Transfer Effect of Speech-sound Learning on Auditory-motor Processing of Perceived Vocal Pitch Errors

Speech perception and production are intimately linked. There is evidence that speech motor learning results in changes to auditory processing of speech. Whether speech motor control benefits from perceptual learning in speech, however, remains unclear. This event-related potential study investigated whether speech-sound learning can modulate the processing of feedback errors during vocal pitch regulation. Mandarin speakers were trained to perceive five Thai lexical tones while learning to associate pictures with spoken words over 5 days. Before and after training, participants produced sustained vowel sounds while they heard their vocal pitch feedback unexpectedly perturbed. As compared to the pre-training session, the magnitude of vocal compensation significantly decreased for the control group, but remained consistent for the trained group at the post-training session. However, the trained group had smaller and faster N1 responses to pitch perturbations and exhibited enhanced P2 responses that correlated significantly with their learning performance. These findings indicate that the cortical processing of vocal pitch regulation can be shaped by learning new speech-sound associations, suggesting that perceptual learning in speech can produce transfer effects to facilitating the neural mechanisms underlying the online monitoring of auditory feedback regarding vocal production

Nonlinear Volatility of River Flux Fluctuations

We study the spectral properties of the magnitudes of river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) strongly power-law correlations for time scales less than one year. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than one year. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.Comment: 5 revtex pages, 6 page

Neurological soft signs in persons with amnestic mild cognitive impairment and the relationships to neuropsychological functions

BACKGROUND: Neurological abnormalities have been reported in people with amnestic mild cognitive impairment (aMCI). The current study aimed to examine the prevalence of neurological soft signs (NSS) in this clinical group and to examine the relationship of NSS to other neuropsychological performances. METHODS: Twenty-nine people with aMCI and 28 cognitively healthy elderly people were recruited for the present study. The NSS subscales (motor coordination, sensory integration, and disinhibition) of the Cambridge Neurological Inventory and a set of neuropsychological tests were administered to all the participants. RESULTS: People with aMCI exhibited significantly more motor coordination signs, disinhibition signs, and total NSS than normal controls. Correlation analysis showed that the motor coordination subscale score and total score of NSS were significantly inversely correlated with the combined Z-score of neuropsychological tests in aMCI group. CONCLUSIONS: These preliminary findings suggested that people with aMCI demonstrated a higher prevalence of NSS compared to healthy elderly people. Moreover, NSS was found to be inversely correlated with the neuropsychological performances in persons with aMCI. When taken together, these findings suggested that NSS may play a potential important role and serve as a tool to assist in the early detection of aMCI

Tick size and price diffusion

A tick size is the smallest increment of a security price. It is clear that at the shortest time scale on which individual orders are placed the tick size has a major role which affects where limit orders can be placed, the bid-ask spread, etc. This is the realm of market microstructure and there is a vast literature on the role of tick size on market microstructure. However, tick size can also affect price properties at longer time scales, and relatively less is known about the effect of tick size on the statistical properties of prices. The present paper is divided in two parts. In the first we review the effect of tick size change on the market microstructure and the diffusion properties of prices. The second part presents original results obtained by investigating the tick size changes occurring at the New York Stock Exchange (NYSE). We show that tick size change has three effects on price diffusion. First, as already shown in the literature, tick size affects price return distribution at an aggregate time scale. Second, reducing the tick size typically leads to an increase of volatility clustering. We give a possible mechanistic explanation for this effect, but clearly more investigation is needed to understand the origin of this relation. Third, we explicitly show that the ability of the subordination hypothesis in explaining fat tails of returns and volatility clustering is strongly dependent on tick size. While for large tick sizes the subordination hypothesis has significant explanatory power, for small tick sizes we show that subordination is not the main driver of these two important stylized facts of financial market.Comment: To be published in the "Proceedings of Econophys-Kolkata V International Workshop on "Econophysics of Order-driven Markets" March 9-13, 2010, The New Economic Windows series of Springer-Verlag Italia

A Multifractal Analysis of Asian Foreign Exchange Markets

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronge related to the presence of high values of returns in the series

Cortical asymmetries in unaffected siblings of patients with obsessive–compulsive disorder

