2,156 research outputs found

    FX technical trading rules can be profitable sometimes!

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    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

    Fetal tracheolaryngeal airway obstruction: prenatal evaluation by sonography and MRI

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    We reviewed the sonographic and MRI findings of tracheolaryngeal obstruction in the fetus. Conditions that can cause tracheolaryngeal obstruction include extrinsic causes such as lymphatic malformation, cervical teratoma and vascular rings and intrinsic causes such as congenital high airway obstruction syndrome (CHAOS). Accurate distinction of these conditions by sonography or MRI can help facilitate parental counseling and management, including the decision to utilize the ex utero intrapartum treatment (EXIT) procedure

    A survey on parallel and distributed Multi-Agent Systems

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    International audienceSimulation has become an indispensable tool for researchers to explore systems without having recourse to real experiments. Depending on the characteristics of the modeled system, methods used to represent the system may vary. Multi-agent systems are, thus, often used to model and simulate complex systems. Whatever modeling type used, increasing the size and the precision of the model increases the amount of computation, requiring the use of parallel systems when it becomes too large. In this paper, we focus on parallel platforms that support multi-agent simulations. Our contribution is a survey on existing platforms and their evaluation in the context of high performance computing. We present a qualitative analysis, mainly based on platform properties, then a performance comparison using the same agent model implemented on each platform

    Mathematical Mind Journeys: Awakening Minds to Computational Fluency

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    Connecticut\u27s New Canaan Public Schools has a mission of mathematical literacy for all children and has undergone an extensive curriculum review process over the past six years. Designing reformed curriculum and ensuring computational fluency have been shared visions for the district\u27s mathematics educators, including the authors of this article. We are three teachers who have taught across levels K-12 and have led the mathematics initiative as mathematics resource teachers, mathematics coordinators, and building administrators. We coined the term Mathematical Mind Journey, or MMJ, to describe the adventure we take our students on each day. MMJs support the Process and Content Standards of the National Council of Teachers of Mathematics. Children grapple with and talk about their mathematical thinking in number, data, and position

    A method to quantitatively evaluate Hamaker constant using the jump-into-contact effect in Atomic Force microscopy

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    We find that the jump-into-contact of the cantilever in the atomic force microscope (AFM) is caused by an inherent instability in the motion of the AFM cantilever. The analysis is based on a simple model of the cantilever moving in a nonlinear force field. We show that the jump-into-contact distance can be used to find the interaction of the cantilever tip with the surface. In the specific context of the attractive van der Waals interaction, this method can be realized as a new method of measuring the Hamaker constant for materials. The Hamaker constant is determined from the deflection of the cantilever at the jump-into-contact using the force constant of the cantilever and the tip radius of curvature, all of which can be obtained by measurements. The results have been verified experimentally on a sample of cleaved mica, a sample of Si wafer with natural oxide and a silver film, using a number of cantilevers with different spring constants. We emphasize that the method described here is applicable only to surfaces that have van der Waals interaction as the tip-sample interaction. We also find that the tip to sample separation at the jump-into-contact is simply related to the cantilever deflection at this point, and this provides a method to exactly locate the surface.Comment: 11 pages, 4 figures, 1 tabl
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