Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction

While we would like to predict exact values, the information available, being incomplete, is rarely sufficient - usually allowing only conditional probability distributions to be predicted. This article discusses hierarchical correlation reconstruction (HCR) methodology for such a prediction using the example of bid-ask spreads (usually unavailable), but here predicted from more accessible data like closing price, volume, high/low price and returns. Using HCR methodology, as in copula theory, we first normalized marginal distributions so that they were nearly uniform. Then we modelled joint densities as linear combinations of orthonormal polynomials, obtaining their decomposition into mixed moments. Then we modelled each moment of the predicted variable separately as a linear combination of mixed moments of known variables using least squares linear regression. By combining these predicted moments, we obtained the predicted density as a polynomial, for which we can e.g. calculate the expected value, but also the variance to determine the uncertainty of the prediction, or we can use the entire distribution for, e.g. more accurate further calculations or generating random values. 10-fold cross-validation log-likelihood tests were conducted for 22 DAX companies, leading to very accurate predictions, especially when individual models were used for each company, as significant differences were found between their behaviours. An additional advantage of using this methodology is that it is computationally inexpensive; estimating and evaluating a model with hundreds of parameters and thousands of data points by means of this methodology takes only a second on a computer

DETERMINING THE DEGREE OF PLAYER ENGAGEMENT IN A COMPUTER GAME WITH ELEMENTS OF A SOCIAL CAMPAIGN USING COGNITIVE NEUROSCIENCE TECHNIQUES

Due to the popularity of video games in various applications, including both commercial and social marketing, there is a need to assess their content in terms of player satisfaction, already at the production stage. For this purpose, the indices used in EEG tests can be used. In this publication, a formula has been created based on the player's commitment to determining which elements in the game should be improved and for which graphic emblems connected with social campaigns were more memorable and whether this was related to commitment. The survey was conducted using a 2D platform game created in Unity based on observations of 28 recipients. To evaluate the elements occurring in the game at which we obtain a higher memory for graphic characters, a corresponding pattern was created based on player involvement. The optimal Index for moving and static objects and the Index for destruction were then selected based on the feedback. Referring to the issue of graphic emblems depicting social campaigns should be placed in a place where other activities such as fighting will not be distracted, everyone will be able to reach the level where the recently placed advertisement is. This study present the developed method to determine the degree of player's engagement in particular elements in the game using the EEG and to explore the relationship between the visibility of social advertising and engagement in a 2D platform game where the player has to collect three keys and defeat the ultimate opponent.&nbsp

Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction

While we would like to predict exact values, available incomplete information is rarely sufficient - usually allowing only to predict conditional probability distributions. This article discusses hierarchical correlation reconstruction (HCR) methodology for such prediction on example of usually unavailable bid-ask spreads, predicted from more accessible data like closing price, volume, high/low price, returns. In HCR methodology we first normalize marginal distributions to nearly uniform like in copula theory. Then we model (joint) densities as linear combinations of orthonormal polynomials, getting its decomposition into (mixed) moments. Then here we model each moment (separately) of predicted variable as a linear combination of mixed moments of known variables using least squares linear regression - getting accurate description with interpretable coefficients describing linear relations between moments. Combining such predicted moments we get predicted density as a polynomial, for which we can e.g. calculate expected value, but also variance to evaluate uncertainty of such prediction, or we can use the entire distribution e.g. for more accurate further calculations or generating random values. There were performed 10-fold cross-validation log-likelihood tests for 22 DAX companies, leading to very accurate predictions, especially when using individual models for each company as there were found large differences between their behaviors. Additional advantage of the discussed methodology is being computationally inexpensive, finding and evaluation a model with hundreds of parameters and thousands of data points takes a second on a laptop.Comment: 10 pages, 7 figure

Compcrypt–lightweight ANS-based compression and encryption

Compression is widely used in Internet communication to save communication time and bandwidth. Recently invented by Jarek Duda asymmetric numeral system (ANS) offers an improved efficiency and a close to optimal compression. The ANS algorithm has been deployed by major IT companies such as Facebook, Google and Apple. Compression by itself does not provide any security (such as confidentiality or authentication of transmitted data). An obvious solution to this problem is an encryption of compressed bitstream. However, it requires two algorithms: one for compression and the other for encryption. In this work, we investigate natural properties of ANS that allow to incorporate authenticated encryption using as little cryptography as possible. We target low-level security communication such as transmission of data from IoT devices/sensors. In particular, we propose three solutions for joint compression and encryption (compcrypt). All of them use a pseudorandom bit generator (PRGB) based on lightweight stream ciphers. The first solution applies state jumps controlled by PRGB. The second one employs two ANS algorithms, where compression switches between the two. The switch is controlled by a PRGB bit. The third compcrypt modifies the encoding function of ANS depending on PRGB bits. Security and efficiency of the proposed compcrypt algorithms are evaluated

The impact of advertisements placement in the computer game on the effectiveness of social campaign messages

PURPOSE: The article focuses on two aspects, spatial location of advertisements and the engagement of the player during the gameplay and investigates, how they influence the effectiveness of advertising in the context of social campaign.DESIGN/METHODOLOGY/APPROACH: The analyses are conducted based on data collected in the survey and recorded by EEG and eye-tracker devices.FINDINGS: The results obtained for the memorization may indicate that message order (first or last) in a sequence of advertisements has major bearing on attention and recall. The computed outcomes of engagement indices show that, depending on the method of calculation, obtained results can differ. Moreover, research with the use of eye-tracking devices can allow for accurate predictions of advertising effectiveness, at least in terms of recall. Results allow to state that it would be recommended to place social advertisements in such spots where the player has less to do and is not distracted by any tasks required to achieve progress in the game.PRACTICAL IMPLICATIONS: The proposed solution of testing the effectiveness of computer games in presenting social campaigns messages can be used both by practitioners that develop such campaigns and by scientists aiming to conduct advertising research.ORIGINALITY/VALUE: Taking into account data from two different sources allows to capture both conscious and subconscious opinions about the social advertsising message in the game, which shows the comprehensive image of the advertisement’s effectiveness.The project was financed with the National Science Centre funds allocated according to the decision DEC-2016/21/B/HS4/03036.peer-reviewe

