This paper proposes to use the method of generalized empirical likelihood to find the optimal portfolio weights. The log-returns of assets are modeled by multivariate stationary processes rather than i.i.d. sequences. The variance of the portfolio is written by the spectral density matrix, and we seek the portfolio weights which minimize it.

In early work of March and Young (1959), it was pointed out for spin-free fermions that a firstorder density matrix (1DM) for N−1 particles could be constructed from a 2DM (Γ) for N fermions divided by the diagonal of the 1DM, the density n(r1), as 2Γ(r1, r ′ 2; r1, r2)/n(r1) for any arbitrary fixed r1. Here, we thereby set up a family of variationally valid 1DMS constructed via the above propo...

This thesis is part of an effort to enable large–scale Hartree–Fock/Kohn–Sham (HF/KS) calculations. The objective is to model molecules and materials containing thousands of atoms at the quantum mechanical level. HF/KS calculations are usually performed with the Self-Consistent Field (SCF) method. This method involves two computationally intensive steps. These steps are the construction of the ...

In the present paper, we estimate the convergence rate in the Janashia-Lagvilava spectral factorization algorithm (see Studia Mathematica, 137, 1999, 93-100) under the restriction on a spectral density matrix that its inverse is integrable.

in this work, a new aluminum matrix nanocomposite reinforced with beta-magnesium aluminide nanoparticles was produced by powder metallurgy technique. the prealloyed al-40 wt.% mg intermetallic ingot was milled for 100 hours to synthesize β-al3mg2 nanoparticles with the average size of 25 nm. different amounts of nanoparticles were added to al matrix powder and the mixture was then milled for 10...

We provide a simple analytic relation which connects the density operator of the radiation field with the number probabilities. The problem of experimentally ”sampling” a general matrix elements is studied, and the deleterious effects of nonunit quantum efficiency in the detection process are analyzed showing how they can be reduced by using the squeezing technique. The obtained result is parti...

We describe the Density Matrix Renormalization Group algorithms for time dependent and time independent Hamiltonians. This paper is a brief but comprehensive introduction to the subject for anyone willing to enter in the field or write the program source code from scratch. An open source version of the code can be found at: http://qti.sns.it/dmrg/phome.html .

A first step toward a universal nuclear energy density functional based on lowmomentum interactions is taken using the density matrix expansion (DME) of Negele and Vautherin. The DME is adapted for non-local momentum-space potentials and generalized to include local three-body interactions. Different prescriptions for the three-body DME are compared. Exploratory results are given at the Hartree...

The Density Matrix Renormalization Group (DMRG) has become a powerful numerical method that can be applied to low-dimensional strongly correlated fermionic and bosonic systems. It allows for a very precise calculation of static, dynamic and thermodynamic properties. Its field of applicability has now extended beyond Condensed Matter, and is successfully used in Quantum Chemistry, Statistical Me...

A density matrix treatment of the time evolution of the third order polarization response describing the optical heterodyne detected (OHD) transient birefringence and dichroism excited by ultrafast pulses is given. The relationship between frequency domain (Raman scattering) and time domain (pump-probe) spectroscopies is revealed by this pathway explicit description. Constructive and destructiv...