Analysis Of Linear Systems
sort by: Relevancy | Title | Rating try advanced search for more options
-
This lecture continues the analysis of the Capital Asset Pricing Model, building up to two key results. One, the Mutual Fund Theorem proved by Tobin, describes the optimal portfolios for agents in the economy. It turns out that every investor should try to maximize the Sharpe ratio of his portfolio, and this is achieved by a combination of money in the bank and money invested in the "market" basket of all existing assets. The market...more
-
SARS, avian influenza and swine flu are the first new diseases of the twenty-first century. They are all diseases of globalization, or diseases of modernity, and while relatively limited in their impact, they have offered dress-rehearsals for future epidemics. As information about SARS spread internationally in 2002, in spite of China's campaign of silence, the global response had a curiously twofold character: on one hand, the...more
-
Addendum: Hit-And-Run CG Algorithm, Maximum Volume Ellipsoid Method, Chebyshev Center Method, Analytic Center Cutting-Plane Method, Extensions (Of Cutting-Plane Methods), Dropping Constraints, Epigraph Cutting-Plane Method, PWL Lower Bound On Convex Function, Lower Bound, Analytic Center Cutting-Plane Method, ACCPM Algorithm, Constructing Cutting-Planes, Computing The Analytic Center, Infeasible Start Newton Method Algorithm, Properties...more
-
In this lecture, Professor Diamond continues her discussion of human muscle systems by describing the muscles of the arm and forearm as well as the abdominal muscles. She begins by describing the origin and insertion of the tricep and brachioradialis. She discusses forearm muscles generally, grouping them into flexors and extensors. Next, Professor Diamond describes four abdominal muscles, relating their names to the ways in which they...more
-
Marxism is the second Enlightenment tradition upon which the course will focus. Contrary to popular belief, Marx did not hate capitalism but derived from economic analysis that it would self-destruct and lead to socialism. It is also a myth that Marx did not care about freedom; he was only egalitarian in the sense that he wanted everyone to have freedom. Ergo, Professor Shapiro asserts that Marx's dialectical materialism is as committed...more
-
We discuss auctions. We first distinguish two extremes: common values and private values. We hold a common value auction in class and discover the winner's curse, the winner tends to overpay. We discuss why this occurs and how to avoid it: you should bid as if you knew that your bid would win; that is, as if you knew your initial estimate of the common value was the highest. This leads you to bid much below your initial estimate. Then we...more
-
Recap: Example: Minimum Cardinality Problem, Interpretation As Convex Relaxation, Interpretation Via Convex Envelope, Weighted And Asymmetric L_1 Heuristics, Regressor Selection, Sparse Signal Reconstruction, L_1-Norm Methods For Convex-Cardinality Problems Part II, Total Variation Reconstruction, Total Variation Reconstruction, TV Reconstruction, L_2 Reconstruction, Iterated Weighted L_1 Heuristic, Sparse Solution Of Linear Inequalities,...more
-
Several theories in finance relate to stock price analysis and prediction. The efficient markets hypothesis states that stock prices for publicly-traded companies reflect all available information. Prices adjust to new information instantaneously, so it is impossible to "beat the market." Furthermore, the random walk theory asserts that changes in stock prices arise only from unanticipated new information, and so it is impossible to...more
-
Professor Diamond continues her discussion of human muscle systems, addressing muscles of the trunk and upper extremity. Professor Diamond begins by discussing the trapezius, its origin and insertion, and how this relates to its function as an adductor. She encourages students to engage in self-study in order to grasp muscular form and function. She then explains the origin and insertion of the latissimus dorsi, pectoralis major, and...more
-
In this lecture, Katie Brakora, the head GSI, introduces the course and the required texts and discusses strategies for success in studying human anatomy. She encourages students to take a systemic view of human anatomy, understanding systems in whole and in part, rather than focusing on memorizing terms. After this introduction, Brakora discusses the attributes of the human brain using a preserved sample. Then, Brakora surveys the...more
-
Estrin talks about the personal connectivity cycle. The cycle of connecting people is the notion of people being able to connect to each other and connect to information anywhere. This means true mobility and ubiquitous, high bandwidth connectivity, she says. The enablers of this cycle are economic and behavioral. From an IT demand perspective, she explains, the real win is in the consumer devices and services and not in the IT...more
-
Stochastic Programming, Variations (Of Stochastic Programming), Expected Value Of A Convex Function, Example: Expected Value Of Piecewise Linear Function, On-Line Learning And Adaptive Signal Processing, Example: Mean-Absolute Error Minimization, Localization And Cutting-Plane Methods, Cutting-Plane Oracle, Neutral And Deep Cuts, Unconstrained Minimization, Deep Cut For Unconstrained Minimization, Feasibility Problem, Inequality...more
