4,916 research outputs found
Trading activity as driven Poisson process: comparison with empirical data
We propose the point process model as the Poissonian-like stochastic sequence
with slowly diffusing mean rate and adjust the parameters of the model to the
empirical data of trading activity for 26 stocks traded on NYSE. The proposed
scaled stochastic differential equation provides the universal description of
the trading activities with the same parameters applicable for all stocks.Comment: 9 pages, 5 figures, proceedings of APFA
Asymptotics of 4d spin foam models
We study the asymptotic properties of four-simplex amplitudes for various
four-dimensional spin foam models. We investigate the semi-classical limit of
the Ooguri, Euclidean and Lorentzian EPRL models using coherent states for the
boundary data. For some classes of geometrical boundary data, the asymptotic
formulae are given, in all three cases, by simple functions of the Regge action
for the four-simplex geometry.Comment: 10 pages, Proceedings for the 2nd Corfu summer school and workshop on
quantum gravity and quantum geometry, talk given by Winston J. Fairbair
Maximizing the benefits and minimizing the risks of intervention programs to address micronutrient malnutrition: symposium report.
Interventions to address micronutrient deficiencies have large potential to reduce the related disease and economic burden. However, the potential risks of excessive micronutrient intakes are often not well determined. During the Global Summit on Food Fortification, 9-11 September 2015, in Arusha, a symposium was organized on micronutrient risk-benefit assessments. Using case studies on folic acid, iodine and vitamin A, the presenters discussed how to maximize the benefits and minimize the risks of intervention programs to address micronutrient malnutrition. Pre-implementation assessment of dietary intake, and/or biomarkers of micronutrient exposure, status and morbidity/mortality is critical in identifying the population segments at risk of inadequate and excessive intake. Dietary intake models allow to predict the effect of micronutrient interventions and their combinations, e.g. fortified food and supplements, on the proportion of the population with intakes below adequate and above safe thresholds. Continuous monitoring of micronutrient intake and biomarkers is critical to identify whether the target population is actually reached, whether subgroups receive excessive amounts, and inform program adjustments. However, the relation between regular high intake and adverse health consequences is neither well understood for many micronutrients, nor do biomarkers exist that can detect them. More accurate and reliable biomarkers predictive of micronutrient exposure, status and function are needed to ensure effective and safe intake ranges for vulnerable population groups such as young children and pregnant women. Modelling tools that integrate information on program coverage, dietary intake distribution and biomarkers will further enable program makers to design effective, efficient and safe programs
Coherent states, constraint classes, and area operators in the new spin-foam models
Recently, two new spin-foam models have appeared in the literature, both
motivated by a desire to modify the Barrett-Crane model in such a way that the
imposition of certain second class constraints, called cross-simplicity
constraints, are weakened. We refer to these two models as the FKLS model, and
the flipped model. Both of these models are based on a reformulation of the
cross-simplicity constraints. This paper has two main parts. First, we clarify
the structure of the reformulated cross-simplicity constraints and the nature
of their quantum imposition in the new models. In particular we show that in
the FKLS model, quantum cross-simplicity implies no restriction on states. The
deeper reason for this is that, with the symplectic structure relevant for
FKLS, the reformulated cross-simplicity constraints, in a certain relevant
sense, are now \emph{first class}, and this causes the coherent state method of
imposing the constraints, key in the FKLS model, to fail to give any
restriction on states. Nevertheless, the cross-simplicity can still be seen as
implemented via suppression of intertwiner degrees of freedom in the dynamical
propagation. In the second part of the paper, we investigate area spectra in
the models. The results of these two investigations will highlight how, in the
flipped model, the Hilbert space of states, as well as the spectra of area
operators exactly match those of loop quantum gravity, whereas in the FKLS (and
Barrett-Crane) models, the boundary Hilbert spaces and area spectra are
different.Comment: 21 pages; statements about gamma limits made more precise, and minor
phrasing change
The kernel and the injectivity of the EPRL map
In this paper we prove injectivity of the EPRL map for |\gamma|<1, filling
the gap of our previous paper.Comment: 17 pages, 3 figure
One vertex spin-foams with the Dipole Cosmology boundary
We find all the spin-foams contributing in the first order of the vertex
expansion to the transition amplitude of the Bianchi-Rovelli-Vidotto Dipole
Cosmology model. Our algorithm is general and provides spin-foams of
arbitrarily given, fixed: boundary and, respectively, a number of internal
vertices. We use the recently introduced Operator Spin-Network Diagrams
framework.Comment: 23 pages, 30 figure
Scaling in the Bombay Stock Exchange Index
In this paper we study BSE Index financial time series for fractal and
multifractal behaviour. We show that Bombay stock Exchange (BSE)Index time
series is mono-fractal and can be represented by a fractional Brownian motion.Comment: 11 pages,3 figure
Fractional derivatives of random walks: Time series with long-time memory
We review statistical properties of models generated by the application of a
(positive and negative order) fractional derivative operator to a standard
random walk and show that the resulting stochastic walks display
slowly-decaying autocorrelation functions. The relation between these
correlated walks and the well-known fractionally integrated autoregressive
(FIGARCH) models, commonly used in econometric studies, is discussed. The
application of correlated random walks to simulate empirical financial times
series is considered and compared with the predictions from FIGARCH and the
simpler FIARCH processes. A comparison with empirical data is performed.Comment: 10 pages, 14 figure
- …