Estimating Behavioural Heterogeneity Under Regime Switching

Financial markets are typically characterized by high (low) price level and low (high) volatility during boom (bust) periods, suggesting that price and volatility tend to move together with different market conditions/states. By proposing a simple heterogeneous agent model of fundamentalists and chartists with Markov chain regime-dependent expectations and applying S&P500 data from January 2000 to June 2010, we show that the estimation of the model matches well with the boom and bust periods in the US stock market. In addition, we find evidence of time-varying behavioural heterogeneity within-group and that the model exhibits good forecasting accuracy.estimation; heterogeneity; regime switching; boom and bust

人麻呂歌集七夕歌における「月人をとこ」

本稿は人麻呂歌集の七夕歌に詠み込まれた「月人をとこ」の実像に迫ることを目的とするものである。七夕歌が生まれる以前の関係文献をレビューしながら、「月人をとこ」の表記について考察し、それから「月人をとこ」とはどういう存在かを考え、さらに人麻呂歌集の七夕歌における「月人をとこ」について再考を試みた。結論としては、「月人をとこ」の表記は西本願寺本の「牡」の方が「をとこ」の意に合うということ、「月人をとこ」という存在は「月人」にもヲトコとヲミナとの異同があると知ったうえで作り上げられたものであること、また、七夕歌の世界では「月人をとこ」は彦星・織女と同じく天の世界に住むため、二星会合を待ち遠しがる人々の問いかける対象となり、七夕説話の世界とかなり関係が薄いということがまとめられている。This paper is intended to explore the real image of “Tsukihit-wotoko” in the “Tanabata No Uta（ Song of the Star Festival） in the Hitomaro Kashu”. Through empirical study on relevant references, it is concluded that for the original record of“Tsukihit-wotoko”, the character “ 牡（male）” in the “Nishi Honganji-bon Man\u27yōshū”should be more close to the meaning of “Tsukihit-wotoko”. Secondly, “Tsukihit-wotoko” should be a word created by the author when he understood that “Tsukihitwotoko” could be either “wotoko （male）” or “womina （female）”. Finally, the reason why “Tsukihitwotoko” was asked by people expecting the meeting of “Hikoboshi（ Male Star）・Orihime（ Weaving Princess）” in　the “Tanabata No Uta”, is just that he also lives in the heaven, but not had any relationship with the Tanabata Story

Selectively fluorinated citronellol analogues support a hydrogen bonding donor interaction with the human OR1A1 olfactory receptor

Authors thank the Chinese Scholarship Council for funding a Studentship (No. 202008060063) at the University of St. Andrews, U.K.C-2 fluorinated and methylated stereoisomers of the fragrance citronellol 1 and its oxalate esters were prepared from (R)-pulegone 11 and explored as agonists of the human olfactory receptor OR1A1 and assayed also against site-specific mutants. There were clear isomer preferences and C-2 difluorination as in 18 led to the most active compound suggesting an important hydrogen bond donor role for citronellol 1. C-2 methylation and the corresponding oxalate ester analogues were less active.Publisher PDFPeer reviewe

Applications and limitations of Micro-XCT imaging in the studies of Permian radiolarians: a new genus with bi-polar main spines

Microfocus X-ray Computed Tomography (micro-XCT) has been employed recently in radiolarian studies, though so far primarily to generate high quality tomographic images. Although micro-XCT technique cannot always produce high-quality tomographic images, it frequently can provide valuable information on the internal structure of spongy polycystines. Here we employ micro-XCT to understand internal skeletal structures of several Permian specimens of polycystine radiolarians. Structural inferences from micro-XCT images are compared to images of the same specimens made with SEM and transmitted light microscopy (TLM). The utility of micro-XCT for imaging internal structures is first confirmed by examining the spongy, flat, four-spined species Tetraspongodiscus stauracanthus. Micro-XCT method is then used to examine the internal structures of a spherical to elliptical polycystine with two bi-polar main spines, Dalongicaepa bipolaris Xiao and Suzuki gen. et sp. nov., from the Dalong Formation (Changhsingian) of South China. The new genus is characterized by four to seven densely concentric shells with a large spherical hollow in the center and two cylindrical spines at both poles of the cortical shell, and belongs to the family Spongotortilispinidae. Spherical to elliptical polycystines with bi-polar main spines are similar in external appearance, and their phylogenetic relationships are only determinable by examination of the internal structures. We therefore analyzed all Permian and Mesozoic spherical to elliptical polycystines with bi-polar main spines showing internal structures, using cluster analysis to measure similarity. The results show distinctive differences in internal structures and suggest that family level relationships should be revised in the future

