66 research outputs found

    Profile of high-performing college soccer teams: An exploratory multi-level analysis

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    Purpose: To determine the profile of high-performing college soccer teams through the use of exploratory hierarchical linear modeling (HLM) based on a socio-cognitive approach. Design and Measures: A correlational design was employed in this study. The sample consisted of 340 college soccer players of both genders (178 female and 162 male), representing 17 different teams (8 female and 9 male) ranked in the top-32 of the National Association of Intercollegiate Athletics (NAIA). Numerous demographic and soccer-related variables represented level-1 in the HLM model. Group Environment Questionnaire and Team Assessment Diagnostic Measure were entered as level-2 variables, representing cohesion and team mental models, respectively. Perceived performance potential (PPP) served as the dependent variable. Objective performance scores were correlated with PPP, attesting a moderate to high-level of criterion related validity (r = .78). Results: The final model suggested that: (1) International athletes perceive their performance lower than others, (2) different field positions share different covariance coefficients with PPP, and (3) perception of social cohesion from a group, rather than individual, standpoint is positively associated with perceptions of team performance. Conclusions: High performing teams have clearly defined task-related and team-related goals. Accordingly, social rather than task related factors may represent a competitive edge, further energizing the interactions and performance of top-ranked teams. International athletes perceive team performance lower than locals, perhaps due to differences in preferred game-style and acculturation experiences. Players from different field positions (i.e., goalkeepers, defensive, and offensive players) relate differently to team performance in college soccer

    How high frequency trading affects a market index

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    The relationship between a market index and its constituent stocks is complicated. While an index is a weighted average of its constituent stocks, when the investigated time scale is one day or longer the index has been found to have a stronger effect on the stocks than vice versa. We explore how this interaction changes in short time scales using high frequency data. Using a correlation-based analysis approach, we find that in short time scales stocks have a stronger influence on the index. These findings have implications for high frequency trading and suggest that the price of an index should be published on shorter time scales, as close as possible to those of the actual transaction time scale.We would like to thank Yoash Shapira, Idan Michaeli and Dustin Plotnick for all of their help. DYK and EBJ acknowledge support in part by the Tauber Family Foundation and the Maguy-Glass Chair in Physics of Complex Systems at Tel Aviv University. HES and DYK thank the support of the Office of Naval Research (ONR, Grant N00014-09-1-0380, Grant N00014-12-1-0548), Keck Foundation and the NSF (Grant CMMI 1125290) for support. This work was also supported by the Intelligence Advanced Research Projects Activity (IARPA) via Department of Interior National Business Center (DoI/NBC) contract number D12PC00285. The U.S. Government is authorized to reproduce and distribute reprints for Governmental purposes notwithstanding any copyright annotation thereon. Disclaimer: The views and conclusions contained herein are those of the authors and should not be interpreted as necessarily representing the official policies or endorsements, either expressed or implied, of IARPA, DoI/NBC, or the U.S. Government. (Tauber Family Foundation; Maguy-Glass Chair in Physics of Complex Systems at Tel Aviv University; N00014-09-1-0380 - Office of Naval Research (ONR); N00014-12-1-0548 - Office of Naval Research (ONR); Keck Foundation; CMMI 1125290 - NSF; D12PC00285 - Intelligence Advanced Research Projects Activity (IARPA) via Department of Interior National Business Center (DoI/NBC))Published versio

    Pulse-Bandwidth Dependence of Coherent Phase Control of Resonance-Mediated (2+1) Three-Photon Absorption

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    We study in detail coherent phase control of femtosecond resonance-mediated (2+1) three-photon absorption and its dependence on the spectral bandwidth of the excitation pulse. The regime is the weak-field regime of third perturbative order. The corresponding interference mechanism involves a group of three-photon excitation pathways that are on resonance with the intermediate state and a group of three-photon excitation pathways that are near resonant with it. The model system of the study is atomic sodium (Na), for which experimental and numerical-theoretical results are obtained. Prominent among the results is our finding that with simple proper pulse shaping an increase in the excitation bandwidth leads to a corresponding increase in the enhancement of the three-photon absorption over the absorption induced by the (unshaped) transform-limited pulse. For example, here, a 40-nm bandwidth leads to an order-of-magnitude enhancement over the transform-limited absorption.Comment: 23 pages, 5 figure

    Dynamics of Stock Market Correlations

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    We present a novel approach to the study the dynamics of stock market correlations. This is achieved through an innovative visualization tool that allows an investigation of the structure and dynamics of the market, through the study of correlations. This is based on the Stock Market Holography (SMH) method recently introduced. This qualitative measure is complemented by the use of the eigenvalue entropy measure, to quantify how the information in the market changes in time. Using this innovative approach, we analyzed data from the New York Stock Exchange (NYSE), and the Tel Aviv Stock Exchange (TASE), for daily trading data for the time period of 2000–2009. This paper covers these new concepts for the study of financial markets in terms of structure and information as reflected by the changes in correlations over time.Correlation, Stock Market Holography, eigenvalue entropy, sliding window

