Introduction of the Profit Surface

The profit surface is a visualization technique for data computed from trading rules. I simulate price paths and operate the trading rules to compute cumulative returns for the rule under different specifications. The specifications are pairs of integers, filter lag lengths, so a contour plot is useful to display cumulative returns for more specifications than can be shown otherwise.Mathematics, Finance, Trading, Moving Average

PyDEC: Software and Algorithms for Discretization of Exterior Calculus

This paper describes the algorithms, features and implementation of PyDEC, a Python library for computations related to the discretization of exterior calculus. PyDEC facilitates inquiry into both physical problems on manifolds as well as purely topological problems on abstract complexes. We describe efficient algorithms for constructing the operators and objects that arise in discrete exterior calculus, lowest order finite element exterior calculus and in related topological problems. Our algorithms are formulated in terms of high-level matrix operations which extend to arbitrary dimension. As a result, our implementations map well to the facilities of numerical libraries such as NumPy and SciPy. The availability of such libraries makes Python suitable for prototyping numerical methods. We demonstrate how PyDEC is used to solve physical and topological problems through several concise examples.Comment: Revised as per referee reports. Added information on scalability, removed redundant text, emphasized the role of matrix based algorithms, shortened length of pape

Identification of factors that support successful implementation of care bundles in the acute medical setting: a qualitative study

Background Clinical guidelines offer an accessible synthesis of the best evidence of effectiveness of interventions, providing recommendations and standards for clinical practice. Many guidelines are relevant to the diagnosis and management of the acutely unwell patient during the first 24–48 h of admission. Care bundles are comprised of a small number of evidence-based interventions that when implemented together aim to achieve better outcomes than when implemented individually. Care bundles that are explicitly developed from guidelines to provide a set of related evidence-based actions have been shown to improve the care of many conditions in emergency, acute and critical care settings. This study aimed to review the implementation of two distinct care bundles in the acute medical setting and identify the factors that supported successful implementation. Methods Two initiatives that had used a systematic approach to quality improvement to successfully implement care bundles within the acute medical setting were selected as case studies. Contemporaneous data generated during the initiatives included the review reports, review minutes and audio recordings of the review meetings at different time points. Data were subject to deductive analysis using three domains of the Consolidated Framework for Implementation Research to identify factors that were important in the implementation of the care bundles. Results Several factors were identified that directly influenced the implementation of the care bundles. Firstly, the availability of resources to support initiatives, which included training to develop quality improvement skills within the team and building capacity within the organisation more generally. Secondly, the perceived sustainability of changes by stakeholders influenced the embedding new care processes into existing clinical systems, maximising their chance of being sustained. Thirdly, senior leadership support was seen as critical not just in supporting implementation but also in sustaining longer-term changes brought about by the initiative. Lastly, practitioner incentives were identified as potential levers to engage junior doctors, a crucial part of the acute medical work force and essential to the initiatives, as there is currently little recognition or reward for involvement Conclusions The factors identified have been shown to be supportive in the successful implementation of care bundles as a mechanism for implementing clinical guidelines. Addressing these factors at a practitioner and organisational level, alongside the use of a systematic quality improvement approach, should increase the likelihood that care bundles will be implemented successfully to deliver evidence based changes in the acute medical setting

Location based modelling for Heritage Mobile Applications

Recent strategies for increasing museum income have heightened the need to motivate visits. Consequently, ICT has been increasingly used in historical locations to educate and entertain visitors. This exploratory study concerns one such museum that is developing its understanding of these technologies through the perspective of visitors as the key stakeholder. It views the significance of historical landscapes’ technologies that reflect the views of visitors. A quantitative study is conducted to explore preferred technologies and the way in which digital media can be presented in a natural environment, as well as how visitors prefer such experiences to be described. To define and assess the technologies in Dorset County Museum and Maiden Castle, data was collected using a survey in both locations. The results identified differences in visitors’ perceptions regarding the importance of technologies in these museum and physical locations. The outcomes of this study can be applied to improve the effectiveness of technology in interlinked heritage landscapes through development of mobile or web prototypes

