Constructive simulation and topological design of protocols

We give a topological simulation for tensor networks that we call the two-string model. In this approach we give a new way to design protocols, and we discover a new multipartite quantum communication protocol. We introduce the notion of topologically-compressed transformations. Our new protocol can implement multiple, non-local compressed transformations among multi-parties using one multipartite resource state.Comment: 16 page

Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework

This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over time using a modified form of the Gram-Charlier density in which skewness and kurtosis appear directly in the functional form of this density. In this setting VaR can be described as a function of the time-varying higher moments by applying the Cornish-Fisher expansion series of the first four moments. An evaluation of the predictive performance of the proposed model in the estimation of 1-day and 10-day VaR forecasts is performed in comparison with the historical simulation, filtered historical simulation and GARCH model. The adequacy of the VaR forecasts is evaluated under the unconditional, independence and conditional likelihood ratio tests as well as Basel II regulatory tests. The results presented have significant implications for risk management, trading and hedging activities as well as in the pricing of equity derivatives

Structure, energetics, and mechanical stability of Fe-Cu bcc alloys from first-principles calculations

Atomic volumes, magnetic moments, mixing energies, and the elastic properties of bcc Fe1–xCux solid solutions are studied by ab initio calculations based on the cluster expansion framework. For the calculation of concentration-dependent elastic moduli in disordered solid solutions, we introduce a generalization of the cluster expansion technique that is designed to handle tensorial quantities in high-symmetry phases. Calculated mixing energies, atomic volumes, and magnetic moments are found to be in good agreement with available measurements for metastable alloys prepared through nonequilibrium processing techniques. Additionally, the predicted variations of the bulk modulus and shear moduli C44 and C[prime] with respect to copper concentration are calculated for the disordered bcc phase. While the bulk modulus and C44 are positive for all concentrations, C[prime] is predicted to be positive only for Cu concentration less than 50 atomic %, and negative otherwise. Our results thus indicate that the mechanical instability of bcc Cu persists over a wide range of compositions. The implications of the present results are discussed in relation to the observed metastability of bcc Fe-Cu alloys, and the strengthening mechanism of nanoscale bcc precipitates in an alpha-Fe matrix

A new small satellite sunspot triggering recurrent standard- and blowout-coronal jets

In this paper,we report a detailed analysis of recurrent jets originated from a location with emerging, canceling and converging negative magnetic field at the east edge of NOAA active region AR11166 from 2011 March 09 to 10. The event presented several interesting features. First, a satellite sunspot appeared and collided with a pre-existing opposite polarity magnetic field and caused a recurrent solar jet event. Second, the evolution of the jets showed blowout-like nature and standard characteristics. Third, the satellite sunspot exhibited a motion toward southeast of AR11166 and merged with the emerging flux near the opposite polarity sunspot penumbra, which afterward, due to flux convergence and cancellation episodes, caused recurrent jets. Fourth, three of the blowout jets associated with coronal mass ejections (CMEs), were observed from field of view of the Solar Terrestrial Relations Observatory. Fifth, almost all the blowout jet eruptions were accompanied with flares or with more intense brightening in the jet base region, while almost standard jets did not manifest such obvious feature during eruptions. The most important, the blowout jets were inclined to faster and larger scale than the standard jets. The standard jets instead were inclined to relative longer-lasting. The obvious shearing and twisting motions of the magnetic field may be interpreted as due to the shearing and twisting motions for a blowout jet eruption. From the statistical results, about 30% blowout jets directly developed into CMEs. It suggests that the blowout jets and CMEs should have a tight relationship.Comment: ApJ 18 pages, 7 figure

An architecture for organisational decision support

The Decision Support (DS) topic of the Network Enabled Capability for Through Life Systems Engineering (NECTISE) project aims to provide organisational through-life decision support for the products and services that BAE Systems deliver. The topic consists of five streams that cover resource capability management, decision management, collaboration, change prediction and integration. A proposed architecture is presented for an Integrated Decision Support Environment (IDSE) that combines the streams to provide a structured approach to addressing a number of issues that have been identified by BAE Systems business units as being relevant to DS: uncertainty and risk, shared situational awareness, types of decision making, decision tempo, triggering of decisions, and support for autonomous decision making. The proposed architecture will identify how either individuals or groups of decision makers (including autonomous agents) would be utilised on the basis of their capability within the requirements of the scenario to collaboratively solve the decision problem. Features of the scenario such as time criticality, required experience level, the need for justification, and conflict management, will be addressed within the architecture to ensure that the most appropriate decision management support (system/naturalistic/hybrid) is provided. In addition to being reliant on a number of human factors issues, the decision making process is also reliant on a number of information issues: overload, consistency, completeness, uncertainty and evolution, which will be discussed within the context of the architecture