Estimation and Testing of the Jump Component in Levy Processes

In this thesis, a new method based on characteristic functions is proposed to estimate the jump component in a finite-activity Levy process, which includes the jump frequency and the jump size distribution. Properties of the estimators are investigated, which show that this method does not require high frequency data. The implementation of the method is discussed, and examples are provided. We also perform a comparison which shows that our method has advantages over an existing threshold method. Finally, two applications are included: one is the classification of the increments of the model, and the other is the testing for a change of jump frequency.1 yea

On the first range time of diffusion processes

First range time is the first time when the range of a stochastic process reaches a certain level. The first range time for Brownian motion has already been studied in several papers. In this thesis we will use a different approach to derive a joint Laplace transform on the first range time for a general diffusion process. This derivation is more intuitive than that presented in previous papers. From this main result we will see that the problems on the first range time could be transferred to the problem of solving an ordinary differential equation. We will also apply the result to some well-known diffusions, such as Brownian motion, geometric Brownian motion, Ornstein-Uhlenbeck processes and squared Bessel processes

Multimodal Sentiment Analysis: A Survey

Multimodal sentiment analysis has become an important research area in the field of artificial intelligence. With the latest advances in deep learning, this technology has reached new heights. It has great potential for both application and research, making it a popular research topic. This review provides an overview of the definition, background, and development of multimodal sentiment analysis. It also covers recent datasets and advanced models, emphasizing the challenges and future prospects of this technology. Finally, it looks ahead to future research directions. It should be noted that this review provides constructive suggestions for promising research directions and building better performing multimodal sentiment analysis models, which can help researchers in this field.Comment: It needs to be returned for major modification

Pharmacotherapy and Pregnancy: Highlights from the Third International Conference for Individualized Pharmacotherapy in Pregnancy

To address provider struggles to provide evidence-based, rational drug therapy to pregnant women, this third Conference was convened to highlight the current progress and research in the field. Speakers from academic centers, industry, and governmental institutions spoke about: the Food and Drug Administration’s role in pregnancy pharmacology and the new labeling initiative; drug registries in pregnancy; the pharmacist’s role in medication use in pregnancy; therapeutic areas such as preterm labor, gestational diabetes, nausea and vomiting in pregnancy, and hypertension; breast-feeding and medications; ethical challenges for consent in pregnancy drug studies; the potential for cord blood banks; and concerns about the fetus when studying drugs in pregnancy. The Conference highlighted several areas of collaboration within the current Obstetrics Pharmacology Research Units Network and hoped to educate providers, researchers, and agencies with the common goal to improve the ability to safely and effectively use individualized pharmacotherapy in pregnancy

Differential cross section measurements for the production of a W boson in association with jets in proton–proton collisions at √s = 7 TeV

Measurements are reported of differential cross sections for the production of a W boson, which decays into a muon and a neutrino, in association with jets, as a function of several variables, including the transverse momenta (pT) and pseudorapidities of the four leading jets, the scalar sum of jet transverse momenta (HT), and the difference in azimuthal angle between the directions of each jet and the muon. The data sample of pp collisions at a centre-of-mass energy of 7 TeV was collected with the CMS detector at the LHC and corresponds to an integrated luminosity of 5.0 fb[superscript −1]. The measured cross sections are compared to predictions from Monte Carlo generators, MadGraph + pythia and sherpa, and to next-to-leading-order calculations from BlackHat + sherpa. The differential cross sections are found to be in agreement with the predictions, apart from the pT distributions of the leading jets at high pT values, the distributions of the HT at high-HT and low jet multiplicity, and the distribution of the difference in azimuthal angle between the leading jet and the muon at low values.United States. Dept. of EnergyNational Science Foundation (U.S.)Alfred P. Sloan Foundatio

Impacts of the Tropical Pacific/Indian Oceans on the Seasonal Cycle of the West African Monsoon

