Dynamic asset trees and Black Monday

The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised by its normalised length and the mean occupation layer, as measured from an appropriately chosen centre called the `central node'. We show how the tree length shrinks during a stock market crisis, Black Monday in this case, and how a strong reconfiguration takes place, resulting in topological shrinking of the tree.Comment: 6 pages, 3 eps figues. Elsevier style. Will appear in Physica A as part of the Bali conference proceedings, in pres

Selective & Simultaneous Determinations of Cu(II) & Pd(II) with 3-(o-Carboxyphenyl)-I-phenyltriazene N-Oxide & Cu(II) Determination in Ore & Alloys

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Dynamic asset trees and portfolio analysis

The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns and provides a meaningful economic taxonomy of the stock market. In order to study the dynamics of this asset tree we characterize it by its normalized length and by the mean occupation layer, as measured from an appropriately chosen center. We show how the tree evolves over time, and how it shrinks particularly strongly during a stock market crisis. We then demonstrate that the assets of the optimal Markowitz portfolio lie practically at all times on the outskirts of the tree. We also show that the normalized tree length and the investment diversification potential are very strongly correlated.Comment: 9 pages, 3 figures (encapsulated postscript

Reheating furnace's soaking zone hearth refractories - a rational approach

The technology of steel processing subsequent to ingot casting, follows heating in soaking pit and rolling to form blooms, billets etc. Further reduction is carried out through heating and rolling to yield the final usable products. Reheating furnaces are used in reheating the "Semis" before they are used in secondary-processing

Visualizations for an Explainable Planning Agent

In this paper, we report on the visualization capabilities of an Explainable AI Planning (XAIP) agent that can support human in the loop decision making. Imposing transparency and explainability requirements on such agents is especially important in order to establish trust and common ground with the end-to-end automated planning system. Visualizing the agent's internal decision-making processes is a crucial step towards achieving this. This may include externalizing the "brain" of the agent -- starting from its sensory inputs, to progressively higher order decisions made by it in order to drive its planning components. We also show how the planner can bootstrap on the latest techniques in explainable planning to cast plan visualization as a plan explanation problem, and thus provide concise model-based visualization of its plans. We demonstrate these functionalities in the context of the automated planning components of a smart assistant in an instrumented meeting space.Comment: PREVIOUSLY Mr. Jones -- Towards a Proactive Smart Room Orchestrator (appeared in AAAI 2017 Fall Symposium on Human-Agent Groups

Quantum entanglement: The unitary 8-vertex braid matrix with imaginary rapidity

We study quantum entanglements induced on product states by the action of 8-vertex braid matrices, rendered unitary with purely imaginary spectral parameters (rapidity). The unitarity is displayed via the "canonical factorization" of the coefficients of the projectors spanning the basis. This adds one more new facet to the famous and fascinating features of the 8-vertex model. The double periodicity and the analytic properties of the elliptic functions involved lead to a rich structure of the 3-tangle quantifying the entanglement. We thus explore the complex relationship between topological and quantum entanglement.Comment: 4 pages in REVTeX format, 2 figure

Indentation Response and Contact Damage of Hard T-B-N Films Deposited by Magnetron Sputtering

Titanium-boron-nitride (Ti-B-N) films were deposited by reactive magnetron sputtering using a single TiB2 target. The films were deposited under different Ar:N2 ratios. The instrumented indentation technique (nanoindentation), is used to evaluate the mechanical properties of the films. A methodology is presented to evaluate the critical load to failure directly from the load depth curves. Significant effect of Ar:N2 ratio was observed on the mechanical properties of the Ti-B-N films