Inferring short-term volatility indicators from Bitcoin blockchain

In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional representations of transaction graphs in the time period from 2012 to 2017 using Bitcoin blockchain, and demonstrate how these representations can be used to predict extreme price volatility events. Our EWI, which is obtained with a non-negative decomposition, contains more predictive information than those obtained with singular value decomposition or scalar value of the total Bitcoin transaction volume

Limiting Behaviour of the Mean Residual Life

In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Here, we study the limiting behaviour of the mean residual life, and derive an asymptotic expansion which can be used to obtain a good approximation for large values of the time variable. The asymptotic expansion is valid for a quite general class of failure rate distributions--perhaps the largest class that can be expected given that the terms depend only on the failure rate and its derivatives.Comment: 19 page

Synapse efficiency diverges due to synaptic pruning following over-growth

In the development of the brain, it is known that synapses are pruned following over-growth. This pruning following over-growth seems to be a universal phenomenon that occurs in almost all areas -- visual cortex, motor area, association area, and so on. It has been shown numerically that the synapse efficiency is increased by systematic deletion. We discuss the synapse efficiency to evaluate the effect of pruning following over-growth, and analytically show that the synapse efficiency diverges as O(log c) at the limit where connecting rate c is extremely small. Under a fixed synapse number criterion, the optimal connecting rate, which maximize memory performance, exists.Comment: 15 pages, 16 figure

On the exchange of intersection and supremum of sigma-fields in filtering theory

We construct a stationary Markov process with trivial tail sigma-field and a nondegenerate observation process such that the corresponding nonlinear filtering process is not uniquely ergodic. This settles in the negative a conjecture of the author in the ergodic theory of nonlinear filters arising from an erroneous proof in the classic paper of H. Kunita (1971), wherein an exchange of intersection and supremum of sigma-fields is taken for granted.Comment: 20 page

Criticality Analysis of Activity Networks under Interval Uncertainty

Dedicated to the memory of Professor Stefan Chanas - The extended abstract version of this paper has appeared in Proceedings of 11th International Conference on Principles and Practice of Constraint Programming (CP2005) ("Interval Analysis in Scheduling", Fortin et al. 2005)International audienceThis paper reconsiders the Project Evaluation and Review Technique (PERT) scheduling problem when information about task duration is incomplete. We model uncertainty on task durations by intervals. With this problem formulation, our goal is to assert possible and necessary criticality of the different tasks and to compute their possible earliest starting dates, latest starting dates, and floats. This paper combines various results and provides a complete solution to the problem. We present the complexity results of all considered subproblems and efficient algorithms to solve them

Genome-Scale Analysis of Translation Elongation with a Ribosome Flow Model

We describe the first large scale analysis of gene translation that is based on a model that takes into account the physical and dynamical nature of this process. The Ribosomal Flow Model (RFM) predicts fundamental features of the translation process, including translation rates, protein abundance levels, ribosomal densities and the relation between all these variables, better than alternative (‘non-physical’) approaches. In addition, we show that the RFM can be used for accurate inference of various other quantities including genes' initiation rates and translation costs. These quantities could not be inferred by previous predictors. We find that increasing the number of available ribosomes (or equivalently the initiation rate) increases the genomic translation rate and the mean ribosome density only up to a certain point, beyond which both saturate. Strikingly, assuming that the translation system is tuned to work at the pre-saturation point maximizes the predictive power of the model with respect to experimental data. This result suggests that in all organisms that were analyzed (from bacteria to Human), the global initiation rate is optimized to attain the pre-saturation point. The fact that similar results were not observed for heterologous genes indicates that this feature is under selection. Remarkably, the gap between the performance of the RFM and alternative predictors is strikingly large in the case of heterologous genes, testifying to the model's promising biotechnological value in predicting the abundance of heterologous proteins before expressing them in the desired host