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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)