Game-theoretic approach to risk-sensitive benchmarked asset management

In this article we consider a game theoretic approach to the Risk-Sensitive Benchmarked Asset Management problem (RSBAM) of Davis and Lleo \cite{DL}. In particular, we consider a stochastic differential game between two players, namely, the investor who has a power utility while the second player represents the market which tries to minimize the expected payoff of the investor. The market does this by modulating a stochastic benchmark that the investor needs to outperform. We obtain an explicit expression for the optimal pair of strategies as for both the players.Comment: Forthcoming in Risk and Decision Analysis. arXiv admin note: text overlap with arXiv:0905.4740 by other author

Evaluation of ADAM/1 model for advanced coal extraction concepts

Several existing computer programs for estimating life cycle cost of mining systems were evaluated. A commercially available program, ADAM/1 was found to be satisfactory in relation to the needs of the advanced coal extraction project. Two test cases were run to confirm the ability of the program to handle nonconventional mining equipment and procedures. The results were satisfactory. The model, therefore, is recommended to the project team for evaluation of their conceptual designs

Study of Electromagnetic Scattering From Material Object Doped Randomly With Thin Metallic Wires Using Finite Element Method

A new numerical simulation method using the finite element methodology (FEM) is presented to study electromagnetic scattering due to an arbitrarily shaped material body doped randomly with thin and short metallic wires. The FEM approach described in many standard text books is appropriately modified to account for the presence of thin and short metallic wires distributed randomly inside an arbitrarily shaped material body. Using this modified FEM approach, the electromagnetic scattering due to cylindrical, spherical material body doped randomly with thin metallic wires is studied

Electroweak Model Independent Tests for SU(3) Symmetry in Hadronic B Decays

We study effects of new physics beyond the Standard Model on SU(3) symmetry in charmless hadronic two body B decays. It is found that several equalities for some of the decay amplitudes, such as $A(B_d (B_u) \to \pi^+\pi^-,\pi^+ K^- (\pi^- \bar K^0)) =A(B_s \to K^+ \pi^-, K^- K^+ (K^0 \bar K^0))$, $A(B_d \to \pi^+\rho^-, \pi^- \rho^+, K^-\rho^+, \pi^+ K^{*-}) = A(B_s \to K^+ \rho^-, \pi^- K^{*+}, K^- K^{*+}, K^+ K^{*-})$, $A(B_d (B_u) \to \rho^+\rho^-, \rho^+ K^{*-}(\rho^- \bar K^{*0})) =A(B_s \to K^{*+} \rho^-, K^{*-} K^{*+} (K^{*0} \bar K^{*0}))$, predicted by SU(3) symmetry in the SM are not affected by new physics. These relations provide important electroweak model independent tests for SU(3) symmetry in B decays.Comment: 4 pages, revte

Characteristic impedance of microstrip lines

The dyadic Green's function for a current embedded in a grounded dielectric slab is used to analyze microstrip lines at millimeter wave frequencies. The dyadic Green's function accounts accurately for fringing fields and dielectric cover over the microstrip line. Using Rumsey's reaction concept, an expression for the characteristic impedance is obtained. The numerical results are compared with other reported results

ViFi: accurate detection of viral integration and mRNA fusion reveals indiscriminate and unregulated transcription in proximal genomic regions in cervical cancer.

The integration of viral sequences into the host genome is an important driver of tumorigenesis in many viral mediated cancers, notably cervical cancer and hepatocellular carcinoma. We present ViFi, a computational method that combines phylogenetic methods with reference-based read mapping to detect viral integrations. In contrast with read-based reference mapping approaches, ViFi is faster, and shows high precision and sensitivity on both simulated and biological data, even when the integrated virus is a novel strain or highly mutated. We applied ViFi to matched genomic and mRNA data from 68 cervical cancer samples from TCGA and found high concordance between the two. Surprisingly, viral integration resulted in a dramatic transcriptional upregulation in all proximal elements, including LINEs and LTRs that are not normally transcribed. This upregulation is highly correlated with the presence of a viral gene fused with a downstream human element. Moreover, genomic rearrangements suggest the formation of apparent circular extrachromosomal (ecDNA) human-viral structures. Our results suggest the presence of apparent small circular fusion viral/human ecDNA, which correlates with indiscriminate and unregulated expression of proximal genomic elements, potentially contributing to the pathogenesis of HPV-associated cervical cancers. ViFi is available at https://github.com/namphuon/ViFi

Invisible Higgs boson, continuous mass fields and unHiggs mechanism

We explore the consequences of an electroweak symmetry breaking sector which exhibits approximately scale invariant dynamics -- i.e., nontrivial fixed point behavior, as in unparticle models. One can think of an unHiggs as a composite Higgs boson with a continuous mass distribution. We find it convenient to represent the unHiggs in terms of a Kallen-Lehmann spectral function, from which it is simple to verify the generation of gauge boson and fermion masses, and unitarization of WW scattering. We show that a spectral function with broad support, which corresponds to approximate fixed point behavior over an extended range of energy, can lead to an effectively invisible Higgs particle, whose decays at LEP or LHC could be obscured by background.Comment: 8 page

Measurement of the Polarized Structure Function g_1^p at HERA

We present estimates of possible data on spin-dependent asymmetries in inclusive scattering of high energy polarized electrons by high energy polarized protons at HERA, including statistical errors, and discuss systematic uncertainties. We show that these data would shed light on the small x behaviour of the polarized structure function g_1, and would reduce substantially the uncertainty on the determination of the polarized gluon distribution.Comment: 17 pages, plain latex, 9 figures included by eps