Results 21 to 30 of about 1,267,521 (273)
SSRN Electronic Journal, 2017 Estimation error has plagued quantitative finance since Harry Markowitz launched modern portfolio theory in 1952. Using random matrix theory, we characterize a source of bias in the sample eigenvectors of financial covariance matrices. Unchecked, the bias distorts weights of minimum variance portfolios and leads to risk forecasts that are severely ...
Lisa R. Goldberg +3 more
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Dispersive Estimates for Full Dispersion KP Equations [PDF]
Journal of Mathematical Fluid Mechanics, 2021 AbstractWe prove several dispersive estimates for the linear part of the Full Dispersion Kadomtsev–Petviashvili introduced by David Lannes to overcome some shortcomings of the classical Kadomtsev–Petviashvili equations. The proof of these estimates combines the stationary phase method with sharp asymptotics on asymmetric Bessel functions, which may be ...
Didier Pilod +3 more
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Achromatic Metalens over 60 nm Bandwidth in the Visible and Metalens with Reverse Chromatic Dispersion. [PDF]
Nano letters (Print), 2017 In this Letter, we experimentally report an achromatic metalens (AML) operating over a continuous bandwidth in the visible. This is accomplished via dispersion engineering of dielectric phase shifters: titanium dioxide nanopillars tiled on a dielectric ...
M. Khorasaninejad +6 more
semanticscholar +1 more source
Random Structures & Algorithms, 2018 We study a synchronous process called dispersion. Initially M particles are placed at a distinguished origin vertex of a graph G. At each time step, at each vertex v occupied by more than one particle at the beginning of this step, each of these particles moves to a neighbor of v chosen independently and uniformly at random.
Cooper, Colin +4 more
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Modelling of the Ebro River plume. Validation with field observations
Scientia Marina, 2003 The spreading of the plume induced by the freshwater discharge from the Ebro River into northwestern Mediterranean coastal waters was modelled using two numerical codes.
Marc Mestres +6 more
doaj +1 more source
Directional supercontinuum generation: the role of the soliton [PDF]
Journal of the Optical Society of America B, volume: 36, issue: 2
(Jan. 2019) pp. A131-A138, 2019 In this paper we numerically study supercontinuum generation by pumping a silicon nitride waveguide, with two zero-dispersion wavelengths, with femtosecond pulses. The waveguide dispersion is designed so that the pump pulse is in the normal-dispersion regime.
arxiv +1 more source
Molecules, 2019 Can two sites of positive electrostatic potential localized on the outer surfaces of two halogen atoms (and especially fluorine) in different molecular domains attract each other to form a non-covalent engagement? The answer, perhaps counterintuitive, is
Arpita Varadwaj +2 more
doaj +1 more source
Making sense of multivariate community responses in global change experiments
Ecosphere, 2022 Ecological communities are being impacted by global change worldwide. Experiments are a powerful tool to understand how global change will impact communities by comparing control and treatment replicates.
Meghan L. Avolio +19 more
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Dispersion of subsurface lagrangian drifters in the northeastern Gulf of Mexico
Frontiers in Marine Science, 2022 The dispersion of subsurface Lagrangian floats by eddies was observed directly in DeSoto Canyon, located in the northeastern Gulf of Mexico. Key elements of dispersion include the capture and release of floats by variations in eddy structure and ...
Cathrine Hancock +4 more
doaj +1 more source
Animal Biodiversity and Conservation, 2004 Ringing of birds unveiled many aspects of avian migration and dispersal movements. However, there is even much more to be explored by the use of ringing and other marks. Dispersal is crucial in understanding the initial phase of migration in migrating birds as it is to understand patterns and processes of distribution and gene flow.
Schwarz, C. J., Bairlein, F.
openaire +4 more sources