Manifolds of low dimension with trivial canonical bundle in Grassmannians

We study fourfolds with trivial canonical bundle which are zero loci of sections of homogeneous, completely reducible bundles over ordinary and classical complex Grassmannians. We prove that the only HyperK{\"a}hler fourfolds among them are the example of Beauville and Donagi, and the example of Debarre and Voisin. In doing so, we give a complete classification of those varieties. We include also the analogous classification for surfaces and threefolds

Local Type Checking for Linked Data Consumers

The Web of Linked Data is the cumulation of over a decade of work by the Web standards community in their effort to make data more Web-like. We provide an introduction to the Web of Linked Data from the perspective of a Web developer that would like to build an application using Linked Data. We identify a weakness in the development stack as being a lack of domain specific scripting languages for designing background processes that consume Linked Data. To address this weakness, we design a scripting language with a simple but appropriate type system. In our proposed architecture some data is consumed from sources outside of the control of the system and some data is held locally. Stronger type assumptions can be made about the local data than external data, hence our type system mixes static and dynamic typing. Throughout, we relate our work to the W3C recommendations that drive Linked Data, so our syntax is accessible to Web developers.Comment: In Proceedings WWV 2013, arXiv:1308.026

A Typed Model for Linked Data

The term Linked Data is used to describe ubiquitous and emerging semi-structured data formats on the Web. URIs in Linked Data allow diverse data sources to link to each other, forming a Web of Data. A calculus which models concurrent queries and updates over Linked Data is presented. The calculus exhibits operations essential for declaring rich atomic actions. The operations recover emergent structure in the loosely structured Web of Data. The calculus is executable due to its operational semantics. A light type system ensures that URIs with a distinguished role are used consistently. The main theorem verifies that the light type system and operational semantics work at the same level of granularity, so are compatible. Examples show that a range of existing and emerging standards are captured. Data formats include RDF, named graphs and feeds. The primitives of the calculus model SPARQL Query and the Atom Publishing Protocol. The subtype system is based on RDFS, which improves interoperability. Examples focuss on the SPARQL Update proposal for which a fine grained operational semantics is developed. Further potential high level languages are outlined for exploiting Linked Data

Trust models in ubiquitous computing

We recapture some of the arguments for trust-based technologies in ubiquitous computing, followed by a brief survey of some of the models of trust that have been introduced in this respect. Based on this, we argue for the need of more formal and foundational trust models

Recursive Concurrent Stochastic Games

We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For multi-exit games, our earlier work already showed undecidability for basic questions like termination, thus we focus on the important case of single-exit RCSGs (1-RCSGs). We first characterize the value of a 1-RCSG termination game as the least fixed point solution of a system of nonlinear minimax functional equations, and use it to show PSPACE decidability for the quantitative termination problem. We then give a strategy improvement technique, which we use to show that player 1 (maximizer) has \epsilon-optimal randomized Stackless & Memoryless (r-SM) strategies for all \epsilon > 0, while player 2 (minimizer) has optimal r-SM strategies. Thus, such games are r-SM-determined. These results mirror and generalize in a strong sense the randomized memoryless determinacy results for finite stochastic games, and extend the classic Hoffman-Karp strategy improvement approach from the finite to an infinite state setting. The proofs in our infinite-state setting are very different however, relying on subtle analytic properties of certain power series that arise from studying 1-RCSGs. We show that our upper bounds, even for qualitative (probability 1) termination, can not be improved, even to NP, without a major breakthrough, by giving two reductions: first a P-time reduction from the long-standing square-root sum problem to the quantitative termination decision problem for finite concurrent stochastic games, and then a P-time reduction from the latter problem to the qualitative termination problem for 1-RCSGs.Comment: 21 pages, 2 figure

Sensitivity analysis of volatility: a new tool for risk management

The extension of GARCH models to the multivariate setting has been fraught with difficulties. In this paper, we suggest to work with univariate portfolio GARCH models. We show how the multivariate dimension of the portfolio allocation problem may be recovered from the univariate approach. The main tool we use is the "variance sensitivity analysis", which measures the change in the portfolio variance as a consequence of an infinitesimal change in the portfolio allocation. We derive the sensitivity of the univariate portfolio GARCH variance to the portfolio weights, by analytically computing the derivatives of the estimated GARCH variance with respect to these weights. We suggest a new and simple method to estimate full variance-covariance matrices of portfolio assets. An application to real data portfolios shows how to implement our methodology and compares its performance against that of selected popular alternatives. JEL Classification: C32, C53, G15Dynamic Correlations, GARCH, risk management, Sensitivity Analysis

Sante De Sanctis (1862-1935), a forerunner of the 20th century research on sleep and dreaming

This article aims to reconstruct the elements of continuity and/or discontinuity in Sante De Sanctis' (1862–1935) contributions in the scientific understanding of sleep and dreaming as compared to the scientific research of his time. An Italian psychologist and psychiatrist, De Sanctis, in his work conducted between the 19th and 20th centuries, has framed the study of dreams using multi-methodology. In addition, De Sanctis experimentally established the correspondence between the deep and desynchronization phases of sleep with respect to dreaming. In this context, De Sanctis' subjects described the periodicity of sleep and consciousness, influencing the explanations of the themes that modern sleep research has, after decades, systematically studied. We demonstrate that De Sanctis' work has been underestimated, and in our opinion, deserves to be reconsidered as a source of the psychophysiological explanation of dreams and sleep. Finally, we present a graphical representation of De Sanctis' psycho- and neurophysiological model of dreamin