Active Asset Allocation Among a Large Set of Stocks: How Effective is the Parametric Rule?

2012 ◽  
Author(s):  
Huacheng Zhang
Keyword(s):  
Asset Allocation ◽  
Large Set

Ab initio band theory approach to electron energy loss near edge structures

1988 ◽  
Vol 46 ◽  
pp. 506-507
Author(s):  
Xudong Weng ◽  
O.F. Sankey ◽  
Peter Rez
Keyword(s):  
Ab Initio ◽  
Local Density ◽  
Interpolation Method ◽  
Atomic Orbital ◽  
Plane Waves ◽  
Large Set ◽  
Theory Approach ◽  
Band Theory ◽  
Atomic Orbitals ◽  
Pseudopotential Calculations

Single electron band structure techniques have been applied successfully to the interpretation of the near edge structures of metals and other materials. Among various band theories, the linear combination of atomic orbital (LCAO) method is especially simple and interpretable. The commonly used empirical LCAO method is mainly an interpolation method, where the energies and wave functions of atomic orbitals are adjusted in order to fit experimental or more accurately determined electron states. To achieve better accuracy, the size of calculation has to be expanded, for example, to include excited states and more-distant-neighboring atoms. This tends to sacrifice the simplicity and interpretability of the method.In this paper. we adopt an ab initio scheme which incorporates the conceptual advantage of the LCAO method with the accuracy of ab initio pseudopotential calculations. The so called pscudo-atomic-orbitals (PAO's), computed from a free atom within the local-density approximation and the pseudopotential approximation, are used as the basis of expansion, replacing the usually very large set of plane waves in the conventional pseudopotential method. These PAO's however, do not consist of a rigorously complete set of orthonormal states.

Molecular Views of Ice-Embedded Lumbricus Terrestris Erythrocruorin Obtained By Invariant Classification

1990 ◽  
Vol 48 (1) ◽  
pp. 450-451
Author(s):  
Michael schatz ◽  
Joachim Jäger ◽  
Marin van Heel
Keyword(s):  
Image Interpretation ◽  
Lumbricus Terrestris ◽  
Reference Image ◽  
Large Set ◽  
Multivariate Statistical ◽  
Data Set ◽  
Low Contrast ◽  
Negative Stain ◽  
Reference Images ◽  
Statistical Resolution

Lumbricus terrestris erythrocruorin is a giant oxygen-transporting macromolecule in the blood of the common earth worm (worm "hemoglobin"). In our current study, we use specimens (kindly provided by Drs W.E. Royer and W.A. Hendrickson) embedded in vitreous ice (1) to avoid artefacts encountered with the negative stain preparation technigue used in previous studies (2-4).Although the molecular structure is well preserved in vitreous ice, the low contrast and high noise level in the micrographs represent a serious problem in image interpretation. Moreover, the molecules can exhibit many different orientations relative to the object plane of the microscope in this type of preparation. Existing techniques of analysis requiring alignment of the molecular views relative to one or more reference images often thus yield unsatisfactory results.We use a new method in which first rotation-, translation- and mirror invariant functions (5) are derived from the large set of input images, which functions are subsequently classified automatically using multivariate statistical techniques (6). The different molecular views in the data set can therewith be found unbiasedly (5). Within each class, all images are aligned relative to that member of the class which contributes least to the classes′ internal variance (6). This reference image is thus the most typical member of the class. Finally the aligned images from each class are averaged resulting in molecular views with enhanced statistical resolution.

A Double Interaction Brush Model for Snow Conditions

2019 ◽  
Vol 47 (2) ◽  
pp. 118-140
Author(s):  
Artem Kusachov ◽  
Fredrik Bruzelius ◽  
Mattias Hjort ◽  
Bengt J. H. Jacobson
Keyword(s):  
Low Complexity ◽  
Large Set ◽  
Tire Model ◽  
Vehicle Handling ◽  
Real Time Applications ◽  
Snow Conditions ◽  
Double Interaction ◽  
Tire Models ◽  
Force Characteristics ◽  
Model Approach

ABSTRACT Commonly used tire models for vehicle-handling simulations are derived from the assumption of a flat and solid surface. Snow surfaces are nonsolid and may move under the tire. This results in inaccurate tire models and simulation results that are too far from the true phenomena. This article describes a physically motivated tire model that takes the effect of snow shearing into account. The brush tire model approach is used to describe an additional interaction between the packed snow in tire tread pattern voids with the snow road surface. Fewer parameters and low complexity make it suitable for real-time applications. The presented model is compared with test track tire measurements from a large set of different tires. Results suggest higher accuracy compared with conventional tire models. Moreover, the model is also proven to be capable of correctly predicting the self-aligning torque given the force characteristics.

Adaptive Asset Allocation

CFA Magazine ◽  
2011 ◽  
Vol 22 (6) ◽  
pp. 47-49
Author(s):  
Susan Trammell
Keyword(s):  
Asset Allocation
Sign in / Sign up

Export Citation Format

Share Document