Mean-field behavior for long- and finite range Ising model, percolation and self-avoiding walk

We consider self-avoiding walk, percolation and the Ising model with long and finite range. By means of the lace expansion we prove mean-field behavior for these models if $d>2(\alpha\wedge2)$ for self-avoiding walk and the Ising model, and $d>3(\alpha\wedge2)$ for percolation, where $d$ denotes the dimension and $\alpha$ the power-law decay exponent of the coupling function. We provide a simplified analysis of the lace expansion based on the trigonometric approach in Borgs et al. (2007)Comment: 43 pages, many figures. Version v2 with various (minor) changes (in particular in Sections 1.4 and A.1), and Sect. 4 is shortened. Journal of Statistical Physics (to appear

A monetary explanation of the great stagflation of the 1970s

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2389) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Personality is of central concern to understand health: towards a theoretical model for health psychology

This paper sets out the case that personality traits are central to health psychology. To achieve this, three aims need to be addressed. First, it is necessary to show that personality influences a broad range of health outcomes and mechanisms. Second, the simple descriptive account of Aim 1 is not sufficient, and a theoretical specification needs to be developed to explain the personality-health link and allow for future hypothesis generation. Third, once Aims 1 and 2 are met, it is necessary to demonstrate the clinical utility of personality. In this review I make the case that all three Aims are met. I develop a theoretical framework to understand the links between personality and health drawing on current theorising in the biology, evolution, and neuroscience of personality. I identify traits (i.e., alexithymia, Type D, hypochondriasis, and empathy) that are of particular concern to health psychology and set these within evolutionary cost-benefit analysis. The literature is reviewed within a three-level hierarchical model (individual, group, and organisational) and it is argued that health psychology needs to move from its traditional focus on the individual level to engage group and organisational levels

Strategic asset allocation and market timing: a reinforcement learning approach

We apply the recurrent reinforcement learning method of Moody, Wu, Liao, and Saffell (1998) in the context of the strategic asset allocation computed for sample data from US, UK, Germany, and Japan. It is found that the optimal asset allocation deviates substantially from the fixed-mix rule. The investor actively times the market and he is able to outperform it consistently over the almost two decades we analyze. Copyright Springer Science+Business Media, LLC 2007Dynamic asset allocation, Bond/equity ratio, Reinforcement Learning,

The benefits and costs of ethanol: an evaluation of the government’s analysis

Benefit-cost analysis, Regulation, Energy policy, Environmental economics, Ethanol, D61, D78, L50, Q48, Q5,