Search results for " correlation"

showing 10 items of 1380 documents

Emergence of statistically validated financial intraday lead-lag relationships

2014

According to the leading models in modern finance, the presence of intraday lead-lag relationships between financial assets is negligible in efficient markets. With the advance of technology, however, markets have become more sophisticated. To determine whether this has resulted in an improved market efficiency, we investigate whether statistically significant lagged correlation relationships exist in financial markets. We introduce a numerical method to statistically validate links in correlation-based networks, and employ our method to study lagged correlation networks of equity returns in financial markets. Crucially, our statistical validation of lead-lag relationships accounts for mult…

Bootstrap methodFinancial market01 natural sciencesLead-lag correlation010305 fluids & plasmasFOS: Economics and businessCorrelationSettore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Statistically validated network0502 economics and business0103 physical sciencesStatisticsEconomicsEconometricsStock (geology)FinanceStatistical Finance (q-fin.ST)050208 financeHigh-frequency databusiness.industry05 social sciencesFinancial marketMarket efficiencyEquity (finance)Quantitative Finance - Statistical FinanceStock returnSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Economics Econometrics and Finance (all)2001 Economics Econometrics and Finance (miscellaneous)Multiple comparisons problemLead–lag compensatorbusinessGeneral Economics Econometrics and FinanceTransaction dataFinanceQuantitative Finance
researchProduct

Functional connectivity inference from fMRI data using multivariate information measures

2022

Abstract Shannon’s entropy or an extension of Shannon’s entropy can be used to quantify information transmission between or among variables. Mutual information is the pair-wise information that captures nonlinear relationships between variables. It is more robust than linear correlation methods. Beyond mutual information, two generalizations are defined for multivariate distributions: interaction information or co-information and total correlation or multi-mutual information. In comparison to mutual information, interaction information and total correlation are underutilized and poorly studied in applied neuroscience research. Quantifying information flow between brain regions is not explic…

Brain MappingComputer scienceEntropyCognitive NeuroscienceConditional mutual informationBrainMultivariate normal distributionMutual informationcomputer.software_genreMagnetic Resonance ImagingInteraction informationRedundancy (information theory)Artificial IntelligenceEntropy (information theory)Computer SimulationTotal correlationInformation flow (information theory)Data miningcomputerNeural Networks
researchProduct

Discovering hidden brain network responses to naturalistic stimuli via tensor component analysis of multi-subject fMRI data

2021

The study of brain network interactions during naturalistic stimuli facilitates a deeper understanding of human brain function. To estimate large-scale brain networks evoked with naturalistic stimuli, a tensor component analysis (TCA) based framework was used to characterize shared spatio-temporal patterns across subjects in a purely data-driven manner. In this framework, a third-order tensor is constructed from the timeseries extracted from all brain regions from a given parcellation, for all participants, with modes of the tensor corresponding to spatial distribution, time series and participants. TCA then reveals spatially and temporally shared components, i.e., evoked networks with the …

Brain MappingsignaalinkäsittelyCognitive NeuroscienceMotion PicturesfMRIBrainReproducibility of Resultshermoverkot (biologia)signaalianalyysiTensor components analysisMagnetic Resonance Imagingtoiminnallinen magneettikuvausNaturalistic stimuliNeurologyInter-subject correlationHumansaivotutkimusNeuroImage
researchProduct

Theoretical study of the low‐lying states of trans‐1,3‐butadiene

1992

We present extensive ab initio calculations on the low‐lying electronic states of trans‐1,3‐butadiene within the multireference configuration interaction (MRCI) framework by selecting the configurations with a perturbative criterion. The X 1Ag ground state and 1 3Bu, 1 3Ag, 2 1Ag, and 1 1Bu valence excited states have been calculated at a fixed geometry. The results obtained are in good agreement with previous experimental and calculated values, and could help to understand polyene spectroscopy, photochemistry, and photophysics. The advantages of a MRCI method where the most important contributions to the total MRCI wave function, perturbatively selected, are treated variationally, and the …

ButadieneElectronic correlationChemistryGeneral Physics and AstronomyMultireference configuration interactionPolyenesConfiguration interactionChromophoresUNESCO::FÍSICA::Química físicaConfiguration InteractionComputational chemistryAb initio quantum chemistry methodsExcited stateButadiene ; Ab Initio Calculations ; Configuration Interaction ; Perturbation Theory ; Energy Levels ; Molecular Orbital Method ; Polyenes ; Biology ; ChromophoresEnergy LevelsPerturbation TheoryPerturbation theory (quantum mechanics)Molecular Orbital MethodPhysical and Theoretical ChemistryAtomic physicsGround stateWave function:FÍSICA::Química física [UNESCO]Ab Initio CalculationsBiology
researchProduct

Genotype‐phenotype correlations in Brazilian patients with hereditary angioedema due to C1 inhibitor deficiency. [Carta]

2019

C1 inhibitor deficiencyGenotypeDOENÇAS HEREDITÁRIASImmunologyBradykininC1-inhibitorchemistry.chemical_compoundmedicineImmunology and AllergyHumansGenotype-Phenotype CorrelationsGenetic Association StudiesbiologyHereditary Angioedema Types I and IIbusiness.industrymedicine.diseaseComplement (complexity)PhenotypechemistryHereditary angioedemaImmunologyMutationbiology.proteinbusinessComplement C1 Inhibitor ProteinBrazil
researchProduct

Use of CD64 for the diagnosis of sepsis: a case-control study.

2010

CD64 is the high-affinity receptor of IgG. It is upregulated by inflammatory cytokines on neutrophils. The upregulation of CD64 is linked with PMN activation in SIRS or sepsis. Our aim is to verify these correlations.

