Using a new measure for predictability combining economic and statistical criteria I find that in the S&P 500 market neither stochastic volatility, nor valuationbased information are advantageous over a homoscedastic return model. The testing framework is based on a benchmark trading strategy with optimal Sharpe ratio. The strategy’s expected excess returns naturally accommodate compensation fo...

One class of random walks with infinite memory, so-called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We use a coupling between the two models to translate results from elephant random walks to the percolation process. We calculate, besides other quantities, exact...

Research on the steel structures with confining of axial expansion in fixed beams has been quite intensive in the past decade. It is well established that the thermal behaviour has a key influence on steel structural behaviours. This paper describes mechanical behaviour of beams with bolted slant end-plate connection with nonsymmetric gravity load, subjected to temperature increase. Furthermore...

The unanticipated brittle fracture of connection of the steel moment resisting frame (SMRF) occurred in 1994 the Northridge earthquake. Since then, the researches for the vulnerability of connection of the existing SMRF and for rehabilitation of those buildings were conducted. This paper suggests performance-based optimal seismic retrofit technique using connection upgrade. For optimal design, ...

Steel extended end plate bolted connections are recommended to be widely utilized in special moment-resisting frame subjected to monotonic loading. Improper design of steel beam to column connection can lead to the collapse and fatality of structures. Therefore comprehensive research studies of beam to column connection design should be carried out. Also the performance and effect of corrugated...

1. Abstract In this paper, a genetic algorithm is proposed for discrete minimal weight design of steel planar frames with semi-rigid beam-tocolumn connections. The frame elements are constructed from a predetermined range of section profiles. Conventionally, the analysis of frame structures is based on the assumption that all connections are either frictionless pinned or fully rigid. Recent lim...

Our study is about feed-forward neural network’s learning method. Generally, the method of improving its learning is focused on learning rate and moment term. We focus on sigmoid functions. Sigmoid functions are used for converting input signal into output signal and adjusting connection weight of learning in feed-forward neural network. We change gradient of sigmoid functions and investigate o...

The connection between the Teager energy operator and the ambiguity function is established in this correspondence after defining the Teager operator over complex-valued signals. This relation allows the use of the Teager energy in estimating the second moment angular bandwidth and the moments of a signal duration (spread) and that of its spectrum.

The connection between parton distributions as a function of the impact parameter and off-forward parton distributions is discussed in the limit of vanishing skewedness parameter ζ, i.e. when the off-forwardness is purely transverse. For the 2nd moment it is also illustrated how to relate ζ 6= 0 data to ζ = 0 data, which is important for experimental measurements of these observables.

Exclusive π electroproduction and related processes are suggested to investigate the chiral odd transversity distributions of quarks in the transversely polarized nucleon, h1(x), and its first moment, the tensor charge. The connection between a description based on partonic degrees of freedom, given in terms of generalized parton distributions, and Regge phenomenology is explored.