Quantile Correlations: Uncovering temporal dependencies in financial time series

We conduct an empirical study using the quantile-based correlation function to uncover the temporal dependencies in financial time series. The study uses intraday data for the S\&P 500 stocks from the New York Stock Exchange. After establishing an empirical overview we compare the quantile-based correlation function to stochastic processes from the GARCH family and find striking differences. This motivates us to propose the quantile-based correlation function as a powerful tool to assess the agreements between stochastic processes and empirical data

Precision and Sensitivity in Detailed-Balance Reaction Networks

We study two specific measures of quality of chemical reaction networks, Precision and Sensitivity. The two measures arise in the study of sensory adaptation, in which the reaction network is viewed as an input-output system. Given a step change in input, Sensitivity is a measure of the magnitude of the response, while Precision is a measure of the degree to which the system returns to its original output for large time. High values of both are necessary for high-quality adaptation. We focus on reaction networks without dissipation, which we interpret as detailed-balance, mass-action networks. We give various upper and lower bounds on the optimal values of Sensitivity and Precision, characterized in terms of the stoichiometry, by using a combination of ideas from matroid theory and differential-equation theory. Among other results, we show that this class of non-dissipative systems contains networks with arbitrarily high values of both Sensitivity and Precision. This good performance does come at a cost, however, since certain ratios of concentrations need to be large, the network has to be extensive, or the network should show strongly different time scales

Meningkatkan Hasil Belajar Siswa Pada Pembelajaran IPS Dengan Menggunakan Media Gambar Kelas V SDN Osan

Permasalahan dalam penelitian ini adalah rendahnya hasil belajar siswa pada mata pelajaran IPS di Kelas V SDN Osan. Penelitian ini bertujuan untuk meningkatkan hasil belajar siswa pada pembelajaran IPS dengan menggunakan media gambar.Jenis Penelitian ini adalah penelitian tindakan kelas (PTK). Subjek penelitian ini adalah siswa kelas V SDN Osan sebanyak 25 orang, yang terdiri dari 10 laki-laki dan 15 orang siswa perempuan.Teknik pengumpulan data dilakukan melalui dua cara yaitu:Tes tertulis dan Observasi. Teknik analisis data yang digunakan adalah analisis data kualitatif yang dilakukan melalui tiga tahap, yaitu reduksi data, penyajian data dan verifikasi/penarikan kesimpulan.Hasil penelitian menunjukkan bahwa pada siklus I diperoleh Daya Serap Individu (DSI) sebesar 64,88% dan Tuntas Klasikal (TK) sebesar 44% dan nilai rata-rata sebesar 64,88% dan pada siklus II menunjukkan Daya Serap Individu (DSI) sebesar 71,84% dan Tuntas Klasikal (TK) sebesar 80% dan nilai rata-rata (NR) 71,84%. Adapun hasil observasi aktivitas guru dan siswa mengalami peningkatan dari siklus I ke siklus II mencapai kategori yang sangat baik.Berdasarkan hasil penelitian tersebut, dapat disimpulkan bahwa penggunaan media gambar dalam pembelajaran IPS dapat meningkatkan hasil belajar siswa kelas V SDN Osan

Osmotic properties of polyethyleneglycols: quantitative features of brush and bulk scaling laws

From glycosylated cell surfaces to sterically stabilized liposomes, polymers attached to membranes attract biological and therapeutic interest. Can the scaling laws of polymer "brushes" describe the physical properties of these coats? We delineate conditions where the Alexander - de Gennes theory of polymer brushes successfully describes the intermembrane distance vs. applied osmotic stress data of Kenworthy et al. for PEG-grafted multilamellar liposomes [Biophys. J. (1995) 68:1921]. We establish that the polymer density and size in the brush must be high enough that, in a bulk solution of equivalent density, the polymer osmotic pressure is independent of polymer molecular weight (the des Cloizeaux semi-dilute regime of bulk polymer solutions). The condition that attached polymers behave as semi-dilute bulk solutions offers a rigorous criterion for brush scaling-law behavior. There is a deep connection between the behaviors of polymer solutions in bulk and polymers grafted to a surface at a density such that neighbors pack to form a uniform brush. In this regime, two-parameter unconstrained fits of the Alexander - de Gennes brush scaling laws yield effective monomer lengths of 3.3 to 3.5 AA, which agree with structural predictions. The fitted distances between grafting sites are larger than expected from the nominal content of PEG-lipids; the chains apparently saturate the surface. Osmotic stress measurements can be used to estimate the actual densities of membrane-grafted polymers.Comment: 26 pages with figure