Markowitz’s (1952) portfolio theory has permeated financial institutions over the past 50 years. Assuming that returns are normally distributed, Markowitz suggests that portfolio optimization should be performed in a mean-variance framework. With the emergence of hedge funds and their...

Tartarus is a benchmark problem used to evaluate artificial intelligence techniques for solving problems in the field of non-Markovian agent motion planning. In this paper a fractal gene regulatory network with inputs is evolved to act as a virtual robot controller in the Tartarus environment....

Statistical properties of the taxonomic classification of human languages are studied. It is shown that, at the highest levels of the taxonomic hierarchy, the frequency of taxon members as a function of the number of languages belonging to each member decays as a power law. This feature reveals...

In a recent study, Ohira and Sawatari presented a simple model of computer network traffic dynamics. These authors showed that a phase transition point is present separating the low-traffic phase with no congestion from the congestion phase as the packet creation rate increases. We further...

Ricardo Chacón generalized Johan Gielis's superformula by introducing elliptic functions in place of trigonometric functions. In this paper an attempt has been made to fit the Chacón-Gielis curves (modified by various functions) to simulated data by the least squares principle. Estimation has...

Gamma irradiation influences the microstructure of polymers that significantly affects the correlated properties of solid polymer electrolytes (SPEs). The present paper introduces a deterministic fractal model of polymer molecules and investigates the morphological changes due to gamma...

Since the appearance of the Triple Helix model of innovations, various extensions of the model to higher dimensions, Quadruple, Quintuple, and N-tuple helices, had been proposed. Systemness of growing number of innovation system patterns can be expected to need classification. Also of no less...

Fractal nanostructured materials, such as nanocomposites and self-affine thin films, are shown to possess giant optical nonlinearities. The enhancement results from the sub-wavelength localization of dipolar modes and strong local field fluctuations.

Fluorescence depolarization under dipolar quasiresonant energy transfer allows to monitor the presence of the excitation on the originally excited chromophore. However, parallel to the radiative energy decay, there is also the possibility of loss due to energy trapping. Here we focus on the...