211 research outputs found

    Statistical Properties of Cross-Correlation in the Korean Stock Market

    Full text link
    We investigate the statistical properties of the correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the correlation matrix is positively skewed and changes over time. We find that the eigenvalue distribution of original correlation matrix deviates from the eigenvalues predicted by the RMT, and the largest eigenvalue is 52 times larger than the maximum value among the eigenvalues predicted by the RMT. The β473\beta_{473} coefficient, which reflect the largest eigenvalue property, is 0.8, while one of the eigenvalues in the RMT is approximately zero. Notably, we show that the entropy function E(σ)E(\sigma) with the portfolio risk σ\sigma for the original and filtered correlation matrices are consistent with a power-law function, E(σ)σγE(\sigma) \sim \sigma^{-\gamma}, with the exponent γ2.92\gamma \sim 2.92 and those for Asian currency crisis decreases significantly

    Co-Evolutionary Learning for Cognitive Computer Generated Entities

    Get PDF
    In this paper, an approach is advocated to use a hybrid approach towards learning behaviour for computer generated entities (CGEs) in a serious gaming setting. Hereby, an agent equipped with cognitive model is used but this agent is enhanced with Machine Learning (ML) capabilities. This facilitates the agent to exhibit human like behaviour but avoid an expert having to define all parameters explicitly. More in particular, the ML approach utilizes co-evolution as a learning paradigm. An evaluation in the domain of one-versus-one air combat shows promising results

    Shaping Robot Gestures to Shape Users' Perception: the Effect of Amplitude and Speed on Godspeed Ratings

    Get PDF
    This work analyses the relationship between the way robots gesture and the way those gestures are perceived by human users. In particular, this work shows how modifying the amplitude and speed of a gesture affect the Godspeed scores given to those gestures, by means of an experiment involving 45 stimuli and 30 observers. The results suggest that shaping gestures aimed at manifesting the inner state of the robot (e.g., cheering or showing disappointment) tends to change the perception of Animacy (the dimension that accounts for how driven by endogenous factors the robot is perceived to be), while shaping gestures aimed at achieving an interaction effect (e.g., engaging and disengaging) tends to change the perception of Anthropomorphism, Likeability and Perceived Safety (the dimensions that account for the social aspects of the perception)

    Combinatorial Markov chains on linear extensions

    Full text link
    We consider generalizations of Schuetzenberger's promotion operator on the set L of linear extensions of a finite poset of size n. This gives rise to a strongly connected graph on L. By assigning weights to the edges of the graph in two different ways, we study two Markov chains, both of which are irreducible. The stationary state of one gives rise to the uniform distribution, whereas the weights of the stationary state of the other has a nice product formula. This generalizes results by Hendricks on the Tsetlin library, which corresponds to the case when the poset is the anti-chain and hence L=S_n is the full symmetric group. We also provide explicit eigenvalues of the transition matrix in general when the poset is a rooted forest. This is shown by proving that the associated monoid is R-trivial and then using Steinberg's extension of Brown's theory for Markov chains on left regular bands to R-trivial monoids.Comment: 35 pages, more examples of promotion, rephrased the main theorems in terms of discrete time Markov chain

    Evidence for geometry-dependent universal fluctuations of the Kardar-Parisi-Zhang interfaces in liquid-crystal turbulence

    Full text link
    We provide a comprehensive report on scale-invariant fluctuations of growing interfaces in liquid-crystal turbulence, for which we recently found evidence that they belong to the Kardar-Parisi-Zhang (KPZ) universality class for 1+1 dimensions [Phys. Rev. Lett. 104, 230601 (2010); Sci. Rep. 1, 34 (2011)]. Here we investigate both circular and flat interfaces and report their statistics in detail. First we demonstrate that their fluctuations show not only the KPZ scaling exponents but beyond: they asymptotically share even the precise forms of the distribution function and the spatial correlation function in common with solvable models of the KPZ class, demonstrating also an intimate relation to random matrix theory. We then determine other statistical properties for which no exact theoretical predictions were made, in particular the temporal correlation function and the persistence probabilities. Experimental results on finite-time effects and extreme-value statistics are also presented. Throughout the paper, emphasis is put on how the universal statistical properties depend on the global geometry of the interfaces, i.e., whether the interfaces are circular or flat. We thereby corroborate the powerful yet geometry-dependent universality of the KPZ class, which governs growing interfaces driven out of equilibrium.Comment: 31 pages, 21 figures, 1 table; references updated (v2,v3); Fig.19 updated & minor changes in text (v3); final version (v4); J. Stat. Phys. Online First (2012

    Phylogenetic convergence and multiple shell shape optima for gliding scallops (Bivalvia: Pectinidae)

