Volatility models with innovations from new maximum entropy densities at work

Generalized autoregressive conditional heteroskedasticity (GARCH) processes have become very popular as models for financial return data because they are able to capture volatility clustering as well as leptokurtic unconditional distributions which result from the assumption of conditionally normal error distributions. In contrast, Bollerslev (1987) and several follow-ups provided evidence that starting with leptokurtic and possibly skewed (conditional) error distributions will achieve better results. Parallel to these exible but to some extend arbitrary chosen parametric distributions, recent years saw a rise in suggestions for maximum entropy distributions (e.g. Rockinger and Jondeau, 2002, Park and Bera, 2009 or Fischer and Herrmann, 2010). Within this contribution we provide a comprehensive comparison between both different ME densities and their parametric competitors within different generalized GARCH models such as APARCH and GJR-GARCH. --GARCH,APARCH,Entropy density,Skewness,Kurtosis

“Bothersome Forms, of Course, Were Mechanically Exterminated”: Colonialism, Science, Racial Dysgenia, and Extermination in the Work of H.P. Lovecraft, Intertextually and Beyond

The science-fiction writer H.P. Lovecraft is famed for his apocalyptic oeuvre. His work is deeply marked by racialist science and colonial history, linking them as structural constants that produce the outbreaks of horror in his stories. The horror is repeatedly represented as a dysgenic devolution with exterminatory implications. Yet similar treatments of racialized fear are commonly expressed in many non-fiction texts and biopolitical agendas, particularly in colonial contexts, and this conjunction also occurs in real events, including the historical apocalypse of the Holocaust. This paper will discuss Lovecraft’s apocalyptic fiction as a structural elaboration of the consequences of colonialism, racism, and scientific rationalism that reveals, despite its fantastic irrationality, a fundamental truth about extermination and modernity.The science-fiction writer H.P. Lovecraft is famed for his apocalyptic oeuvre. His work is deeply marked by racialist science and colonial history, linking them as structural constants that produce the outbreaks of horror in his stories. The horror is repeatedly represented as a dysgenic devolution with exterminatory implications. Yet similar treatments of racialized fear are commonly expressed in many non-fiction texts and biopolitical agendas, particularly in colonial contexts, and this conjunction also occurs in real events, including the historical apocalypse of the Holocaust. This paper will discuss Lovecraft’s apocalyptic fiction as a structural elaboration of the consequences of colonialism, racism, and scientific rationalism that reveals, despite its fantastic irrationality, a fundamental truth about extermination and modernity

Züchtung von Hafer für den ökologischen Landbau

Für den ökologischen Anbau von Hafer gibt es bislang keine hochwirksamen Bekämpfungsmöglichkeiten gegen den samenbürtigen Flugbrand. Im Rahmen eines dreijährigen Projektes sollten daher grundlegende Fragen zur Resistenzzüchtung als nachhaltigster Strategie beantwortet werden. So waren definierte Flugbrandrassen zu entwickeln, die Vererbung ausgewählter Resistenzquellen bei Spelz- und Nackthafer zu untersuchen, alte und neue Resistenzquellen für Spelz- und Nackthafer mit verschiedenen Flugbrandrassen zu prüfen und der Befall im Nachbau von auf natürliche Weise infizierten Hafersorten zu ermitteln. Zur Virulenzprüfung mit einem Differenzialsortiment und für die Spaltungsanalysen wurde das Saatgut bei Unterdruck (-1000 mbar) in einer Sporensuspension (1g/l) inokuliert. Über eine zwei- bzw. dreifache Vermehrung auf rassenspezifisch resistenten Sorten wurden drei Flugbrandherkünfte (D1 = Dottenfelder Hof; D2 = Darzau; K1 = Isolat aus Kanada) der selektiven Wirkung der Resistenzen ausgesetzt. Die Prüfung der daraus entstandenen Flugbrandvermehrungen wies neben einer stärkeren Virulenz der kanadischen Herkunft nach, dass lediglich aus der D1-Herkunft zwei verschieden virulente Rassen generiert wurden. Insgesamt wurden vier virulenzdefinierte Rassen selektiert, von denen zwei für genetische Analysen der Flugbrandresistenzen der Spelzhafersorten 'Flämingstip', 'Hamel' und 'Boxer' sowie der Nackthaferakzession AVE378 eingesetzt wurden. Bezüglich der letzteren Haferlinie wurde anhand der F3-Familien von Kreuzungen mit drei anfälligen Sorten ein digener dominanter Erbgang für Resistenz postuliert. Bei den Resistenzträgern 'Flämingstip', 'Hamel' und 'Boxer' sind jeweils einfache, unabhängig dominante Resistenzgene am besten mit den Spaltungszahlen vereinbar. Im Rahmen des dreijährigen Projektes wurden 139 Hafergenotypen mit Resistenz gegen alle eingesetzten Rassen und 31 Sorten mit Resistenz gegenüber den Herkünften D1 und D2 gefunden. Die Mehrzahl der gegenwärtig in Deutschland zugelassenen Sorten ist jedoch anfällig, weshalb die Züchtung resistenter Sorten für den ökologischen Anbau sinnvoll wäre. Der Nachbau von Saatgut aus Freilandversuchen mit Flugbrandbefall hat gezeigt, dass die natürliche Infektion zu vergleichsweise hohen Befallswerten führen kann, wenn die Bedingungen für den Pilz günstig sind und keine Krankheitsresistenz vorliegt

