17,071 research outputs found
Deuteron production and elliptic flow in relativistic heavy ion collisions
The hadronic transport model \textsc{art} is extended to include the
production and annihilation of deuterons via the reactions , where and stand for baryons and mesons, respectively, as well as
their elastic scattering with mesons and baryons in the hadronic matter. This
new hadronic transport model is then used to study the transverse momentum
spectrum and elliptic flow of deuterons in relativistic heavy ion collisions,
with the initial hadron distributions after hadronization of produced
quark-gluon plasma taken from a blast wave model. The results are compared with
those measured by the PHENIX and STAR Collaborations for Au+Au collisions at
GeV, and also with those obtained from the coalescence
model based on freeze-out nucleons in the transport model.Comment: 9 pages, 10 figures, REVTeX, version to be published in Phys. Rev.
Stock Options and Chief Executive Compensation
Although stock options are commonly observed in chief executive officer (CEO) com- pensation contracts, there is theoretical controversy about whether stock options are part of the optimal contract. Using a sample of Fortune 500 companies, we solve an agency model calibrated to the company-specifc data and we find that stock options are almost always part of the optimal contract. This result is robust to alternative assumptions about the level of CEO risk-aversion and the disutility associated with their effort. In a supplementary analysis, we solve for the optimal contract when there are no restrictions on the contract space. We find that the optimal contract (which is characterized as a state-contingent payoff to the CEO) typically has option-like features over the most probable range of outcomes.Stock Options, Incentives, Agency Model
Probing Neutrino Flavor Transition Mechanism with Ultra High Energy Astrophysical Neutrinos
Observation of ultra-high energy astrophysical neutrinos and identification
of their flavors have been proposed for future neutrino telescopes. The flavor
ratio of astrophysical neutrinos observed on the Earth depends on both the
initial flavor ratio at the source and flavor transitions taking place during
propagations of these neutrinos. The flavor transition mechanisms are
well-classified with our model-independent parametrization. We find a new
parameter R={\phi}_e/({\phi}_{\mu} + {\phi}_{\tau}) can probe directly the
flavor transition in the framework of our model-independent parametrization,
without the assumption of the {\nu}_{\mu}-{\nu}_{\tau} symmetry. A few flavor
transition models are employed to test our parametrization with this new
observable. The observational constraints on flavor transition mechanisms by
the new observable is discussed through our model-independent parametrization.Comment: 22pages, 7 figure
Watermarking FPGA Bitfile for Intellectual Property Protection
Intellectual property protection (IPP) of hardware designs is the most important requirement for many Field Programmable Gate Array (FPGA) intellectual property (IP) vendors. Digital watermarking has become an innovative technology for IPP in recent years. Existing watermarking techniques have successfully embedded watermark into IP cores. However, many of these techniques share two specific weaknesses: 1) They have extra overhead, and are likely to degrade performance of design; 2) vulnerability to removing attacks. We propose a novel watermarking technique to watermark FPGA bitfile for addressing these weaknesses. Experimental results and analysis show that the proposed technique incurs zero overhead and it is robust against removing attacks
Financial Computational Intelligence
Artificial intelligence decision support system is always a popular topic in providing the human with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is to compare different methods of artificial intelligence decision support systems in the investment domain – the goal of investment decision-making is to select an optimal portfolio that satisfies the investor’s objective, or, in other words, to maximize the investment returns under the constraints given by investors. In this study we apply several artificial intelligence systems like Influence Diagram (a special type of Bayesian network), Decision Tree and Neural Network to get experimental comparison analysis to help users to intelligently select the best portfoliArtificial intelligence, neural network, decision tree, bayesian network
- …
