Late L2 Acquisition and Phonological Memory Development

The development of phonological memory, a subdivision of short term memory, is crucial to learning and analyzing sequences of sounds to form words and phrases. This process utilizes short term representation and rehearsal to allow for the eventual long term representation of language. Individuals learning more than one language must acquire even more of these language sequences than monolinguals. Previous research agrees that early Spanish-English bilinguals have superior phonological memory to monolinguals, however the impact of second language acquisition on phonological memory remains unknown. This study examined three groups of undergraduate participants studying Spanish as a second language including study abroad students (SA), students currently enrolled in a Spanish course at or above the 300-level (CE), and students not currently enrolled in a Spanish course (NE). Participants completed tests of phonological memory including digit span and sentence repetition at the beginning and culmination of an academic semester. Participants also provided demographic data, L2 acquisition information, and their frequency of language use so that changes could be calculated. Results revealed that CE students were superior during pretest, but during posttest SA and CE demonstrated comparable results. The NE students demonstrated consistently lower scores. These findings suggest that foreign language instruction may benefit phonological memory development, even in late acquisition of the second language. The possible role of years of formal language instruction will be discussed

Stratigraphy and sedimentary evolution: The lower Rhine-Meuse system during the Late Pliocene and Early Pleistocene (southern North Sea Basin)

Vandenberghe, J.F. [Promotor]Gibbard, P.L. [Copromotor]Kasse, C. [Copromotor]Weerts, H.J.T. [Copromotor

A simple agent-based financial market model: Direct interactions and comparisons of trading profits

We develop an agent-based financial market model in which agents follow technical and fundamental trading rules to determine their speculative investment positions. A central feature of our model is that we consider direct interactions between speculators due to which they may decide to change their trading behavior. For instance, if a technical trader meets a fundamental trader and they realize that fundamental trading has been more profitable than technical trading in the recent past, the probability that the technical trader switches to fundamental trading rules is relatively high. Our simple setup is able to replicate some salient features of asset price dynamics. --Agent-based financial market models,direct interactions,evolutionary fitness measures,technical and fundamental analysis,stylized facts of financial markets

Nonlinearities and cyclical behavior: the role of chartists and fundamentalists

We develop a behavioral exchange rate model with chartists and fundamentalists to study cyclical behavior in foreign exchange markets. Within our model, the market impact of fundamentalists depends on the strength of their belief in fundamental analysis. Estimation of a STAR GARCH model shows that the more the exchange rate deviates from its fundamental value, the more fundamentalists leave the market. In contrast to previous findings, our paper indicates that due to the nonlinear presence of fundamentalists, market stability decreases with increasing misalignments. A stabilization policy such as central bank interventions may help to deflate bubbles

On the Evidence for Clustering in the Arrival Directions of AGASA's Ultrahigh Energy Cosmic Rays

Previous analyses of cosmic rays above 40 EeV observed by the AGASA experiment have suggested that their arrival directions may be clustered. However, estimates of the chance probability of this clustering signal vary from 10^{-2} to 10^{-6} and beyond. It is essential that the strength of this evidence be well understood in order to compare it with anisotropy studies in other cosmic ray experiments. We apply two methods for extracting a meaningful significance from this data set: one can scan for the cuts which optimize the clustering signal, using simulations to determine the appropriate statistical penalty for the scan. This analysis finds a chance probability of about 0.3%. Alternatively, one can optimize the cuts with a first set of data, and then apply them to the remaining data directly without statistical penalty. One can extend the statistical power of this test by considering cross-correlation between the initial data and the remaining data, as long as the initial clustering signal is not included. While the scan is more useful in general, in the present case only splitting the data set offers an unbiased test of the clustering hypothesis. Using this test we find that the AGASA data is consistent at the 8% level with the null hypothesis of isotropically distributed arrival directions.Comment: 14 pages, 3 figures. Unbiased test expanded to include cross-correlation between initial and later data sets for greater statistical power; minor revisions to discussion. Accepted by Astropart. Phy

Gamma Hadron Separation using Pairwise Compactness Method with HAWC

The High-Altitude Water Cherenkov (HAWC) Observatory is a ground based air-shower array deployed on the slopes of Volcan Sierra Negra in the state of Puebla, Mexico. While HAWC is optimized for the detection of gamma-ray induced air-showers, the background flux of hadronic cosmic-rays is four orders of magnitude greater, making background rejection paramount for gamma-ray observations. On average, gamma-ray and cosmic-ray showers are characterized by different topologies at ground level. We will present a method to identify the primary particle type in an air-shower that uses the spatial relationship of triggered PMTs (or "hits") in the detector. For a given event hit-pattern on the HAWC array, we calculate the mean separation distance of the hits for a subset of hit pairs weighted by their charges. By comparing the mean charge and mean separating distance for the selected hits, we infer the identity of the event's primary. We will report on the efficiency for identifying gamma-rays and the performance of the technique with simulation.Comment: Presented at the 34th International Cosmic Ray Conference (ICRC2015), The Hague, The Netherlands. See arXiv:1508.03327 for all HAWC contribution

Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations

In this paper we integrate heterogeneous inflation expectations into a simple monetary model. Guided by empirical evidence we assume that boundedly rational agents, selecting between extrapolative and regressive forecasting rules to predict the future inflation rate, prefer rules that have produced low prediction errors in the past. We show that integrating this behavioral expectation formation process into the monetary model leads to the possibility of endogenous macroeconomic dynamics. For instance, our model replicates certain empirical regularities such as irregular growth cycles or inflation persistence. Moreover, we observe multi-stability via a Chenciner bifurcation. --Extrapolative and regressive expectations,dynamic predictor selection,macroeconomic dynamics,nonlinearities and chaos,bifurcation analysis

Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists

We develop a behavioral exchange rate model with chartists and fundamentalists to study cyclical behavior in foreign exchange markets. Within our model, the market impact of fundamentalists depends on the strength of their belief in fundamental analysis. Estimation of a STAR GARCH model shows that the more the exchange rate deviates from its fundamental value, the more fundamentalists leave the market. In contrast to previous findings, our paper indicates that due to the nonlinear presence of fundamentalists, market stability decreases with increasing misalignments. A stabilization policy such as central bank interventions may help to deflate bubbles.nonlinearities, technical and fundamental trading, STAR GARCH