1,721,023 research outputs found

    Quantum immanants, double Young-Capelli bitableaux and Schur shifted symmetric functions

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    We propose a new method for a unified study of some of the main features of the theory of the center ζ(n)\boldsymbol{\zeta}(n) of the enveloping algebra U(gl(n)) and of the algebra Λ(n)\Lambda^*(n) of shifted symmetric polynomials, that allows the whole theory to be developed, in a transparent and concise way, from the representation-theoretic point of view, that is entirely in the center of U(gl(n)). Our methodological innovation is the systematic use of the superalgebraic method of virtual variables for gl(n), which is, in turn, an extension of Capelli's method of ``variabili ausiliarie''. The passage nn \rightarrow \infty for the algebras ζ(n)\boldsymbol{\zeta}(n) and Λ(n)\Lambda^*(n) is here obtained both as direct and inverse limit in the category of filtered algebras. The present approach leads to proofs that are almost direct consequences of the definitions and constructions: they often reduce to a few lines computation

    Exact results for topological strings on resolved Y**p,q singularities

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    We obtain exact results in \alpha' for open and closed A-model topological string amplitudes on a large class of toric Calabi-Yau threefolds by using their correspondence with five dimensional gauge theories. The toric Calabi-Yau's that we analyze are obtained as minimal resolution of cones over Y(p,q) manifolds and give rise via M-theory compactification to SU(p) gauge theories on R^4 x S^1. As an application we present a detailed study of the local F_2 case and compute open and closed genus zero Gromov-Witten invariants of the C^3/Z_4 orbifold. We also display the modular structure of the topological wave function and give predictions for higher genus amplitudes.The mirror curve in this case is the spectral curve of the relativistic A_1 Toda chain. Our results also indicate the existence of a wider class of relativistic integrable systems associated to generic Y(p,q) geometries

    Going Beyond Counting First Authors in Author Co-citation Analysis

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    The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed

    Deep Reinforcement Trading with Predictable Returns

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    Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a framework for optimizing sequential trader decisions but lacks theoretical guarantees of convergence. On the other hand, the performances on real financial trading problems are strongly affected by the goodness of the signal used to predict returns. To disentangle the effects coming from return unpredictability from those coming from algorithm un-trainability, we investigate the performance of model-free DRL traders in a market environment with different known mean-reverting factors driving the dynamics. When the framework admits an exact dynamic programming solution, we can assess the limits and capabilities of different value-based algorithms to retrieve meaningful trading signals in a data-driven manner. We consider DRL agents that leverage classical strategies to increase their performances and we show that this approach guarantees flexibility, outperforming the benchmark strategy when the price dynamics is misspecified and some original assumptions on the market environment are violated with the presence of extreme events and volatility clustering.Comment: 37 pages, 15 figures. Added a more detailed appendix explaining the approached followed. Revised version to be published in Physyca

    Variations on the Author

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    “Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship

    Appropriate Similarity Measures for Author Cocitation Analysis

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    We provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis

    Dispelling the Myths Behind First-author Citation Counts

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    We conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more sophisticated methods

    Reinforcement Learning Policy Recommendation for Interbank Network Stability

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    In this paper, we analyze the effect of a policy recommendation on the performance of an artificial interbank market. Financial institutions stipulate lending agreements following a public recommendation and their individual information. The former is modeled by a reinforcement learning optimal policy that maximizes the system's fitness and gathers information on the economic environment. The policy recommendation directs economic actors to create credit relationships through the optimal choice between a low interest rate or a high liquidity supply. The latter, based on the agents' balance sheet, allows determining the liquidity supply and interest rate that the banks optimally offer their clients within the market. Thanks to the combination between the public and the private signal, financial institutions create or cut their credit connections over time via a preferential attachment evolving procedure able to generate a dynamic network. Our results show that the emergence of a core-periphery interbank network, combined with a certain level of homogeneity in the size of lenders and borrowers, is essential to ensure the system's resilience. Moreover, the optimal policy recommendation obtained through reinforcement learning is crucial in mitigating systemic risk.Comment: 63 pages, 24 figures. Submitted the revised version that is going to be published on the Journal of Financial Stabilit

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