123 research outputs found
Archeobiologia: studio di reperti antropologici, zoologici e botanici
L’analisi dei contesti archeologici si avvale sempre più del contributo di scienziati di estrazione biologica per
lo studio dei materiali organici rinvenuti nel contesto di scavo e per l’interpretazione di una serie di dati
antropologici, faunistici e botanici, utili nella ricostruzione dei paleoambienti.
In questa relazione vengono discusse criticamente le evidenze “biologiche” di un sito archeologico
medioevale urbano della città di Palermo, che, efficacemente investigate, permettono una sorprendente
interpretazione ecologica del sito, che conforta e soprattutto integra le evidenze topografiche,
archeologiche e storico-artistiche deducibili con l’analisi archeologica
Sector identification in a set of stock return time series traded at the London Stock Exchange
We compare some methods recently used in the literature to detect the
existence of a certain degree of common behavior of stock returns belonging to
the same economic sector. Specifically, we discuss methods based on random
matrix theory and hierarchical clustering techniques. We apply these methods to
a portfolio of stocks traded at the London Stock Exchange. The investigated
time series are recorded both at a daily time horizon and at a 5-minute time
horizon. The correlation coefficient matrix is very different at different time
horizons confirming that more structured correlation coefficient matrices are
observed for long time horizons. All the considered methods are able to detect
economic information and the presence of clusters characterized by the economic
sector of stocks. However different methods present a different degree of
sensitivity with respect to different sectors. Our comparative analysis
suggests that the application of just a single method could not be able to
extract all the economic information present in the correlation coefficient
matrix of a stock portfolio.Comment: 28 pages, 13 figures, 3 Tables. Proceedings of the conference on
"Applications of Random Matrices to Economy and other Complex Systems",
Krakow (Poland), May 25-28 2005. Submitted for pubblication to Acta Phys. Po
Networks in biological systems: An investigation of the Gene Ontology as an evolving network
Many biological systems can be described as networks where different elements interact, in order to perform biological processes. We introduce a network associated with the Gene Ontology. Specifically, we construct a correlation-based
network where the vertices are the terms of the Gene Ontology and the link between each two terms is weighted on the basis of the number of genes that they have in common. We analyze a filtered network obtained from the correlation-based network and we characterize its evolution over different releases of the Gene Ontology
Spanning Trees and bootstrap reliability estimation in correlation based networks
We introduce a new technique to associate a spanning tree to the average
linkage cluster analysis. We term this tree as the Average Linkage Minimum
Spanning Tree. We also introduce a technique to associate a value of
reliability to links of correlation based graphs by using bootstrap replicas of
data. Both techniques are applied to the portfolio of the 300 most capitalized
stocks traded at New York Stock Exchange during the time period 2001-2003. We
show that the Average Linkage Minimum Spanning Tree recognizes economic sectors
and sub-sectors as communities in the network slightly better than the Minimum
Spanning Tree does. We also show that the average reliability of links in the
Minimum Spanning Tree is slightly greater than the average reliability of links
in the Average Linkage Minimum Spanning Tree.Comment: 17 pages, 3 figure
Soliton Solutions with Real Poles in the Alekseev formulation of the Inverse-Scattering method
A new approach to the inverse-scattering technique of Alekseev is presented
which permits real-pole soliton solutions of the Ernst equations to be
considered. This is achieved by adopting distinct real poles in the scattering
matrix and its inverse. For the case in which the electromagnetic field
vanishes, some explicit solutions are given using a Minkowski seed metric. The
relation with the corresponding soliton solutions that can be constructed using
the Belinskii-Zakharov inverse-scattering technique is determined.Comment: 8 pages, LaTe
Microscopic Origin of Non-Gaussian Distributions of Financial Returns
In this paper we study the possible microscopic origin of heavy-tailed
probability density distributions for the price variation of financial
instruments. We extend the standard log-normal process to include another
random component in the so-called stochastic volatility models. We study these
models under an assumption, akin to the Born-Oppenheimer approximation, in
which the volatility has already relaxed to its equilibrium distribution and
acts as a background to the evolution of the price process. In this
approximation, we show that all models of stochastic volatility should exhibit
a scaling relation in the time lag of zero-drift modified log-returns. We
verify that the Dow-Jones Industrial Average index indeed follows this scaling.
