Investment strategy due to the minimization of portfolio noise level by observations of coarse-grained entropy

Using a recently developed method of noise level estimation that makes use of properties of the coarse grained-entropy we have analyzed the noise level for the Dow Jones index and a few stocks from the New York Stock Exchange. We have found that the noise level ranges from 40 to 80 percent of the signal variance. The condition of a minimal noise level has been applied to construct optimal portfolios from selected shares. We show that implementation of a corresponding threshold investment strategy leads to positive returns for historical data.Comment: 6 pages, 1 figure, 1 table, Proceedings of the conference APFA4. See http://www.chaosandnoise.or

Anti-deterministic behavior of discrete systems that are less predictable than noise

We present a new type of deterministic dynamical behaviour that is less predictable than white noise. We call it anti-deterministic (AD) because time series corresponding to the dynamics of such systems do not generate deterministic lines in Recurrence Plots for small thresholds. We show that although the dynamics is chaotic in the sense of exponential divergence of nearby initial conditions and although some properties of AD data are similar to white noise, the AD dynamics is in fact less predictable than noise and hence is different from pseudo-random number generators.Comment: 6 pages, 5 figures. See http://www.chaosandnoise.or

Noise reduction in chaotic time series by a local projection with nonlinear constraints

On the basis of a local-projective (LP) approach we develop a method of noise reduction in time series that makes use of nonlinear constraints appearing due to the deterministic character of the underlying dynamical system. The Delaunay triangulation approach is used to find the optimal nearest neighboring points in time series. The efficiency of our method is comparable to standard LP methods but our method is more robust to the input parameter estimation. The approach has been successfully applied for separating a signal from noise in the chaotic Henon and Lorenz models as well as for noisy experimental data obtained from an electronic Chua circuit. The method works properly for a mixture of additive and dynamical noise and can be used for the noise-level detection.Comment: 11 pages, 12 figures. See http://www.chaosandnoise.or

How random is your heart beat?

We measure the content of random uncorrelated noise in heart rate variability using a general method of noise level estimation using a coarse grained entropy. We show that usually - except for atrial fibrillation - the level of such noise is within 5 - 15% of the variance of the data and that the variability due to the linearly correlated processes is dominant in all cases analysed but atrial fibrillation. The nonlinear deterministic content of heart rate variability remains significant and may not be ignored.Comment: see http://urbanowicz.org.p

Risk evaluation with enhaced covariance matrix

We propose a route for the evaluation of risk based on a transformation of the covariance matrix. The approach uses a `potential' or `objective' function. This allows us to rescale data from different assets (or sources) such that each data set then has similar statistical properties in terms of their probability distributions. The method is tested using historical data from both the New York and Warsaw Stock Exchanges.Comment: see urbanowicz.org.p

Reaction of potato cultivars with diverse leaf morphology to metribuzin applied post emergence

W latach 2005–2008 w doświadczeniach polowych przeprowadzonych w Boninie, badano reakcję pięciu odmian ziemniaka (Denar, Lord, Molli, Satina i Sonda) na metrybuzynę stosowaną powschodowo. Obserwacje fitotoksycznej reakcji oraz tempo jej zanikania prowadzono w oparciu o skalę 9-stopniową, co 7 dni od aplikacji, do całkowitego ustąpienia jej objawów. Odmiany charakteryzowały się zróżnicowaną reakcją na powschodowe stosowanie metrybuzyny: od całkowitej niewrażliwości – w przypadku odmiany Satina do reakcji bardzo silnej – Sonda. Porównano również budowę morfologiczną liści badanych odmian oraz oszacowano liczbę aparatów szparkowych znajdujących się na górnej stronie blaszki liściowej na powierzchni 1 mm2. Określono wpływ liczby aparatów szparkowych na uszkodzenia roślin ziemniaka po zastosowaniu metrybuzyny po wschodach ziemniaka. Można sądzić, że różnice w budowie liści badanych odmian ziemniaka miały wpływ na intensywność objawów fitotoksycznej reakcji oraz tempo jej zanikania.Field experiments were conducted from 2005 to 2008 in Bonin. During this period, response of the five cultivars (Denar, Lord, Molli, Satina and Sonda) to metribuzin applied post emergence was estimated. The phytotoxic reaction and the rate of its disappearance was observed every 7 days and assessed on the 9-degree scale, since the herbicide application until the symptoms completely vanished. The cultivars responded differently to post emergence application of metribuzin with totally insensitive Satina from one side and extremely sensitive Sonda from the other extreme of the scale. Morphology of leaves of tested cultivars was compared and the number of stomata was counted on one square millimeter of upper leaf surface. The influence of stomata number on phytotoxicity effect of post emergence applied metribuzin to potato plants was evaluated. It can be concluded that differences in the leaves morphology between tested cultivars had major impact on the intensity of phytotoxic reaction and the rate of its disappearance

