Partial Cointegration

This paper proposes a simple procedure to test the hypothesis of no cointegration against both threshold cointegration and an intermediate possibility that we call partial cointegration. Asymptotic theory is devel- oped, the power of the proposed test is analysed through simulations and an empirical example is provided.

Moments structure of ℓ 1-stochastic volatility models

We consider Taylor's stochastic volatility model (SVM) when the innovations of the hidden log-volatility process have a Laplace distribution (ℓ 1 exponential density), rather than the standard Gaussian distribution (ℓ 2) usually employed. Recently many investigations have employed ℓ 1 metric to allow better modeling of the abrupt changes of regime observed in financial time series. However, the estimation of SVM is known to be difficult because it is a non-linear with an hidden markov process. Moreover, an additional difficulty yielded by the use of ℓ 1 metric is the not differentiability of the likelihood function. An alternative consists in using a generalized or efficient method-of-moments (GMM/EMM) estimation. For this purpose, we derive here the moments and autocovariance function of such ℓ 1-based stochastic volatility model

The mesoscopic magnetron as an open quantum system

Motivated by the emergence of materials with mean free paths on the order of microns, we propose a novel class of solid state radiation sources based on reimplementing classical vacuum tube designs in semiconductors. Using materials with small effective masses, these devices should be able to access the terahertz range. We analyze the DC and AC operation of the simplest such device, the cylindrical diode magnetron, using effective quantum models. By treating the magnetron as an open quantum system, we show that it continues to operate as a radiation source even if its diameter is only a few tens of magnetic lengths.Comment: 11 pages, 7 figures; submitted to Physical Review Applie

Key Phrase Extraction of Lightly Filtered Broadcast News

This paper explores the impact of light filtering on automatic key phrase extraction (AKE) applied to Broadcast News (BN). Key phrases are words and expressions that best characterize the content of a document. Key phrases are often used to index the document or as features in further processing. This makes improvements in AKE accuracy particularly important. We hypothesized that filtering out marginally relevant sentences from a document would improve AKE accuracy. Our experiments confirmed this hypothesis. Elimination of as little as 10% of the document sentences lead to a 2% improvement in AKE precision and recall. AKE is built over MAUI toolkit that follows a supervised learning approach. We trained and tested our AKE method on a gold standard made of 8 BN programs containing 110 manually annotated news stories. The experiments were conducted within a Multimedia Monitoring Solution (MMS) system for TV and radio news/programs, running daily, and monitoring 12 TV and 4 radio channels.Comment: In 15th International Conference on Text, Speech and Dialogue (TSD 2012

Two-dimensional square buckled Rashba lead chalcogenides

We propose the lead sulphide (PbS) monolayer as a two-dimensional semiconductor with a large Rashba-like spin-orbit effect controlled by the out-of-plane buckling. The buckled PbS conduction band is found to possess Rashba-like dispersion and spin texture at the M and Γ points, with large effective Rashba parameters of λ∼5 eV Å and λ∼1 eV Å, respectively. Using a tight-binding formalism, we show that the Rashba effect originates from the very large spin-orbit interaction and the hopping term that mixes the in-plane and out-of-plane p orbitals of Pb and S atoms. The latter, which depends on the buckling angle, can be controlled by applying strain to vary the spin texture as well as the Rashba parameter at Γ and M. Our density functional theory results together with tight-binding formalism provide a unifying framework for designing Rashba monolayers and for manipulating their spin properties.P.Z.H., H.S.P., and D.K.C. acknowledge the support of the Physics and Mechanical Engineering Department at Boston University. P.Z.H. is grateful for the hospitality of the NUS Centre for Advanced 2D Materials and Graphene Research Centre where this work was initiated. D.K.C. acknowledges the hospitality of the Aspen Center for Physics, which is supported by the US National Science Foundation Grant No. PHY-1607611. A.S.R., A.C.,and A.H.C.N. acknowledge support by the National Research Foundation, Prime Minister Office, Singapore, under its Medium Sized Centre Programme and CRP award "Novel 2D materials with tailored properties: Beyond graphene" (Grant No. R-144-000295-281). (Physics and Mechanical Engineering Department at Boston University; PHY-1607611 - US National Science Foundation; R-144-000295-281 - National Research Foundation, Prime Minister Office, Singapore, under its Medium Sized Centre Programme and CRP award "Novel 2D materials with tailored properties: Beyond graphene")Published versio

Spin-Orbit Dirac Fermions in 2D Systems

We propose a novel model for including spin-orbit interactions in buckled two dimensional systems. Our results show that in such systems, intrinsic spin-orbit coupling leads to a formation of Dirac cones, similar to Rashba model. We explore the microscopic origins of this behaviour and confirm our results using DFT calculations

The optical conductivity of graphene in the visible region of the spectrum

We compute the optical conductivity of graphene beyond the usual Dirac cone approximation, giving results that are valid in the visible region of the conductivity spectrum. The effect of next nearest neighbor hoping is also discussed. Using the full expression for the optical conductivity, the transmission and reflection coefficients are given. We find that even in the optical regime the corrections to the Dirac cone approximation are surprisingly small (a few percent). Our results help in the interpretation of the experimental results reported by Nair {\it et al.} [Science {\bf 320}, 1308 (2008)].Comment: 8 pages, 6 figure

The Role of Cytoplasmic mRNA Cap-Binding Protein Complexes in Trypanosoma brucei and Other Trypanosomatids.

Trypanosomatid protozoa are unusual eukaryotes that are well known for having unusual ways of controlling their gene expression. The lack of a refined mode of transcriptional control in these organisms is compensated by several post-transcriptional control mechanisms, such as control of mRNA turnover and selection of mRNA for translation, that may modulate protein synthesis in response to several environmental conditions found in different hosts. In other eukaryotes, selection of mRNA for translation is mediated by the complex eIF4F, a heterotrimeric protein complex composed by the subunits eIF4E, eIF4G, and eIF4A, where the eIF4E binds to the 5'-cap structure of mature mRNAs. In this review, we present and discuss the characteristics of six trypanosomatid eIF4E homologs and their associated proteins that form multiple eIF4F complexes. The existence of multiple eIF4F complexes in trypanosomatids evokes exquisite mechanisms for differential mRNA recognition for translation