8,277 research outputs found
Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis
Using Bayesian methods, we reexamine the empirical evidence from Sakoulis et al. (2010) regarding structural breaks in the forward discount for G-7 countries. Our Bayesian framework allows the number and pattern of structural changes in level and variance to be endogenously determined. We find different locations of breakpoints for each currency; mostly, fewer breaks are present. We find little evidence of moving toward stationarity in the forward discount after accounting for structural change. Our findings suggest that the existence of structural change is not a viable justification for the forward discount anomaly.Bayesian method, structural change, forward discount anomaly, Gibbs-sampling
PUEPro : A Computational Pipeline for Prediction of Urine Excretory Proteins
This work is supported by the National Natural Science Foundation of China (Grant Nos. 81320108025, 61402194, 61572227), Development Project of Jilin Province of China (20140101180JC) and China Postdoctoral Science Foundation (2014T70291).Postprin
Interaction-induced first order correlation between spatially-separated 1D dipolar fermions
We calculate the ground-state properties of fermionic dipolar atoms or
molecules in a one-dimensional double-tube potential by using the Luttinger
liquid theory and the density matrix renormalization-group calculation. When
the external field is applied near a magic angle with respect to the
double-tube plane, the long-ranged dipolar interaction can generate a
spontaneous correlation between fermions in different tubes, even when the bare
intertube tunneling rate is negligibly small. Such interaction-induced
correlation strongly enhances the contrast of the interference fringes and
therefore can be easily observed in the standard time-of-flight experiment.Comment: Same as the published versio
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