Influence of biostimulant Asahi SL on phytotoxicity effect of metribuzin used in potato cultivation - Short communication

W doświadczeniach szklarniowych (3 serie) badano możliwość zastosowania biostymulatora Asahi SL na zminimalizowanie efektu fitotoksyczności po zastosowaniu metrybuzyny w pięciu odmianach ziemniaka (Satina, Lord, Denar, Molli i Sonda). Metrybuzynę zastosowano po wschodach roślin ziemniaka (wysokość 10–15 cm). Biostymulator Asahi SL aplikowano dwukrotnie, 7 i 14 dni po aplikacji metrybuzyny. Spośród testowanych odmian ziemniaka – Sonda i Molli były najbardziej wrażliwe na metrybuzynę. U tych odmian stwierdzono pozytywny wpływ Asahi SL na zmini-malizowanie efektu fitotoksyczności.In the glasshouses experiments (3 series) the influence of biostimulant Asahi SL on minimalizing of phytotoxicity effect of metribuzin used in 5 potato cultivars (Satina, Lord, Denar, Molli and Sonda) was studied. Metribuzin was applied after emergence of potato plants (10-15 cm high). Biostimulant Asahi SL was applied twice, 7 and 14 days after metribuzin treatment. Among 5 tested cultivars, only Sonda and Molli were sensitive to metribuzin. The same cultivars (Sonda and Molli) exhibited positive influence of Asahi SL on minimalizing phytotoxicity effect

The occurrence of weeds and methods of their control in potatoes in Poland in the years 2000–2011

W opracowaniu przedstawiono wyniki badań ankietowych przeprowadzonych na terenie Polski w latach 2000–2011. Badania dotyczyły analizy składu gatunkowego chwastów występujących w ziemniaku, metod ich zwalczania oraz najczęściej stosowanych herbicydów. Na polach ziemniaczanych dominowały dwuliścienne gatunki chwastów, a wśród nich: komosa biała (Chenopodium album), żółtlica drobnokwiatowa (Galinsoga parviflora), fiołek polny (Viola arvensis) i maruna bezwonna (Matricaria inodora). Na obserwowanych plantacjach chwasty zwalczano głównie metodą mechaniczno-chemiczną i mechaniczną. Do zwalczania chwastów stosowano herbicydy w terminie przedwschodowym, które zawierały substancje aktywne — linuron i metrybuzynę.The aim of this paper was to identify species of weeds occurring in potatoes in Poland in the years 2000–2011, to evaluate control methods and to describe herbicides that are most frequently applied. Dicotyledonous weeds were found to predominate in potato fields. Among them, fat hen (Chenopodium album), gallant soldier (Galinsoga parviflora), field pansy (Viola arvensis) and scentless chamomile (Matricaria inodora) were in prevalence. Weeds are controlled mainly by mechanical-chemical and mechanical methods. Herbicides are essentially applied in the pre-emergence period. Herbicides containing linuron and metribuzin are most frequently used