We employ artificial neural networks using macro-financial variables to predict recessions. We model the relationship between indicator variables and recessions 1 to 10 periods into the future and ...employ a procedure that penalizes a misclassified recession more than a misclassified non-recession. Our results reveal that among the 16 models that we constructed from 9 indicator variables and their combinations, the indicator variables Spread, 3 -year bond rates, 10 -year bond rates, monetary base, industrial production are candidates variables for predicting recessions ranging 2 to 10 periods in the future. However, most indicator variables become candidate for predicting recessions when misclassified recessions are penalized more heavily than misclassified non-recessions. Reprinted by permission of EAAEDS: http://www.usc.es/economet.eaa.htm
Data acquisition and readout system for the LUX dark matter experiment Akerib, D. S.; Bai, X.; Bedikian, S. ...
Nuclear instruments & methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment,
11/2011, Letnik:
668, Številka:
C
Journal Article
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LUX is a two-phase (liquid/gas) xenon time projection chamber designed to detect nuclear recoils from interactions with dark matter particles. Signals from the LUX detector are processed by ...custom-built analog electronics which provide properly shaped signals for the trigger and data acquisition (DAQ) systems. The DAQ is comprised of commercial digitizers with firmware customized for the LUX experiment. Data acquisition systems in rare-event searches must accommodate high rate and large dynamic range during precision calibrations involving radioactive sources, while also delivering low threshold for maximum sensitivity. The LUX DAQ meets these challenges using real-time baseline sup- pression that allows for a maximum event acquisition rate in excess of 1.5 kHz with virtually no deadtime. This work describes the LUX DAQ and the novel acquisition techniques employed in the LUX experiment.
A trading simulation test for weak-form efficiency in the live cattle futures market is constructed. Specifically, the roughly 30 years in which live cattle futures have existed are examined to test ...if abnormal (risk-adjusted) profits could have been acquired using only the information provided by futures prices along with historically plausible price analysis procedures. Simple trend-following forecasting models are developed using ordinary least squares regression. The models provide 9-, 19-, and 29- week ahead futures price forecasts. The trading profit series associated with each price forecast series is formally tested for abnormality by comparing it with a stock market returns series in a traditional CAPM framework. Generally, the futures trading profits are associated with risk premia substantially in excess of those predicted by the CAPM framework. The results reject the null hypothesis of weak-form live cattle futures efficiency. Likewise, both semi-strong and strong-form efficiency are rejected.
We report the preparation of a Kr-83m source and its subsequent use in calibrating a liquid xenon detector. Kr-83m atoms were produced through the decay of Rb-83 atoms trapped in zeolite molecular ...sieve and were then introduced into liquid xenon. Decaying Kr-83m nuclei were detected through liquid xenon scintillation. Conversion electrons with energies of 9.4 keV and 32.1 keV from the decay of Kr-83m were both observed. This calibration source will allow the characterization of the scintillation and ionization response of noble liquid detectors at low energies, highly valuable for the search for WIMP dark matter. Kr-83m may also be useful for measuring fluid flow dynamics, both to understand purification in noble liquid-based particle detectors, as well as for studies of classical and quantum turbulence in superfluid helium.
We report the testing of a charcoal-based Kr-83m source for use in calibrating a low background two-phase liquid xenon detector. Kr-83m atoms produced through the decay of Rb-83 are introduced into a ...xenon detector by flowing xenon gas past the Rb-83 source. 9.4 keV and 32.1 keV transitions from decaying 83Krm nuclei are detected through liquid xenon scintillation and ionization. The characteristics of the Kr-83m source are analyzed and shown to be appropriate for a low background liquid xenon detector. Introduction of Kr-83m allows for quick, periodic calibration of low background noble liquid detectors at low energy.
Forecast performance of artificial neural network models are investigated using Ashley et al. (
1980
) and the neural network nonlinearity test proposed by Lee et al. (
1993
) is employed to find ...possible existence of business cycle asymmetries in Canada, France, Japan, UK and USA real GDP growth rates. The results show that neural network models are more accurate than linear models for in-sample forecasts. However, when comparing the out-of-sample, linear models performed better than neural network models in all series. Results from neural network tests show that business cycle asymmetries do prevail in all the series.
To understand risk issues of U.S. organic grain farmers, six listening sessions were conducted in parts of the major grain producing regions in spring 2004. The views expressed at these sessions ...suggested the importance and uniqueness of risks in organic grain farming. Regional differences were observed, but many problems were common, including the limited availability of market information, shortfall of crop insurance policies, and revenue losses from on-farm storage, emergent marketing channels, and potential contamination. Our findings clearly imply a role for public and private institutions to collect and offer information on the organic markets and to educate the sectors supporting organic producers.
Observation of rotational curve of spiral galaxies shows that a large fraction (∼23%) of the mass density of the universe is unaccounted for. Such a significant percentage of missing dark matter ...suggests that the universe may consist of new types of elementary particles. A compelling explanation for the new particles is the existence of Weakly Interacting Massive Particles (WIMPs), which are non-baryonic particles characterized by particle physics theories beyond the Standard Model. WIMPs are believed to only interact through the weak force and gravity; hence the interaction cross section with ordinary matter is extremely small. Therefore, experimental techniques that combine low radioactivity, low energy thresholds, efficient discrimination against electronic recoil backgrounds, and scalability to large detector masses can only be performed at a deep underground environment where the interference of cosmic rays is obviated. In this paper, we report a cryogenic large liquid xenon detector for dark matter searches at Sanford Lab (Davis Cavern) in the Homestake Mine, USA. The goal of the large underground xenon (LUX) dual-phase detector is to clearly detect (or exclude) WIMPs with a spin independent cross-section per nucleon of 7 × 10−46 cm2, equivalent to ∼0.5 events/100 kg/month in an inner 100 kg fiducial volume (FV) of a 300 kg LXe detector.
This book presents an in-depth look, from entry to retirement, at all aspects of the administrative career. It uses the case-method teaching approach to discuss critical issues in education, ...specifically, cases of entry, equity, and endurance dilemmas. A total of 133 fictional cases are presented, based on interviews with school administrators and discussions with students. Particular attention is focused on the strengths of administrators willing to take risks, on women and minorities in administration, and on the assistant principalship. Chapter 1 introduces the study of professional socialization with a focus on the profession of school administration. Chapter 2 describes the steps of formal case analysis: (1) state the central problem; (2) identify important assumptions; (3) identify options; and (4) select the preferred option and defend the choice. Guidelines are presented for using the cases for the discussion of practical and theoretical issues in educational administration. Chapters 3 through 5 offer cases that deal with the issues of entry, equity, and endurance. The chapters examine the array of challenges that most administrators face, such as striking a balance between career and family, making transitions, planning for retirement, handling inequities and professional pressures, and cultivating mentors and sponsors. A matrix of cases and their central issues is provided. (Contains 132 references.) (LMI)