Complex Valued Risk Diversification

Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constrains including expected returns. We propose a portfolio construction method that incorporates the complex valued principal component analysis into the risk diversification portfolio construction. The proposed method is verified to outperform the conventional risk parity and risk diversification portfolio constructions

Large Language Model-based System to Provide Immediate Feedback to Students in Flipped Classroom Preparation Learning

This paper proposes a system that uses large language models to provide immediate feedback to students in flipped classroom preparation learning. This study aimed to solve challenges in the flipped classroom model, such as ensuring that students are emotionally engaged and motivated to learn. Students often have questions about the content of lecture videos in the preparation of flipped classrooms, but it is difficult for teachers to answer them immediately. The proposed system was developed using the ChatGPT API on a video-watching support system for preparation learning that is being used in real practice. Answers from ChatGPT often do not align with the context of the student's question. Therefore, this paper also proposes a method to align the answer with the context. This paper also proposes a method to collect the teacher's answers to the students' questions and use them as additional guides for the students. This paper discusses the design and implementation of the proposed system.Comment: 6 page

Midshelf to Surfzone Coupled ROMS-SWAN Model Data Comparison of Waves, Currents, and Temperature: Diagnosis of Subtidal Forcings and Response

AbstractA coupled wave and circulation model that includes tide, wind, buoyancy, and wave processes is necessary to investigate tracer exchange in the shelf region. Here, a coupled Regional Ocean Model System (ROMS)–Simulating Waves Nearshore (SWAN) model, resolving midshelf to the surfzone region of the San Pedro Bay, California, is compared to observations from the 2006 Huntington Beach experiment. Waves are well modeled, and surfzone cross- and alongshore velocities are reasonably well modeled. Modeled and observed rotary velocity spectra compare well in subtidal and tidal bands, and temperature spectra compare well in the subtidal band. Observed and modeled mid- and inner-shelf subtidal velocity ellipses and temperature variability determined from the first vertical complex EOF (cEOF) mode have similar vertical structure. Although the modeled subtidal velocity vertical shear and stratification are weaker than observed, the ratio of stratification to shear is similar, suggesting model vertical mixing is consistent with observations. On fortnightly and longer time scales, the surface heat flux and advective heat flux divergence largely balance on the inner shelf and surfzone. The surfzone and inner-shelf alongshore currents separated by 220 m are unrelated. Both modeled and observed subtidal alongshelf current and temperature are cross-shelf coherent seaward of the surfzone. Wind forcing explains 50% of the observed and modeled inner-shelf alongshore current variability. The observed and modeled inner-shelf alongshelf nonuniformities in depth-averaged alongshore velocities are similar. Inferred, inner-shelf, wave-induced, cross-shore exchange is more important than on the U.S. East Coast. Overall, the coupled ROMS–SWAN model represents well the waves and subtidal circulation dynamics from the midshelf to the surfzone.</jats:p

Influence of Setting Condition on Characteristics of Savonius Hydraulic Turbine with a Shield Plate

The aim of this investigation was to improve power performance of Savonius hydraulic turbine utilizing small stream for electric generation. An attempt was made to increase the power coefficient of runner by the use of flat shield plate placed upstream of the runner. The difference of the power coefficient is discussed in relation to clearance between the runner and the bottom wall and the rotation direction of the runner. The flow field around the runner was also examined visually to clarify influences of setting conditions on the power performance. From this study it was found that the power coefficient is achieved for 0.47 by only using a flat shield plate, the increase is up to 80% over the runner without the plate. Moreover, it is the proper condition that clearance ratio is 0.73 in this study.ArticleJOURNAL OF THERMAL SCIENCE. 20(3):224-228 (2011)journal articl

Quantifying connectivity between mesophotic and shallow coral larvae in Okinawa Island, Japan: a quadruple nested high-resolution modeling study

Coral bleaching has recently been occurring extensively across the world’s oceans, primarily because of high water temperatures. Mesophotic corals that inhabit depths of approximately 30–150 m are expected to survive bleaching events and reseed shallow water corals afterward. In Okinawa, Japan, mesophotic coral ecosystems have been reported to serve as a refuge for preserving the genotypic diversity of bleaching-sensitive corals. The connectivity of larval populations among different habitats is a key element that determines the area to be conserved in desirable coral ecosystems. Because coral larvae are largely transported passively by ambient oceanic currents, particularly in the horizontal direction, numerical ocean circulation models greatly help to quantify connectivity with detailed spatiotemporal network structures. The present study aimed to quantify the short-distance connectivity of shallow and mesophotic coral larvae in reef areas on the northwest coast of Okinawa Island. To this end, a quadruple nested high-resolution synoptic ocean model at a lateral spatial grid resolution of 50 m was developed, which was capable of realizing detailed coastal currents influenced by complex nearshore topography, and coupled with an offline 3-D Lagrangian particle-tracking model. After validating the developed model, short-distance horizontal coral connectivity across reef areas on the northwest coast was successfully evaluated. The alongshore lateral connectivity had apparent asymmetry caused by depth-dependent horizontal currents, whereas the larvae spawned at shallow and mesophotic depths were reachable to each other. Such across-depth larval dispersal was attributable to the mixed-layer depth in the spawning period, viz., the boreal spring, which approximately coincides with the boundary between shallow and mesophotic coral, leading to the intensive vertical exchange of virtual larvae

Eddy-induced transport of the Kuroshio warm water around the Ryukyu Islands in the East China Sea

In this study, an oceanic downscaling model in a double-nested configuration was used to investigate the role played by the Kuroshio warm current in preserving and maintaining biological diversity in the coral coasts around the Ryukyu Islands (Japan). A comparison of the modeled data demonstrated that the innermost submesoscale eddy-resolving model successfully reproduced the synoptic and mesoscale oceanic structures even without data assimilation. The Kuroshio flows on the shelf break of the East China Sea approximately 150–200 km from the islands; therefore, eddy-induced transient processes are essential to the lateral transport of material within the strip between the Kuroshio and the islands. The model indicated an evident predominance of submesoscale anticyclonic eddies over cyclonic eddies near the surface of this strip. An energy conversion analysis relevant to the eddy-generation mechanisms revealed that a combination of both the shear instability due to the Kuroshio and the topography and baroclinic instability around the Kuroshio front jointly provoke these near-surface anticyclonic eddies, as well as the subsurface cyclonic eddies that are shed around the shelf break. Both surface and subsurface eddies fit within the submesoscale, and they are energized more as the grid resolution of the model is increased. An eddy heat flux (EHF) analysis was performed with decomposition into the divergent (dEHF) and rotational (rEHF) components. The rEHF vectors appeared along the temperature variance contours by following the Kuroshio, whereas the dEHF properly measured the transverse transport normal to the Kuroshio\u27s path. The diagnostic EHF analysis demonstrated that an asymmetric dEHF occurs within the surface mixed layer, which promotes eastward transport toward the islands. Conversely, below the mixed layer, a negative dEHF tongue is formed that promotes the subsurface westward warm water transport

大偏差と長期記憶を持つ１次元欠陥乱流の確率動力学

筑波大学 (University of Tsukuba)201