The current consensus is that drought has developed in the Sahel during the second half of the twentieth century as a result of remote effects of oceanic anomalies amplified by local land–atmosphere interactions. This paper focuses on the impacts of oceanic anomalies upon West African climate and specifically aims to identify those from SST anomalies in the Pacific/Indian Oceans during spring and summer seasons, when they were significant. Idealized sensitivity experiments are performed with four atmospheric general circulation models (AGCMs). The prescribed SST patterns used in the AGCMs are based on the leading mode of covariability between SST anomalies over the Pacific/Indian Oceans and summer rainfall over West Africa. The results show that such oceanic anomalies in the Pacific/Indian Ocean lead to a northward shift of an anomalous dry belt from the Gulf of Guinea to the Sahel as the season advances. In the Sahel, the magnitude of rainfall anomalies is comparable to that obtained by other authors using SST anomalies confined to the proximity of the Atlantic Ocean. The mechanism connecting the Pacific/Indian SST anomalies with West African rainfall has a strong seasonal cycle. In spring (May and June), anomalous subsidence develops over both the Maritime Continent and the equatorial Atlantic in response to the enhanced equatorial heating. Precipitation increases over continental West Africa in association with stronger zonal convergence of moisture. In addition, precipitation decreases over the Gulf of Guinea. During the monsoon peak (July and August), the SST anomalies move westward over the equatorial Pacific and the two regions where subsidence occurred earlier in the seasons merge over West Africa. The monsoon weakens and rainfall decreases over the Sahel, especially in August.Peer reviewe

Juxtaposing BTE and ATE – on the role of the European insurance industry in funding civil litigation

One of the ways in which legal services are financed, and indeed shaped, is through private insurance arrangement. Two contrasting types of legal expenses insurance contracts (LEI) seem to dominate in Europe: before the event (BTE) and after the event (ATE) legal expenses insurance. Notwithstanding institutional differences between different legal systems, BTE and ATE insurance arrangements may be instrumental if government policy is geared towards strengthening a market-oriented system of financing access to justice for individuals and business. At the same time, emphasizing the role of a private industry as a keeper of the gates to justice raises issues of accountability and transparency, not readily reconcilable with demands of competition. Moreover, multiple actors (clients, lawyers, courts, insurers) are involved, causing behavioural dynamics which are not easily predicted or influenced. Against this background, this paper looks into BTE and ATE arrangements by analysing the particularities of BTE and ATE arrangements currently available in some European jurisdictions and by painting a picture of their respective markets and legal contexts. This allows for some reflection on the performance of BTE and ATE providers as both financiers and keepers. Two issues emerge from the analysis that are worthy of some further reflection. Firstly, there is the problematic long-term sustainability of some ATE products. Secondly, the challenges faced by policymakers that would like to nudge consumers into voluntarily taking out BTE LEI

Penilaian Kinerja Keuangan Koperasi di Kabupaten Pelalawan

This paper describe development and financial performance of cooperative in District Pelalawan among 2007 - 2008. Studies on primary and secondary cooperative in 12 sub-districts. Method in this stady use performance measuring of productivity, efficiency, growth, liquidity, and solvability of cooperative. Productivity of cooperative in Pelalawan was highly but efficiency still low. Profit and income were highly, even liquidity of cooperative very high, and solvability was good

Search for stop and higgsino production using diphoton Higgs boson decays

Results are presented of a search for a "natural" supersymmetry scenario with gauge mediated symmetry breaking. It is assumed that only the supersymmetric partners of the top-quark (stop) and the Higgs boson (higgsino) are accessible. Events are examined in which there are two photons forming a Higgs boson candidate, and at least two b-quark jets. In 19.7 inverse femtobarns of proton-proton collision data at sqrt(s) = 8 TeV, recorded in the CMS experiment, no evidence of a signal is found and lower limits at the 95% confidence level are set, excluding the stop mass below 360 to 410 GeV, depending on the higgsino mass