Inhibition in the dynamics of selective attention: an integrative model for negative priming

We introduce a computational model of the negative priming (NP) effect that includes perception, memory, attention, decision making, and action. The model is designed to provide a coherent picture across competing theories of NP. The model is formulated in terms of abstract dynamics for the activations of features, their binding into object entities, their semantic categorization as well as related memories and appropriate reactions. The dynamic variables interact in a connectionist network which is shown to be adaptable to a variety of experimental paradigms. We find that selective attention can be modeled by means of inhibitory processes and by a threshold dynamics. From the necessity of quantifying the experimental paradigms, we conclude that the specificity of the experimental paradigm must be taken into account when predicting the nature of the NP effect

Aktuelle Ergebnisse zur Flugbrandresistenz von Nackthafer

This report describes the resistance of some naked oats to Ustilago avenae. For inoculation a vacuum-aided method was used. Kernels were inoculated with a mixture of two German isolates as well as one Canadian smut sample. There was no resistant German cultivar among the naked oats tested, but two genebank accessions with resistance to smut were found

Kinetic solutions of the Boltzmann-Peierls equation and its moment systems

The evolution of heat in crystalline solids is described at low temperatures by the Boltzmann-Peierls-Equation which is a kinetic equation for the phase density of phonons. In this study we solve initial value problems for the Boltzmann-Peierls-Equation with respect to the following questionings: In thermodynamics, a given kinetic equation is usually replaced by its truncated moment systems which in turn is supplemented by a closure principle so that there results a system of PDE's for some moments as thermodynamic variables. A very popular closure principle is the Maximum Entropy Principle yielding a symmetric hyperbolic system. In recent times this strategy has lead to serious studies on two problems that might arise. 1. Do solutions of the Maximum Entropy Principle exist? 2. Is the physics which is embodied in the kinetic equation more or less equivalently displayed by the truncated moment system? It was Junk who proved for the Boltzmann equation of gases that Maximum Entropy solutions do not exist. The same failure appears for the Fokker-Planck-Equation, which was proved by means of explicit solutions by Dreyer/Junk/Kunik. The current study yields a positive existence result. We prove for the Boltzmann-Peierls-Equation hat the Maximum Entropy Principle is well posed and that it can be used to establish a closed hyperbolic moment system of PDE's. Regarding the second question on the equivalence of moments that are calculated by solutions of the Boltzmann-Peierls-Equation and moments that result from the Maximum Entropy system we develop a numerical method that allows a comparison of both solutions. In particular, we introduce a numerical kinetic scheme that consists of free flight periods and two classes of update rules. The first class of rules are the same for the kinetic equation as well as for the Maximum Entropy system, while the second class of update rules contain additional rules for the Maximum Entropy system. It is illustrated that if sufficient many moments are taken into account, both solutions converge to each other. However, it is additionally illustrated, that the numerical effort to solve the kinetic equation is less than the effort to solve the Maximum Entropy system

Kinetic schemes and initial boundary value problems for the Euler system

We study kinetic solutions, including shocks, of initial and boundary value problems for the Euler equations of gases. In particular we consider moving adiabatic boundaries, which may be driven either by a given path or because they are subjected to forces. In the latter case we consider a gas in a cylinder, and the boundary may represent a piston that suffers forces by the incoming and outgoing gas particles. Moreover, we will study periodic boundary conditions. A kinetic scheme consists of three ingredients: (i) There are periods of free flight of duration τM, where the gas particles move according to the free transport equation. (ii) It is assumed that the distribution of the gas particles at the beginning of each of these periods is given by a MAXWELLian. (iii) The interaction of gas particles with a boundary is described by a so called extension law, that determines the phase density at the boundary, and provides additionally continuity conditions for the the fields at the boundary in order to achieve convergence. The EULER equations result in the limit τM → 0. We prove rigorous results for these kinetic schemes concerning (i) regularity, (ii) weak conservation laws, (iii) entropy inequality and (iv) continuity conditions for the fields at the boundaries. The study is supplemented by some numerical examples. This approach is by no mean restricted to EULER equations or to adiabatic boundaries, but it holds also for other hyperbolic systems, namely those that rely on a kinetic formulation

„Ein Durchbruch, der Folgen haben wird!“: Arnold Schönbergs Bezüge zu Dresden ab 1907 mit einem Ausblick auf die Rezeption der Zweiten Wiener Schule in der Elbestadt nach Gründung der DDR

Zum 50. Todestag von Arnold Schönberg fand im Herbst 2001 in Dresden eine Ausstellung seiner heute im Schönberg Center in Wien aufbewahrten Gemälde statt, neben Konzerten zudem ein Roundtable inmitten seiner Bilder. Im Hellerau-Verlag erschien zu diesem Anlass ein Buch zur Thematik Schönberg und Dresden