    Get PDF
    An important question in evolutionary biology is how often, and to what extent, do similar ecologies elicit distantly related taxa to evolve towards the same phenotype? In some scenarios, the repeated evolution of particular phenotypes may be expected, for instance when species are exposed to common selective forces that result from strong functional demands. In bivalved scallops (Pectinidae), some species exhibit a distinct swimming behaviour (gliding), which requires specific biomechanical attributes to generate lift and reduce drag during locomotive events. Further, a phylogenetic analysis revealed that gliding behaviour has independently evolved at least four times, which raises the question as to whether these independent lineages have also converged on a similar phenotype. Here, we test the hypothesis that gliding scallops display shell shape convergence using a combination of geometric morphometrics and phylogenetic comparative methods that evaluate patterns of multivariate trait evolution. Our findings reveal that the gliding species display less morphological disparity and significant evolutionary convergence in morphospace, relative to expectations under a neutral model of Brownian motion for evolutionary phenotypic change. Intriguingly, the phylomorphospace patterns indicate that gliding lineages follow similar evolutionary trajectories to not one, but two regions of morphological space, and subsequent analyses identified significant differences in their biomechanical parameters, suggesting that these two groups of scallops accomplish gliding in different ways. Thus, whereas there is a clear gliding morphotype that has evolved convergently across the phylogeny, functionally distinct morphological subforms are apparent, suggesting that there may be two optima for the gliding phenotype in the Pectinidae.J. M. Serb, E. Sherratt, A. Alejandrino & D. C. Adam

    The Alvarez impact theory of mass extinction; limits to its applicability and the „great expectations syndrome”

    Get PDF
    For the past three decades, the Alvarez impact theory of mass extinction, causally related to catastrophic meteorite impacts, has been recurrently applied to multiple extinction boundaries. However, these multidisciplinary research efforts across the globe have been largely unsuccessful to date, with one outstanding exception: the Cretaceous-Paleogene boundary. The unicausal impact scenario as a leading explanation, when applied to the complex fossil record, has resulted in force-fitting of data and interpretations ("great expectations syndrome". The misunderstandings can be grouped at three successive levels of the testing process, and involve the unreflective application of the impact paradigm: (i) factual misidentification, i.e., an erroneous or indefinite recognition of the extraterrestrial record in sedimentological, physical and geochemical contexts, (ii) correlative misinterpretation of the adequately documented impact signals due to their incorrect dating, and (iii) causal overestimation when the proved impact characteristics are doubtful as a sufficient trigger of a contemporaneous global cosmic catastrophe. Examples of uncritical belief in the simple cause-effect scenario for the Frasnian-Famennian, Permian-Triassic, and Triassic-Jurassic (and the Eifelian-Givetian and Paleocene-Eocene as well) global events include mostly item-1 pitfalls (factual misidentification), with Ir enrichments and shocked minerals frequently misidentified. Therefore, these mass extinctions are still at the first test level, and only the F-F extinction is potentially seen in the context of item-2, the interpretative step, because of the possible causative link with the Siljan Ring crater (53 km in diameter). The erratically recognized cratering signature is often marked by large timing and size uncertainties, and item-3, the advanced causal inference, is in fact limited to clustered impacts that clearly predate major mass extinctions. The multi-impact lag-time pattern is particularly clear in the Late Triassic, when the largest (100 km diameter) Manicouagan crater was possibly concurrent with the end-Carnian extinction (or with the late Norian tetrapod turnover on an alternative time scale). The relatively small crater sizes and cratonic (crystalline rock basement) setting of these two craters further suggest the strongly insufficient extraterrestrial trigger of worldwide environmental traumas. However, to discuss the kill potential of impact events in a more robust fashion, their location and timing, vulnerability factors, especially target geology and palaeogeography in the context of associated climate-active volatile fluxes, should to be rigorously assessed. The current lack of conclusive impact evidence synchronous with most mass extinctions may still be somewhat misleading due to the predicted large set of undiscovered craters, particularly in light of the obscured record of oceanic impact events

    Availability of Farmers’ Markets and Supplemental Nutrition Assistance Program/Electronic Benefit Transfer Systems and Associations With Rurality, Poverty, Race/Ethnicity, and Obesity Among North Carolina Counties

    Get PDF
    Increasing the number of farmers’ markets and implementing Electronic Benefit Transfer (EBT) systems for the Supplemental Nutrition Assistance Program (SNAP) at more farmers’ markets have been suggested as strategies to overcome food access issues, but little is known about their availability in the rural South. This study examines differences in availability of farmers’ markets and SNAP/EBT at markets by county-level rural/urban classification, percentage poverty, percentage racial/ethnic minority, and percentage obese residents in North Carolina counties. Data were collected using a cross-sectional survey. Though results related to rurality and economic status are mixed, regression analyses indicate that the percentage of African American residents is inversely associated with the number of markets and number of markets that accept EBT. Results suggest that access to farmers’ markets varies in North Carolina, and additional research is needed to determine whether this impacts obesity
    corecore