Electro-Magnetic Nucleon Form Factors and their Spectral Functions in Soliton Models

It is demonstrated that in simple soliton models essential features of the electro-magnetic nucleon form factors observed over three orders of magnitude in momentum transfer $t$ are naturally reproduced. The analysis shows that three basic ingredients are required: an extended object, partial coupling to vector mesons, and relativistic recoil corrections. We use for the extended object the standard skyrmion, one vector meson propagator for both isospin channels, and the relativistic boost to the Breit frame. Continuation to timelike $t$ leads to quite stable results for the spectral functions in the regime from the 2- or 3-pion threshold to about two rho masses. Especially the onset of the continuous part of the spectral functions at threshold can be reliably determined and there are strong analogies to the results imposed on dispersion theoretic approaches by the unitarity constraint.Comment: 24 pages, (RevTeX), 5 PS-figures; Data points in fig.2 and corresponding references added. Final version, to be published in Z.Physik

Portfolio selection problems in practice: a comparison between linear and quadratic optimization models

Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio. We present here a study of the Limited Asset Markowitz (LAM), of the Limited Asset Mean Absolute Deviation (LAMAD) and of the Limited Asset Conditional Value-at-Risk (LACVaR) models, where the assets are limited with the introduction of quantity and cardinality constraints. We propose a completely new approach for solving the LAM model, based on reformulation as a Standard Quadratic Program and on some recent theoretical results. With this approach we obtain optimal solutions both for some well-known financial data sets used by several other authors, and for some unsolved large size portfolio problems. We also test our method on five new data sets involving real-world capital market indices from major stock markets. Our computational experience shows that, rather unexpectedly, it is easier to solve the quadratic LAM model with our algorithm, than to solve the linear LACVaR and LAMAD models with CPLEX, one of the best commercial codes for mixed integer linear programming (MILP) problems. Finally, on the new data sets we have also compared, using out-of-sample analysis, the performance of the portfolios obtained by the Limited Asset models with the performance provided by the unconstrained models and with that of the official capital market indices

A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function

In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under weak conditions on the asset returns. No assumption on the correlation structure between different time points is needed and no assumption on the distribution is imposed. All expressions are presented in terms of the conditional mean vectors and the conditional covariance matrices. If the multivariate process of the asset returns is independent it is shown that in the case without a riskless asset the solution is presented as a sequence of optimal portfolio weights obtained by solving the single-period Markowitz optimization problem. The process dynamics are included only in the shape parameter of the utility function. If a riskless asset is present then the multi-period optimal portfolio weights are proportional to the single-period solutions multiplied by time-varying constants which are depending on the process dynamics. Remarkably, in the case of a portfolio selection with the tangency portfolio the multi-period solution coincides with the sequence of the simple-period solutions. Finally, we compare the suggested strategies with existing multi-period portfolio allocation methods for real data.Comment: 38 pages, 9 figures, 3 tables, changes: VAR(1)-CCC-GARCH(1,1) process dynamics and the analysis of increasing horizon are included in the simulation study, under revision in Annals of Operations Researc

Display of probability densities for data from a continuous distribution

Based on cumulative distribution functions, Fourier series expansion and Kolmogorov tests, we present a simple method to display probability densities for data drawn from a continuous distribution. It is often more efficient than using histograms.Comment: 5 pages, 4 figures, presented at Computer Simulation Studies XXIV, Athens, GA, 201

Theory of disk accretion onto supermassive black holes

Accretion onto supermassive black holes produces both the dramatic phenomena associated with active galactic nuclei and the underwhelming displays seen in the Galactic Center and most other nearby galaxies. I review selected aspects of the current theoretical understanding of black hole accretion, emphasizing the role of magnetohydrodynamic turbulence and gravitational instabilities in driving the actual accretion and the importance of the efficacy of cooling in determining the structure and observational appearance of the accretion flow. Ongoing investigations into the dynamics of the plunging region, the origin of variability in the accretion process, and the evolution of warped, twisted, or eccentric disks are summarized.Comment: Mostly introductory review, to appear in "Supermassive black holes in the distant Universe", ed. A.J. Barger, Kluwer Academic Publishers, in pres

Performance of the CMS Cathode Strip Chambers with Cosmic Rays

The Cathode Strip Chambers (CSCs) constitute the primary muon tracking device in the CMS endcaps. Their performance has been evaluated using data taken during a cosmic ray run in fall 2008. Measured noise levels are low, with the number of noisy channels well below 1%. Coordinate resolution was measured for all types of chambers, and fall in the range 47 microns to 243 microns. The efficiencies for local charged track triggers, for hit and for segments reconstruction were measured, and are above 99%. The timing resolution per layer is approximately 5 ns

