The current international integration of financial markets provides a channel for currency depreciation to affect stock prices. Moreover, the recent financial crisis in Asia with its accompanying exchange rate volatility affords a case study to examine that channel. This paper applies a bivariate GARCH-M model of the reduced form of stock market returns to investigate empirically the effects of...

This paper presents a comprehensive conversion loss analysis of the Power Conditioning System (PCS) for a grid connected Permanent Magnet Generator (PMG) and a Wound Rotor Induction Generator (WRIG) based small wind turbine system. The main focus of the loss analysis is the conduction and switching losses in the semiconductor devices and PCS. The analysis reveals that the WRIG based system with...

In this paper we present enhancements for a wireless PCS architecture which distributes processing from the mobile switching centers and cell sites. In a wireless environment all the call processing components need access to the subscriber data. The subscriber profile distributing scheme envisioned for this architecture provides a method to localize data in clusters and access it remotely, whic...

We construct the exact exchange-correlation potential of time-dependent density-functional theory and the approximation to it that is adiabatic but exact otherwise. For the strong-field double ionization of the Helium atom these two potentials are virtually identical. Thus, memory effects play a negligible role in this paradigm process of nonlinear, nonperturbative electron dynamics. We identif...

An exchange-correlation energy functional Exc and the resultant exchangecorrelation potential vxc(r) in density-functional theory are proposed using orbital-dependent coupling-constant-averaged pair correlation functions, ḡ ′ (r, r) for electronic structure calculations of atoms, molecules, and solids. These orbital-dependent ḡ ′ (r, r) fulfill the symmetric property, the Pauli principle and th...

We investigate the statistical properties of the foreign exchange (FX) network at different time scales by two approaches, namely the methods of detrended cross-correlation coefficient (DCCA coefficient) and minimum spanning tree (MST). The daily FX rates of 44 major currencies in the period of 2007–2012 are chosen as the empirical data. Based on the analysis of statistical properties of cross-...

The density matrix quantum Monte Carlo (DMQMC) method is used to sample exact-on-average N-body density matrices for uniform electron gas systems of up to 10^{124} matrix elements via a stochastic solution of the Bloch equation. The results of these calculations resolve a current debate over the accuracy of the data used to parametrize finite-temperature density functionals. Exchange-correlatio...

The electronic charge density and the expectation of any monoelectronic operator can be reconstructed by a density-weighted integral of the exchange-correlation hole. This property can be used to test and improve approximate holes that are not spherically averaged. As an example, we test the Becke–Roussel exhange-hole model in its nonspherical formulation on small atoms, finding that it accurat...

The construction of density-functional approximations is explored by modeling the adiabatic connection locally, using energy densities defined in terms of the electrostatic potential of the exchange-correlation hole. These local models are more amenable to the construction of size-consistent approximations than their global counterparts. In this work we use accurate input local ingredients to a...

We study by means of time-dependent numerical simulations the behavior of the entanglement stemming from the Coulomb scattering between two electrons subjected to a pulse of sinusoidal potential or trapped in the potential generated by surface acoustic waves. In the first case, we show how the entanglement formation depends upon the physical parameters describing the pulse switching on and off....