Impact and Recovery Process of Mini Flash Crashes: An Empirical Study

In an Ultrafast Extreme Event (or Mini Flash Crash), the price of a traded stock increases or decreases strongly within milliseconds. We present a detailed study of Ultrafast Extreme Events in stock market data. In contrast to popular belief, our analysis suggests that most of the Ultrafast Extreme Events are not primarily due to High Frequency Trading. In at least 60 percent of the observed Ultrafast Extreme Events, the main cause for the events are large market orders. In times of financial crisis, large market orders are more likely which can be linked to the significant increase of Ultrafast Extreme Events occurrences. Furthermore, we analyze the 100 trades following each Ultrafast Extreme Events. While we observe a tendency of the prices to partially recover, less than 40 percent recover completely. On the other hand we find 25 percent of the Ultrafast Extreme Events to be almost recovered after only one trade which differs from the usually found price impact of market orders

The phase structure of the Polyakov--quark-meson model beyond mean field

The Polyakov-extended quark-meson model (PQM) is investigated beyond mean-field. This represents an important step towards a fully dynamical QCD computation. Both the quantum fluctuations to the matter sector and the back-reaction of the matter fluctuations to the QCD Yang-Mills sector are included. Results on the chiral and confinement-deconfinement crossover/phase transition lines and the location of a possible critical endpoint are presented. Moreover, thermodynamic quantities such as the pressure and the quark density are discussed.Comment: 12 pages, 11 figure

Probing the QGP Phase Boundary with Thermal Properties of ϕ\phi Mesons

A novel attempt has been made to probe the QCD phase boundary by using the experimental data for transverse momenta of {\phi} mesons produced in nuclear collisions at AGS, SPS and RHIC energies. The data are confronted with simple thermodynamic expectations and lattice QCD results. The experimental data indicate a first-order phase transition, with a mixed phase stretching the energy density between \sim1 and 3.2 GeV/fm3 corresponding to SPS energies.Comment: 8-pages, 3-figs, Replaced with the published versio

Relativistic treatment of harmonics from impurity systems in quantum wires

Within a one particle approximation of the Dirac equation we investigate a defect system in a quantum wire. We demonstrate that by minimally coupling a laser field of frequency omega to such an impurity system, one may generate harmonics of multiples of the driving frequency. In a multiple defect system one may employ the distance between the defects in order to tune the cut-off frequency.Comment: 9 pages Latex, 8 eps figures, section added, numerics improve

Influence of Impact Parameter on Thermal Description of Relativistic Heavy Ion Collisions at GSI/SIS

Attention is drawn to the role played by the size of the system in the thermodynamic analysis of particle yields in relativistic heavy ion collisions at SIS energies. This manifests itself in the non-linear dependence of K+ and K- yields in $AA$ collisions at 1 -- 2 A.GeV on the number of participants. It is shown that this dependence can be quantitatively well described in terms of a thermal model with a canonical strangeness conservation. The measured particle multiplicity ratios (pi+/p, pi-/pi+, d/p, K+/pi+ and K+/K- but not eta/pi0) in central Au-Au and Ni-Ni collisions at 0.8 -- 2.0 A.GeV are also explained in the context of a thermal model with a common freeze-out temperature and chemical potential. Including the concept of collective flow a consistent picture of particle energy distributions is derived with the flow velocity being strongly impact-parameter dependent.Comment: revtex, 20 figure

Association of Pyrethroid Pesticide Exposure With Attention-Deficit/Hyperactivity Disorder in a Nationally Representative Sample of U.S. Children

