Physical Electronics

Contains research objectives and reports on two research projects

Value at Risk models with long memory features and their economic performance

We study alternative dynamics for Value at Risk (VaR) that incorporate a slow moving component and information on recent aggregate returns in established quantile (auto) regression models. These models are compared on their economic performance, and also on metrics of first-order importance such as violation ratios. By better economic performance, we mean that changes in the VaR forecasts should have a lower variance to reduce transaction costs and should lead to lower exceedance sizes without raising the average level of the VaR. We find that, in combination with a targeted estimation strategy, our proposed models lead to improved performance in both statistical and economic terms

Physical Electronics

Contains reports on three research projects

Ferromagnetic Domain Distribution in Thin Films During Magnetization Reversal

We have shown that polarized neutron reflectometry can determine in a model-free way not only the mean magnetization of a ferromagnetic thin film at any point of a hysteresis cycle, but also the mean square dispersion of the magnetization vectors of its lateral domains. This technique is applied to elucidate the mechanism of the magnetization reversal of an exchange-biased Co/CoO bilayer. The reversal process above the blocking temperature is governed by uniaxial domain switching, while below the blocking temperature the reversal of magnetization for the trained sample takes place with substantial domain rotation

Continuous-time random-walk approach to normal and anomalous reaction-diffusion processes

We study the dynamics of a radioactive species flowing through a porous material, within the Continuous-Time Random Walk (CTRW) approach to the modelling of stochastic transport processes. Emphasis is given to the case where radioactive decay is coupled to anomalous diffusion in locally heterogeneous media, such as porous sediments or fractured rocks. In this framework, we derive the distribution of the number of jumps each particle can perform before a decay event. On the basis of the obtained results, we compute the moments of the cumulative particle distribution, which can be then used to quantify the overall displacement and spread of the contaminant species.Comment: 6 pages, 4 figure

Free energy barrier for melittin reorientation from a membrane-bound state to a transmembrane state

An important step in a phospholipid membrane pore formation by melittin antimicrobial peptide is a reorientation of the peptide from a surface into a transmembrane conformation. In this work we perform umbrella sampling simulations to calculate the potential of mean force (PMF) for the reorientation of melittin from a surface-bound state to a transmembrane state and provide a molecular level insight into understanding peptide and lipid properties that influence the existence of the free energy barrier. The PMFs were calculated for a peptide to lipid (P/L) ratio of 1/128 and 4/128. We observe that the free energy barrier is reduced when the P/L ratio increased. In addition, we study the cooperative effect; specifically we investigate if the barrier is smaller for a second melittin reorientation, given that another neighboring melittin was already in the transmembrane state. We observe that indeed the barrier of the PMF curve is reduced in this case, thus confirming the presence of a cooperative effect

Regional, sex, and age differences in diagnostic testing among participants in the NAVIGATE-ESUS trial

Background and aim: The diagnosis of embolic stroke of undetermined source (ESUS) is based on excluding other more likely stroke etiologies, and therefore diagnostic testing plays an especially crucial role. Our objective was to compare the diagnostic testing by region, sex, and age among the participants of NAVIGATE-ESUS trial. Methods: Participants were grouped according to five global regions (North America, Latin America, Western Europe, Eastern Europe and East Asia), age (<60, 60–74, and >75 years), and sex. Frequencies of each diagnostic test within areas of echocardiography, cardiac rhythm monitoring, and arterial imaging were described and compared across groups. A multivariable logistic regression model for each diagnostic test was fit to assess the independent influence of each of region, age, and sex and likelihood of testing. Results: We included 6985 patients in the analysis (918 from North America; 746 from Latin America; 2853 from Western Europe; 1118 from Eastern Europe; 1350 from East Asia). Average age (highest in Western Europe (69 years), lowest in Eastern Europe (65 years)), % females (highest in Latin America (44%) and lowest in East Asia (31%)), and use of each diagnostic test varied significantly across regions. Region, but not sex, was independently associated with use of each diagnostic test examined. Transesophageal echocardiography and either CT or MR angiogram were more often used in younger patients. Conclusion: Diagnostic testing differed by region, and less frequently by age, but not by sex. Our findings reflect the existing variations in global practice in diagnostic testing in ESUS patients

Analyzing collaborative learning processes automatically

In this article we describe the emerging area of text classification research focused on the problem of collaborative learning process analysis both from a broad perspective and more specifically in terms of a publicly available tool set called TagHelper tools. Analyzing the variety of pedagogically valuable facets of learners’ interactions is a time consuming and effortful process. Improving automated analyses of such highly valued processes of collaborative learning by adapting and applying recent text classification technologies would make it a less arduous task to obtain insights from corpus data. This endeavor also holds the potential for enabling substantially improved on-line instruction both by providing teachers and facilitators with reports about the groups they are moderating and by triggering context sensitive collaborative learning support on an as-needed basis. In this article, we report on an interdisciplinary research project, which has been investigating the effectiveness of applying text classification technology to a large CSCL corpus that has been analyzed by human coders using a theory-based multidimensional coding scheme. We report promising results and include an in-depth discussion of important issues such as reliability, validity, and efficiency that should be considered when deciding on the appropriateness of adopting a new technology such as TagHelper tools. One major technical contribution of this work is a demonstration that an important piece of the work towards making text classification technology effective for this purpose is designing and building linguistic pattern detectors, otherwise known as features, that can be extracted reliably from texts and that have high predictive power for the categories of discourse actions that the CSCL community is interested in