Search results for "Momentum"
showing 10 items of 1910 documents
Timing the US Stock Market Using Moving Averages and Momentum Rules: An Extensive Study
2017
Master's thesis Business Administration BE501 - University of Agder 2017 In this thesis we investigate the performance of moving average and momentum strategies by simulating returns, both in-sample and out-of-sample, while simultaneously taking into account important market frictions. We do so for two stock indices and four stock portfolios, at daily and monthly frequency, in the period from 1928 to 2015. This is carried out in order to examine if the active strategies outperform the passive benchmark on a risk-adjusted basis, and to see if the trading rules pro table when tested in-sample also are pro table out-of-sample. In addition, and for the rst time, we examine the relevance of data…
''Forward to the past''
2012
Carlini, Alessandro | Actis-Grosso, Rossana | Stucchi, Natale | Pozzo, Thierry; International audience; ''Our daily experience shows that the CNS is a highly efficient machine to predict the effect of actions into the future; are we so efficient also in reconstructing the past of an action? Previous studies demonstrated we are more effective in extrapolating the final position of a stimulus moving according to biological kinematic laws. Here we address the complementary question: are we more effective in extrapolating the starting position (SP) of a motion following a biological velocity profile? We presented a dot moving upward and corresponding to vertical arm movements that were masked i…
Chiral symmetry andπ-πscattering in the covariant spectator theory
2014
The π-π scattering amplitude calculated with a model for the quark-antiquark interaction in the framework of the Covariant Spectator Theory (CST) is shown to satisfy the Adler zero constraint imposed by chiral symmetry. The CST formalism is established in Minkowski space and our calculations are performed in momentum space. We prove that the axial-vector Ward-Takahashi identity is satisfied by our model. Then we show that, similarly to what happens within the Bethe-Salpeter formalism, application of the axial-vector Ward Takahashi identity to the CST π-π scattering amplitude allows us to sum the intermediate quark-quark interactions to all orders. Thus, the Adler self-consistency zero for π…
Relation between quasirigidity andL-rigidity in space-times of constant curvature and weak fields
1997
The relation between quasirigidity andL-rigidity in space-times of constant nonzero curvature and in space-times with small curvature (weak fields) is studied. The covariant expansion of bitensors about a point is considered. We obtain an increase in the order of magnitude, underL-rigidity conditions, of the rate of change with respect to a comoving orthonormal frame of the linear momentum, angular momentum, and reduced multipole moments of the energy-momentum tensor. Thus,L-rigidity leads to quasirigidity in such space-times.
Resolution of the ATLAS muon spectrometer monitored drift tubes in LHC Run 2
2019
The momentum measurement capability of the ATLAS muon spectrometer relies fundamentally on the intrinsic single-hit spatial resolution of the monitored drift tube precision tracking chambers. Optimal resolution is achieved with a dedicated calibration program that addresses the specific operating conditions of the 354 000 high-pressure drift tubes in the spectrometer. The calibrations consist of a set of timing offsets and drift time to drift distance transfer relations, and result in chamber resolution functions. This paper describes novel algorithms to obtain precision calibrations from data collected by ATLAS in LHC Run 2 and from a gas monitoring chamber, deployed in a dedicated gas fac…
The influence of the momentum coefficient and the number of the averaging points of the power spectrum density on the recognition effectiveness of th…
2006
The subject matter of this paper refers to the next stage of the research work connected with the improvement of the acoustic emission method (AE) used for the evaluation of partial discharges (PDs) generated in paper-oil insulation systems of high-voltage power appliances. The subject matter discussed here refers to one of the aspects of the analysis of the signals registered - a correct and effective recognition of the AE signals generated by basic PD forms. The paper presents research results of the application of the unidirectional artificial neuron networks (ANN) used for the recognition of basic PD forms that can occur in paper-oil insulation impaired by aging processes.
A comparative account of quantum dynamics of the H+ + H2 reaction at low temperature on two different potential energy surfaces
2014
Rotationally resolved reaction probabilities, integral cross sections, and rate constant for the H+ + H2 (v = 0, j = 0 or 1) → H2 (v′ = 0, j′) + H + reaction are calculated using a time-independent quantum mechanical method and the potential energy surface of Kamisaka et al. [J. Chem. Phys.116, 654 (2002)] (say KBNN PES). All partial wave contributions of the total angular momentum, J, are included to obtain converged cross sections at low collision energies and rate constants at low temperatures. In order to test the accuracy of the KBNN PES, the results obtained here are compared with those obtained in our earlier work [P. Honvault et al. , Phys. Rev. Lett.107, 023201 (2011)] using the ac…
Guidelines for the assessment of the rate law of slurry photocatalytic reactions
2017
Abstract The assessment of the rate law of slurry photocatalytic reactions appears to be a hard task, mainly because in this type of reactions the average rate of reaction, which is experimentally observed in a real reactor, could be very different from the “true” (intrinsic) rate of reaction, which cannot be measured directly. In the present work, it is shown how a proper mathematical model allows the utilization of the differential and/or the integral methods of kinetic analysis. The mathematical model must take into account not only the momentum and the mass balances, but also the radiative transfer equation. However, the discrimination among different proposed kinetic laws remains diffi…
Modelling and simulation of gas-liquid hydrodynamics in mechnically stirred tanks
2007
Abstract Computational fuid dynamics (CFD) is an increasingly important tool for carrying out realistic simulations of process equipment. In the case of multiphase systems the development of CFD models is less advanced than for single-phase systems. In the present work CFD simulations of gas–liquid stirred tanks are reported. An Eulerian–Eulerian multi-fluid approach is used in conjunction with the simplest two-phase extension of the k–ɛ turbulence model. All bubbles are assumed to share the same size. The effect of inter-phase forces on simulation results is separately considered. As concerns drag, it is shown that the sole parameter needed to characterize the dispersed phase behaviour is …
"Table 5" of "Measurements of differential cross sections of $Z /\gamma^\ast$+jets+X events in proton anti-proton collisions at $\sqrt{s}$=1.96 TeV"
2009
PT distribution of the third jet in events with three or more jets with additional constraints on the electrons.