Search results for "HARP"
showing 10 items of 114 documents
L’inventaire des charpentes du Nord-Est de la France
2020
International audience
Option-Implied Volatility-Managed Asset Pricing Risk Factors and Resurrection of the Value Factor
2019
Option-implied volatility-managed risk factor models produce higher maximum squared Sharpe ratios than the recently proposed six-factor model, which is used as a benchmark model in this study. A model that incorporates option-implied volatility-managed risk factors based on dynamic scaling factors that systematically overestimate the expected market risk, as measured by the VIX, is superior to other asset pricing model specifications. After the death of the value factor has been repeatedly declared, it is surprising news that multivariate spanning regressions reveal that both the option-implied volatility-managed momentum and value factor are the only option-implied volatility-managed risk …
A fuzzy-set analysis of conditions influencing mutual fund performance
2019
Abstract This paper presents an application of fuzzy-set qualitative comparative analysis (fsQCA) to frame the conditions that lead to over- or under-performance of mutual funds. Building upon a considerable library of research on fund returns, the study uses fsQCA to affirm and extend earlier discoveries. Considered here is fund performance relative to Morningstar ratings, features of the funds themselves, as well as characteristics of the fund managers. Results suggest that positive Morningstar and analyst ratings are necessary conditions, on average, for funds to generate value according to the Jensen's alpha ratio. Just over seven percent of the cases imply that funds have attractive Sh…
Rank-order and morphological enhancement of image details with an optoelectronic processor.
2010
In all-optical processors, enhancement of image details is the result of high-pass filtering. We describe an optoelectronic processor in which detail enhancement results from the digitally calculated difference between an original input image and its low-pass filtered version. The low-pass filtering is realized through the rank-order median and the morphological opening and closing operations calculated by use of the optical convolver. It is shown that the normalized difference between the morphological white and black top hats enhances bright and dark image details analogously to the rank-order unsharp masking.
Bulk micromegas detectors for large TPC applications
2007
A large volume TPC will be used in the near future in a variety of experiments including T2K. The bulk Micromegas detector for this TPC is built using a novel production technique particularly suited for compact and robust low mass detectors. The capability to pave a large surface with a simple mounting solution and small dead space between modules is of particular interest for these applications. We have buil t several large bulk Micromegas detectors (27x26 cm 2 ) and we have tested them in the former HARP field cage setup wit h a magnetic field. Cosmic ray data have been acquired in a variet y of experimental conditions. Good detector performances and space point resolution have been achi…
Forward production of charged pions with incident protons on nuclear targets at the CERN Proton Synchrotron
2009
et al.
Measurements of forward proton production with incident protons and charged pions on nuclear targets at the CERN Proton Synchroton
2010
Measurements of the double-differential proton production cross-section d(2 sigma)/dpd Omega in the range of momentum 0.5 GeV/c <= p < 8.0 GeV/c and angle 0.05 rad <= theta < 0.25 rad in collisions of charged pions and protons on beryllium, carbon, aluminium, copper, tin, tantalum, and lead are presented. The data were taken with the large acceptance HARP detector in the T9 beam line of the CERN Proton Synchrotron. Incident particles were identified by an elaborate system of beam detectors and impinged on a target of 5% of a nuclear interaction length. The tracking and identification of the produced particles was performed using the forward spectrometer of the HARP experiment. Results are o…
Synthesis, characterization and thermal degradation of 8-hydroxyquinoline–guanidine–formaldehyde terpolymer
2007
Abstract Terpolymer (8-HQGF) has been synthesized using the monomers 8-hydroxyquinoline, guanidine, formaldehyde in 1:1:2 molar proportions. The structure of 8-HQGF terpolymer has been elucidated on the basis of elemental analysis and various physicochemical techniques, i.e. UV–Visible, FTIR–ATR and 1 H NMR spectroscopy. Detailed thermal degradation study of the new terpolymer has been carried out to ascertain its thermal stability. Thermal degradation curve is discussed which shows two decomposition steps (265–475 °C and 540–715 °C). Sharp–Wentworth and Freeman–Carroll methods have been used to calculate activation energies and thermal stability. The activation energy ( E a ) calculated by…
Manual segmentation qualification platform for the EADC-ADNI harmonized protocol for hippocampal segmentation project
2015
The use of hippocampal volumetry as a biomarker for Alzheimer's disease (AD) requires that tracers from different laboratories comply with the same segmentation method. Here we present a platform for training and qualifying new tracers to perform the manual segmentation of the hippocampus on magnetic resonance images (MRI) following the European Alzheimer's Disease Consortium and Alzheimer's Disease Neuroimaging Initiative (EADC-ADNI) Harmonized Protocol (HarP). Our objective was to demonstrate that the training process embedded in the platform leads to increased compliance and qualification with the HarP.Thirteen new tracers' segmentations were compared with benchmark images with respect t…
Absolute momentum calibration of the HARP TPC
2008
In the HARP experiment the large-angle spectrometer is using a cylindrical TPC as main tracking and particle identification detector. The momentum scale of reconstructed tracks in the TPC is the most important systematic error for the majority of kinematic bins used for the HARP measurements of the double-differential production cross-section of charged pions in proton interactions on nuclear targets at large angle. The HARP TPC operated with a number of hardware shortfalls and operational mistakes. Thus it was important to control and characterize its momentum calibration. While it was not possible to enter a direct particle beam into the sensitive volume of the TPC to calibrate the detect…