Characterizing the nonlocal correlations of particles that never interacted

Quantum systems that have never interacted can become nonlocally correlated through a process called entanglement swapping. To characterize nonlocality in this context, we introduce local models where quantum systems that are initially uncorrelated are described by uncorrelated local variables. While a pair of maximally entangled qubits prepared in the usual way (i.e., emitted from a common source) requires a visibility close to 70% to violate a Bell inequality, we show that an entangled pair generated through entanglement swapping will already violate a Bell inequality for visibilities as low as 50% under our assumption.Comment: 5 pages, 2 figure

A local hidden variable model of quantum correlation exploiting the detection loophole

A local hidden variable model exploiting the detection loophole to reproduce exactly the quantum correlation of the singlet state is presented. The model is shown to be compatible with both the CHSH and the CH Bell inequalities. Moreover, it bears the same rotational symmetry as spins. The reason why the model can reproduce the quantum correlation without violating the Bell theorem is that in the model the efficiency of the detectors depends on the local hidden variable. On average the detector efficiency is limited to 75%.Comment: 6 pages + 1 figure. A software producing data violating Bell inequality between two classical computers can be downloaded from http://www.gapoptique.unige.ch/News/BellSoft.as

Objective Classification of Galaxy Spectra using the Information Bottleneck Method

A new method for classification of galaxy spectra is presented, based on a recently introduced information theoretical principle, the `Information Bottleneck'. For any desired number of classes, galaxies are classified such that the information content about the spectra is maximally preserved. The result is classes of galaxies with similar spectra, where the similarity is determined via a measure of information. We apply our method to approximately 6000 galaxy spectra from the ongoing 2dF redshift survey, and a mock-2dF catalogue produced by a Cold Dark Matter-based semi-analytic model of galaxy formation. We find a good match between the mean spectra of the classes found in the data and in the models. For the mock catalogue, we find that the classes produced by our algorithm form an intuitively sensible sequence in terms of physical properties such as colour, star formation activity, morphology, and internal velocity dispersion. We also show the correlation of the classes with the projections resulting from a Principal Component Analysis.Comment: submitted to MNRAS, 17 pages, Latex, with 14 figures embedde

Axial anomaly of QED in a strong magnetic field and noncommutative anomaly

The Adler-Bell-Jackiw (ABJ) anomaly of a 3+1 dimensional QED is calculated in the presence of a strong magnetic field. It is shown that in the regime with the lowest Landau level (LLL) dominance a dimensional reduction from D=4 to D=2 dimensions occurs in the longitudinal sector of the low energy effective field theory. In the chiral limit, the resulting anomaly is therefore comparable with the axial anomaly of a two dimensional massless Schwinger model. It is further shown that the U(1) axial anomaly of QED in a strong magnetic field is closely related to the ``nonplanar'' axial anomaly of a conventional noncommutative QED.Comment: 18 pp, no figure. v2: The version accepted to be publidhed in PR

Multipartite Nonlocality without Entanglement in Many Dimensions

We present a generic method to construct a product basis exhibiting Nonlocality Without Entanglement with $n$ parties each holding a system of dimension at least $n-1$. This basis is generated via a quantum circuit made of control-Discrete Fourier Transform gates acting on the computational basis. The simplicity of our quantum circuit allows for an intuitive understanding of this new type of nonlocality. We also show how this circuit can be used to construct Unextendible Product Bases and their associated Bound Entangled States. To our knowledge, this is the first method which, given a general Hilbert space $\bigotimes_{i=1}^n {\cal H}_{d_i}$ with $d_i\le n-1$, makes it possible to construct (i) a basis exhibiting Nonlocality Without Entanglement, (ii) an Unextendible Product Basis, and (iii) a Bound Entangled state.Comment: 8 pages, 4 figure