    A Scientist-Practitioner Approach to an On-Field Assessment of Mental Skills in Collegiate Soccer Student-Athletes

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    Sport psychology practitioners frequently utilize questionnaires to evaluate sport psychology services, yet questionnaires may not be valued as highly by the coaches and/or athletes themselves. Therefore, an alternative, more reliable and ecologically valid method of assessing mental skills is needed for sport psychology practitioners. As such, the purpose of this paper is to illustrate how an authentic field-based mental skills program assessment was used in the off-season for collegiate soccer teams. Following discussions between the sport psychology practitioners and coaching staff, pre- and post- test activities were developed and implemented on an outdoor soccer field, which was determined to be a more authentic “real-world” environment. Activities evaluated situational and tactical awareness, on-field communication, shooting self-efficacy, and performance under pressure and fatigue. The field assessment experience provided a good method for the sport psychology practitioners to observe improvements in mental skills, and the student-athletes and coaches reported that the activities and debrief demonstrated the involvement of mental skills in every aspect of their soccer performance

    NIR Femtosecond Control of Resonance-Mediated Generation of Coherent Broadband UV Emission

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    We use shaped near-infrared (NIR) pulses to control the generation of coherent broadband ultraviolet (UV) radiation in an atomic resonance-mediated (2+1) three-photon excitation. Experimental and theoretical results are presented for phase controlling the total emitted UV yield in atomic sodium (Na). Based on our confirmed understanding, we present a new simple scheme for producing shaped femtosecond pulses in the UV/VUV spectral range using the control over atomic resonance-mediated generation of third (or higher order) harmonic.Comment: 14 pages, 4 figure

    Two-frequency CARS imaging by switching fiber laser excitation

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    This is the peer reviewed version of the following article: Rentchler EC, Xie R, Hui R, JohnsonCK. Two-frequency CARS imaging by switching fiber laser excitation. Microsc Res Tech. 2018;81:413–418. https://doi.org/10. 1002/jemt.22993, which has been published in final form at https://doi.org/10.1002/jemt.22993. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.To fully exploit the power of coherent Raman imaging, techniques are needed to image more than one vibrational frequency simultaneously. We describe a method for switching between two vibrational frequencies based on a single fiber‐laser source. Stokes pulses were generated by soliton self‐frequency shifting in a photonic crystal fiber. Pump and Stokes pulses were stretched to enhance vibrational resolution by spectral focusing. Stokes pulses were switched between two wavelengths on the millisecond time scale by a liquid‐crystal retarder. Proof‐of‐principle is demonstrated by coherent anti‐Stokes Raman imaging of polystyrene beads embedded in a poly(methyl methacrylate) (PMMA) matrix. The Stokes shift was switched between 3,050 cm−1, where polystyrene has a Raman transition, and 2,950 cm−1, where both polystyrene and PMMA have Raman resonances. The method can be extended to multiple vibrational modes

    Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market

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    What are the dominant stocks which drive the correlations present among stocks traded in a stock market? Can a correlation analysis provide an answer to this question? In the past, correlation based networks have been proposed as a tool to uncover the underlying backbone of the market. Correlation based networks represent the stocks and their relationships, which are then investigated using different network theory methodologies. Here we introduce a new concept to tackle the above question—the partial correlation network. Partial correlation is a measure of how the correlation between two variables, e.g., stock returns, is affected by a third variable. By using it we define a proxy of stock influence, which is then used to construct partial correlation networks. The empirical part of this study is performed on a specific financial system, namely the set of 300 highly capitalized stocks traded at the New York Stock Exchange, in the time period 2001–2003. By constructing the partial correlation network, unlike the case of standard correlation based networks, we find that stocks belonging to the financial sector and, in particular, to the investment services sub-sector, are the most influential stocks affecting the correlation profile of the system. Using a moving window analysis, we find that the strong influence of the financial stocks is conserved across time for the investigated trading period. Our findings shed a new light on the underlying mechanisms and driving forces controlling the correlation profile observed in a financial market

    Index Cohesive Force Analysis Reveals That the US Market Became Prone to Systemic Collapses Since 2002

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    BACKGROUND: The 2007-2009 financial crisis, and its fallout, has strongly emphasized the need to define new ways and measures to study and assess the stock market dynamics. METHODOLOGY/PRINCIPAL FINDINGS: The S&P500 dynamics during 4/1999-4/2010 is investigated in terms of the index cohesive force (ICF--the balance between the stock correlations and the partial correlations after subtraction of the index contribution), and the Eigenvalue entropy of the stock correlation matrices. We found a rapid market transition at the end of 2001 from a flexible state of low ICF into a stiff (nonflexible) state of high ICF that is prone to market systemic collapses. The stiff state is also marked by strong effect of the market index on the stock-stock correlations as well as bursts of high stock correlations reminiscence of epileptic brain activity. CONCLUSIONS/SIGNIFICANCE: The market dynamical states, stability and transition between economic states was studies using new quantitative measures. Doing so shed new light on the origin and nature of the current crisis. The new approach is likely to be applicable to other classes of complex systems from gene networks to the human brain
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