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Systemic risk is commonly used to describe the possibility of a series of correlated defaults among financial institutions—typically banks—that occur over a short period of time, often caused by a single major event. However, since the collapse of Long Term Capital Management in 1998, it has become clear that hedge funds are also involved in systemic risk(More)
The time-varying dynamics of epileptic seizures and the high inter-individual variability make their detection difficult. Osorio et al. [Osorio, I, Frei, MG, Wilkinson, SB. Real-time automated detection and quantitative analysis of seizures and short-term prediction of clinical onset. Epilepsia 1998;39(6):615-27] developed an algorithm that has had success(More)
During the week of August 6, 2007, a number of high-profile and highly successful quantitative long/short equity hedge funds experienced unprecedented losses. Based on empirical results from TASS hedge-fund data as well as the simulated performance of a specific long/short equity strategy, we hypothesize that the losses were initiated by the rapid unwinding(More)
A space-time channel coding technique is presented for overcoming turbulence-induced fading in an atmospheric optical hetero-dyne communication system that uses multiple transmit and receive apertures. In particular, a design criterion for minimizing the pairwise probability of codeword error in a space-time code (STC) is developed from a central limit(More)
The Rapidly Deployable Radio Network RDRN is an Advanced Research Projects Agency ARPA grant a w arded to the University of Kansas's Telecommunications and Information Sciences Laboratory TISL. The goal of this project is to develop a portable high speed wireless communications network that could easily be deployed in a time of battle or emergency. One of(More)
The removal of ocular artifact from scalp electroencephalograms (EEGs) is of considerable importance for both the automated and visual analysis of underlying brainwave activity. Traditionally, subtraction techniques use linear regression to estimate the influence of eye movements on the electrodes of interest. These methods are based on the assumption that(More)