25,568 research outputs found
Maori and epilepsy: Personal perceptions of the cause, treatment and consequences of epilepsy by Maori in the Bay of Plenty
This paper discusses the perceptions of epilepsy held by Maori in the Bay of Plenty. The paper
begins by introducing the purpose and rationale of the research. It then moves on to describe the
aims and qualitative research methods that were used to collect the data. Finally the paper
discusses the findings of the research, this includes: a close look at the unique perceptions of
epilepsy that were reported by Maori in the Bay of Plenty; the lack of resources and services
available in a small rural town of the Bay of Plenty; the services desired by Maori; attitudes
towards medication and the inappropriate behaviour many of the participants experienced by the
medical profession
The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden
This paper studies the impact of news announcements on trade durations in stocks on the Stockholm Stock Exchange. The news are categorized into four groups and the impact on the time between transactions is studied. Times before, during and after the news release are considered. Econometrically, the impact is studied within an autoregressive conditional duration model using intradaily data for six stocks.The empirical results reveal that news reduces the duration lengths before, during and after news releases as expected by the theoretical litterature on durations and information flow.Finance; transaction data; intraday; market microstructure; ACD
Measuring Anti-Correlations in the Nordic Electricity Spot Market by Wavelets
We consider the Nordic electricity spot market from mid 1992 to the end of
year 2000. This market is found to be well approximated by an anti-persistent
self-affine (mean-reverting) walk. It is characterized by a Hurst exponent of
over three orders of magnitude in time ranging from days to
years. We argue that in order to see such a good scaling behavior, and to
locate cross-overs, it is crucial that an analyzing technique is used that {\em
decouples} scales. This is in our case achieved by utilizing a (multi-scale)
wavelet approach. The shortcomings of methods that do not decouple scales are
illustrated by applying, to the same dat a set, the classic - and Fourier
techniques, for which scaling regimes and/or positions of cross-overs are hard
to define.Comment: Latex, 11 pages including 4 figures. To appear Physica
Optimal Investment Horizons for Stocks and Markets
The inverse statistics is the distribution of waiting times needed to achieve
a predefined level of return obtained from (detrended) historic asset prices
\cite{optihori,gainloss}. Such a distribution typically goes through a maximum
at a time coined the {\em optimal investment horizon}, , which
defines the most likely waiting time for obtaining a given return . By
considering equal positive and negative levels of return, we reported in
\cite{gainloss} on a quantitative gain/loss asymmetry most pronounced for short
horizons. In the present paper, the inverse statistics for 2/3 of the
individual stocks presently in the DJIA is investigated. We show that this
gain/loss asymmetry established for the DJIA surprisingly is {\em not} present
in the time series of the individual stocks nor their average. This observation
points towards some kind of collective movement of the stocks of the index
(synchronization).Comment: Subm. to Physica A as Conference Proceedings of Econophysics
Colloquium, ANU Canberra, 13-17 Nov. 2005. 6 pages including figure
Sequential Changepoint Approach for Online Community Detection
We present new algorithms for detecting the emergence of a community in large
networks from sequential observations. The networks are modeled using
Erdos-Renyi random graphs with edges forming between nodes in the community
with higher probability. Based on statistical changepoint detection
methodology, we develop three algorithms: the Exhaustive Search (ES), the
mixture, and the Hierarchical Mixture (H-Mix) methods. Performance of these
methods is evaluated by the average run length (ARL), which captures the
frequency of false alarms, and the detection delay. Numerical comparisons show
that the ES method performs the best; however, it is exponentially complex. The
mixture method is polynomially complex by exploiting the fact that the size of
the community is typically small in a large network. However, it may react to a
group of active edges that do not form a community. This issue is resolved by
the H-Mix method, which is based on a dendrogram decomposition of the network.
We present an asymptotic analytical expression for ARL of the mixture method
when the threshold is large. Numerical simulation verifies that our
approximation is accurate even in the non-asymptotic regime. Hence, it can be
used to determine a desired threshold efficiently. Finally, numerical examples
show that the mixture and the H-Mix methods can both detect a community quickly
with a lower complexity than the ES method.Comment: Submitted to 2014 INFORMS Workshop on Data Mining and Analytics and
an IEEE journa
Complexity Hierarchies and Higher-order Cons-free Term Rewriting
Constructor rewriting systems are said to be cons-free if, roughly,
constructor terms in the right-hand sides of rules are subterms of the
left-hand sides; the computational intuition is that rules cannot build new
data structures. In programming language research, cons-free languages have
been used to characterize hierarchies of computational complexity classes; in
term rewriting, cons-free first-order TRSs have been used to characterize the
class PTIME.
We investigate cons-free higher-order term rewriting systems, the complexity
classes they characterize, and how these depend on the type order of the
systems. We prove that, for every K 1, left-linear cons-free systems
with type order K characterize ETIME if unrestricted evaluation is used
(i.e., the system does not have a fixed reduction strategy).
The main difference with prior work in implicit complexity is that (i) our
results hold for non-orthogonal term rewriting systems with no assumptions on
reduction strategy, (ii) we consequently obtain much larger classes for each
type order (ETIME versus EXPTIME), and (iii) results for cons-free
term rewriting systems have previously only been obtained for K = 1, and with
additional syntactic restrictions besides cons-freeness and left-linearity.
Our results are among the first implicit characterizations of the hierarchy E
= ETIME ETIME ... Our work confirms prior
results that having full non-determinism (via overlapping rules) does not
directly allow for characterization of non-deterministic complexity classes
like NE. We also show that non-determinism makes the classes characterized
highly sensitive to minor syntactic changes like admitting product types or
non-left-linear rules.Comment: extended version of a paper submitted to FSCD 2016. arXiv admin note:
substantial text overlap with arXiv:1604.0893
Estimation of gloss from rough surface parameters
Gloss is a quantity used in the optical industry to quantify and categorize
materials according to how well they scatter light specularly. With the aid of
phase perturbation theory, we derive an approximate expression for this
quantity for a one-dimensional randomly rough surface. It is demonstrated that
gloss depends in an exponential way on two dimensionless quantities that are
associated with the surface randomness: the root-mean-square roughness times
the perpendicular momentum transfer for the specular direction, and a
correlation function dependent factor times a lateral momentum variable
associated with the collection angle. Rigorous Monte Carlo simulations are used
to access the quality of this approximation, and good agreement is observed
over large regions of parameter space.Comment: 5 page
Arc-Disjoint Paths and Trees in 2-Regular Digraphs
An out-(in-)branching B_s^+ (B_s^-) rooted at s in a digraph D is a connected
spanning subdigraph of D in which every vertex x != s has precisely one arc
entering (leaving) it and s has no arcs entering (leaving) it. We settle the
complexity of the following two problems:
1) Given a 2-regular digraph , decide if it contains two arc-disjoint
branchings B^+_u, B^-_v.
2) Given a 2-regular digraph D, decide if it contains an out-branching B^+_u
such that D remains connected after removing the arcs of B^+_u.
Both problems are NP-complete for general digraphs. We prove that the first
problem remains NP-complete for 2-regular digraphs, whereas the second problem
turns out to be polynomial when we do not prescribe the root in advance. We
also prove that, for 2-regular digraphs, the latter problem is in fact
equivalent to deciding if contains two arc-disjoint out-branchings. We
generalize this result to k-regular digraphs where we want to find a number of
pairwise arc-disjoint spanning trees and out-branchings such that there are k
in total, again without prescribing any roots.Comment: 9 pages, 7 figure
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