Functional generalized autoregressive conditional heteroskedasticity

Heteroskedasticity is a common feature of financial time series and is commonly addressed in the model building process through the use of ARCH and GARCH processes. More recently multivariate variants of these processes have been in the focus of research with attention given to methods seeking an efficient and economic estimation of a large number of model parameters. Due to the need for estimation of many parameters, however, these models may not be suitable for modeling now prevalent high-frequency volatility data. One potentially useful way to bypass these issues is to take a functional approach. In this paper, theory is developed for a new functional version of the generalized autoregressive conditionally heteroskedastic process, termed fGARCH. The main results are concerned with the structure of the fGARCH(1,1) process, providing criteria for the existence of a strictly stationary solutions both in the space of square-integrable and continuous functions. An estimation procedure is introduced and its consistency verified. A small empirical study highlights potential applications to intraday volatility estimation

Mixed mesh/nodal magnetic equivalent circuit modeling of a six-phase claw-pole automotive alternator

Magnetic equivalent circuits (MECs) have been employed by many researchers to model the relationship between magnetic flux and current in electromagnetic systems such as electric machines, transformers and inductors [1] ,[2]. Magnetic circuits are analogous to electric circuits where voltage, current, resistance and conductance are the respective counterparts of magneto-motive force (MMF), magnetic flux, reluctance and permeance. The solution of MECs can be accomplished with the plethora of techniques developed for electrical circuit analysis. Specifically, mesh analysis, based on Kirchoff’s Voltage Law (KVL), and nodal analysis, based on Kirchoffs Current Law (KCL), are two very common solution techniques. Once an MEC is established, the question is often of which circuit analysis technique should be applied in order to minimize computational effort. For linear circuits, there is little advantage to using mesh over nodal analysis. Using one method may yield a system with fewer equations, but for most problems the difference in unknowns is insignificant. When analyzing nonlinear magnetic systems, researchers have noted a significant difference in mesh versus nodal analysis. Derbas et al have noted that for nonlinear MECs a mesh analysis reduces the number of iterations required to solve the nonlinear system using a Newton-Raphson method [3]. It was further shown that for strong nonlinearities caused by magnetic saturation, a nodal-based solution will often fail to converge whereas a mesh-based solution will converge. It is relatively easy to apply MEC analysis to stationary magnetic systems. However, modeling electric machinery with MECs can be challenging since the circuit structure can depend on the position of the rotor. Specifically, in the case in which mesh-based solution techniques are applied, the circuit components representing the airgap will tend to infinite values as stator/rotor structures (i.e. teeth) come into and out of alignment. As a result, one must eliminate these elements and establish new KVL loops with the remaining non-infinite components. Researchers have developed algorithms to automate the loop construction process [4]. However, the algorithms require one to categorize all potential overlap positions, which is a challenge for claw-pole machines. One does not experience this issue in nodal-based solution techniques. However, since machines tend to operate in saturation, issues of convergence are often encountered. In this research, an alternative solution technique is provided in which mesh analysis is used in all magnetically nonlinear flux tubes while nodal analysis is used to solve for quantities in the airgap. This has the potential to use the advantage of each solution technique. This research builds upon that presented in [5], in which permeance expressions for all flux tubes were developed for a nodal MEC model of a three-phase claw-pole alternator with a delta-connected stator. In addition to the mixed mesh/nodal system a second focus is to explore new model configurations including six-phase machines with wye-connected stator and permanent magnets on the rotor. Validation of the models that are proposed is performed using both FEA models and experimental data from commercially-available alternators

