93 research outputs found
Structural and topological phase transitions on the German Stock Exchange
We find numerical and empirical evidence for dynamical, structural and
topological phase transitions on the (German) Frankfurt Stock Exchange (FSE) in
the temporal vicinity of the worldwide financial crash. Using the Minimal
Spanning Tree (MST) technique, a particularly useful canonical tool of the
graph theory, two transitions of the topology of a complex network representing
FSE were found. First transition is from a hierarchical scale-free MST
representing the stock market before the recent worldwide financial crash, to a
superstar-like MST decorated by a scale-free hierarchy of trees representing
the market's state for the period containing the crash. Subsequently, a
transition is observed from this transient, (meta)stable state of the crash, to
a hierarchical scale-free MST decorated by several star-like trees after the
worldwide financial crash. The phase transitions observed are analogous to the
ones we obtained earlier for the Warsaw Stock Exchange and more pronounced than
those found by Onnela-Chakraborti-Kaski-Kert\'esz for S&P 500 index in the
vicinity of Black Monday (October 19, 1987) and also in the vicinity of January
1, 1998. Our results provide an empirical foundation for the future theory of
dynamical, structural and topological phase transitions on financial markets
Multi-command Tactile Brain Computer Interface: A Feasibility Study
The study presented explores the extent to which tactile stimuli delivered to
the ten digits of a BCI-naive subject can serve as a platform for a brain
computer interface (BCI) that could be used in an interactive application such
as robotic vehicle operation. The ten fingertips are used to evoke
somatosensory brain responses, thus defining a tactile brain computer interface
(tBCI). Experimental results on subjects performing online (real-time) tBCI,
using stimuli with a moderately fast inter-stimulus-interval (ISI), provide a
validation of the tBCI prototype, while the feasibility of the concept is
illuminated through information-transfer rates obtained through the case study.Comment: Haptic and Audio Interaction Design 2013, Daejeon, Korea, April
18-19, 2013, 15 pages, 4 figures, The final publication will be available at
link.springer.co
COMORBIDITY OF SUBSTANCE USE AND MENTAL DISORDERS
Introduction: Comorbidity is a term defined as the presence of two or more conditions occurring either at the same time or
having a close relationship to the same individual. World Health Organization (WHO) define it as the âco-occurrence in the same individual of a psychoactive substance use disorder and another psychiatric disorderâ. Progressive deinstitutionalisation, despite indisputable benefits and improvement of life quality in psychiatric patients, resulted in appearance of new burdens, such as deterioration of family life. Furthermore, wide availability of alcoholic beverages and drugs in communities where the patients live, led comorbid substance abuse disorders to emerge as one of the biggest challenges in the modern psychiatry. There is a limited amount of data concerning the background of the patients with a dual diagnosis, available in the literature, and therefore our aim was to create a sociodemographic profile of such individuals.
Materials and methods: The study was conducted among the patients treated in a drug rehabilitation centre of the Upper
Silesian Association âFamiliaâ in Gliwice, Poland using authorsâ own questionnaire, consisting of 75 items. The study group
consisted of 9 females and 91 males (n=100), average age of the patients equalled 29.7 years (95%CI: 28.5-31 years; min/max
value: 20/48 years), all the patients had an established dual diagnosis.
Outcomes: 66% of the study group was single, with permanent residency, living with family either in city (47%) or in village
(19%). Remaining 34% was spread through the other options (1-4%), with the highest percentage in âsingle, with permanent
residency, living alone in the cityâ (4%).
Conclusions: Obtained data, demonstrated high homogeneity among the patients with a dual diagnosis in terms of a sociodemographical profile
Determination of the Hurst Exponent by Use of Wavelet Transforms
We propose a new method for (global) Hurst exponent determination based on
wavelets. Using this method, we analyze synthetic data with predefined Hurst
exponents, fracture surfaces and data from economy. The results are compared
with those obtained from Fourier spectral analysis. When many samples are
available, the wavelet and Fourier methods are comparable in accuracy. However,
when one or only a few samples are available, the wavelet method outperforms
the Fourier method by a large margin.Comment: 10 pages RevTeX, 13 Postscript figures. Some additional material
compared to previous versio
Dopant clustering and vacancy ordering in neodymium doped ceria
Lanthanide doped cerias, show fast oxide ion conduction and have applications as electrolytes in intermediate temperature solid oxide fuel cells. Here, we examine the long- and short-range structures of Ce1âxNdxO2âx/2 (0.05 †x †0.30, NDC) using reverse Monte Carlo modelling of total neutron scattering data, supported by measurements of electrical behaviour using a.c. impedance spectroscopy. Three distinct features are evident in the local structure of NDC, viz.: clustering of Nd3+ cations, preferred Nd3+-oxide ion vacancy association and oxide ion vacancy clustering with preferential alignment in the ă100ă direction. Interestingly, the presence of preferential dopant cation-oxide ion vacancy association is also observed at 600 °C, although diminished compared to the level at room temperature. This suggests a continued contribution of defect association enthalpy to activation energy at elevated temperatures and is reflected in similar compositional variation of high- and low-temperature activation energies
Heuristic Segmentation of a Nonstationary Time Series
Many phenomena, both natural and human-influenced, give rise to signals whose
statistical properties change under time translation, i.e., are nonstationary.
For some practical purposes, a nonstationary time series can be seen as a
concatenation of stationary segments. Using a segmentation algorithm, it has
been reported that for heart beat data and Internet traffic fluctuations--the
distribution of durations of these stationary segments decays with a power law
tail. A potential technical difficulty that has not been thoroughly
investigated is that a nonstationary time series with a (scale-free) power law
distribution of stationary segments is harder to segment than other
nonstationary time series because of the wider range of possible segment sizes.
Here, we investigate the validity of a heuristic segmentation algorithm
recently proposed by Bernaola-Galvan et al. by systematically analyzing
surrogate time series with different statistical properties. We find that if a
given nonstationary time series has stationary periods whose size is
distributed as a power law, the algorithm can split the time series into a set
of stationary segments with the correct statistical properties. We also find
that the estimated power law exponent of the distribution of stationary-segment
sizes is affected by (i) the minimum segment size, and (ii) the ratio of the
standard deviation of the mean values of the segments, and the standard
deviation of the fluctuations within a segment. Furthermore, we determine that
the performance of the algorithm is generally not affected by uncorrelated
noise spikes or by weak long-range temporal correlations of the fluctuations
within segments.Comment: 23 pages, 14 figure
- âŠ