The type k universal portfolio generated by the f-divergence

2017 ◽  
Author(s):  
Choon Peng Tan ◽  
Kuang Kee Seng
Keyword(s):  
Type K ◽  
Universal Portfolio

scholarly journals A Note on Universal Bilinear Portfolios

2021 ◽  
Vol 9 (1) ◽  
pp. 11
Author(s):  
Alex Garivaltis
Keyword(s):  
Growth Factor ◽  
Trading Strategy ◽  
Weighted Averaging ◽  
Asset Market ◽  
Best Constant ◽  
Capital Growth ◽  
Universal Portfolios ◽  
Universal Portfolio ◽  
Technical Sense ◽  
Constant Rebalanced Portfolios

This note provides a neat and enjoyable expansion and application of the magnificent Ordentlich-Cover theory of “universal portfolios”. I generalize Cover’s benchmark of the best constant-rebalanced portfolio (or 1-linear trading strategy) in hindsight by considering the best bilinear trading strategy determined in hindsight for the realized sequence of asset prices. A bilinear trading strategy is a mini two-period active strategy whose final capital growth factor is linear separately in each period’s gross return vector for the asset market. I apply Thomas Cover’s ingenious performance-weighted averaging technique to construct a universal bilinear portfolio that is guaranteed (uniformly for all possible market behavior) to compound its money at the same asymptotic rate as the best bilinear trading strategy in hindsight. Thus, the universal bilinear portfolio asymptotically dominates the original (1-linear) universal portfolio in the same technical sense that Cover’s universal portfolios asymptotically dominate all constant-rebalanced portfolios and all buy-and-hold strategies. In fact, like so many Russian dolls, one can get carried away and use these ideas to construct an endless hierarchy of ever more dominant H-linear universal portfolios.

An Improved Nickel Based MIMS Thermocouple for High Temperature Gas Turbine Applications

2012 ◽  
Author(s):  
Michele Scervini ◽  
Catherine Rae
Keyword(s):  
High Temperature ◽  
Gas Turbine ◽  
High Temperatures ◽  
Gas Turbines ◽  
Material Science ◽  
University Of Cambridge ◽  
Type K ◽  
Metallurgical Analysis ◽  
The University ◽  
High Temperature Gas

A new Nickel based thermocouple for high temperature applications in gas turbines has been devised at the Department of Material Science and Metallurgy of the University of Cambridge. This paper describes the new features of the thermocouple, the drift tests on the first prototype and compares the behaviour of the new sensor with conventional mineral insulated metal sheathed Type K thermocouples: the new thermocouple has a significant improvement in terms of drift and temperature capabilities. Metallurgical analysis has been undertaken on selected sections of the thermocouples exposed at high temperatures which rationalises the reduced drift of the new sensor. A second prototype will be tested in follow-on research, from which further improvements in drift and temperature capabilities are expected.

scholarly journals Synthesis and Crystal Structure of Hollandite-Type KxNbyTi8 - yO16 (x ≤ 1.15, 0 ≤ y ≤ 1)

2003 ◽  
Vol 111 (1293) ◽  
pp. 352-356
Author(s):  
Nobuhiro KUMADA ◽  
Koichi HIROSE ◽  
Takahiro TAKEI ◽  
Nobukazu KINOMURA
Keyword(s):  
Crystal Structure ◽  
Synthesis And Crystal Structure ◽  
Type K

Clofilium-induced Block of Delayed Rectifier Type K+Current in Atrial Tumor Cells (AT-1 Cells)

1997 ◽  
Vol 29 (1) ◽  
pp. 301-307 ◽  
Author(s):  
Mohit Lal Bhattacharyya ◽  
Shukla Sarker ◽  
Kawonia P Mull ◽  
Qadriyyah Debnam
Keyword(s):  
Tumor Cells ◽  
Delayed Rectifier ◽  
Type K ◽  
K Current ◽  
Atrial Tumor

Pseudomonas fluorescens lipopolysaccharide inhibits both delayed rectifier and transient A-type K+ channels of cultured rat cerebellar granule neurons

2003 ◽  
Vol 983 (1-2) ◽  
pp. 185-192 ◽  
Author(s):  
Sana Mezghani-Abdelmoula ◽  
Sylvie Chevalier ◽  
Olivier Lesouhaitier ◽  
Nicole Orange ◽  
Marc G.J. Feuilloley ◽  
...  
Keyword(s):  
Pseudomonas Fluorescens ◽  
Cerebellar Granule Neurons ◽  
Delayed Rectifier ◽  
Granule Neurons ◽  
Cerebellar Granule ◽  
K Channels ◽  
Type K

scholarly journals The Finite and Moving Order Multinomial Universal Portfolio

2013 ◽  
Vol 435 ◽  
pp. 012039 ◽  
Author(s):  
Choon Peng Tan ◽  
Sook Theng Pang
Keyword(s):  
Universal Portfolio
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