Irony as a mode of political engagement

In the context of an estranged public sphere, irony, as dissonance between the literal meaning of the utterance and the latent one, becomes a new standard for political sincerity. What Linda Hutcheon calls irony\u27s edge, involving the attribution of an evaluative, even judgmental attitude, cannot be divorced from (political) attitudes and emotion. Despite irony\u27s popular reputation of being a humorous disengaged trope, my analysis follows its deployment in increasingly politically engaged artifacts and performances. Matt Stone and Trey Parker\u27s South Park, Michael Moore\u27s documentaries, and Stephen Colbert\u27s performance at the 2006 WHCA dinner, provide ample evidence of irony as politically relevant. The current project charts irony\u27s progression from South Park\u27s generalized critique of collective behavior, and Moore\u27s politically committed performance of the impossible conversation, to Colbert\u27s communicating directly to the president his dissent as truthiness. All these artifacts sketch the image of irony as versatile trope, rhetorically efficient as a mode of political engagement

Go soft or go home? A scoping review of empirical studies on the role of self-compassion in the competitive sport setting

Self-compassion describes a supportive attitude towards oneself. Research outside the sport context suggests that self-compassion might be beneficial in terms of psychological processes that are helpful for athletic performance. At the same time, there are reasons to assume that athletes may fear a negative influence of SC on their self-improvement motivation. Therefore, it seemed worthwhile to clarify the role of self-compassion in the competitive sport setting by reviewing the current research. The aim of this scoping review is to give an overview of the current literature on SC in competitive sports and to answer the question, whether SC is helpful for competitive athletes. A literature search was conducted using PsycINFO, PsycARTICLES, PSYNDEX, and SPORTDiscus. Eligibility criteria were peer-reviewed publication, publication in English, original research and research investigating self-compassion in competitive athletes. From 17 publications that met the inclusion criteria, we identified 19 studies, most of which were quantitative, employing a cross-sectional design. Additionally, we found only one intervention study, one experimental study and four qualitative studies using interviews. We provided an integrative narrative description of the study aims, hypotheses, methodological characteristics and study results. Based on the reviewed findings we concluded that in the future more intervention and longitudinal studies are needed. Furthermore, a comprehensive theoretical framework should be developed, which explains how SC is beneficial for athletes. Thus far, qualitative studies highlight the potential ambivalence of athletes towards SC (i.e., they expect benefits after failures but fear that too much SC leads to mediocrity). Quantitative research indicates that SC is beneficial for athletes’ well-being and their ability to deal with adversities in sports, whereas the role of self-compassion for self-improvement motivation remains unanswered

Phantom Accretion by Black Holes and the Generalized Second Law of Thermodynamics

The accretion of a phantom fluid with non-zero chemical potential by black holes is discussed with basis on the Generalized Second Law of thermodynamics. For phantom fluids with positive temperature and negative chemical potential we demonstrate that the accretion process is possible, and that the condition guaranteeing the positiveness of the phantom fluid entropy coincides with the one required by Generalized Second Law. In particular, this result provides a complementary confirmation that cosmological phantom fluids do not need to have negative temperatures

Droplet-Microfluidic Device for the Characterization of Perfluorinated Emulsions

Microfluidics is being used throughout academia and industry today to perform large numbers of experiments with extremely small volumes of fluids. By doing this, those that study microfluidics hope to raise through-put, lower cost and limit the environmental impact of scientific research.2 Complementing the increased use of microfluidics, the use of perfluorinated emulsions in the field of droplet-based microfluidics is also experiencing large growth.3 However, many of the products available today are either proprietary and/or poorly understood. While some chemical structures are known, some of the most scientifically intriguing perfluorinated oils and surfactants do not have their chemical structures or characteristics available to the public research community. During the course of our senior design project, we isolated one particular perfluorinated oil and surfactant mixture and performed a number of tests on the stability of the emulsions over a variety of different biologically relevant variables. To achieve this, we were required to design multiple iterations of droplet-microfluidic chips to create the simplest emulsions for study. The resulting designs gave us an excellent platform to study not only our emulsion system, but many future emulsions systems in a novel manner. We proved its efficacy by using the system to show great variance in the stability and surface energy of different pH droplets in QX100 perfluorinated oil with surfactant as well as a characterizable change in stability when changing the concentration of phosphate and media constituents in the droplets. Finally, we further analyzed the emulsion with the help of Dr. Gerald Fuller’s coalescence lab in Stanford University’s chemical engineering department and observed changes in the viscoelastic nature of aqueous-perfluorinated oil interfaces over a variety of biologically relevant conditions. Though much was accomplished, there is still a need to further characterize both more aqueous conditions and more perfluorinated systems to truly shed light on the field. Additionally, more detailed viscoelastic analysis needs to be performed on these new conditions and oil-surfactant mixtures as well as a thorough pendant-drop style surface tension experiment on all experiments performed