Background Pyrethroid pesticides cause abnormalities in the dopamine system and produce an ADHD phenotype in animal models, with effects accentuated in males versus females. However, data regarding behavioral effects of pyrethroid exposure in children is limited. We examined the association between pyrethroid pesticide exposure and ADHD in a nationally representative sample of US children, and tested whether this association differs by sex. Methods Data are from 8–15 year old participants (N = 687) in the 2001–2002 National Health and Nutrition Examination Survey. Exposure was assessed using concurrent urinary levels of the pyrethroid metabolite 3-phenoxybenzoic acid (3-PBA). ADHD was defined by either meeting Diagnostic and Statistical Manual of Mental Disorders-Fourth Edition criteria on the Diagnostic Interview Schedule for Children (DISC) or caregiver report of a prior diagnosis. ADHD symptom counts were determined via the DISC. Multivariable logistic regression examined the link between pyrethroid exposure and ADHD, and poisson regression investigated the link between exposure and ADHD symptom counts. Results Children with urinary 3-PBA above the limit of detection (LOD) were twice as likely to have ADHD compared with those below the LOD (adjusted odds ratio [aOR] 2.42; 95 % confidence interval [CI] 1.06, 5.57). Hyperactive-impulsive symptoms increased by 50 % for every 10-fold increase in 3-PBA levels (adjusted count ratio 1.50; 95 % CI 1.03, 2.19); effects on inattention were not significant. We observed possible sex-specific effects: pyrethroid biomarkers were associated with increased odds of an ADHD diagnosis and number of ADHD symptoms for boys but not girls. Conclusions We found an association between increasing pyrethroid pesticide exposure and ADHD which may be stronger for hyperactive-impulsive symptoms compared to inattention and in boys compared to girls. Given the growing use of pyrethroid pesticides, these results may be of considerable public health import

Collaboration in sensor network research: an in-depth longitudinal analysis of assortative mixing patterns

Many investigations of scientific collaboration are based on statistical analyses of large networks constructed from bibliographic repositories. These investigations often rely on a wealth of bibliographic data, but very little or no other information about the individuals in the network, and thus, fail to illustrate the broader social and academic landscape in which collaboration takes place. In this article, we perform an in-depth longitudinal analysis of a relatively small network of scientific collaboration (N = 291) constructed from the bibliographic record of a research center involved in the development and application of sensor network and wireless technologies. We perform a preliminary analysis of selected structural properties of the network, computing its range, configuration and topology. We then support our preliminary statistical analysis with an in-depth temporal investigation of the assortative mixing of selected node characteristics, unveiling the researchers' propensity to collaborate preferentially with others with a similar academic profile. Our qualitative analysis of mixing patterns offers clues as to the nature of the scientific community being modeled in relation to its organizational, disciplinary, institutional, and international arrangements of collaboration.Comment: Scientometrics (In press

Optic nerve crush induces spatial and temporal gene expression patterns in retina and optic nerve of BALB/cJ mice

BACKGROUND: Central nervous system (CNS) trauma and neurodegenerative disorders trigger a cascade of cellular and molecular events resulting in neuronal apoptosis and regenerative failure. The pathogenic mechanisms and gene expression changes associated with these detrimental events can be effectively studied using a rodent optic nerve crush (ONC) model. The purpose of this study was to use a mouse ONC model to: (a) evaluate changes in retina and optic nerve (ON) gene expression, (b) identify neurodegenerative pathogenic pathways and (c) discover potential new therapeutic targets. RESULTS: Only 54% of total neurons survived in the ganglion cell layer (GCL) 28 days post crush. Using Bayesian Estimation of Temporal Regulation (BETR) gene expression analysis, we identified significantly altered expression of 1,723 and 2,110 genes in the retina and ON, respectively. Meta-analysis of altered gene expression (≥1.5, ≤-1.5, p < 0.05) using Partek and DAVID demonstrated 28 up and 20 down-regulated retinal gene clusters and 57 up and 41 down-regulated optic nerve clusters. Regulated gene clusters included regenerative change, synaptic plasticity, axonogenesis, neuron projection, and neuron differentiation. Expression of selected genes (Vsnl1, Syt1, Synpr and Nrn1) from retinal and ON neuronal clusters were quantitatively and qualitatively examined for their relation to axonal neurodegeneration by immunohistochemistry and qRT-PCR. CONCLUSION: A number of detrimental gene expression changes occur that contribute to trauma-induced neurodegeneration after injury to ON axons. Nrn1 (synaptic plasticity gene), Synpr and Syt1 (synaptic vesicle fusion genes), and Vsnl1 (neuron differentiation associated gene) were a few of the potentially unique genes identified that were down-regulated spatially and temporally in our rodent ONC model. Bioinformatic meta-analysis identified significant tissue-specific and time-dependent gene clusters associated with regenerative changes, synaptic plasticity, axonogenesis, neuron projection, and neuron differentiation. These ONC induced neuronal loss and regenerative failure associated clusters can be extrapolated to changes occurring in other forms of CNS trauma or in clinical neurodegenerative pathological settings. In conclusion, this study identified potential therapeutic targets to address two key mechanisms of CNS trauma and neurodegeneration: neuronal loss and regenerative failure