11,356 research outputs found
Letter: Elizabeth P. Sharpe to Ida M. Tarbell, December 16,
No full textHandwritten letter, 2 pages, with date of December 1
Old Friends in a New Dress
No full textSee my copy of the 1826 third edition, which added Part II. (Perhaps the first edition was in 1807.) This fifth edition makes several important changes. First, it admits at last who the author is: R.S. Sharpe. Secondly, it cuts the title back by leaving out or Select Fables of Aesop in Verse. Thirdly, it adds a third section of fourteen more stories, Additional Fables, 1837. (It seems also to have dropped one from Part II and to have rearranged the order of fables in both the first and second parts.) Fourthly, it is the first edition of this book to add cuts, eighty-two of them spread over the three parts of the book. Fifthly, Chalmers and Collins in Glasgow have dropped out of the picture as publishers. Finally, the book has grown to 264 pages. See my comments there. I continue to enjoy the artistry of these fables. Perhaps I have been reading so many original fables lately that it is a special pleasure to come back to good traditional stories. I read the new fourteen fables. They are a mix of the well known and the less well known. Their main lesson is, as so often in nineteenth-century fable books, that children obey their parents. The new vignettes are good. Some good examples are Two Goats (112), TT (121), FG (180), and WSC (248). The moral to FG advises doubting the things we cannot gain and being happy without them (180). There is a T of C at the beginning, after the commendations of an earlier edition of the book. The binding has separated completely from the interior of the book. The cover features a gilt arrangement of fable animals around the title. Curiously, the price is stamped in gilt on both the cover and the spine.This is a hardbound book (hard cover)Fifth editionBy R.S. Sharpe
On the Equivalence of Three-Particle Scattering Formalisms
No full textIn recent years, different on-shell 3→3 scattering formalisms have been proposed to be applied to both lattice QCD and infinite-volume scattering processes. We prove that the formulation in the infinite volume presented by Hansen and Sharpe in [M. T. Hansen and S. R. Sharpe, Phys. Rev. D 92, 114509 (2015).PRVDAQ1550-799810.1103/PhysRevD.92.114509] and subsequently Briceño et al. in [R. A. Briceño, M. T. Hansen, and S. R. Sharpe, Phys. Rev. D 95, 074510 (2017).PRVDAQ2470-001010.1103/PhysRevD.95.074510] can be recovered from the B-matrix representation, derived on the basis of S-matrix unitarity, presented by Mai et al. in [M. Mai, B. Hu, M. Döring, A. Pilloni, and A. Szczepaniak, Eur. Phys. J. A 53, 177 (2017).EPJAFV1434-600110.1140/epja/i2017-12368-4] and Jackura et al. in [A. Jackura, C. Fernández-Ramírez, V. Mathieu, M. Mikhasenko, J. Nys, A. Pilloni, K. Saldaña, N. Sherrill, and A. P. Szczepaniak (JPAC Collaboration), Eur. Phys. J. C 79, 56 (2019).EPCFFB1434-604410.1140/epjc/s10052-019-6566-1] Therefore, both formalisms in the infinite volume are equivalent and the physical content is identical. Additionally, the Faddeev equations are recovered in the nonrelativistic limit of both representations.In recent years, different on-shell scattering formalisms have been proposed to be applied to both lattice QCD and infinite volume scattering processes. We prove that the formulation in the infinite volume presented by Hansen and Sharpe in Phys.~Rev.~D92, 114509 (2015) and subsequently Brice\~no, Hansen, and Sharpe in Phys.~Rev.~D95, 074510 (2017) can be recovered from the -matrix representation, derived on the basis of -matrix unitarity, presented by Mai {\em et al.} in Eur.~Phys.~J.~A53, 177 (2017) and Jackura {\em et al.} in Eur.~Phys.~J.~C79, 56 (2019). Therefore, both formalisms in the infinite volume are equivalent and the physical content is identical. Additionally, the Faddeev equations are recovered in the non-relativistic limit of both representations
A note on trader Sharpe Ratios.