DNA Methylation Analysis Validates Organoids as a Viable Model for Studying Human Intestinal Aging.

Background & aimsThe epithelia of the intestine and colon turn over rapidly and are maintained by adult stem cells at the base of crypts. Although the small intestine and colon have distinct, well-characterized physiological functions, it remains unclear if there are fundamental regional differences in stem cell behavior or region-dependent degenerative changes during aging. Mesenchyme-free organoids provide useful tools for investigating intestinal stem cell biology in vitro and have started to be used for investigating age-related changes in stem cell function. However, it is unknown whether organoids maintain hallmarks of age in the absence of an aging niche. We tested whether stem cell-enriched organoids preserved the DNA methylation-based aging profiles associated with the tissues and crypts from which they were derived.MethodsTo address this, we used standard human methylation arrays and the human epigenetic clock as a biomarker of age to analyze in vitro-derived, 3-dimensional, stem cell-enriched intestinal organoids.ResultsWe found that human stem cell-enriched organoids maintained segmental differences in methylation patterns and that age, as measured by the epigenetic clock, also was maintained in vitro. Surprisingly, we found that stem cell-enriched organoids derived from the small intestine showed striking epigenetic age reduction relative to organoids derived from colon.ConclusionsOur data validate the use of organoids as a model for studying human intestinal aging and introduce methods that can be used when modeling aging or age-onset diseases in vitro

Psychological skills training and a mindfulness-based intervention to enhance functional athletic performance: design of a randomized controlled trial using ambulatory assessment

Background: Struggling to deliver performance in competitions is one of the main reasons why athletes seek the advice of sport psychologists. Psychologists apply a variety of intervention techniques, many of which are not evidence-based. Evidence-based techniques promote quality management and could help athletes, for example, to increase and maintain functional athletic behavior in competitions/games (i.e., being focused on task relevant cues and executing movements and actions in high quality). However, well-designed trials investigating the effectiveness of sport psychological interventions for performance enhancement are scarce. The planed study is founded by the Swiss National Science Foundation and examines the effectiveness of two interventions with elite and sub-elite athletes. A psychological skills training (PST) and a mindfulness-based intervention (MI), administered as group-program, will be compared to a waiting-list control group concerning how they enhance functional athletic behavior - which is a prerequisite for optimal performance. Furthermore, we will investigate underlying mechanisms (mediators) and moderators (e.g., task difficulty, individual characteristics, intervention-expectancy and intervention-integrity). Methods/design: The presented trial uses a randomized controlled design with three groups, comparing PST, MI and a waiting list control condition. Both group interventions will last 5 weeks, consist of four 2 h sessions and will be administered by a trained sport psychologist. Primary outcome is functional athletic behavior assessed using ambulatory assessment in a competition/game. As secondary outcomes competition anxiety, cognitive interference and negative outcome expectations will be assessed. Assessments are held at pre- and post-intervention as well as at 2 months follow up. The study has been approved by the ethical committee of the Swiss Federal Institute of Sport. Discussion: Both PST and MI are expected to help improve functional behavior in athletes. By examining potential mechanisms of change and moderators of outcome we will not only be able to answer the question whether the interventions work, but also how, under what conditions, and for whom. This study may also fill a gap in sport psychology research, considering the current lack of randomized controlled trials. In the future, researchers could use the presented study protocol as template to investigate similar topics in sport psychology