Search results for " Models"
showing 10 items of 4240 documents
Univariate and multivariate statistical aspects of equity volatility
2004
We discuss univariate and multivariate statistical properties of volatility time series of equities traded in a financial market. Specifically, (i) we introduce a two-region stochastic volatility model able to well describe the unconditional pdf of volatility in a wide range of values and (ii) we quantify the stability of the results of a correlation-based clustering procedure applied to synchronous time evolution of a set of volatility time series.
Spatio-Temporal Assessment of the European Hake (Merluccius merluccius) Recruits in the Northern Iberian Peninsula
2021
14 pages, 9 figures, 3 tables.-- This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY)
Revisiting the Trade-off Between Risk and Incentives: The Shocking Effect of Random Shocks?
2019
Despite its central role in the theory of incentives, empirical evidence of a trade-off between risk and incentives remains scarce. We reexamine this trade-off in a workplace lab environment and find that, in line with theory, principals increase fixed pay while lowering performance pay when the relationship between effort and output is noisier. Unexpectedly, agents produce substantially more in the noisy environment than in the baseline despite weaker incentives. In addition, principals’ earnings are significantly higher in the noisy environment. We show that these findings can be accounted for when agents maximize a non-CARA utility function or when they exhibit loss aversion. Data and t…
A numerical assessment of the free energy function for fractional-order relaxation
2014
In this paper a novel method based on complex eigenanalysis in the state variables domain is proposed to uncouple the set of rational order fractional differential equations governing the dynamics of multi-degree-of-freedom system. The traditional complex eigenanalysis is appropriately modified to be applicable to the coupled fractional differential equations. This is done by expanding the dimension of the problem and solving the system in the state variable domain. Examples of applications are given pertaining to multi-degree-of-freedom systems under both deterministic and stochastic loads.
Preeclampsia: a defect in decidualization is associated with deficiency of Annexin A2.
2020
Background Decidualization defects in the endometrium have been demonstrated at the time of delivery in women with severe preeclampsia and to linger for years, which suggests a maternal contribution to the pathogenesis of this condition. Global transcriptional profiling reveals alterations in gene expression, which includes down-regulation of Annexin A2 in severe preeclampsia patients with decidualization resistance. Objective We investigated the functional role of Annexin A2 deficiency during endometrial decidualization and its potential contribution to shallow trophoblast invasion during implantation and subsequent placentation using in vitro and in vivo modeling. Study Design Annexin A2 …
Interactive Effects of Explicit Emergent Structure: A Major Challenge for Cognitive Computational Modeling
2015
International audience; David Marr's (1982) three-level analysis of computational cognition argues for three distinct levels of cognitive information processingnamely, the computational, representational, and implementational levels. But Marr's levels areand were meant to bedescriptive, rather than interactive and dynamic. For this reason, we suggest that, had Marr been writing today, he might well have gone even farther in his analysis, including the emergence of structurein particular, explicit structure at the conceptual levelfrom lower levels, and the effect of explicit emergent structures on the level (or levels) that gave rise to them. The message is that today's cognitive scientists …
A computational model for motor learning in insects
2013
The aim of this paper is to propose a computational model, inspired by Drosophila melanogaster, able to handle problems related to motor learning. The role of the Mushroom Bodies and the Central Complex in solving this problem is analyzed and plausible biologically inspired models are proposed. The designed computational models have been evaluated in simulation using a dynamic structure inspired by the fruit fly. The obtained results open the way to new neurobiological experiments focused to better understand the underlined mechanisms involved, to verify the feasibility of the hypotheses formulated and the significance of the obtained results.
The Structure and Behavioural Effects of Revealed Social Identity Preferences
2020
A large body of evidence shows that social identity affects behaviour. However, our understanding of the substantial variation of these behavioural effects is still limited. We use a novel laboratory experiment to measure differences in preferences for social identities as a potential source of behavioural heterogeneity. Facing a trade-off between monetary payments and belonging to different groups, individuals are willing to forego significant earnings to avoid belonging to certain groups. We then show that individual differences in these foregone earnings correspond to the differences in discriminatory behaviour towards these groups. Our results illustrate the importance of considering in…
Solving the Problems of Inspection Planning under Parametric Uncertainty of Underlying Models
2013
Certain fatigued structures must be inspected in order to detect fatigue damages that would otherwise not be apparent. A technique for obtaining optimal inspection strategies is proposed for situations where it is difficult to quantify the costs associated with inspections and undetected failure. For fatigued structures for which failures (fatigue damages) are only detected at the time of inspection, it is important to be able to determine the optimal times of inspection. Fewer inspections will lead to lower fatigue reliability of the structure upon demand, and frequent inspection will lead to higher cost. When there is a fatigue reliability requirement, the problem is usually to develop an…
Biproportional Method for Analysing Interindustry Dynamics: the case of France
1990
Two elements are being presented in this paper: (1) A new and original method for analysing matrix dynamics, called the synthetical biproportional projector method (SBP), which can be used to project input–output tables and compare one with another. (2) Some results for France for the important period 1970–85. The paper starts with the observation that no systematic study of the change in the French productive structure as displayed In the input–output tables (tableaux entries-sorties in France) has ever been made. This is unfortunate, since a complete series of data is now available concerning a key period of the French economic evolution including the petroleum crisis, European integratio…