494 research outputs found

    Financial bubbles: A study of co-explosivity in the cryptocurrency market

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    Cryptocurrencies have recently captured the interest of the econometric literature, with several works trying to address the existence of bubbles in the price dynamics of Bitcoins and other cryptoassets. Extremely rapid price accelerations, often referred to as explosive behaviors, followed by drastic drops pose high risks to investors. From a risk management perspective, testing the explosiveness of individual cryptocurrency time series is not the only crucial issue. Investigating co-explosivity in the cryptoassets, i.e., whether explosivity in one cryptocurrency leads to explosivity in other cryptocurrencies, allows indeed to take into account possible shock propagation channels and improve the prediction of market collapses. To this aim, our paper investigates the relationships between the explosive behaviors of cryptocurrencies through a unit root testing approach

    Anatomage Table 6

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    Anatomage Table 6, which launched in the fall of 2018, is the latest software for users of the Anatomage Virtual Dissection Table. Anatomage Table 6 comprises numerous virtual anatomy dissection and study tools for use by anatomy students and instructors. This review provides an overview and assessment of Anatomage Table 6’s primary tools and advanced navigation features

    Financial contagion through space-time point processes

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    We propose to study the dynamics of financial contagion by means of a class of point process models employed in the modeling of seismic contagion. The proposal extends network models, recently introduced to model financial contagion, in a space-time point process perspective. The extension helps to improve the assessment of credit risk of an institution, taking into account contagion spillover effects

    Application and validation of dynamic Poisson models to measure credit contagion = Applicazione e validazione di modelli di Poisson dinamici per misurare il contagio nel credito

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    La diffusione di piattaforme finanziarie digitali, basate sull\u2019interconnessione, rende necessario lo sviluppo di modelli per il rischio di credito che tengano in opportuna considerazione il contagio. A tale scopo proponiamo di utilizzare un modello per il rischio di credito che permette di studiare il contagio attraverso processi di Poisson autoregressivi. Applicando il modello alle serie trimestrali del numero di prestiti a default nel sistema bancario italiano, troviamo evidenza di effetti di contagio in diversi settori economici. Per calcolare l\u2019accuratezza del modello utilizziamo una nuova misura, il cui principale vantaggio risiede nella non dipendenza dalla tipologia di variabile risposta considerata.The growing importance of financial technology platforms, based on interconnectedness, makes necessary the development of credit risk measurement models that properly take contagion into account. To this aim, we propose to use a credit risk model that allows to investigate contagion through Poisson autoregressive stochastic processes. We apply this model to the quarterly count of defaulted loans in the Italian banking system, finding evidence of contagion effects in several economic sectors. To calculate the accuracy of the model we use a new measure, whose main advantage is being not dependent on the type of predicted variable

    Youth beyond borders: Methodological challenges in youth information interaction

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    The pace of technological change is rapid and the impact of this acceleration on the information behavior of youth from diverse backgrounds is multifaceted. Most young people have online access in some form, but the uses and quality of access vary tremendously (Madden, Lenhart, Duggan, Cortesi & Gasser, 2013). With the growth and variation of information behaviors among youth in social media and the mobile Web, keeping pace with research methods used to capture these behaviors and phenomena continues to be a discussion among scholars. Adding to the complications of research in this area, youth are increasingly using information and communications technologies (ICT) across platforms for a variety of information behaviors, including academic and social reasons (Agosto & Abbas, 2010). It is often not enough to solely examine a young person's Twitter feed-we need to see how that conversation carries from Twitter, to direct messages, to texting, to a Facebook post and so on. This variation suggests a need for greater nuance in research (Madden, Lenhart, Duggan, Cortesi & Gasser, 2013; Gasser, Cortesi, Malik & Lee, 2012). This panel will bring together several researchers experienced in studying youth information practices to discuss their methodologies and strategies in dealing with these intricate issues. This panel will be conducted in a roundtable style-encouraging deep conversation between the researchers and the audience. This will be followed by a small group discussions with the audience and conclude by sharing back best practices uncovered through the group discussions. Through attending this panel, attendees will engage with current developments in diverse youth, ICT and research methodologies, and identify priorities and approaches for future work in these areas

    Stem Cell Niche Dynamics: From Homeostasis to Carcinogenesis

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    The stem cell microenvironment is involved in regulating the fate of the stem cell with respect to self-renewal, quiescence, and differentiation. Mathematical models are helpful in understanding how key pathways regulate the dynamics of stem cell maintenance and homeostasis. This tight regulation and maintenance of stem cell number is thought to break down during carcinogenesis. As a result, the stem cell niche has become a novel target of cancer therapeutics. Developing a quantitative understanding of the regulatory pathways that guide stem cell behavior will be vital to understanding how these systems change under conditions of stress, inflammation, and cancer initiation. Predictions from mathematical modeling can be used as a clinical tool to guide therapy design. We present a survey of mathematical models used to study stem cell population dynamics and stem cell niche regulation, both in the hematopoietic system and other tissues. Highlighting the quantitative aspects of stem cell biology, we describe compelling questions that can be addressed with modeling. Finally, we discuss experimental systems, most notably Drosophila, that can best be used to validate mathematical predictions

    Macular Choroidal Thickness: Evaluation of Variability among Measurements and Assessment of Predictive Value of Glaucomatous Visual Field Damag

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    Introduction: This study aimed to investigate the relationship between the choroidal circulation and glaucoma, assessing macular choroidal thickness (MCT) as a predictive value of glaucomatous visual field damage. Methods: Twenty primary open-angle glaucoma patients were recruited. Patients underwent 2 SS-OCT scans: one with DRI OCT (Topcon) and the other with PLEX Elite 9000 (Zeiss). Standard OCT parameters were acquired by DRI OCT, while MCT was manually measured in 5 points on Plex ELITE 9000 images. The relationship among MCT, standard OCT parameters, and visual field indices was evaluated. Pearson''s r correlation was calculated to evaluate these relationships. Reproducibility of measurements was analyzed. Results: MCT measurements showed a good intra- and interobserver repeatability. A negative correlation appeared between MCT and BMI (r = -0.518, p = 0.023). Mean deviation showed a statistically significant correlation with MCT measured at subfoveal and at 1, 000 µm nasally (r = 0.50, p = 0.03, and r = 0.52, p = 0.023). A correlation was found between the 2 MCT (Zeiss vs. Topcon) measurements and between MCT and peripapillary choroidal thickness (r = 0.944 and r = 0.740, p < 0.001, respectively). Conclusions: A good intra- and interobserver reproducibility was found. MCT showed a weak predictive value of glaucomatous visual field damage. A significant correlation was found between MCT and BMI. © 202
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