We find that the momentum conjugate to the relative distance between two gravitating particles in their center of mass frame is a hyperbolic angle. This fact strongly suggests that momentum space should be taken to be a hyperboloid. We investigate the effect of quantization on this curved momentum space. The coordinates are represented by non commuting, Hermitian operators on this hyperboloid. ...

In this paper we report on the parallelization of a split-step algorithm for the Schrödinger equation. The problem is represented in spherical coordinates in physical space and transformed to Fourier space for operation by the Laplacian operator, and Legendre space for operation by the Angular momentum operator and the Potential operator. Timing results are reported and analyzed for 3 different...

from applied linguistic point of view, the fundamental question facing the language teachers, methodologists and course designers is which procedure is more effective in fl/sl: learning to use or using to learn? definitely, in order to be a competent language user, knowledge of language system is necessary, but it is not sufficient to be a successful language user. that is why there was a gradu...

In this paper, we document that an application of a moving average timing strategy of technical analysis to portfolios sorted by volatility generates investment timing portfolios that substantially outperform the buy-and-hold strategy. For high-volatility portfolios, the abnormal returns, relative to the capital asset pricing model (CAPM) and the Fama-French 3-factor models, are of great econom...

We study the coupling of basic quantitative portfolio selection strategies with a financial news article prediction system, AZFinText. By varying the degrees of portfolio formation time, we found that a hybrid system using both quantitative strategy and a full set of financial news articles, performed the best. With a 1-week portfolio formation period we achieved a 20.79% trading return using a...

This paper combines a comprehensive sample of intraday firm-level news arrivals with high-frequency price movements of individual stocks, thereby decomposing daily stock returns into news-driven and non-news driven components. Consistent with prior literature, we find that non-news driven return precedes a reversal. For news-driven return, however, we find strong evidence of return continuation...

We employ the methods of neural network (hereafter NN) and genetic programming (hereafter GP) in this paper to construct a spread trading system, respectively, to forecast the trend of the price spread between Taiwan Stock Exchange Electronic Index Futures (hereafter TE) and Taiwan Stock Exchange Finance Sector Index Futures (hereafter TF). To forecast the trend of the spread, we use a variety ...

First examples of quasi-exactly solvable models describing spin-orbital interaction are constructed. In contrast with other examples of matrix quasi-exactly solvable models discussed in the literature up to now, our models admit infinite (but still incomplete) sets of exact (algebraic) solutions. The hamiltonians of these models are hermitian operators of the form H = −∆ +V1(r)+ (s · l)V2(r)+ (...

This study constructs active Islamic portfolios using a multi-style rotation strategy, derived from the three prominent styles, namely, momentum, value, and quality investing. We use the stocks that are consistently listed in the U.S. Dow Jones Islamic index for a sample period from 1996 to 2012. We also include two macroeconomic mimicking portfolios to capture the premiums of industrial produc...