339 research outputs found

    Non-linear dimension reduction in factor-augmented vector autoregressions

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    This paper introduces non-linear dimension reduction in factor-augmented vector autoregressions to analyze the effects of different economic shocks. I argue that controlling for non-linearities between a large-dimensional dataset and the latent factors is particularly useful during turbulent times of the business cycle. In simulations, I show that non-linear dimension reduction techniques yield good forecasting performance, especially when data is highly volatile. In an empirical application, I identify a monetary policy as well as an uncertainty shock excluding and including observations of the COVID-19 pandemic. Those two applications suggest that the non-linear FAVAR approaches are capable of dealing with the large outliers caused by the COVID-19 pandemic and yield reliable results in both scenarios.Comment: JEL: C11, C32, C40, C55, E37. Keywords: Dimension reduction, machine learning, non-linear factor-augmented vector autoregression, monetary policy shock, uncertainty shock, impulse response analysis, COVID-1

    Nonlinear Acoustics at GHz Frequencies in a Viscoelastic Fragile Glass Former

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    Using a picosecond pump-probe ultrasonic technique, we study the propagation of high-amplitude, laser-generated longitudinal coherent acoustic pulses in the viscoelastic fragile glass former DC704. We observe an increase of almost ten percent in acoustic pulse propagation speed of its leading shock front at the highest optical pump fluence which is a result of the supersonic nature of nonlinear propagation in the viscous medium. From our measurement we deduce the nonlinear acoustic parameter of the glass former in the GHz frequency range across the glass transition temperature.Comment: 5 pages, 3 figure

    Time-domain Brillouin Scattering as a Local Temperature Probe in Liquids

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    We present results of time-domain Brillouin scattering (TDBS) to determine the local temperature of liquids in contact to an optical transducer. TDBS is based on an ultrafast pump-probe technique to determine the light scattering frequency shift caused by the propagation of coherent acoustic waves in a sample. Since the temperature influences the Brillouin scattering frequency shift, the TDBS signal probes the local temperature of the liquid. Results for the extracted Brillouin scattering frequencies recorded at different liquid temperatures and at different laser powers - i.e. different steady state background temperatures- are shown to demonstrate the usefulness of TDBS as a temperature probe. This TDBS experimental scheme is a first step towards the investigation of ultrathin liquids measured by GHz ultrasonic probing.Comment: arXiv admin note: substantial text overlap with arXiv:1702.0107

    Ultrafast photo-acoustic spectroscopy of super-cooled liquids

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    Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemistry, 2010.Vita. Cataloged from PDF version of thesis.Includes bibliographical references (p. 219-231).Picosecond laser ultrasonic techniques for acoustic wave generation and detection were adapted to probe longitudinal and transverse acoustic waves in liquids at gigahertz frequencies. The experimental effort was designed for the study of supercooled liquids whose slower relaxation dynamics extend to gigahertz frequencies at high temperatures and whose faster dynamics are centered uniquely in the gigahertz frequency range. The experimental approach used a unique laser pulse shaping technique and, in the case of shear acoustic waves, a crystallographically canted metal transducer layer, to generate frequency tunable compressional and shear acoustic waves. Either time-domain coherent Brillouin scattering or interferometry was used to detect the waves in or after propagation through a liquid layer. The study of liquid-state gigahertz acoustic behavior required advances in both the experimental methodology and in the theoretical modeling of the results. A particular challenge was posed by the extraordinarily strong damping of gigahertz-frequency acoustic waves in liquids at some temperature ranges. This demanded the design and construction of a liquid sample cell allowing access to a wide range of liquid thicknesses, from less than a nanometer up to several microns. This was achieved by squeezing the liquid between two specially prepared high quality optical substrates held in a non-parallel configuration by a custom-designed sample holder jig. Several metallic layer materials were used for conversion of optical pulse energy into acoustic waves that were launched into the liquid samples, and different probe geometries were developed to enable access to a wide frequency range. The developed spectroscopic strategies were then applied to the study of two liquids, glycerol and tetramethyl tetraphenyl trisiloxane (DC704). Measurements of the density responses of both liquids from 400 K to below their respective glass transition temperatures were carried out. Longitudinal acoustic waves were either monitored via time-domain Brillouin scattering in the liquid or via interferometry after transmission through variably thick liquid layers, granting access to longitudinal acoustic frequencies from 10 GHz up to about 200 GHz. The information obtained on gigahertz frequency liquid relaxation was pieced together with data from several other techniques to create broadband relaxation spectra (from millihertz up to gigahertz), allowing characterization of the complex structural relaxation dynamics over many orders of magnitude and enabling both empirical modeling and testing of the predictions of the mode-coupling theory of supercooled liquids. The requirements for gigahertz shear wave generation and detection, including the properties of the photo-acoustic transducer materials, the sample and experimental geometry, and the detection material choices, are discussed. Results on shear wave propagation in glycerol and DC704 are presented. The technique for shear wave generation and detection is not limited to the study of viscous liquids but can also be applied to liquids like water, from which initial results are presented.by Christoph Klieber.Ph.D

