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- Centre National de la Recherche ScientifiqueFR12 papers
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- University College LondonGB5 papers
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6 papers · 1 filter
Sharpe portfolio using a cross-efficiency evaluation
Juan F. Monge, Mercedes Landete, José L. Ruiz
The Sharpe ratio is a way to compare the excess returns (over the risk free asset) of portfolios for each unit of volatility that is generated by a portfolio. In this paper we intr…
A Comparison of Flare Forecasting Methods, I: Results from the "All-Clear" Workshop
G. Barnes, K. D. Leka, C. J. Schrijver +15
Solar flares produce radiation which can have an almost immediate effect on the near-Earth environment, making it crucial to forecast flares in order to mitigate their negative eff…
Coherent spaces, Boolean rings and quantum gates
A. Vourdas
Coherent spaces spanned by a finite number of coherent states, are introduced. Their coherence properties are studied, using the Dirac contour representation. It is shown that the…
An analytic function approach to weak mutually unbiased bases
T. Olupitan, C. Lei, A. Vourdas
Quantum systems with variables in are considered, and three different structures are studied. The first is weak mutually unbiased bases, for which the absolute val…
Comonotonicity and Choquet integrals of Hermitian operators and their applications
A. Vourdas
In a quantum system with d-dimensional Hilbert space, the Q-function of a Hermitian positive semidefinite operator ?, is defined in terms of the d2 coherent states in this system.…
Paths of zeros of analytic functions describing finite quantum systems
H. Eissa, P. Evangelides, C. Lei +1
Quantum systems with positions and momenta in Z(d), are described by the d zeros of analytic functions on a torus. The d paths of these zeros on the torus, describe the time evolut…