Predictive functional profiling of microbial communities using 16S rRNA marker gene sequences

Profiling phylogenetic marker genes, such as the 16S rRNA gene, is a key tool for studies of microbial communities but does not provide direct evidence of a community’s functional capabilities. Here we describe PICRUSt (Phylogenetic Investigation of Communities by Reconstruction of Unobserved States), a computational approach to predict the functional composition of a metagenome using marker gene data and a database of reference genomes. PICRUSt uses an extended ancestral-state reconstruction algorithm to predict which gene families are present and then combines gene families to estimate the composite metagenome. Using 16S information, PICRUSt recaptures key findings from the Human Microbiome Project and accurately predicts the abundance of gene families in host-associated and environmental communities, with quantifiable uncertainty. Our results demonstrate that phylogeny and function are sufficiently linked that this ‘predictive metagenomic’ approach should provide useful insights into the thousands of uncultivated microbial communities for which only marker gene surveys are currently available

Impact of technology-based interventions for children and young people with type 1 diabetes on key diabetes self-management behaviours and prerequisites: A systematic review

Background The role of technology in the self-management of type 1 diabetes mellitus (T1DM) among children and young people is not well understood. Interventions should aim to improve key diabetes self-management behaviours (self-management of blood glucose, insulin administration, physical activity and dietary behaviours) and prerequisites (psychological outcomes and HbA1c) highlighted in the UK guidelines of the National Institute for Health and Care Excellence (NICE) for management of T1DM. The purpose was to identify evidence to assess the effectiveness of technological tools in promoting aspects of these guidelines amongst children and young people. Methods A systematic review of English language articles was conducted using the following databases: Web of Science, PubMed, Scopus, NUSearch, SAGE Journals, SpringerLink, Google Scholar, Science Direct, Sport Discus, Embase, Psychinfo and Cochrane Trials. Search terms included paediatric, type one diabetes, technology, intervention and various synonyms. Included studies examined interventions which supplemented usual care with a health care strategy primarily delivered through a technology-based medium (e.g. mobile phone, website, activity monitor) with the aim of engaging children and young people with T1DM directly in their diabetes healthcare. Studies did not need to include a comparator condition and could be randomised, non-randomised or cohort studies but not single-case studies. Results Of 30 included studies (21 RCTs), the majority measured self-monitoring of blood glucose monitoring (SMBG) frequency, clinical indicators of diabetes self-management (e.g. HbA1c) and/or psychological or cognitive outcomes. The most positive findings were associated with technology-based health interventions targeting SMBG as a behavioural outcome, with some benefits found for clinical and/or psychological diabetes self-management outcomes. Technological interventions were well accepted by children and young people. For the majority of included outcomes, clinical relevance was deemed to be little or none. Conclusions More research is required to assess which elements of interventions are most likely to produce beneficial behavioural outcomes. To produce clinically relevant outcomes, interventions may need to be delivered for at least 1 year and should consider targeting individuals with poorly managed diabetes. It is not possible to determine the impact of technology-based interventions on insulin administration, dietary habits and/or physical activity behaviour due to lack of evidence

Performance of CMS muon reconstruction in pp collision events at sqrt(s) = 7 TeV

The performance of muon reconstruction, identification, and triggering in CMS has been studied using 40 inverse picobarns of data collected in pp collisions at sqrt(s) = 7 TeV at the LHC in 2010. A few benchmark sets of selection criteria covering a wide range of physics analysis needs have been examined. For all considered selections, the efficiency to reconstruct and identify a muon with a transverse momentum pT larger than a few GeV is above 95% over the whole region of pseudorapidity covered by the CMS muon system, abs(eta) < 2.4, while the probability to misidentify a hadron as a muon is well below 1%. The efficiency to trigger on single muons with pT above a few GeV is higher than 90% over the full eta range, and typically substantially better. The overall momentum scale is measured to a precision of 0.2% with muons from Z decays. The transverse momentum resolution varies from 1% to 6% depending on pseudorapidity for muons with pT below 100 GeV and, using cosmic rays, it is shown to be better than 10% in the central region up to pT = 1 TeV. Observed distributions of all quantities are well reproduced by the Monte Carlo simulation.Comment: Replaced with published version. Added journal reference and DO