Rating Companies with Support Vector Machines

The goal of this work is to introduce one of the most successful among recently developed statistical techniques - the support vector machine (SVM) - to the field of corporate bankruptcy analysis. The main emphasis is done on implementing SVMs for analysing predictors in the form of financial ratios. A method is proposed of adapting SVMs to default probability estimation. A survey of practically and commercially applied methods is given. This work proves that support vector machines are capable of extracting useful information from financial data although extensive data sets are required in order to fully utilise their classification power.Support vector machines; Company rating; Default probability estimation

Tuning Parameter Pid Dengan Metode Ciancone Pada Plant Heat Exchanger

Tuning of pid parameters is crucial in determining the success of a controller. But it is not easy to tune, some systems use a trial and error method that takes a long time to get the appropriate parameters. The purpose of this research is to provide a simple method of how to determine the pid parameters for controlling a process plant using ciancone\u27s method. This method is based on changes in plant reaction if given the input and the output response of the system is used as the basis to create a mathematical model with first-order approach. Then calculate the fraction dead time and determine the value of pid parameters based on correlation graphs ciancone. The results proved that the method is successful in controlling the temperature of the heat exchanger plant with pid parameter kc = 0.9, 1/ti = 1/28.08, and td = 2.16. With these parameters, the temperature of the plant heat exchanger can achieve the set point with rise time 21.9 seconds, settling time 101 seconds, 2.27 % overshoot and steady state error 0 . Furthermore, the system successfully follows the changes in set point and when given disturbance, the system can return to a steady state within 150 seconds. Key words : tuning , pid , ciancone method , heat exchanger

Moment distributiuons of clusters and molecules in the adiabatic rotor model

We present a Fortran program to compute the distribution of dipole moments of free particles for use in analyzing molecular beams experiments that measure moments by deflection in an inhomogeneous field. The theory is the same for magnetic and electric dipole moments, and is based on a thermal ensemble of classical particles that are free to rotate and that have moment vectors aligned along a principal axis of rotation. The theory has two parameters, the ratio of the magnetic (or electric) dipole energy to the thermal energy, and the ratio of moments of inertia of the rotor.Comment: 3 pages with 2 figure

Continuous transition of social efficiencies in the stochastic strategy Minority Game

We show that in a variant of the Minority Game problem, the agents can reach a state of maximum social efficiency, where the fluctuation between the two choices is minimum, by following a simple stochastic strategy. By imagining a social scenario where the agents can only guess about the number of excess people in the majority, we show that as long as the guess value is sufficiently close to the reality, the system can reach a state of full efficiency or minimum fluctuation. A continuous transition to less efficient condition is observed when the guess value becomes worse. Hence, people can optimize their guess value for excess population to optimize the period of being in the majority state. We also consider the situation where a finite fraction of agents always decide completely randomly (random trader) as opposed to the rest of the population that follow a certain strategy (chartist). For a single random trader the system becomes fully efficient with majority-minority crossover occurring every two-days interval on average. For just two random traders, all the agents have equal gain with arbitrarily small fluctuations.Comment: 8 pages, 6 fig

Spreading of thin films assisted by thermal fluctuations

We study the spreading of viscous drops on a solid substrate, taking into account the effects of thermal fluctuations in the fluid momentum. A nonlinear stochastic lubrication equation is derived, and studied using numerical simulations and scaling analysis. We show that asymptotically spreading drops admit self-similar shapes, whose average radii can increase at rates much faster than these predicted by Tanner's law. We discuss the physical realizability of our results for thin molecular and complex fluid films, and predict that such phenomenon can in principal be observed in various flow geometries.Comment: 5 pages, 3 figure

Scaling laws of strategic behaviour and size heterogeneity in agent dynamics

The dynamics of many socioeconomic systems is determined by the decision making process of agents. The decision process depends on agent's characteristics, such as preferences, risk aversion, behavioral biases, etc.. In addition, in some systems the size of agents can be highly heterogeneous leading to very different impacts of agents on the system dynamics. The large size of some agents poses challenging problems to agents who want to control their impact, either by forcing the system in a given direction or by hiding their intentionality. Here we consider the financial market as a model system, and we study empirically how agents strategically adjust the properties of large orders in order to meet their preference and minimize their impact. We quantify this strategic behavior by detecting scaling relations of allometric nature between the variables characterizing the trading activity of different institutions. We observe power law distributions in the investment time horizon, in the number of transactions needed to execute a large order and in the traded value exchanged by large institutions and we show that heterogeneity of agents is a key ingredient for the emergence of some aggregate properties characterizing this complex system.Comment: 6 pages, 3 figure

Nuclear polarizability of helium isotopes in atomic transitions

We estimate the nuclear polarizability correction to atomic transition frequencies in various helium isotopes. This effect is non-negligible for high precision tests of quantum electrodynamics or accurate determination of the nuclear charge radius from spectroscopic measurements in helium atoms and ions. In particular, it amounts to $28(3)$ kHz for 1S-2S transition in 4He+.Comment: 11 pages, 4 figures, to be published in Phys. Rev. A. Revised version: misprints corrected, new references adde

