Level-shifted Technique Research Articles

Level Shifts in Volatility and the Implied-Realized Volatility Relation

We propose a simple model in which realized stock market return volatility and implied volatility backed out of option prices are subject to common level shifts corresponding to movements between bull and bear markets. The model is estimated using the Kalman filter in a generalization to the multivariate case of the univariate level shift technique by Lu and Perron (2008). An application to the S&P500 index and a simulation experiment show that the recently documented empirical properties of strong persistence in volatility and forecastability of future realized volatility from current implied volatility, which have been interpreted as long memory (or fractional integration) in volatility and fractional co-integration between implied and realized volatility, are accounted for by occasional common level shifts.

Generalized Circuit Techniques for Low-Voltage High-Speed Reset- and Switched-Opamps

This paper presents several comprehensive and novel circuit techniques that can be efficiently applied to low-voltage (LV) high-speed reset-opamp (RO) and switched-opamp (SO) in LV switched-capacitor circuits. The first, designated as virtual-ground common-mode (CM) feedback with output CM error correction, allows the design of fully differential RO circuits that could only be traditionally implemented before in pseudo-differential mode, and it leads to considerable savings of half of the opamps' power. The second, uses a crossed-coupled passive sampling interface to avoid the extra track-and-reset stages as required in both RO and SO circuits, further saving one front-end opamp's power. The third, employs a voltage-controlled level-shifting (LS) technique that utilizes the charge redistribution property to process the CM LS in an LV environment, avoiding the degradation of the feedback factor by the use of extra LS circuits. Finally, the fourth, the LV finite-gain compensation technique allows the use of low-gain high-speed single-stage amplifier in contrast to the conventional high-gain, low-speed two-stage opamp to achieve a high-speed operation in both RO and SO circuits. Without any clock boosting or bootstrap circuits, all of the above techniques can be applied in LV applications without any floating switches limitations. Measurement results of a 1.2-V 10-bit 60 MS/s pipelined analog-digital converter in 0.18- mum CMOS with RO are presented to verify the effectiveness of the proposed techniques, achieving a signal-to-noise distortion ratio of 55.2 dB with 85-mW power consumption.

A Novel Constant Power Control Circuit for HID Electronic Ballast

This paper presents a constant power control circuit for a three-stage high-intensity discharge (HID) electronic ballast. The three-stage electronic ballast is composed of a boost pre-regulator to achieve a high power factor, a DC/DC buck converter to regulate lamp current with constant lamp power, and a full-bridge inverter to drive the HID lamp with a low-frequency ac squarewave current. The buck converter operating in current mode utilizes current sense level-shift technique to achieve constant power output. The proposed constant power control circuit is easily designed and implemented for the three-stage HID electronic ballast. Finally, a laboratory prototype of a 70 W HID electronic ballast is implemented. The measured results show that the proposed ballast can be applied for various HID lamps with low lamp power variation (less than 0.6%).

A Novel Constant Power Control Circuit for HID Electronic Ballast

This paper presents a constant power control circuit for a three-stage high-intensity discharge (HID) electronic ballast. The three-stage electronic ballast is composed of a boost pre-regulator to achieve a high power factor, a DC/DC buck converter to regulate lamp current with constant lamp power, and a full-bridge inverter to drive the HID lamp with a low-frequency ac squarewave current. The buck converter operating in current mode utilizes current sense level-shift technique to achieve constant power output. The proposed constant power control circuit is easily designed and implemented for the three-stage HID electronic ballast. Finally, a laboratory prototype of a 70 W HID electronic ballast is implemented. The measured results show that the proposed ballast can be applied for various HID lamps with low lamp power variation (less than 0.6%).

Application of the DIIS technique to improve the convergence properties of the SCF-MI algorithm

The direct inversion in the iterative subspace (DIIS) technique of Pulay is incorporated within the self consistent field for molecular interactions (SCF-MI) algorithm. It is shown to improve significantly the convergence rate of the conventional SCF-MI iteration scheme. The implemented procedure demonstrates stability and rate of convergence similar to that of standard DIIS-based codes. Its performance is compared to that of the level-shifting technique as applied within the SCF-MI algorithm on test examples involving molecular complexes and standard basis sets.

GRECP/MRD-CI calculations of spin-orbit splitting in ground state of Tl and of spectroscopic properties of TlH

The generalized relativistic effective core potential (GRECP) approach is employed in the framework of multireference single- and double-excitation configuration interaction (MRD-CI) method to calculate the spin-orbit splitting in the 2Po ground state of the Tl atom and spectroscopic constants for the 0+ ground state of TlH. The 21-electron GRECP for Tl is used, and the outer core 5s and 5p pseudospinors are frozen with the help of the level shift technique. The spin-orbit selection scheme with respect to relativistic multireference states and the corresponding code are developed and applied in the calculations. In this procedure both correlation and spin-orbit interactions are taken into account. A [4,4,4,3,2] basis set is optimized for the Tl atom and employed in the TlH calculations. Very good agreement is found for the equilibrium distance, vibrational frequency, and dissociation energy of the TlH ground state (Re=1.870 Å, ωe=1420 cm−1, De=2.049 eV) as compared with the experimental data (Re=1.872 Å, ωe=1391 cm−1, De=2.06 eV). © 2001 John Wiley & Sons, Inc. Int J Quant Chem 81: 409–421, 2001

Multiconfiguration perturbation theory with imaginary level shift

In multiconfigurational perturbation theory, so-called intruders may cause singularities in the potential energy functions, at geometries where an energy denominator becomes zero. When the singularities are weak, they may be successfully removed by level shift techniques. When applied to excited states, a small shift merely moves the singularity. A large shift may cause new divergencies, and too large shifts are unacceptable since the potential function is affected in regions further away from the singularities. This Letter presents an alternative which may be regarded as an imaginary shift. The singularities are not moved, but disappear completely. They are replaced by a small distortion of the potential function. Applications to the N 2 ground state, its A 3/ gE u + state, and the Cr 2 ground state show that the distortion caused by this procedure is small.

