Search results for: E. Bonin

Authors: A. Hidalgo, A. Desportes, E. Bonin, A. Kadaoui, T. Bouaricha

Abstract:

Present paper is concerned with portfolio management with Black-Litterman (B-L) model. Considered stocks are exclusively limited to large companies stocks on US market. Results obtained by application of the model are presented. From analysis of collected Dow Jones stock data, remarkable explicit analytical expression of optimal B-L parameter τ, which scales dispersion of normal distribution of assets mean return, is proposed in terms of standard deviation of covariance matrix. Implementation has been developed in Matlab environment to split optimization in Markovitz sense from specific elements related to B-L representation.

Keywords: Black-Litterman, Markowitz, market data, portfolio manager opinion

Procedia PDF Downloads 246

Authors: Christel Elisabeth Bonin

Abstract:

This experiment aims at showing that classical singing and belting have both different singing qualities, but singing with a speaking voice has no singing quality. For this purpose, a singing female voice was recorded on four different tone pitches, singing the vowel ‘a’ by using 3 different kinds of singing - classical trained voice, belting voice and speaking voice. The recordings have been entered in the Software Praat. Then the formants of each recorded tone were compared to each other and put in relationship to the singer’s formant. The visible results are taken as an indicator of comparable sound qualities of a classical trained female voice and a belting female voice concerning the concentration of overtones in F1 to F5 and a lack of sound quality in the speaking voice for singing purpose. The results also show that classical singing and belting are both valuable vocal techniques for singing due to their richness of overtones and that belting is not comparable to shouting or screaming. Singing with a speaking voice in contrast should not be called singing due to the lack of overtones which means by definition that there is no musical tone.

Keywords: formants, overtone, singer’s formant, singing voice, belting, classical singing, singing with the speaking voice

Procedia PDF Downloads 309

Authors: Christel Elisabeth Bonin

Abstract:

The score of the 2 ½ hour ‘magnum opus’ named ‘Epitaph’ was reconstructed 10 years after Charles Mingus’ death in 1979. Most of the movements were probably composed in the late 1950s. As the finale was missing, Gunther Schuller, the conductor of the world premiere in 1989, decided to improvise one with the orchestra, using Mingus as a guide. The aim of this paper is to analyze ‘Main Score Part I ‘ and ‘Main Score Part II’ and to look into the score of Mingus’ reconstructed compositions under particular observation of the new finale, ‘Main Score Reprise’. There, Mingus left instructions for a return to the opening section of ‘Epitaph’. By examining ‘Epitaph’ in the historical context of Jazz between 1955 to 1967 and the 1980s and comparing the finale of ‘Epitaph’, created - or better said: improvised - by the musicians of the 1989 world premiere with the opening section, at first it will be interesting to discover at which point Gunther Schuller followed Mingus creative process and brought it to life in 1989. Finally, it will be speculated if Charles Mingus composition still represents a foresight of Jazz nearly 30 years after its creation.

Keywords: epitaph, Charles Mingus, Gunter Schuller, jazz reception, bebop, hardbop, Duke Ellington, black, brown and beige, African-American music, free-jazz

Procedia PDF Downloads 296