7,588 research outputs found
Forecasting Equicorrelation
We study the out-of-sample forecasting performance of several time-series models of equicorrelation, which is the average pairwise correlation between a number of assets. Building on the existing Dynamic Conditional Correlation and Linear Dynamic Equicorrelation models, we propose a model that uses proxies for equicorrelation based on high-frequency intraday data, and the level of equicorrelation implied by options prices. Using state-of-the-art statistical evaluation technology, we find that the use of both realized and implied equicorrelations outperform models that use daily data alone. However, the out-of-sample forecasting benefits of implied equicorrelation disappear when used in conjunction with the realized measures.Equicorrelation, Implied Correlation, Multivariate GARCH, DCC
Jet Modification in a Brick of QGP Matter
We have implemented the LPM effect into a microscopic transport model with
partonic degrees of freedom by following the algorithm of Zapp & Wiedemann. The
Landau-Pomeranchuk-Migdal (LPM) effect is a quantum interference process that
modifies the emission of radiation in the presence of a dense medium. In QCD
this results in a quadratic length dependence for radiative energy loss. This
is an important effect for the modification of jets by their passage through
the QGP.
We verify the leading parton energy loss in the model against the leading
order Baier-Dokshitzer-Mueller-Peigne-Schiff-Zakharov (BDMPS-Z) result.
We apply our model to the recent observations of the modification of di-jets
at the LHC.Comment: Presented at Panic 1
Polio survivors’ perceptions of the meaning of quality of life and strategies used to promote participation in everyday activities
This article is made available through the Brunel Open Access Publishing Fund.Introduction: The term ‘post-polio syndrome’ (PPS) is used to describe new and late manifestations of poliomyelitis that occur later in life. Research in this area has focused upon health status rather than its effect on quality of life. Aim: To gain an in-depth understanding of the meaning of quality of life for polio survivors and to determine the type of strategies that are used by people with PPS and the support that they consider as important to facilitate participation in everyday life activities that have an impact on their quality of life. Method: Six focus groups were conducted with 51 participants from two regions in England. Data were audio-taped and analysed using thematic analysis. Results: Our research found that polio survivors used terms used to describe quality of life which could be associated with that of happiness. Our research has identified resolvable factors that influence quality of life namely inaccessible environments, attitudes of health-care professionals and societal attitudes. Polio survivors have tried alternative therapies, chiefly acupuncture and massage, and found them to be effective in enhancing their quality of life. Conclusion: It is suggested that health-care professionals should consider factors which influence happiness and implement a person-centred approach with the views of the polio survivor being listened to. The three factors that influenced quality of life could be resolved by health-care professionals and by society. With regard to strategies used, we suggest that polio survivors should have access to the treatments that they perceive as important, although further research is required to design optimal interventions for this client group
Corn Seed Spacing Uniformity as Affected by Seed Tube Condition
Variation in corn seed spacing from a John Deere MaxEmergeTM Plus Vacumeter planter was evaluated on the University of Nebraska Planter Test Stand in a laboratory setting for two seed tube conditions (new or worn) with two examples of corn seed shape (round or flat). Seed spacing uniformity was measured using three seed spacing uniformity parameters: Coefficient of Precision (CP3), ISO Multiples index, and ISO Miss index.
Differences were detected in all three seed spacing uniformity parameters due to the seed tube condition. The new seed tubes had better seed spacing uniformity than the worn seed tubes, within each example of the seed shapes (round or flat) used in this experiment. For the seed used in this experiment, the round corn seed had better seed spacing uniformity than the flat corn seed, within each of the seed tube conditions (new or worn).
A recommended schedule for seed tube replacement to maintain seed spacing uniformity has not been developed, and more research in this area is needed. Currently, sugarbeet growers in western Nebraska use one of three options: a) test one of their seed tubes on a good planter test stand every year before sugarbeet planting season and replace all tubes when results indicate it will improve seed spacing uniformity to the desired level; b) feel the inside front surface of the seed tube every year before sugarbeet planting season and change seed tubes when the feel of the surface changes from a slick plastic to a very fine sandpaper; or c) replace seed tubes before sugarbeet planting season when they have planted over approximately 150 acres of corn per planter row with their current seed tubes
Gaussian tree constraints applied to acoustic linguistic functional data
Evolutionary models of languages are usually considered to take the form of trees. With the development of so-called tree constraints the plausibility of the tree model assumptions can be assessed by checking whether the moments of observed variables lie within regions consistent with Gaussian latent tree models. In our linguistic application, the data set comprises acoustic samples (audio recordings) from speakers of five Romance languages or dialects. The aim is to assess these functional data for compatibility with a hereditary tree model at the language level. A novel combination of canonical function analysis (CFA) with a separable covariance structure produces a representative basis for the data. The separable-CFA basis is formed of components which emphasize language differences whilst maintaining the integrity of the observational language-groupings. A previously unexploited Gaussian tree constraint is then applied to component-by-component projections of the data to investigate adherence to an evolutionary tree. The results highlight some aspects of Romance language speech that appear compatible with an evolutionary tree model but indicates that it would be inappropriate to model all features as such
Locally critical quantum phase transitions in strongly correlated metals
When a metal undergoes a continuous quantum phase transition, non-Fermi
liquid behaviour arises near the critical point. It is standard to assume that
all low-energy degrees of freedom induced by quantum criticality are spatially
extended, corresponding to long-wavelength fluctuations of the order parameter.
However, this picture has been contradicted by recent experiments on a
prototype system: heavy fermion metals at a zero-temperature magnetic
transition. In particular, neutron scattering from CeCuAu has
revealed anomalous dynamics at atomic length scales, leading to much debate as
to the fate of the local moments in the quantum-critical regime. Here we report
our theoretical finding of a locally critical quantum phase transition in a
model of heavy fermions. The dynamics at the critical point are in agreement
with experiment. We also argue that local criticality is a phenomenon of
general relevance to strongly correlated metals, including doped Mott
insulators.Comment: 20 pages, 3 figures; extended version, to appear in Natur
Pregnant smokers’ experiences and opinions of techniques aimed to address barriers and facilitators to smoking cessation: A qualitative study
Pregnant women experience certain barriers and facilitators (B&Fs) when trying to quit smoking. This study aimed to elicit women’s views on techniques that could help overcome or enhance these. Semi-structured interviews were conducted with 12 pregnant women who had experience of smoking during pregnancy. Participants were prompted to discuss experiences of B&Fs and give suggestions of techniques that could address these appropriately. A thematic analysis was conducted using the one sheet of paper method. Four themes relating to suggested techniques were identified: accessing professional help, nicotine replacement therapy (NRT), distraction, and social interactions. Experiences of accessing professional help were generally positive, especially if there was a good rapport with, and easy access to a practitioner. Most women were aware of NRT, those who had used it reported both negative and positive experiences. Praise and encouragement from others towards cessation attempts appeared motivating; peer support groups were deemed useful. Women reported experiencing B&Fs which fell under four themes: influence of others, internal motivation, cues to smoke, and health. Overall, accessing professional support generated positive changes in smoking habits. Establishing ways of how to encourage more women to seek help and raising awareness of different types of support available would seem beneficial
- …