, such that the aggregator is able to compute the sum of all participants’ values in every time period, but is unable to learn anything else. We achieve strong privacy guarantees using two main techniques. First, we show how to utilize applied cryptographic techniques to allow the aggregator to decrypt the sum from multiple ciphertexts encrypted under different user keys. Second, we describe a distributed data randomization procedure that guarantees the differential privacy of the outcome statistic, even when a subset of participants might be compromised.published_or_final_versio

Localization and entanglement of two interacting electrons in a quantum-dot molecule

The localization of two interacting electrons in a coupled-quantum-dots semiconductor structure is demonstrated through numerical calculations of the time evolution of the two-electron wave function including the Coulomb interaction between the electrons. The transition from the ground state to a localized state is induced by an external, time-dependent, uniform electric field. It is found that while an appropriate constant field can localize both electrons in one of the wells, oscillatory fields can induce roughly equal probabilities for both electrons to be localized in either well, generating an interesting type of localized and entangled state. We also show that shifting the field suddenly to an appropriate constant value can maintain in time both types of localization.Comment: 4 pages, 4 figure