Neuropsychological, academic, and adaptive functioning in children who survive inhospital cardiac arrest and resuscitation

Children suffering cardiac arrest (CA) are not uncommon in certain pediatric populations. Due to the increasing suruival rates of child CA patients, there is a growing interest in, and concern for, their long-term intellectual, academic, emotional, and adaptive functioning. This article describes the possible neurologic sequelae of CA in children and presents standardized assessment results on 25 children, 2 to 15 years of age, who suruived a CA while in the hospital. A majority of these children exhibited low-average to deficient levels of performance on neuropsychologic, achievement, and adaptive behavior measures. Duration of cardiac arrest and a medical risk score were significantly correlated with decreased functioning in child CA patients. Children who suffer a cardiac arrest are at high risk for academic struggles, and many may need special education seruices

Statistical properties of short term price trends in high frequency stock market data

We investigated distributions of short term price trends for high frequency stock market data. A number of trends as a function of their lengths was measured. We found that such a distribution does not fit to results following from an uncorrelated stochastic process. We proposed a simple model with a memory that gives a qualitative agreement with real data.Comment: 10 pages, 9 figures, in ver. 2 one chapter adde

Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents

This paper is intended as an investigation of the statistical properties of {\it absolute log-returns}, defined as the absolute value of the logarithmic price change, for the Nikkei 225 index in the 28-year period from January 4, 1975 to December 30, 2002. We divided the time series of the Nikkei 225 index into two periods, an inflationary period and a deflationary period. We have previously [18] found that the distribution of absolute log-returns can be approximated by the power-law distribution in the inflationary period, while the distribution of absolute log-returns is well described by the exponential distribution in the deflationary period.\par To further explore these empirical findings, we have introduced a model of stock markets which was proposed in [19,20]. In this model, the stock market is composed of two groups of traders: {\it the fundamentalists}, who believe that the asset price will return to the fundamental price, and {\it the interacting traders}, who can be noise traders. We show through numerical simulation of the model that when the number of interacting traders is greater than the number of fundamentalists, the power-law distribution of absolute log-returns is generated by the interacting traders' herd behavior, and, inversely, when the number of fundamentalists is greater than the number of interacting traders, the exponential distribution of absolute log-returns is generated.Comment: 12 pages, 5 figure

Stochastic Cellular Automata Model for Stock Market Dynamics

In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two dimensional grid. Active traders are characterised by the decision to buy, (+1), or sell, (-1), a stock at a certain discrete time step. The remaining cells are inactive,(0). The trading dynamics is then determined by the stochastic interaction between traders belonging to the same cluster. Most of the stylized aspects of the financial market time series are reproduced by the model.Comment: 17 pages and 7 figure

Volatility clustering and scaling for financial time series due to attractor bubbling

A microscopic model of financial markets is considered, consisting of many interacting agents (spins) with global coupling and discrete-time thermal bath dynamics, similar to random Ising systems. The interactions between agents change randomly in time. In the thermodynamic limit the obtained time series of price returns show chaotic bursts resulting from the emergence of attractor bubbling or on-off intermittency, resembling the empirical financial time series with volatility clustering. For a proper choice of the model parameters the probability distributions of returns exhibit power-law tails with scaling exponents close to the empirical ones.Comment: For related publications see http://www.helbing.or

Internal Jugular Vein Cross-Sectional Area and Cerebrospinal Fluid Pulsatility in the Aqueduct of Sylvius: A Comparative Study between Healthy Subjects and Multiple Sclerosis Patients

Objectives Constricted cerebral venous outflow has been linked with increased cerebrospinal fluid (CSF) pulsatility in the aqueduct of Sylvius in multiple sclerosis (MS) patients and healthy individuals. This study investigates the relationship between CSF pulsatility and internal jugular vein (IJV) cross-sectional area (CSA) in these two groups, something previously unknown. Methods 65 relapsing-remitting MS patients (50.8% female; mean age = 43.8 years) and 74 healthy controls (HCs) (54.1% female; mean age = 43.9 years) were investigated. CSF flow quantification was performed on cine phase-contrast MRI, while IJV-CSA was calculated using magnetic resonance venography. Statistical analysis involved correlation, and partial least squares correlation analysis (PLSCA). Results PLSCA revealed a significant difference (p<0.001; effect size = 1.072) between MS patients and HCs in the positive relationship between CSF pulsatility and IJV-CSA at C5-T1, something not detected at C2-C4. Controlling for age and cardiovascular risk factors, statistical trends were identified in HCs between: increased net positive CSF flow (NPF) and increased IJV-CSA at C5-C6 (left: r = 0.374, p = 0.016; right: r = 0.364, p = 0.019) and C4 (left: r = 0.361, p = 0.020); and increased net negative CSF flow and increased left IJV-CSA at C5-C6 (r = -0.348, p = 0.026) and C4 (r = -0.324, p = 0.039), whereas in MS patients a trend was only identified between increased NPF and increased left IJV-CSA at C5-C6 (r = 0.351, p = 0.021). Overall, correlations were weaker in MS patients (p = 0.015). Conclusions In healthy adults, increased CSF pulsatility is associated with increased IJV-CSA in the lower cervix (independent of age and cardiovascular risk factors), suggesting a biomechanical link between the two. This relationship is altered in MS patients

Index Cohesive Force Analysis Reveals That the US Market Became Prone to Systemic Collapses Since 2002

BACKGROUND: The 2007-2009 financial crisis, and its fallout, has strongly emphasized the need to define new ways and measures to study and assess the stock market dynamics. METHODOLOGY/PRINCIPAL FINDINGS: The S&P500 dynamics during 4/1999-4/2010 is investigated in terms of the index cohesive force (ICF--the balance between the stock correlations and the partial correlations after subtraction of the index contribution), and the Eigenvalue entropy of the stock correlation matrices. We found a rapid market transition at the end of 2001 from a flexible state of low ICF into a stiff (nonflexible) state of high ICF that is prone to market systemic collapses. The stiff state is also marked by strong effect of the market index on the stock-stock correlations as well as bursts of high stock correlations reminiscence of epileptic brain activity. CONCLUSIONS/SIGNIFICANCE: The market dynamical states, stability and transition between economic states was studies using new quantitative measures. Doing so shed new light on the origin and nature of the current crisis. The new approach is likely to be applicable to other classes of complex systems from gene networks to the human brain

Stochastic Resonance in System with On-Off Intermittency

Stochastic resonance in a chaotic threshold-crossing system exhibiting on-off intermittency and attractor bubbling: the logistic map with the control parameter varying randomly or chaotically in time is studied in the case of weak additive and multiplicative periodic forcing. In both cases signal-to-noise ratio shows dependence on the forcing frequency; in the case of multiplicative forcing this dependence appears even for very small frequencies. It is shown that this is a result of a very long characteristic time scale, typical of systems with on-off intermittency