Fluorescent Nanoparticle-Based Indirect Immunofluorescence Microscopy for Detection of Mycobacterium tuberculosis

A method of fluorescent nanoparticle-based indirect immunofluorescence microscopy (FNP-IIFM) was developed for the rapid detection of Mycobacterium tuberculosis. An anti-Mycobacterium tuberculosis antibody was used as primary antibody to recognize Mycobacterium tuberculosis, and then an antibody binding protein (Protein A) labeled with Tris(2,2-bipyridyl)dichlororuthenium(II) hexahydrate (RuBpy)-doped silica nanoparticles was used to generate fluorescent signal for microscopic examination. Prior to the detection, Protein A was immobilized on RuBpy-doped silica nanoparticles with a coverage of ∼5.1×102 molecules/nanoparticle. With this method, Mycobacterium tuberculosis in bacterial mixture as well as in spiked sputum was detected. The use of the fluorescent nanoparticles reveals amplified signal intensity and higher photostability than the direct use of conventional fluorescent dye as label. Our preliminary studies have demonstrated the potential application of the FNP-IIFM method for rapid detection of Mycobacterium tuberculosis in clinical samples

Spin-S bilayer Heisenberg models: Mean-field arguments and numerical calculations

Spin-S bilayer Heisenberg models (nearest-neighbor square lattice antiferromagnets in each layer, with antiferromagnetic interlayer couplings) are treated using dimer mean-field theory for general S and high-order expansions about the dimer limit for S=1, 3/2,...,4. We suggest that the transition between the dimer phase at weak intraplane coupling and the Neel phase at strong intraplane coupling is continuous for all S, contrary to a recent suggestion based on Schwinger boson mean-field theory. We also present results for S=1 layers based on expansions about the Ising limit: In every respect the S=1 bilayers appear to behave like S=1/2 bilayers, further supporting our picture for the nature of the order-disorder phase transition.Comment: 6 pages, Revtex 3.0, 8 figures (not embedded in text

Towards Hybrid-grained Feature Interaction Selection for Deep Sparse Network

Deep sparse networks are widely investigated as a neural network architecture for prediction tasks with high-dimensional sparse features, with which feature interaction selection is a critical component. While previous methods primarily focus on how to search feature interaction in a coarse-grained space, less attention has been given to a finer granularity. In this work, we introduce a hybrid-grained feature interaction selection approach that targets both feature field and feature value for deep sparse networks. To explore such expansive space, we propose a decomposed space which is calculated on the fly. We then develop a selection algorithm called OptFeature, which efficiently selects the feature interaction from both the feature field and the feature value simultaneously. Results from experiments on three large real-world benchmark datasets demonstrate that OptFeature performs well in terms of accuracy and efficiency. Additional studies support the feasibility of our method.Comment: NeurIPS 2023 poste

Convergent expansions for properties of the Heisenberg model for CaV4_4O9_9

We have carried out a wide range of calculations for the $S=1/2$ Heisenberg model with nearest- and second-neighbor interactions on a two-dimensional lattice which describes the geometry of the vanadium ions in the spin-gap system CaV$_4$O$_9$. The methods used were convergent high-order perturbation expansions (``Ising'' and ``Plaquette'' expansions at $T=0$, as well as high-temperature expansions) for quantities such as the uniform susceptibility, sublattice magnetization, and triplet elementary excitation spectrum. Comparison with the data for CaV$_4$O$_9$ indicates that its magnetic properties are well described by nearest-neighbor exchange of about 200K in conjunction with second-neighbor exchange of about 100K.Comment: Uses REVTEX macros. Four pages in two-column format, five postscript figures. Files packaged using uufile

DETRs with Hybrid Matching

One-to-one set matching is a key design for DETR to establish its end-to-end capability, so that object detection does not require a hand-crafted NMS (non-maximum suppression) to remove duplicate detections. This end-to-end signature is important for the versatility of DETR, and it has been generalized to broader vision tasks. However, we note that there are few queries assigned as positive samples and the one-to-one set matching significantly reduces the training efficacy of positive samples. We propose a simple yet effective method based on a hybrid matching scheme that combines the original one-to-one matching branch with an auxiliary one-to-many matching branch during training. Our hybrid strategy has been shown to significantly improve accuracy. In inference, only the original one-to-one match branch is used, thus maintaining the end-to-end merit and the same inference efficiency of DETR. The method is named H-DETR, and it shows that a wide range of representative DETR methods can be consistently improved across a wide range of visual tasks, including DeformableDETR, PETRv2, PETR, and TransTrack, among others. The code is available at: https://github.com/HDETRComment: CVPR 2023. The code is available at: https://github.com/HDET