We then focus on two popular stochastic volatility models, the Heston and
Hull-White models. In particular, we show that in the Hull-White model the
resulting probability distribution of log-returns in this approximation
corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are
given in terms of the microscopic stochastic volatility model. Finally, we show
that the log-returns for 30 years Dow Jones index data is well fitted by a
Tsallis distribution, obtaining the relevant parameters.Comment: 13 pages, 4 figures. Several clarifying comments, new references and
acknowledgments adde
I resti scheletrici della grotta di S. Teodoro presso il Museo Gemmellaro di Palermo: il nuovo restauro conservativo di ST2
The work describes the restoration of the cranium ST2 of the Epipalaeolithic site of S. Teodoro, Sicily. This restoration has been conducted in accordance to modern criteria of conservation limiting the integrative and reconstructive interpretation to the minimum. After the restauration ST2 has been morphologically described and measured. The fortuitous recovery of a left incus bone allowed
its morphological and metrical description
Community characterization of heterogeneous complex systems
We introduce an analytical statistical method to characterize the communities
detected in heterogeneous complex systems. By posing a suitable null
hypothesis, our method makes use of the hypergeometric distribution to assess
the probability that a given property is over-expressed in the elements of a
community with respect to all the elements of the investigated set. We apply
our method to two specific complex networks, namely a network of world movies
and a network of physics preprints. The characterization of the elements and of
the communities is done in terms of languages and countries for the movie
network and of journals and subject categories for papers. We find that our
method is able to characterize clearly the identified communities. Moreover our
method works well both for large and for small communities.Comment: 8 pages, 1 figure and 2 table
Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes
By performing a comprehensive study on 1832 segments of 1212 complete genomes
of viruses, we show that in viral genomes the hairpin structures of
thermodynamically predicted RNA secondary structures are more abundant than
expected under a simple random null hypothesis. The detected hairpin structures
of RNA secondary structures are present both in coding and in noncoding regions
for the four groups of viruses categorized as dsDNA, dsRNA, ssDNA and ssRNA.
For all groups hairpin structures of RNA secondary structures are detected more
frequently than expected for a random null hypothesis in noncoding rather than
in coding regions. However, potential RNA secondary structures are also present
in coding regions of dsDNA group. In fact we detect evolutionary conserved RNA
secondary structures in conserved coding and noncoding regions of a large set
of complete genomes of dsDNA herpesviruses.Comment: 9 pages, 2 figure
Modeling long-range memory with stationary Markovian processes
In this paper we give explicit examples of power-law correlated stationary
Markovian processes y(t) where the stationary pdf shows tails which are
gaussian or exponential. These processes are obtained by simply performing a
coordinate transformation of a specific power-law correlated additive process
x(t), already known in the literature, whose pdf shows power-law tails 1/x^a.
We give analytical and numerical evidence that although the new processes (i)
are Markovian and (ii) have gaussian or exponential tails their autocorrelation
function still shows a power-law decay =1/T^b where b grows with a
with a law which is compatible with b=a/2-c, where c is a numerical constant.
When a<2(1+c) the process y(t), although Markovian, is long-range correlated.
Our results help in clarifying that even in the context of Markovian processes
long-range dependencies are not necessarily associated to the occurrence of
extreme events. Moreover, our results can be relevant in the modeling of
complex systems with long memory. In fact, we provide simple processes
associated to Langevin equations thus showing that long-memory effects can be
modeled in the context of continuous time stationary Markovian processes.Comment: 5 figure
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