1,763 research outputs found
FX technical trading rules can be profitable sometimes!
This paper investigates the profitability of technical trading rules in the foreign exchange market taking into account data snooping bias and transaction costs. A universe of 7650 trading rules is applied to six currencies quoted in U.S. dollars over the 1994:3?2014:12 period. The Barras, Scaillet, and Wermers (2010) false discovery rate method is employed to deal with data snooping and it detects almost all outperforming trading rules while keeping the proportion of false discoveries to a pre-specified level. The out-of-sample results reveal a large number of outperforming rules that are profitable over short periods based on the Sharpe ratio. However, they are not consistently profitable and so the overall results are more consistent with the adaptive markets hypothesis
ALTICORE: an initiative for coastal altimetry
ALTICORE (value-added ALTImetry for COastal REgions) is an international initiative whose main objective is to encourage the operational use of altimetry over coastal areas, by improving the quality and availability of coastal altimetry data. The ALTICORE proposal has recently been submitted for funding to the INTAS scheme (www.intas.be) by a consortium of partners from Italy, France, UK, Russia and Azerbaijan. ALTICORE is also meant as a contribution to the ongoing International Altimeter Service effort.
In this work we will describe the anticipated project stages, namely: 1) improvement of the most widely distributed, 1 Hz, data by analyzing the corrective terms and providing the best solutions, including those derived from appropriate local modelling; 2) development of a set of algorithms to automate quality control and gap-filling functions for the coastal regions; 3) development of testing strategies to ensure a thorough validation of the data.
The improved products will be delivered to ALTICORE users via Grid-compliant technology; this makes it easier to integrate the local data holdings, allows access from a range of services, e.g. directly into model assimilation or GIS systems and should therefore facilitate a widespread and complete assessment of the 1Hz data performance and limitations. We will also outline the design and implementation of the Grid-compliant system for efficient access to distributed archives of data; this consists of regional data centres, each having primary responsibility for regional archives, local corrections and quality control, and operating a set of web-services allowing access to the full functionality of data extraction.
We will conclude by discussing a follow-on phase of the project; this will investigate further improvements on the processing strategy, including the use of higher frequency (10 or 20 Hz) data. Phenomena happen at smaller spatial scales near the coast, so this approach is necessary to match the required resolution. The whole project will hopefully promote the 15-year sea surface height from altimetry to the rank of operational record for the coastal areas
Equivariant comparison of quantum homogeneous spaces
We prove the deformation invariance of the quantum homogeneous spaces of the
q-deformation of simply connected simple compact Lie groups over the
Poisson-Lie quantum subgroups, in the equivariant KK-theory with respect to the
translation action by maximal tori. This extends a result of Neshveyev-Tuset to
the equivariant setting. As applications, we prove the ring isomorphism of the
K-group of Gq with respect to the coproduct of C(Gq), and an analogue of the
Borsuk-Ulam theorem for quantum spheres.Comment: 21 page
Boundary conditions associated with the Painlev\'e III' and V evaluations of some random matrix averages
In a previous work a random matrix average for the Laguerre unitary ensemble,
generalising the generating function for the probability that an interval at the hard edge contains eigenvalues, was evaluated in terms of
a Painlev\'e V transcendent in -form. However the boundary conditions
for the corresponding differential equation were not specified for the full
parameter space. Here this task is accomplished in general, and the obtained
functional form is compared against the most general small behaviour of
the Painlev\'e V equation in -form known from the work of Jimbo. An
analogous study is carried out for the the hard edge scaling limit of the
random matrix average, which we have previously evaluated in terms of a
Painlev\'e \IIId transcendent in -form. An application of the latter
result is given to the rapid evaluation of a Hankel determinant appearing in a
recent work of Conrey, Rubinstein and Snaith relating to the derivative of the
Riemann zeta function
Using remote substituents to control solution structure and anion binding in lanthanide complexes.