    Enhanced Bayesian Neural Networks for Macroeconomics and Finance

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    We develop Bayesian neural networks (BNNs) that permit to model generic nonlinearities and time variation for (possibly large sets of) macroeconomic and financial variables. From a methodological point of view, we allow for a general specification of networks that can be applied to either dense or sparse datasets, and combines various activation functions, a possibly very large number of neurons, and stochastic volatility (SV) for the error term. From a computational point of view, we develop fast and efficient estimation algorithms for the general BNNs we introduce. From an empirical point of view, we show both with simulated data and with a set of common macro and financial applications that our BNNs can be of practical use, particularly so for observations in the tails of the cross-sectional or time series distributions of the target variables, which makes the method particularly informative for policy making in uncommon times.Comment: JEL: C11, C30, C45, C53, E3, E44. Keywords: Bayesian neural networks, model selection, shrinkage priors, macro forecastin

    Die neolithische Besiedlung der "Burgwiese" in Ansfelden Oberösterreich

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    Die vorliegende Arbeit beschäftigt sich mit den neolithischen Besiedlungsphasen der „Burgwiese“ in Oberösterreich, einer mehrphasigen Höhensiedlung in der Nähe des Traun-Enns Zusammenflusses in Ansfelden. Ziel dieser Arbeit ist nach einer chronologischen Einordnung der Stratifikationseinheiten, die einzelnen auf der „Burgwiese“ fassbaren Kulturgruppen durch die Analyse des Keramikmaterials herauszugliedern. Dabei gilt das Augenmerk vornehmlich deren Verbreitung in Oberösterreich und Einflüssen benachbarter Kulturgruppen. Weiters werden die verschiedenen Bebauungsstrukturen in den einzelnen Besiedlungsphasen ausgewertet. Gebäude, Konstruktionsmerkmale sowie mögliche Aktivitätszonen sollen durch Kartierungen des Keramikmaterials, der Hüttenlehmreste, der Stein- und Silexgeräte und ihres Abfalls sichtbar gemacht sowie durch Vergleiche mit zeitgleichen Siedlungen untersucht werden. Von Bedeutung sind auch die Analyse wirtschaftlicher Aspekte und die Nutzung der natürlichen Ressourcen wie Viehzucht, Jagd, Fischfang sowie Ackerbau, die durch zoologische- und archäobotanische Untersuchungen betrachtet werden. Die Besiedlung beginnt im frühen Jungneolithikum (4. Jahrtausend v. Chr.) mit einer „klassischen“ und späten Besiedlungsphase der Münchshöfener Gruppe, die auch Einflüsse der Mährisch-Ostösterreichischen-Gruppe (MOG IIb) und der Bisamberg-Oberpullendorf-Gruppe zeigt. Die Besiedlung besteht fort im Jungneolithikum (38. Jahrhundert v. Chr.) und weist mindestens drei Besiedlungsphasen der frühen Mondsee-Gruppe (Mondsee 1) mit Einflüssen der Mährisch-Österreichischen-Baalberger-Gruppe, der Michelsberger Gruppe, der Kanzianiberg-Lasinja-Gruppe, der Baalberger Gruppe in Mitteldeutschland und der böhmischen Trichterbecherkultur auf. Dannach besteht ein Hiatus und konnte bisher keine Besiedlung in der Phase Mondsee 2 festgestellt werden. Die „Burgwiese“ wird erst wieder im Endneolithikum (29. Jh. v. Chr.) in mindestens zwei Phasen der Chamer Gruppe mit Einflüssen der klassischen Badener Kultur (Ossarn II) besiedelt.The paper deals with the Neolithic settlement phases of the so called „Burgwiese“, a multi phase hilltop settlement in Upper Austria near the confluence of the rivers Krems and Traun in Ansfelden. The aim is a chronological classification of the stratification units as well as the investigation of the cultural groups, by the analysis of the ceramic material. Hereby the focus is primarily their distribution in Upper Austria and influences of neighbouring cultural groups. Furthermore, the various building structures in the individual settlement phases are evaluated. Building design features and possible activity areas are investigated by the mapping of the ceramic material, the daub remains, the stone and silex tools and their waste, as well as by comparison with contemporary settlements. Economic aspects and the use of natural resources such as animal husbandry, hunting, fishing and agriculture are considered by zoological studies and archaeobotanical investigations. The colonization of “Burgwiese” began in the early young Neolithic period (4th millennium BC) with a classic and late settlement phase of the Münchshöfen Group, which also shows influences of the Moravian-Austrian Group of the Lengyel Culture (MOG IIb) and the Bisamberg-Oberpullendorf Group. The colonization persists in the young Neolithic period (3800–3700 BC) and has at least three settlement phases of the early Mondsee Group (Mondsee 1) influenced by the Moravian-Austrian-Baalberger Group, the Michelsberger Group, the Kanzianiberg-Lasinja Group, the Baalberger Group in central Germany and the Bohemian “Trichterbecher” Culture. After this there seems to be a hiatus, as there have not been found any signs of colonization in the phase Mondsee 2. The “Burgwiese” is colonized again in the late Neolithic period (29th century BC) in at least two phases of the Cham Culture influenced by the Classical Baden Culture (Ossarn II)