The N400/FN400 and Lateralized Readiness Potential Neural Correlates of Valence and Origin of Words’ Affective Connotations in Ambiguous Task Processing

Recent behavioral studies revealed an interesting phenomenon concerning the influence of affect on the interpretation of ambiguous stimuli. In a paradigm, where the participants’ task was to read a word, remember its meaning for a while, and then choose one of two pictorial-alphabet-like graphical signs best representing the word sense, we observed that the decisions involving trials with reflective-originated verbal stimuli were performed significantly longer than decisions concerning other stimuli (i.e., automatic-originated). The origin of an affective reaction is a dimension which allows speaking of an affect as automatic (you feel it in your guts) or reflective (you feel it comes from your mind). The automatic affective reaction represents the immediate and inescapable as opposed to the reflective, i.e., the delayed and controllable affective responses to stimuli. In the current experiment, we investigated the neural correlates of performance in an QR-signs-selection ambiguous task. We found the effects of valence and origin in the N400/FN400 potential by means of a stimuli-locked analysis of the initial part of the task, that is, the remembering of a certain word stimulus in a working memory. The N400/FN400 effects were separated in space on scalp distribution. Reflective originated stimuli elicited more negative FN400 than other conditions, which means that such stimuli indeed are associated with conceptual incongruence or higher affective complexity of meaning, but distinct from purely cognitive concreteness. Moreover, the amplitude of the potential preceding the decision, analyzed in the response-locked way, was shaped by the origin of an affective state but not valence. Trials involving decisions concerning reflective-originated words were characterized by a more negative amplitude than trials involving automatic-originated and control word stimuli. This corresponds to the observed pattern of response latencies, where we found that latencies for reflective stimuli were longer than for automatic originated or control ones. Additionally, this study demonstrates that the proposed new ambiguous paradigm is useful in studies concerning the influence of affect on decisions

Effect of Variable-Intensity Running Training and Circuit Training on Selected Physiological Parameters of Soccer Players

Proper planning of the training process based on individual LT and AT metabolic thresholds is essential to improve athletic performance. Development of endurance in soccer players is mainly based on continuous runs and variable-intensity runs, supplemented with strength conditioning and sport-specific training. The aim of the study was to analyse selected parameters of physical capacity of soccer players after 8-week variable-intensity running training and circuit training. The experiment was carried out in a group of 34 soccer players aged 21 to 26 years. The athletes were divided into two groups: 17 people in the experimental group and 17 people in the control group. The experimental group was involved in 30-minute tempo runs two times a week for 8 weeks with variable intensity at AT. In the same period, the control group performed two 60-minute continuous runs at the intensity of 70-75%HRmax. The determination of metabolic thresholds used two indirect tests: the multistage shuttle run test (beep test) and maximal lactate steady state test (MLSS) with author's own modification. In order to evaluate maximal heart rate (HRmax), the research procedure was started from the beep test (distance: 20 m). The speed at the first level was 8.5 km/h and increased with each level by 0.5 km/h. Training of the experimental group where variable exercise intensity was used caused a statistically significant increase in HRmax (by 1.9%) and blood lactate levels at the AT (by 20.5%). The training in the experimental group led to the statistically significant (p < 0.05) increase in the parameters of the following variables: HRmax (by 1.9%); lactate level (by 7.85); HR at the AT (by 1,9%); lactate level at the AT (by 20.5%). The assumptions of the experimental training did not cause statistically significant changes in pretest vs. posttest HRmax and blood lactate levels for the LT. Endurance training with high intensity is more effective in soccer players compared to training with moderate intensity. Development of special endurance in soccer should also assume the intensity and method of working similar to the method used during sport competition

Mechanical thrombectomy in acute stroke – Five years of experience in Poland

Objectives Mechanical thrombectomy (MT) is not reimbursed by the Polish public health system. We present a description of 5 years of experience with MT in acute stroke in Comprehensive Stroke Centers (CSCs) in Poland. Methods and results We retrospectively analyzed the results of a structured questionnaire from 23 out of 25 identified CSCs and 22 data sets that include 61 clinical, radiological and outcome measures. Results Most of the CSCs (74%) were founded at University Hospitals and most (65.2%) work round the clock. In 78.3% of them, the working teams are composed of neurologists and neuro-radiologists. All CSCs perform CT and angio-CT before MT. In total 586 patients were subjected to MT and data from 531 of them were analyzed. Mean time laps from stroke onset to groin puncture was 250±99min. 90.3% of the studied patients had MT within 6h from stroke onset; 59.3% of them were treated with IV rt-PA prior to MT; 15.1% had IA rt-PA during MT and 4.7% – emergent stenting of a large vessel. M1 of MCA was occluded in 47.8% of cases. The Solitaire device was used in 53% of cases. Successful recanalization (TICI2b–TICI3) was achieved in 64.6% of cases and 53.4% of patients did not experience hemorrhagic transformation. Clinical improvement on discharge was noticed in 53.7% of cases, futile recanalization – in 30.7%, mRS of 0–2 – in 31.4% and mRS of 6 in 22% of cases. Conclusion Our results can help harmonize standards for MT in Poland according to international guidelines