Conditional value at risk (CVaR) is a popular measure for quantifying portfolio risk. Sensitivity analysis of CVaR common in management and gradient-based optimization algorithms. In this paper, we study the infinitesimal perturbation estimator sensitivity using randomized quasi-Monte Carlo (RQMC) simulation. RQMC has proved valuable financial option pricing with better rate convergence compare...

Quasi three-dimensional (3D) plasmonic nanostructures consisting of Au nanosquares on top of SU-8 nanopillars and Au nanoholes on the bottom were developed and fabricated using nanoimprint lithography with simultaneous thermal and UV exposure. These 3D plasmonic nanostructures were used to detect cell concentration of lung cancer A549 cells, retinal pigment epithelial (RPE) cells, and breast ca...

This paper presents unsteady computational simulation results and supporting experimental evidence that show a certain fundamental feature of a purely shear driven annular/stratified internal condensing flow with respect to its sensitivity to boundary conditions. This feature is termed “elliptic sensitivity.” Shear driven condensing flows occur in 0g, horizontal channels, and micro-meter scale ...

Objective: The main objective of this study was to investigate the explicit memory bias in the people with high BAS/BIS sensitivity in the different manipulated mood states.  Methods: By using purposive sampling method, seventy-four participants (undergraduate students) were selected based on z-scores of 480 using the Carver and White’s BAS/BIS scale. They were distributed as: 24 wi...

II The millimeter-wave radar is a broadband, dual-polarized Cassegrain system operating in the Ka band (35 GHz) and W band (95 GHz). To upgrade system sensitivity and bandwidth, we replaced the 35-GHz microwave system with a reflecting beam waveguide (BWG), which is a quasi-optical system. This article describes the design and performance of the BWG retrofit. The goal is to increase sensitivity...

In this paper, we consider the problem of efficiently computing the eigenvalues of limited-memory quasi-Newton matrices that exhibit a compact formulation. In addition, we produce a compact formula for quasi-Newton matrices generated by any member of the Broyden convex class of updates. Our proposed method makes use of efficient updates to the QR factorization that substantially reduces the cos...