Study of elastic and inelastic scattering of 7Be + 12C at 35 MeV

The elastic and inelastic scattering of 7Be from 12C have been measured at an incident energy of 35 MeV. The inelastic scattering leading to the 4.439 MeV excited state of 12C has been measured for the first time. The experimental data cover an angular range of θcm= 15◦-120◦. Optical model analyses were carried out with Woods-Saxon and double-folding potential using the density dependent M3Y (DDM3Y) effective interaction. The microscopic analysis of the elastic data indicates breakup channel coupling effect. A coupled-channel analysis of the inelastic scattering, based on collective form factors, shows thatmutual excitation of both 7Be and 12C is significantly smaller than the single excitation of 12C. The larger deformation length obtained from the DWBA analysis could be explained by including the excitation of 7Be in a coupled-channel analysis. The breakup cross section of 7Be is estimated to be less than 10%of the reaction cross section. The intrinsic deformation length obtained for the 12C∗(4.439 MeV) state is δ2= 1.37 fm. The total reaction cross section deduced from the analysis agrees very well with Wong’s calculations for similar weakly bound light nuclei on 12C target.The authors thank the ISOLDE engineers in charge, RILIS team and Target Group at CERN for their support. D. Gupta acknowledges research funding from the European Union’s Horizon 2020 research and innovation programme under grant agreement no. 654002 (ENSAR2) and ISRO, Government of India under grant no. ISRO/RES/2/378/15-16. O. Tengblad would like to acknowledge the support by the Spanish Funding Agency (AEI / FEDER, EU) under the project PID2019-104390GB-I00. I. Martel would like to acknowledge the support by the Ministry of Science, Innovation and Universities of Spain (Grant No. PGC2018-095640-B-I00). J. Cederkall acknowledges grants from the Swedish Research Council (VR) under contract numbers VR-2017-00637 and VR-2017- 03986 as well as grants from the Royal Physiographical Society. J. Park would like to acknowledge the support by Institute for Basic Science (IBS-R031-D1). S. Szwec acknowledges support by the Academy of Finland (Grant No. 307685). A.M.M. is supported by the I+D+i project PID2020-114687GB-I00 funded by MCIN/AEI/10.13039/501100011033, by the grant Group FQM-160 and by project P20_01247, funded by the Consejería de Economía, Conocimiento, Empresas y Universidad, Junta de Andalucía (Spain) and by “ERDF A way of making Europe”

Isotope shift of the 3 2S1/2−2 2S1/2 transition in lithium and the nuclear polarizability

High precision calculation of the isotope shift of the 3 2S1/2−2 2S1/2 transition in lithium is presented. The wave function and matrix elements of relativistic operators are obtained by using recursion relations. Apart from the relativistic contribution, we obtain the nuclear polarizability correction for 11Li. The resulting difference of the squared charge radii 11Li−7Li based on the measurements of Sánchez et al. [Phys. Rev. Lett. 96, 033002 (2006)] is δr2ch=0.157(81)  fm2, which significantly differs from the previous evaluation

Benchmarking theoretical formalisms for ( p , p n ) reactions: The 15 C ( p , p n ) 14 C case

Background: Proton-induced knockout reactions of the form ( p , p N ) have experienced a renewed interest in recent years due to the possibility of performing these measurements with rare isotopes, using inverse kinematics. Several theoretical models are being used for the interpretation of these new data, such as the distorted-wave impulse approximation (DWIA), the transition amplitude formulation of the Faddeev equations due to Alt, Grassberger, and Sandhas (FAGS) and, more recently, a coupled-channels method here referred to as transfer-to-the- continuum (TC). Purpose: Our goal is to compare the momentum distributions calculated with the DWIA and TC models for the same reactions, using whenever possible the same inputs (e.g., distorting potential). A comparison with already published results for the FAGS formalism is performed as well. Method: We choose the 15 C ( p , p n ) 14 C reaction at an incident energy of 420 MeV/u, which has been previously studied with the FAGS formalism. The knocked-out neutron is assumed to be in a 2 s single-particle orbital. Longitudinal and transverse momentum distributions are calculated for different assumed separation energies. Results: For all cases considered, we find a very good agreement between DWIA and TC results. The energy dependence of the distorting optical potentials is found to affect in a modest way the shape and magnitude of the momentum distributions. Moreover, when relativistic kinematics corrections are omitted, our calculations reproduce remarkably well the FAGS result. Conclusions: The results found in this work provide confidence on the consistency and accuracy of the DWIA and TC models for analyzing momentum distributions for ( p , p n ) reactions at intermediate energies.Ministerio de Economía y Competitividad de España. FIS2014- 53448-C2-1-PPrograma de investigación e innovación Horizonte 2020 de la Unión Europea. 65400