Efficiency and effectiveness of Spanish football teams: a three-stage-DEA approach

In this paper, we apply a three-stage-DEA model to the Spanish Professional Football League, which means separating the teams’ economic behaviour into three components: operating efficiency—of the offence and defence—athletic or operating effectiveness, and social effectiveness. The results showed that the technical inefficiency of the defence is greater than that of the offence, both being caused by aspects linked to the poor management of players’ abilities and by the football team’s size. Teams showed a favourable evolution of their offensive and defensive efficiency during the 2004/2005 season and to a lesser extent in the season before. The point system assigned by the professional football league regulations evaluates the teams’ athletic effectiveness, but we detected that the teams with the most experience perform athletically in a more effective manner. Their social effectiveness is strongly related to the level of play in itself and to factors linked to their PFL ranking: participation in international competitions for important football teams; or the struggle of minor football teams to stay in the first division.     

Topics in data assimilation: Stochastic processes

Stochastic models with varying degrees of complexity are increasingly widespread in the oceanic and atmospheric sciences. One application is data assimilation, i.e., the combination of model output with observations to form the best picture of the system under study. For any given quantity to be estimated, the relative weights of the model and the data will be adjusted according to estimated model and data error statistics, so implementation of any data assimilation scheme will require some assumption about errors, which are considered to be random. For dynamical models, some assumption about the evolution of errors will be needed. Stochastic models are also applied in studies of predictability.

The formal theory of stochastic processes was well developed in the last half of the twentieth century. One consequence of this theory is that methods of simulation of deterministic processes cannot be applied to random processes without some modification. In some cases the rules of ordinary calculus must be modified.

The formal theory was developed in terms of mathematical formalism that may be unfamiliar to many oceanic and atmospheric scientists. The purpose of this article is to provide an informal introduction to the relevant theory, and to point out those situations in which that theory must be applied in order to model random processes correctly.     

长江堤防工程地质信息处理模型及技术方法

长江中下游的主要防洪工程是长江干堤 ,长江堤防线路长、工程浩大、堤基工程地质水文地质条件复杂 ,涉及大量的已有地质数据和资料。今后在整治加固堤防的工程地质勘察工作中 ,还需随时进行数据的收集、存储、检索、分析、统计和维护 ,随时调用这些数据进行综合处理、编制报告和图件 ;在防汛期间可以针对堤防险工险段的险情 ,随时查询和调用有关的资料、数据或者图件 ,提供采取抢险措施决策的地质依据。这既提高了地质数据的利用价值和利用率 ,又保证了信息的准确性、完整性和共享性。因此 ,建立合理的长江堤防工程地质信息处理模型及其成熟的技术方法具有重要的意义。     

Error estimation,adaptivity and data transfer in enriched plasticity continua to analysis of shear band localization

In this paper, an adaptive FE analysis is presented based on error estimation, adaptive mesh refinement and data transfer for enriched plasticity continua in the modelling of strain localization. As the classical continuum models suffer from pathological mesh-dependence in the strain softening models, the governing equations are regularized by adding rotational degrees-of-freedom to the conventional degrees-of-freedom. Adaptive strategy using element elongation is applied to compute the distribution of required element size using the estimated error distribution. Once a new mesh is generated, state variables and history-dependent variables are mapped from the old finite element mesh to the new one. In order to transfer the history-dependent variables from the old to new mesh, the values of internal variables available at Gauss point are first projected at nodes of old mesh, then the values of the old nodes are transferred to the nodes of new mesh and finally, the values at Gauss points of new elements are determined with respect to nodal values of the new mesh. Finally, the efficiency of the proposed model and computational algorithms is demonstrated by several numerical examples.     

Reducing structural changes in van Emde Boas' data structure to the lower bound for the dynamic predecessor problem

We consider the problem of maintaining a dynamic ordered set of n integers in a universe U under the operations of insertion, deletion and predecessor queries. The computation model used is a unit-cost RAM, with a word length of w bits, and the universe size is |U|=2^w. We present a data structure that uses O(|U|/log|U|+n) space, performs all the operations in O(loglog|U|) time and needs O(loglog|U|/logloglog|U|) structural changes per update operation. The data structure is a simplified version of the van Emde Boas' tree introducing, in its construction and functioning, new concepts, which help to keep the important information for searching along the path of the tree, in a more compact and organized way.     

The prediction of coal properties using compressed infrared data from osculating polynomials

Reduction of the representation of infrared spectra from coal samples by osculating polynomials of degree nine is discussed. The reduced representation contains polynomial coefficients of order zero to four. Mathematical models of the original spectra are obtained by linear combination of the coefficients. These compressed models are statistically correlated to coal properties, namely, volatile matter, fixed carbon, ash content, heating value, hydrogen, carbon, sulphur, nitrogen, and maximum vitrinite reflectance, and the results are compared with those previously obtained from second derivatives of the same spectra. The use of compressed data, while giving slightly better correlations for some of the properties, has the advantage of requiring less computational time.     

Improved customer choice predictions using ensemble methods

In this paper various ensemble learning methods from machine learning and statistics are considered and applied to the customer choice modeling problem. The application of ensemble learning usually improves the prediction quality of flexible models like decision trees and thus leads to improved predictions. We give experimental results for two real-life marketing datasets using decision trees, ensemble versions of decision trees and the logistic regression model, which is a standard approach for this problem. The ensemble models are found to improve upon individual decision trees and outperform logistic regression.     

Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

一种区间数的因子分析技术及其在证券市场中的应用

传统的因子分析技术能够有效地对高维变量空间进行降维处理,但它对于样本空间却缺乏行之有效的降维效果.为了解决这一问题,一种针对大量样本数据、新的因子分析技术———区间数因子分析技术(intervaldatafactoranalysis,IFA)被提出并得到了迅速的发展。IFA方法对传统的数据概念做了本质性的扩张,运用'数据打包'的理念,对海量原始数据在不破坏其原有内在逻辑关系的前提下,可以进行变量和样本点维度的双重降维。本文详细阐述了区间数因子分析技术的原理,并以中国股票市场为案例研究背景,结果表明IFA分析技术对大规模多维数据系统做综合简化是十分有效的。     

Darstellung und Molekülstrukturen von oligofunktionalen Dirheniumcarbonylderivaten aus Dirheniumnonacarbonylphosphan

Preparation and Molecular Structures of Oligofunctional Dirhenium Carbonyl Derivatives from Dirhenium Nonacarbonylphosphane Starting with dirheniumdecacarbonyl, one CO-Ligand was eliminated oxidatively and substituted by the labile acetonitrile ligand. As an intermediate eq-Re₂(CO)₉NCCH₃ was received. The reaction of this labilised carbonyl with tris(trimethylsilyl)phosphine and subsequent methanolysis gave ax-Re₂(CO)₉PH₃, which was isolated and characterized for the first time. Photochemical and thermal reaction of ax-Re₂(CO)₉PH₃ led to the new bi- and trinuclear complexes Re₂(μ-H)(μ₃-PHRe(CO)₅)(CO)₈, Re₂(μ-PH₂)₂(CO)₈ and Re₂(μ-H) · (μ-PH₂)(CO)₈, which were characterized by IR-, ¹H- and ³¹P-NMR spectroscopy. The structures of ax-Re₂(CO)₉PH₃, Re₂(μ-H)(μ₃-PHRe(CO)₅)(CO)₈ and Re₂(μ-PH₂)₂(CO)₈ were confirmed by single-crystal X-ray analysis. ax-Re₂(CO)₉PH₃ has a very short Re? P bond length of 228(2) pm.