6,717 research outputs found
A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk
This paper incorporates the systematic risk of regime shifts into a general equilibrium model of the term structure of interest rates. The model shows that there is a new source of time-variation in bond term premiums in the presence of regime shifts. This new component is a regime-switching risk premium that depends on the covariations between discreet changes in marginal utility and bond prices across different regimes. A closed-form solution for the term structure of interest rates is obtained under an affine model using log-linear approximation. The model is estimated by Efficient Method of Moments. The regime-switching risk is found to be statistically significant and mostly affect the long-end of the yield curveThe Term Structure, General Equilibrium, Markov Regime Shifts
Identifying DNA motifs based on match and mismatch alignment information
The conventional way of identifying DNA motifs, solely based on match
alignment information, is susceptible to a high number of spurious sites. A
novel scoring system has been introduced by taking both match and mismatch
alignment information into account. The mismatch alignment information is
useful to remove spurious sites encountered in DNA motif searching. As an
example, a correct TATA box site in Homo sapiens H4/g gene has successfully
been identified based on match and mismatch alignment information
Body image distortions and muscle dysmorphia symptoms among Asian men : do exercise status and type matter?
Theoretical Framework: Body image distortions and muscle dysmorphia symptoms were assessed among 78 Asian men who engaged in regular resistance training, aerobic training or did not engage in either. Method: Body fat and muscularity were measured and participants also completed the Muscle Dysmorphia Disorder Inventory. Results: Resistance trained men selected a body shape ideal that was higher in muscularity and lower in body fat. Aerobically trained men also reported higher perceived current Body Fat even though their actual levels were close to their ideal. Conclusion: The results suggest that specificity in body image distortion (e.g., perceived current-ideal versus perceived current-actual) when examining body image distortions might reduce conflicting findings in extant research
Stopping Set Distributions of Some Linear Codes
Stopping sets and stopping set distribution of an low-density parity-check
code are used to determine the performance of this code under iterative
decoding over a binary erasure channel (BEC). Let be a binary
linear code with parity-check matrix , where the rows of may be
dependent. A stopping set of with parity-check matrix is a subset
of column indices of such that the restriction of to does not
contain a row of weight one. The stopping set distribution
enumerates the number of stopping sets with size of with parity-check
matrix . Note that stopping sets and stopping set distribution are related
to the parity-check matrix of . Let be the parity-check matrix
of which is formed by all the non-zero codewords of its dual code
. A parity-check matrix is called BEC-optimal if
and has the smallest number of rows. On the
BEC, iterative decoder of with BEC-optimal parity-check matrix is an
optimal decoder with much lower decoding complexity than the exhaustive
decoder. In this paper, we study stopping sets, stopping set distributions and
BEC-optimal parity-check matrices of binary linear codes. Using finite geometry
in combinatorics, we obtain BEC-optimal parity-check matrices and then
determine the stopping set distributions for the Simplex codes, the Hamming
codes, the first order Reed-Muller codes and the extended Hamming codes.Comment: 33 pages, submitted to IEEE Trans. Inform. Theory, Feb. 201
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