Real time clustering of time series using triangular potentials

Motivated by the problem of computing investment portfolio weightings we investigate various methods of clustering as alternatives to traditional mean-variance approaches. Such methods can have significant benefits from a practical point of view since they remove the need to invert a sample covariance matrix, which can suffer from estimation error and will almost certainly be non-stationary. The general idea is to find groups of assets which share similar return characteristics over time and treat each group as a single composite asset. We then apply inverse volatility weightings to these new composite assets. In the course of our investigation we devise a method of clustering based on triangular potentials and we present associated theoretical results as well as various examples based on synthetic data.Comment: AIFU1

Exposure to Violence Outside the Family

The University Archives has determined that this item is of continuing value to OSU's history.Presenter: Oliver Williams, Ph.D., School of Social Work, West Virginia University - "Exposure to Violence Outside the Family".The Ohio State University College of Social Wor

Construction details and general discussion of the 10 watt radio telephone transmitter at the Missouri School of Mines

In radio communication it is necessary to have a device to radiate electrical waves and a device to receive electrical waves. Devices used for this purpose are called antennas --The Antenna, page 1

Development of multi-functional streetscape green infrastructure using a performance index approach

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.This paper presents a performance evaluation framework for streetscape vegetation. A performance index (PI) is conceived using the following seven traits, specific to the street environments – Pollution Flux Potential (PFP), Carbon Sequestration Potential (CSP), Thermal Comfort Potential (TCP), Noise Attenuation Potential (NAP), Biomass Energy Potential (BEP), Environmental Stress Tolerance (EST) and Crown Projection Factor (CPF). Its application is demonstrated through a case study using fifteen street vegetation species from the UK, utilising a combination of direct field measurements and inventoried literature data. Our results indicate greater preference to small-to-medium size trees and evergreen shrubs over larger trees for streetscaping. The proposed PI approach can be potentially applied two-fold: one, for evaluation of the performance of the existing street vegetation, facilitating the prospects for further improving them through management strategies and better species selection; two, for planning new streetscapes and multi-functional biomass as part of extending the green urban infrastructure

In 2017 and beyond, the UK-US Special Relationship will be caught between a Trump Rock and a Brexit Hard Place

Donald Trump’s forthcoming presidency poses uncomfortable questions for Britain about the future of the UK-US ‘Special Relationship’. As Tim Oliver and Mike Williams argue in a new LSE IDEAS Strategic Update, that even the core elements of the relationship look set to be strained mean Britain is likely to find itself caught between a Trump Rock and a Brexit Hard Place

Making the 'special relationship' great again?

Donald Trump’s election poses uncomfortable questions for Britain about the future of the UK-US ‘Special Relationship’. This Strategic Update looks at the core elements of the ‘Special Relationship’ that could be under strain and how Britain could be left between a Trump Rock and a Brexit Hard Place

Superconducting nano-mechanical diamond resonators

In this work we present the fabrication and characterization of superconducting nano-mechanical resonators made from nanocrystalline boron doped diamond (BDD). The oscillators can be driven and read out in their superconducting state and show quality factors as high as 40,000 at a resonance frequency of around 10 MHz. Mechanical damping is studied for magnetic fields up to 3 T where the resonators still show superconducting properties. Due to their simple fabrication procedure, the devices can easily be coupled to other superconducting circuits and their performance is comparable with state-of-the-art technology.Comment: 5 pages 6 figures, Accepted for publication in Carbo