Obsessive–compulsive disorder (OCD) is considered to be associated with atypical brain asymmetry. However, no study has examined the asymmetry in OCD from the perspective of cortical morphometry. This study is aimed to describe the characteristics of cortical asymmetry in OCD patients, and to investigate whether these features exist in their unaffected siblings – a vital step in identifying putative endophenotypes for OCD. A total of 48 subjects (16 OCD patients, 16 unaffected siblings, and 16 matched controls) were recruited who had complete magnetic resonance imaging scans. Left–right hemispheric asymmetries of cortical thickness were measured using a surface-based threshold-free cluster enhancement method. OCD patients and siblings both showed leftward asymmetries of cortical thickness in the anterior cingulate cortex (ACC), which showed a significant positive correlation with compulsive subscale scores. In addition, siblings and healthy controls showed significantly decreased leftward asymmetries in the orbitofrontal cortex (OFC), and the decreased leftward bias in the OFC was accompanied by lower scales on the Yale–Brown Obsessive–Compulsive Scale. To sum up, leftward asymmetries of cortical thickness in the ACC may represent an endophenotype of increased hereditary risk for OCD, while decreased leftward asymmetries of cortical thickness in the OFC may represent a protective factor

Dynamics of tournaments: the soccer case

A random walk-like model is considered to discuss statistical aspects of tournaments. The model is applied to soccer leagues with emphasis on the scores. This competitive system was computationally simulated and the results are compared with empirical data from the English, the German and the Spanish leagues and showed a good agreement with them. The present approach enabled us to characterize a diffusion where the scores are not normally distributed, having a short and asymmetric tail extending towards more positive values. We argue that this non-Gaussian behavior is related with the difference between the teams and with the asymmetry of the scores system. In addition, we compared two tournament systems: the all-play-all and the elimination tournaments.Comment: To appear in EPJ

Measure representation and multifractal analysis of complete genomes

This paper introduces the notion of measure representation of DNA sequences. Spectral analysis and multifractal analysis are then performed on the measure representations of a large number of complete genomes. The main aim of this paper is to discuss the multifractal property of the measure representation and the classification of bacteria. From the measure representations and the values of the $D_{q}$ spectra and related $C_{q}$ curves, it is concluded that these complete genomes are not random sequences. In fact, spectral analyses performed indicate that these measure representations considered as time series, exhibit strong long-range correlation. For substrings with length K=8, the $D_{q}$ spectra of all organisms studied are multifractal-like and sufficiently smooth for the $C_{q}$ curves to be meaningful. The $C_{q}$ curves of all bacteria resemble a classical phase transition at a critical point. But the 'analogous' phase transitions of chromosomes of non-bacteria organisms are different. Apart from Chromosome 1 of {\it C. elegans}, they exhibit the shape of double-peaked specific heat function.Comment: 12 pages with 9 figures and 1 tabl

An integrated approach to the assessment of long range correlation in time series data

To assess whether a given time series can be modeled by a stochastic process possessing long range correlation one usually applies one of two types of analysis methods: the spectral method and the random walk analysis. The first objective of this work is to show that each one of these methods used alone can be susceptible to producing false results. We thus advocate an integrated approach which requires the use of both methods in a consistent fashion. We provide the theoretical foundation of this approach and illustrate the main ideas using examples. The second objective relates to the observation of long range anticorrelation (Hurst exponent H < 1/2) in real world time series data. The very peculiar nature of such processes is emphasized in light of the stringent condition under which such processes can occur. Using examples we discuss the possible factors that could contribute to the false claim of long range anticorrelations and demonstrate the particular importance of the integrated approach in this case.Comment: 15 pages, 33 figure

The non-random walk of stock prices: The long-term correlation between signs and sizes

We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this benchmark model is unable to reproduce the diffusion properties of real prices. Specifically, we find that for one hour intervals this model consistently over-predicts the volatility of real price series by about 70%, and that this effect becomes stronger as the length of the intervals increases. By selectively shuffling some components of the data while preserving others we are able to show that this discrepancy is caused by a subtle but long-range non-contemporaneous correlation between the signs and sizes of individual returns. We conjecture that this is related to the long-memory of transaction signs and the need to enforce market efficiency.Comment: 9 pages, 5 figures, StatPhys2