A study of the anion-binding properties of three structurally related lanthanide complexes, which all contain chemically identical anion-binding motifs, has revealed dramatic differences in their anion affinity. These arise as a consequence of changes in the substitution pattern on the periphery of the molecule, at a substantial distance from the binding pocket. Herein, we explore these remote substituent effects and explain the observed behaviour through discussion of the way in which remote substituents can influence and control the global structure of a molecule through their demands upon conformational space. Peripheral modifications to a binuclear lanthanide motif derived from α,α′-bis(DO3 Ayl)-m-xylene are shown to result in dramatic changes to the binding constant for isophthalate. In this system, the parent compound displays considerable conformational flexibility, yet can be assumed to bind to isophthalate through a well-defined conformer. Addition of steric bulk remote from the binding site restricts conformational mobility, giving rise to an increase in binding constant on entropic grounds as long as the ideal binding conformation is not excluded from the available range of conformers
Electroluminescence from Organometallic Lead Halide Perovskite-Conjugated Polymer Diodes
Organometallic lead perovskite-based solar cells can be converted to light-emitting diodes by engineering the current density. Diodes are fabricated with adjacent perovskite and conjugated polymer layers using orthogonal solvents. Under forward bias, these devices show simultaneous emission from both the luminescent conjugated polymer and the perovskite, providing direct information on electron and hole recombination as a function of device architecture and bias voltage.We gratefully acknowledge funding from the Engineering and Physical Sciences Research Council (EPSRC). A.K. acknowledges NRF-Singapore for a scholarship.This is the final version of the article. It first appeared from Wiley via http://dx.doi.org/10.1002/aelm.20150000
The lowest eigenvalue of Jacobi random matrix ensembles and Painlev\'e VI
We present two complementary methods, each applicable in a different range,
to evaluate the distribution of the lowest eigenvalue of random matrices in a
Jacobi ensemble. The first method solves an associated Painleve VI nonlinear
differential equation numerically, with suitable initial conditions that we
determine. The second method proceeds via constructing the power-series
expansion of the Painleve VI function. Our results are applied in a forthcoming
paper in which we model the distribution of the first zero above the central
point of elliptic curve L-function families of finite conductor and of
conjecturally orthogonal symmetry.Comment: 30 pages, 2 figure
Improving wrist imaging through a multicentre educational intervention: The challenge of orthogonal projections
YesIn relation to wrist imaging, the accepted requirement is two orthogonal projections obtained at 90°, each with the wrist in neutral position. However, the literature and anecdotal experience suggests that this principle is not universally applied. Method: This multiphase study was undertaken across eight different hospitals sites. Compliance with standard UK technique was confirmed if there was a change in ulna orientation between the dorsi-palmar (DP) and lateral wrist projections. A baseline evaluation for three days was randomly identified from the preceding three months. An educational intervention was implemented using a poster to demonstrate standard positioning. To measure the impact of the intervention, further evaluation took place at two weeks (early) and three months (late). Results: Across the study phases, only a minority of radiographs demonstrated compliance with the standard technique, with an identical anatomical appearance of the distal ulna across the projections. Initial compliance was 16.8% (n = 40/238), and this improved to 47.8% (n = 77/161) post-intervention, but declined to 32.8% (n = 41/125) within three months. The presence of pathology appeared to influence practice, with a greater proportion of those with an abnormal radiographic examination demonstrating a change in ulna appearances in the baseline cohort (
Included outside: Evidence synthesis for engaging under-represented groups in nature
Natural England Commissioned Report NECR42
The Deployment and Utilization of the Allied Health Professions Support Workforce: A Scoping Review
Sarah Etty,1 Beverly Snaith,2,3 Daniella Hinchcliffe,3 Julie Nightingale1 1Department of Allied Health Professions, Sheffield Hallam University, Sheffield, UK; 2Faculty of Health Studies, University of Bradford, Bradford, UK; 3Department of Radiology, Mid Yorkshire Teaching NHS Trust, Wakefield, UKCorrespondence: Sarah Etty, Centre for Applied Health & Social Care Research, Sheffield Hallam University, Collegiate Campus, Robert Winston Building, Broomhall, Sheffield, S10 2BP, UK, Email [email protected]: The demand for healthcare services internationally continues to increase, exacerbated by patient backlogs resulting from the COVID-19 pandemic and the difficulties in recruiting and retaining healthcare staff. These difficulties have led to increased interest in workforce redesign, and the upskilling of existing staff in all areas of healthcare, including within the Allied Health Professions (AHP). Clinical support staff are a key component of workforce redesign, yet little has been documented on the utilization of this workforce across the wide range of professions that collectively form the AHP workforce. Existing research is also unclear due to the variety of titles used to describe them (eg, allied health assistants, therapy assistants, etc). This study aimed to review how Support Workers and Assistant Practitioners (SWAPs) are utilized within the AHP professions. Electronic databases (MEDLINE, CINAHL complete, Scopus, and Google Scholar) were searched to find English Language primary research articles that explored the deployment of clinical support staff within Allied Health. Following the scoping review methodology, data from each study were analyzed in terms of design, key findings, and implications. A quality assessment was also completed. Thirty-nine articles met the eligibility criteria. Studies were undertaken in Australia, UK, and USA, and covered a range of AHPs and methodological approaches. Most articles employed qualitative methods, with highly variable research quality identified. Key findings were that cost-effectiveness of this workforce has not been formally evaluated in any setting or AHP discipline, and that support workers are a largely underutilized staff group potentially due to inconsistencies in their deployment and scope of practice, and the lack of a clear career pathway. Rigorous, quantitative, and mixed methods research into the deployment and impact of this staff group is needed in order to gain a clearer understanding of how they are optimally utilized across the different AHP disciplines.Keywords: allied health personnel, workforce, scope of practice, assistant, support worke
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