A 1-V BiCMOS rail-to-rail amplifier with n-channel depletion mode input stage

A BiCMOS rail-to-rail operational amplifier capable of operating from supply voltages as low as 1 V is presented. The folded cascode input stage uses an nMOS depletion mode differential pair to provide rail-to-rail common mode voltage range while typically requiring only 40 fA of input bias current. The bipolar transistor differential-to-single-ended conversion network employs a low-voltage base current cancellation technique which provides high input stage voltage gain from a l-V supply yet allows a 3-V//spl mu/s slew rate capability. The bipolar transistor output stage uses a low-voltage translinear loop which maintains a low impedance signal path to the output common emitter power devices. This circuit topology enables the amplifier to achieve a 4-MHz bandwidth with 60/spl deg/ of phase margin. The output voltage can swing to within 50 mV of each supply rail. An on-demand base current boost technique will be presented which can provide up to 50 mA of output drive capability from a 5-V supply, yet consumes only a few microamps when the output is in the quiescent state. A low voltage level shift technique will be described which uses an n-channel depletion mode source follower to provide isolation between the input and output stages.

Applications of level shift corrected perturbation theory in electronic spectroscopy

Multiconfigurational second-order perturbation theory (CASPT2) with a level shift technique used to reduce the effect of intruder states has been tested for applications in electronic spectroscopy. The following molecules have been studied: formamide, adenine, stilbene, Ni(CO) 4, and a model compound for the active site in the blue copper protein plastocyanin, Cu(Im) 2(SH)(SH 2) +. The results show that the level shift technique can be used to remove the effects of the intruder states in all these molecules. In some cases a drift in the energies as a function of the level shift is observed, which however is small enough that the normal error bar for CASPT2 excitation energies (≈ 0.3 eV) still holds.

GaAs dynamic memory design

Subthreshold leakage loss is a serious problem for GaAs dynamic memory. Since the leakage current in a MESFET is several orders of magnitude higher than that in a MOSFET, it is difficult to retain the charge at dynamic nodes resulting in data storage errors, In order to solve this problem, a novel DRAM architecture is proposed. The design is based on a cell consisting of a MESFET switch and a metal-insulator-metal (MIM) planar capacitor as the storage element. The leakage current is reduced by a level-shift technique and a self-biased transistor is used to maintain the dynamic charge during the sense period. A high performance sense amplifier is used to detect small bit line voltage changes and refresh the stored data. A 1 Kb prototype, fabricated in a 1 /spl mu/m nonself-aligned GaAs MESFET technology, exhibited a total read/write access time of the order of 3 ns.

Multiconfigurational perturbation theory with level shift — the Cr 2 potential revisited

A level shift technique is suggested for removal of intruder states in multiconfigurational second-order perturbation theory (CASPT2). The first-order wavefunction is first calculated with a level shift parameter large enough to remove the intruder states. The effect of the level shift on the second-order energy is removed by a back correction technique (the LS correction). It is shown that intruder states are removed with little effect on the remaining part of the correlation energy. New potential curves have been computed for the X 1Σ g + and the a ́ 3Σ u + states of Cr 2 using large basis sets (ANO: 8s7p6d4f2g) and accounting for relativistic effects, 3s and 3p correlation, and basis set superposition effects. The computed spectroscopic constants (experimental values in parentheses) for the X 1Σ g + state are r e = 1.69(1.68) A ̊ , ΔG 1 2 = 535(452) cm −1 , D 0 = 1.54(1.44) eV. The corresponding values for a ́ 3Σ u + are r e = 1.64(1.65) A ̊ , ΔG 1 2 = 667(574) cm −1 , T e = 1.79(1.76) eV.

Order-by-order intermediate Hamiltonian expansions: applications to ab initio molecular calculations

A simple third-order intermediate Hamiltonian method based on the level shift technique is presented and applied to ab initio calculations on low-lying electronic states of CH + , CH 2 + and CH 2 . The method is shown to provide a good approximation to full Cl for both total energies and excitation energies. Numerous intruder states did not give rise to any instability problems. Series resummation using modified operator [2/1] Pade approximants and deviations of solutions by the present method from the strict size consistency are discussed

Order-by-order expansions for intermediate Hamiltonians by the shift technique

The level shift technique is applied to derive rigorous order-by-order intermediate Hamiltonian QDPT expansions. The novel approach offers an insight into the relations between different intermediate Hamiltonian theories. The direct comparison with the shifted QDPT expansions for conventional effective Hamiltonian is also presented

The C6 coefficients for NeHF. Improved polarizabilities and dispersion coefficients by a simple level-shifting technique

The parallel and perpendicular C 6 coefficients for the NEHF pair have been estimated at 7.905 and 5.065 and respectively. A simple technique, using experimental values of polarisabilities to determine level shifts semi-empirically, produced these values. An important feature of the technique is its suitability for inclusion as a part of an othenvise ab initio treatment of the intermolecular force problem.

Unconditional convergence in SCF theory: a general level shift technique

A level shift procedure is described in the framework of one-operator SCF formalisms. This procedure permits one to obtain in any case unconditional convergence to a stationary energy.

Improved convergence of open-shell SCF calculations

It is shown that the level-shifting technique of Guest and Saunders for improving convergence of open-shell SCF iterations can also be applied to the double-matrix formalism of Roothaan and its extension by Huzinaga. Test cases include the lowest 2Σ+ state of PO and a double open-shell 2Σ+ configuration of NS.