Resonant-to-nonresonant transition in electrostatic ion-cyclotron wave phase velocity

Because of the implications for plasmas in the laboratory and in space, attention has been drawn to inhomogeneous energy-density driven (IEDD) waves that are sustained by velocity-shear-induced inhomogeneity in cross-field plasma flow. These waves have a frequency vr in the lab frame within an order of magnitude of the ion gyrofrequency vci, propagate nearly perpendicular to the magnetic field (kz/k^ \u3c\u3c 1), and can be Landau resonant (0 \u3c v1/kz \u3c nd) with a parallel drifting electron population (drift speed nd), where subscripts 1 and r indicate frequency in the frame of flowing ions and in the lab frame, respectively, and kz is the parallel component of the wavevector. A transition in phase velocity from 0 \u3c v1/kz \u3c nd to 0 \u3e v1/kz \u3e nd for a pair of IEDD eigenmodes is observed as the degree of in-homogeneity in the transverse E × B flow is increased in a magnetized plasma column. For weaker velocity shear, both eigenmodes are dissipative, i.e. in Landau resonance, with kz nd \u3e 0. For stronger shear, both eigenmodes become reactive, with one\u27s wavevector component kz remaining parallel, but with v1/kz \u3e nd , and the other\u27s wavevector component kz becoming anti-parallel, so that 0 \u3e v1/kz . For both eigenmodes, the transition (1) involves a small frequency shift and (2) does not involve a sign change in the wave energy density, which is proportional to vr v1, both of which are previously unrecognized aspects of inhomogeneous energy-density driven waves

Ensemble learning frameworks for the discovery of multi-component quantitative models in biomedical applications

Abstrac

Observations of large-amplitude, parallel, electrostatic waves associated with the Kelvin-Helmholtz instability by the magnetospheric multiscale mission

On 8 September 2015, the four Magnetospheric Multiscale spacecraft encountered a Kelvin-Helmholtz unstable magnetopause near the dusk flank. The spacecraft observed periodic compressed current sheets, between which the plasma was turbulent. We present observations of large-amplitude (up to 100 mV/m) oscillations in the electric field. Because these oscillations are purely parallel to the background magnetic field, electrostatic, and below the ion plasma frequency, they are likely to be ion acoustic-like waves. These waves are observed in a turbulent plasma where multiple particle populations are intermittently mixed, including cold electrons with energies less than 10 eV. Stability analysis suggests a cold electron component is necessary for wave growth

Resonant-to-nonresonant transition in electrostatic ion-cyclotron wave phase velocity

Because of the implications for plasmas in the laboratory and in space, attention has been drawn to inhomogeneous energy-density driven (IEDD) waves that are sustained by velocity-shear-induced inhomogeneity in cross-field plasma flow. These waves have a frequency vr in the lab frame within an order of magnitude of the ion gyrofrequency vci, propagate nearly perpendicular to the magnetic field (kz /k^ v1/kz nd) with a parallel drifting electron population (drift speed nd), where subscripts 1 and r indicate frequency in the frame of flowing ions and in the lab frame, respectively, and kz is the parallel component of the wavevector. A transition in phase velocity from 0 v1/kz nd to 0 > v1/kz > nd for a pair of IEDD eigenmodes is observed as the degree of in-homogeneity in the transverse E × B flow is increased in a magnetized plasma column. For weaker velocity shear, both eigenmodes are dissipative, i.e. in Landau resonance, with kz nd > 0. For stronger shear, both eigenmodes become reactive, with one's wavevector component kz remaining parallel, but with v1/kz > nd , and the other's wavevector component kz becoming anti-parallel, so that 0 > v1/kz . For both eigenmodes, the transition (1) involves a small frequency shift and (2) does not involve a sign change in the wave energy density, which is proportional to vr v1, both of which are previously unrecognized aspects of inhomogeneous energy-density driven waves

BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION

Increasing availability of the multi-scale market data exposes limitations of the existing quantitative models such as low accuracy of the simplified analytical and statistical frameworks as well as insufficient interpretability and stability of the best machine learning algorithms. Boosting was recently proposed as a simple and robust framework for intelligent combination of the clarity and stability of the analytical and parsimonious statistical models with the accuracy of the adaptive data-driven models. Encouraging results of the boosting application to symbolic volatility forecasting have also been reported. However, accurate forecasting does not always warrant optimal decision making that leads to acceptable performance of the portfolio strategy. In this work, a boosting-based framework for a direct trading strategy and portfolio optimization is introduced. Due to inherent adaptive control of the parameter space dimensionality, this technique can work with very large pools of base strategies and financial instruments that are usually prohibitive for other portfolio optimization frameworks. Unlike existing approaches, this framework can be effectively used for the coupled optimization of the portfolio capital/asset allocation and dynamic trading strategies. Generated portfolios of trading strategies not only exhibit stable and robust performance but also remain interpretable. Encouraging preliminary results based on real market data are presented and discussed.Boosting, ensemble learning, portfolio optimization, trading strategies