Search results for "TF"
showing 10 items of 1652 documents
Scalable and effective multi-level entangled photon states: a promising tool to boost quantum technologies
2021
Abstract Multi-level (qudit) entangled photon states are a key resource for both fundamental physics and advanced applied science, as they can significantly boost the capabilities of novel technologies such as quantum communications, cryptography, sensing, metrology, and computing. The benefits of using photons for advanced applications draw on their unique properties: photons can propagate over long distances while preserving state coherence, and they possess multiple degrees of freedom (such as time and frequency) that allow scalable access to higher dimensional state encoding, all while maintaining low platform footprint and complexity. In the context of out-of-lab use, photon generation…
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators
2011
The use of improved covariance matrix estimators as an alternative to the sample estimator is considered an important approach for enhancing portfolio optimization. Here we empirically compare the performance of 9 improved covariance estimation procedures by using daily returns of 90 highly capitalized US stocks for the period 1997-2007. We find that the usefulness of covariance matrix estimators strongly depends on the ratio between estimation period T and number of stocks N, on the presence or absence of short selling, and on the performance metric considered. When short selling is allowed, several estimation methods achieve a realized risk that is significantly smaller than the one obtai…
Cluster analysis for portfolio optimization
2005
We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can improve the reliability of the portfolio in terms of the ratio between predicted and realized risk. Bootstrap analysis indicates that this improvement is obtained in a wide range of the parameters N (number of assets) and T (investment horizon). The predicted and realized risk level and the relative portfolio composition of the selected portfolio for a given value of the portfolio return are also investigated for each considered filtering method.
Correlation based networks of equity returns sampled at different time horizons
2006
We investigate the planar maximally filtered graphs of the portfolio of the 300 most capitalized stocks traded at the New York Stock Exchange during the time period 2001-2003. Topological properties such as the average length of shortest paths, the betweenness and the degree are computed on different planar maximally filtered graphs generated by sampling the returns at different time horizons ranging from 5 min up to one trading day. This analysis confirms that the selected stocks compose a hierarchical system progressively structuring as the sampling time horizon increases. Finally, a cluster formation, associated to economic sectors, is quantitatively investigated.
GW190412: Observation of a binary-black-hole coalescence with asymmetric masses
2020
LIGO Scientific Collaboration and Virgo Collaboration: et al.
Accretion and Outflow-Related X-Rays in T Tauri Stars
2007
We report on accretion- and outflow-related X-rays from T Tauri stars, based on results from the "XMM-Newton Extended Survey of the Taurus Molecular Cloud." X-rays potentially form in shocks of accretion streams near the stellar surface, although we hypothesize that direct interactions between the streams and magnetic coronae may occur as well. We report on the discovery of a "soft excess" in accreting T Tauri stars supporting these scenarios. We further discuss a new type of X-ray source in jet-driving T Tauri stars. It shows a strongly absorbed coronal component and a very soft, weakly absorbed component probably related to shocks in microjets. The excessive coronal absorption points to d…
Diagnosing shock temperature with NH3and H2O profiles
2016
In a previous study of the L1157 B1 shocked cavity, a comparison between NH$_3$(1$_0$-$0_0$) and H$_2$O(1$_{\rm 10}$--1$_{\rm 01}$) transitions showed a striking difference in the profiles, with H$_2$O emitting at definitely higher velocities. This behaviour was explained as a result of the high-temperature gas-phase chemistry occurring in the postshock gas in the B1 cavity of this outflow. If the differences in behaviour between ammonia and water are indeed a consequence of the high gas temperatures reached during the passage of a shock, then one should find such differences to be ubiquitous among chemically rich outflows. In order to determine whether the difference in profiles observed b…
ESO-Hα 574 and Par-Lup 3-4 jets: Exploring the spectral, kinematical, and physical properties
2014
In this paper a comprehensive analysis of VLT / X-Shooter observations of two jet systems, namely ESO-H$\alpha$ 574 a K8 classical T Tauri star and Par-Lup 3-4 a very low mass (0.13~\Msun) M5 star, is presented. Both stars are known to have near-edge on accretion disks. A summary of these first X-shooter observations of jets was given in a 2011 letter. The new results outlined here include flux tables of identified emission lines, information on the morphology, kinematics and physical conditions of both jets and, updated estimates of $\dot{M}_{out}$ / $\dot{M}_{acc}$. Asymmetries in the \eso flow are investigated while the \para jet is much more symmetric. The density, temperature, and ther…
DYNAMICAL PHENOMENA IN THE ATMOSPHERE OF THE PROTO-PLANETARY NEBULA IRAS 22272+5435
2009
Radial velocity monitoring of the star HD 235858 confirmed regular variations with a peak-to-peak amplitude of about 10 km s–1 and a period of about 131.2 days. The light, color, and velocity variations are typical for RV Tauri stars. Splitting of low-excitation atomic lines was detected. The components are both blue- and redshifted relative to the systemic velocity. Significant variations are observed in the intensity of C2 and CN lines. Variable emission in the Hα profile, splitting of low-excitation atomic absorption lines, appearance of CN emission lines, blue wings of strong lines, and recent reddening give evidence of shocks and mass outflow obviously induced by atmospheric pulsations.
Water Maser Motions in W3(OH) and a Determination of Its Distance
2006
We report phase-referencing VLBA observations of H2O masers near the star-forming region W3(OH) to measure their parallax and absolute proper motions. The measured annual parallax is 0.489 +/- 0.017 milli-arcseconds (2.04 +/- 0.07 kpc), where the error is dominated by a systematic atmospheric contribution. This distance is consistent with photometric distances from previous observations and with the distance determined from CH3OH maser astrometry presented in a related paper. We also find that the source driving the H2O outflow, the ``TW-object'', moves with a 3-dimensional velocity of > 7 km/s relative to the ultracompact HII region W3(OH).