Relative Robust Portfolio Optimization

Considering mean-variance portfolio problems with uncertain model parameters, we contrast the classical absolute robust optimization approach with the relative robust approach based on a maximum regret function. Although the latter problems are NP-hard in general, we show that tractable inner and outer approximations exist in several cases that are of central interest in asset management

Emissivity measurements and modeling of silicon related materials

The objective of the thesis was to study the radiative properties of silicon related materials for applications in rapid thermal proceesing. In particular, three distinct materials have been considered - Silicon, SIMOX and Tantalum. The research highlights are Establishment of spectral emissometry as a novel, reliable and reproducible technique for a) Determination of wavelength and temperature dependent reflectivity, transmissivity, emissivity of silicon related materials and structures. The emissometer operates in the wavelength range of 1-20µm and temperature range of 300-1200K. b) Establishment of methodoligies to obtain the frnndemental constants. Effects of wavelength, temperature, total available free carriers by doping types have been considered. Comparisons have been sought with the available knowledge of “α” in the litreture by the extensive use of the Multi-Rad model. This is a state of the art model that has been developed by MIT/SEMATECH

Synchronous and Asynchronous Mott Transitions in Topological Insulator Ribbons

We address how the nature of linearly dispersing edge states of two dimensional (2D) topological insulators evolves with increasing electron-electron correlation engendered by a Hubbard like on-site repulsion $U$ in finite ribbons of two models of topological band insulators. Using an inhomogeneous cluster slave rotor mean-field method developed here, we show that electronic correlations drive the topologically nontrivial phase into a Mott insulating phase via two different routes. In a synchronous transition, the entire ribbon attains a Mott insulating state at one critical $U$ that depends weakly on the width of the ribbon. In the second, asynchronous route, Mott localization first occurs on the edge layers at a smaller critical value of electronic interaction which then propagates into the bulk as $U$ is further increased until all layers of the ribbon become Mott localized. We show that the kind of Mott transition that takes place is determined by certain properties of the linearly dispersing edge states which characterize the topological resilience to Mott localization.Comment: 4+ pages, 5 figure