No full textTraders in the financial world are assessed by the amount of money they make and, increasingly, by the amount of money they make per unit of risk taken, a measure known as the Sharpe Ratio. Little is known about the average Sharpe Ratio among traders, but the Efficient Market Hypothesis suggests that traders, like asset managers, should not outperform the broad market. Here we report the findings of a study conducted in the City of London which shows that a population of experienced traders attain Sharpe Ratios significantly higher than the broad market. To explain this anomaly we examine a surrogate marker of prenatal androgen exposure, the second-to-fourth finger length ratio (2D:4D), which has previously been identified as predicting a trader's long term profitability. We find that it predicts the amount of risk taken by traders but not their Sharpe Ratios. We do, however, find that the traders' Sharpe Ratios increase markedly with the number of years they have traded, a result suggesting that learning plays a role in increasing the returns of traders. Our findings present anomalous data for the Efficient Markets Hypothesis
Taiwan’s Environmental Movements: Anti-Pollution, Nature Conservation and Anti-Nuclear
No full text[[sponsorship]]社會學研究所[[note]]已出版;有審查制度;具代表
John M. Sharpe Jr. adjusting wind direction and velocity instrument
No full textPhotograph shows John M. Sharpe, Jr., adjusting instrument that measures wind direction and velocity at Stinson Field. Taken to accompany article on Stinson Field and other aviation news
First the forest: conservation, 'community' and 'participation' in South West Cameroon
No full textWestern concern with ‘conserving’ or ‘managing’ the rain forests of Africa has led to the setting up of a number of conservation projects. In such projects the ‘participation’ of the ‘community’ in forest conservation has become the new orthodoxy. However, proposals about local people's participation presume that defining the future of the forest is a straight contest between the alternatives of conservation or forest clearing. Such proposals also presume that the existence of communities is non-problematic. In contrast, this article documents that there is already considerable local debate about forest use and conservation, much of it among those excluded from the formal arena of politics and policy-making. Concern with ‘the environment’ includes concern about the perpetuation of society, and represents a clear continuation of West African village cosmologies focused on the societalisation of space. At the same time, conservation aims of ‘keeping the forest as it is’ have few resonances, since forest people see society itself as an artful, but often problematic, construction in which the conversion of the forest plays a central part. In conclusion, the article suggests that the key to environmental management must be for external agencies to articulate with the interests and values of those who hold a legitimate stake in African forest resources
What Systems Theory can Tell us About Constructivism
No full textAlbert M. What Systems Theory can Tell us About Constructivism. In: Fierke K, Jørgensen K-E, eds. Constructing International Relations. The Next Generation. New York: Sharpe; 2001: 93-114
Bootstrap-based bias correction for the out-of-sample Sharpe ratio
No full textLooking for making an investment, one objective could be to find a portfolio where the Sharpe ratio for in the future, known as the out-of-sample Sharpe ratio, is maximized. Since future data is not avail-able, the Sharpe ratio needs to be predicted using historical data, the in-sample data. This is often done using the Sharpe Ratio Information Criterion, which determines the bias for the in-sample Sharpe ratio to es-timate the out-of-sample Sharpe ratio. However, this approach assumes that the covariance matrix is known. In portfolio management, the covariance matrix is typically unknown and can only be estimated. This project will use the bootstrap method to estimate the out-of-sample Sharpe ratio using the estimated co-variance matrix and analogous methods used for the Akaike Information Criterion. By eliminating the assumption of a known covariance matrix, this method becomes more applicable. Simulations will also be done with a known covariance matrix, demonstrating that the bootstrap method is an effective approach for estimating the out-of-sample Sharpe ratio. We then look at some extensions for the bootstrap method and finally we will apply the bootstrap method to stocks in the Dutch and American stock markets, showing that the in-sample Sharpe ratio is often overly optimistic compared to the out-of-sample Sharpe ratio. We reached our goal that we found an effective way to estimate the out-of-sample Sharpe ratio without the assumption that the covariance matrix is known, resulting this method becomes much more suitable for predicting the Sharpe ratio in the future.1Applied Mathematic
Changing patterns of women‟s employment in Taiwan: 1966-1986
No full text[[fileno]]2040611010022[[department]]社會學研究
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