ETFs that Mimic Buffet

Watch this video to facilitate discussion about ETFs that use criteria similar to those applied by Warren Buffet

Complexity analysis of the turbulent environmental fluid flow time series

We have used the Kolmogorov complexities, sample and permutation entropies to quantify the randomness degree in river flow time series of two mountain rivers in Bosnia and Herzegovina, representing the turbulent environmental fluid, for the period 1926-1990. In particular, we have examined the monthly river flow time series from two rivers (Miljacka and Bosnia) in mountain part of their flow and then calculated the Kolmogorov Complexity (KL) based on the Lempel-Ziv Algorithm (LZA) (Lower - KLL and Upper - KLU), Sample Entropy (SE) and Permutation Entropy (PE) values for each time series. The results indicate that the KLL, KLU, SE and PE values in two rivers are close to each other regardless of the amplitude differences in their monthly flow rates. We have illustrated the changes in mountain river flow complexity by experiments using (i) the data set for the Bosnia River and (ii) anticipated human activities and projected climate changes. We have explored the sensitivity of considered measures in dependence on the length of time series. In addition, we have divided the period 1926-1990 into three sub-intervals: (a) 1926-1945, (b)1946-1965 and (c)1966-1990, and calculated the KLL, KLU, SE and PE values for the various time series in these sub-intervals. It is found that during the period 1946-1965, there is a decrease in their complexities, and corresponding changes in the SE and PE, in comparison to the period 1926-1990. This complexity loss may be primarily attributed to (i) human interventions, after Second World War, on these rivers because of their use for water consumption and (ii) climate change in recent time.Comment: 13 pages, 4 figures, 1 table; This paper has been accepted in Physica A on Sept 25, 201

miMic: The microphone as a pencil

miMic, a sonic analogue of paper and pencil is proposed: An augmented microphone for vocal and gestural sonic sketching. Vocalizations are classified and interpreted as instances of sound models, which the user can play with by vocal and gestural control. The physical device is based on a modified microphone, with embedded inertial sensors and buttons. Sound models can be selected by vocal imitations that are automatically classified, and each model is mapped to vocal and gestural features for real-time control. With miMic, the sound designer can explore a vast sonic space and quickly produce expressive sonic sketches, which may be turned into sound prototypes by further adjustment of model parameters

Second-Order Functions and Theorems in ACL2

SOFT ('Second-Order Functions and Theorems') is a tool to mimic second-order functions and theorems in the first-order logic of ACL2. Second-order functions are mimicked by first-order functions that reference explicitly designated uninterpreted functions that mimic function variables. First-order theorems over these second-order functions mimic second-order theorems universally quantified over function variables. Instances of second-order functions and theorems are systematically generated by replacing function variables with functions. SOFT can be used to carry out program refinement inside ACL2, by constructing a sequence of increasingly stronger second-order predicates over one or more target functions: the sequence starts with a predicate that specifies requirements for the target functions, and ends with a predicate that provides executable definitions for the target functions.Comment: In Proceedings ACL2 2015, arXiv:1509.0552

Can hidden correlations mimic a variable fine structure constant?

Murphy et al. (2003a, MNRAS, 345, 609) claim to find evidence of cosmological variations of the fine structure constant $\alpha$ in the spectra of intervening QSO absorption line systems. We find that this result is affected by systematic effects. The $\alpha$ values estimated in individual line systems depend on the set of atomic transitions used and therefore the quoted dependence on the cosmic age may reflect the fact that different sets of transitions are used at different redshifts. A correlation between line shifts and relative optical depths of the atomic transitions is also present. This correlation is very tight for a high-redshift subsample and accounts for the anomalous dispersion of the $\alpha$ values found by Murphy et al. (2003a) in this subsample. The above correlations are consistent with a scenario in which gravitational redshift, caused by the gravity of the dark halo, contributes to the shift in frequency of individual components. Gravitational redshift causes differential spectral shifts of the same order as magnitude of those measured. In the presence of line misidentification, these shifts can be interpreted in terms of a variable $\alpha$. In order to verify the gravitational redshift hypothesis, a direct access to Murphy et al. (2003a) data, or to a large amount of new high resolution data, is necessary.Comment: 10 pages, 5 figures, 3 tables, to appear on Astronomy and Astrophysic