    Semantically Enhanced Software Documentation Processes

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    High-quality software documentation is a substantial issue for understanding software systems. Shorter time-to-market software cycles increase the importance of automatism for keeping the documentation up to date. In this paper, we describe the automatic support of the software documentation process using semantic technologies. We introduce a software documentation ontology as an underlying knowledge base. The defined ontology is populated automatically by analysing source code, software documentation and code execution. Through selected results we demonstrate that the use of such semantic systems can support software documentation processes efficiently

    The use of RNA interference for the modification of DNA topoisomerase II levels in cancer cells and its influence on the antineoplastic effect of anthracyclines.

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    Univerzita Karlova Farmaceutická fakulta v Hradci Králové Katedra Biochemických věd Kandidát: Bc. Robin Klieber Školitel: PharmDr. Anna Jirkovská, Ph.D. Název diplomové práce: Použití RNA interference pro ovlivnění hladin DNA topoisomerasy II v nádorových buňkách a její vliv na protinádorový účinek antracyklinových cytostatik. Topoisomerasa II (TOP II) je enzym, který mění topologický stav dvoušroubovice DNA během fyziologických procesů tvorbou přechodných dvouřetězcových zlomů DNA. Jsou známy dvě isoformy TOP II: TOP IIα je nezbytná pro správné oddělení chromozomů v mitotických buňkách, zatímco TOP IIβ je primárně asociovaná s genovou transkripcí. Antracyklinová antibiotika (ANT) patří do skupiny topoisomerasových jedů, které stabilizují komplex mezi TOP II a DNA. To zabraňuje religaci dvouvláknových zlomů řetězců DNA a způsobuje tak nevratné poškození vedoucí k programované buněčné smrti. Ačkoli jsou ANT často podávány při léčbě různých neoplastických onemocněních (hematoonkologické malignity, hormon dependentní tumory), léčba má stále vysoké riziko nevratné kardiotoxicity. Mechanismus kardiotoxicity zůstává stále plně neobjasněný. Bylo však dříve diskutováno, že zde může hrát klíčovou roli inhibice enzymu TOP IIβ. Praktickým cílem této práce bylo optimalizovat metodologii RNA interference za...Charles University Faculty of Pharmacy in Hradec Králové Department od Biochemical Sciences Candidate: Bc. Robin Klieber Supervisor: PharmDr. Anna Jirkovská, Ph.D. Title of thesis: The use of RNA interference for the modification of DNA topoisomerase II levels in cancer cells and its influence on the antineoplastic effect of anthracyclines. Topoisomerase II (TOP II) is an enzyme that alters the topological state of the DNA double helix during physiological processes through the formation of transient DNA double strand breaks. Two TOP II isoforms are known: TOP IIα is essential for proper separation of chromosomes in mitotic cells, whereas TOP IIβ is primarily associated with gene transcription. Anthracycline antibiotics (ANT) belong to the group of topoisomerase poisons that stabilize the covalent complex of TOP II and DNA. This prevents the religation of the DNA double strand breaks and thus causes irreversible DNA damage leading to programmed cell death. Although ANTs are frequently administered in various antineoplastic protocols (hematooncological malignancies, hormone-dependent tumors and others), the therapy still possess a high risk of irreversible cardiotoxicity. The mechanism of cardiotoxicity remains unraveled. However, it has been previously discussed that TOP IIβ inhibition could play a...Katedra biochemických vědDepartment of Biochemical SciencesFaculty of Pharmacy in Hradec KrálovéFarmaceutická fakulta v Hradci Králov

    Silencing conversational silences

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    This paper aims to extend the discussion of silencing beyond the realm of speech and to the domain of conversational silences – that is, silences that have communicative functions in our conversational exchanges. I argue that, insofar as we can use silences to communicate, we can also be prevented from doing things with these silences. Alongside a three- fold taxonomy I show the different ways in which this can happen, utilizing and extending Maitra’s (2009) account of silencing to illustrate the wrong happening in these cases. This discussion not only highlights a new domain of silencing that has, so far, been underexplored, but also uncovers just how deep linguistic injustices can run
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