30 research outputs found

    Stochastic analysis of stock price changes as markov chain in finite states

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    In this work, stochastic analysis of Markov chain model used to examine stock price formation in finite states. The data was subjected to 5-step transition matrix for independent stocks where transition matrix replicated the use of 3-states transition probability matrix. This enables us proffer precise condition of obtaining expected mean rate of return of each stock. Out of the four stocks studied, stock (1), stock (2), stock (3) and stock (4), it  was also discovered that stock (1) has the highest mean rate of return:4.0548 and Stock (4) has the best probability of price increasing in the near future:21%. This informs the investor about the behavior of the stocks for the purpose of decision making. From the stochastic analysis, it is revealed that stock price changes are memory-less satisfying the properties of Markov chain. i.e., it converges to a point or becomes stationary at n=5 ie S1:0.1967-0.2354,S2:0.2053-0.1913,S3:0.1972-0.2051 and S4:0.2023-0.1835. Also all states of the transition communicate and are all time dependent.&nbsp

    Concurrent adaptation to opposing visual displacements during an alternating movement.

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    It has been suggested that, during tasks in which subjects are exposed to a visual rotation of cursor feedback, alternating bimanual adaptation to opposing rotations is as rapid as unimanual adaptation to a single rotation (Bock et al. in Exp Brain Res 162:513–519, 2005). However, that experiment did not test strict alternation of the limbs but short alternate blocks of trials. We have therefore tested adaptation under alternate left/right hand movement with opposing rotations. It was clear that the left and right hand, within the alternating conditions, learnt to adapt to the opposing displacements at a similar rate suggesting that two adaptive states were formed concurrently. We suggest that the separate limbs are used as contextual cues to switch between the relevant adaptive states. However, we found that during online correction the alternating conditions had a significantly slower rate of adaptation in comparison to the unimanual conditions. Control conditions indicate that the results are not directly due the alternation between limbs or to the constant switching of vision between the two eyes. The negative interference may originate from the requirement to dissociate the visual information of these two alternating displacements to allow online control of the two arms

    Flexible Cognitive Strategies during Motor Learning

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    Visuomotor rotation tasks have proven to be a powerful tool to study adaptation of the motor system. While adaptation in such tasks is seemingly automatic and incremental, participants may gain knowledge of the perturbation and invoke a compensatory strategy. When provided with an explicit strategy to counteract a rotation, participants are initially very accurate, even without on-line feedback. Surprisingly, with further testing, the angle of their reaching movements drifts in the direction of the strategy, producing an increase in endpoint errors. This drift is attributed to the gradual adaptation of an internal model that operates independently from the strategy, even at the cost of task accuracy. Here we identify constraints that influence this process, allowing us to explore models of the interaction between strategic and implicit changes during visuomotor adaptation. When the adaptation phase was extended, participants eventually modified their strategy to offset the rise in endpoint errors. Moreover, when we removed visual markers that provided external landmarks to support a strategy, the degree of drift was sharply attenuated. These effects are accounted for by a setpoint state-space model in which a strategy is flexibly adjusted to offset performance errors arising from the implicit adaptation of an internal model. More generally, these results suggest that strategic processes may operate in many studies of visuomotor adaptation, with participants arriving at a synergy between a strategic plan and the effects of sensorimotor adaptation

    A stochastic iteration method for the solution of finite dimensional variational inequalities

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    Let A be a real n x n matrix, let b a real column n-vector and &#966: Rn &#8594 R such that Ax + &#948&#966(x) &#8715b where &#948&#966 is the sub gradient of &#966. A computable stochastic iterative scheme is suggested; which is a modification of Robbins-Monroe procedure and studied in the context of the above concrete problem. This scheme is shown to converge strongly to the solution of the above problem. Journal of the Nigerian Association of Mathematical Physics Vol. 8 2004: pp. 301-30

    Implementation of Two-step Hybrid Block Adams Moulton Solution Methods for First Order Delay Differential Equations

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    In this paper, Hybrid Block Adams Moulton Methods for step number k 2 merged with two and three off-grid points were obtained and implemented in solving first order delay differential equations without the use of interpolation condition in evaluating the delay expression. The discrete schemes of these off-grid hybrid block methods were assessed through the continuous development of the linear multistep collocation method using a matrix conversion formula. The results obtained after the implementation of the proposed method in for numerical experiment of some first-order DDEs, the BHAMM2 schemes performed better and faster in satisfying the axioms for convergence and region of absolute stability than the BHAMM3 schemes at fixed step size z when examined with other existing methods

    Beneficial role of virgin coconut oil supplementation against acute methotrexate chemotherapy-induced oxidative toxicity and inflammation in rats

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    Background: Methotrexate (MTX) is a commonly used antineoplastic and anti-rheumatoid agent whose efficacy is limited by marked organ toxicities associated with oxidative stress. The study investigated beneficial effect of virgin coconut oil (VCO) supplementation on MTX-induced oxidative stress and inflammation in rats. Methods: Rats were divided into 4 groups (n = 6): Control, MTX (20 mg/kg bw), VCO (5%) + MTX and VCO (15%) + MTX. The pre-treatment with VCO for 14 days was followed by single intraperitoneal injection of MTX and the rats were sacrificed after 3 days. Serum activities of superoxide dismutase (SOD), catalase (CAT) and glutathione peroxidase (GPx), and levels of reduced glutathione (GSH) and malondialdehyde (MDA) were determined. Interleukin-6 (IL-6), C-reactive protein (CRP) and nitric oxide (NO) levels were also evaluated. Results: MTX induced a distinct diminution in serum activities of oxidative stress markers (SOD, CAT, GPx and GSH), while lipid peroxidation considerably increased demonstrated by MDA level. Similarly, levels of IL-6, CRP and NO increased prominently in MTX control rats. The VCO supplementation markedly enhanced resistance to the MTX-induced biochemical alterations in rats. Conclusion: VCO can be a useful adjuvant natural product in MTX chemotherapy by reducing oxidative stress and pro-inflammatory responses. Keywords: Virgin coconut oil, Methotrexate, Supplementation, Oxidative stress, Inflammatio
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