CD64business.industryCase-control studySettore MED/41 - AnestesiologiaCritical Care and Intensive Care MedicineBioinformaticsmedicine.diseaseProinflammatory cytokineSepsisDownregulation and upregulationSepsisPoster PresentationImmunologyMedicineCD64SOFA scoreLinear correlationbusinessReceptor
researchProduct

Spectral function for overoccupied gluodynamics from real-time lattice simulations

2018

We study the spectral properties of a highly occupied non-Abelian non-equilibrium plasma appearing ubiquitously in weak coupling descriptions of QCD matter. The spectral function of this far-from-equilibrium plasma is measured by employing linear response theory in classical-statistical real-time lattice Yang-Mills simulations. We establish the existence of transversely and longitudinally polarized quasiparticles and obtain their dispersion relations, effective mass, plasmon frequency, damping rate and further structures in the spectral and statistical functions. Our new method can be interpreted as a non-perturbative generalization of hard thermal loop (HTL) effective theory. We see indica…

CLASSICAL APPROXIMATIONNuclear Theorynucl-thquark-gluon plasmahep-latFOS: Physical sciencesHEAVY-ION COLLISIONShiukkasfysiikka114 Physical sciences01 natural sciencesNuclear Theory (nucl-th)High Energy Physics - LatticeHigh Energy Physics - Phenomenology (hep-ph)Lattice (order)0103 physical sciencesquantum chromodynamicsQCD PLASMA INSTABILITIESStatistical physicsGauge theorynonperturbative effects in field theory010306 general physicsHARD THERMAL LOOPSParticle Physics - PhenomenologyPhysicsQuantum chromodynamicsta114010308 nuclear & particles physicsHigh Energy Physics - Lattice (hep-lat)kvarkki-gluoniplasmafinite temperature field theorylattice field theoryISOTROPIZATIONParticle Physics - Latticehep-ph16. Peace & justiceFIELD-THEORYGluonHigh Energy Physics - PhenomenologyNuclear Physics - TheoryQuark–gluon plasmaHIGH-TEMPERATUREGAUGE-THEORIESQuasiparticleSpectral functionkvanttikenttäteoriaStatistical correlationrelativistic heavy-ion collisions
researchProduct

Late Breaking Abstract - Validation of a tool for the assessment of disease awareness (DA) in COPD

2017

Background: DA could influence adherence to treatment and outcomes. No validated tools are available to assess DA in COPD Aims: To generate a tool able to explore DA in COPD patients, the Disease Awareness in COPD Questionnaire (DACQ) Methods: A 2-step Delphi approach was used to develop a questionnaire that was tested for validity in a cohort of COPD patients of an Italian observational, multicenter, prospective study (SAT study - NCT02689492) Results: Consensus on a 27-item provisional questionnaire was obtained with 2 Delphi rounds. Factor analysis showed a 4-factor solution accounting for 35% of variance; each factor (disease acceptance, awareness of treatment needs, disease knowledge, …

COPDmedicine.medical_specialtyRasch modelbusiness.industryDelphi methodmedicine.diseaseSpearman's rank correlation coefficientCronbach's alphaCohortmedicinePhysical therapyObservational studybusinessProspective cohort studyEpidemiology
researchProduct

Search for CP violation using T-odd correlations in D-0 -> K+K-pi(+)pi(-) decays

2014

A search for $CP$ violation using $T$-odd correlations is performed using the four-body $D^0 \to K^+K^-\pi^+\pi^-$ decay, selected from semileptonic $B$ decays. The data sample corresponds to integrated luminosities of $1.0\,\text{fb}^{-1}$ and $2.0\,\text{fb}^{-1}$ recorded at the centre-of-mass energies of 7 TeV and 8 TeV, respectively. The $CP$-violating asymmetry $a_{CP}^{T\text{-odd}}$ is measured to be $(0.18\pm 0.29\text{(stat)}\pm 0.04\text{(syst)})\%$. Searches for $CP$ violation in different regions of phase space of the four-body decay, and as a function of the $D^0$ decay time, are also presented. No significant deviation from the $CP$ conservation hypothesis is found.

CP violation Charm physics Hadron-Hadron Scattering Flavor physics14.40.Lb01 natural sciencesSettore FIS/04 - Fisica Nucleare e SubnucleareHigh Energy Physics - ExperimentFlavor physics[PHYS.HEXP]Physics [physics]/High Energy Physics - Experiment [hep-ex]ASTRONOMY & ASTROPHYSICSQCmedia_commonCharm physicsPhysicsHadronic decays of charmed mesonCharm physics; CP violation; Flavor physics; Hadron-Hadron ScatteringPhysicsPHYSICS PARTICLES & FIELDSParticle physicsCharge conjugation parity time reversal and other discrete symmetrieDecay timeCP violationPhysical Sciences13.25.FtCP violationFísica nuclearLHCParticle Physics - ExperimentTRIPLE-PRODUCT CORRELATIONSPACS: 13.25.Ft 11.30.ErCharm physicNuclear and High Energy PhysicsParticle physicsmedia_common.quotation_subjectLHCb - Abteilung HofmannHadronsAsymmetryNONuclear physicsTheoryofComputation_ANALYSISOFALGORITHMSANDPROBLEMCOMPLEXITY0103 physical sciencesPiSDG 7 - Affordable and Clean Energy010306 general physicsLarge Hadron Collider (France and Switzerland)Science & Technology/dk/atira/pure/sustainabledevelopmentgoals/affordable_and_clean_energyHadron-Hadron Scatteringhep-ex010308 nuclear & particles physicsGran Col·lisionador d'HadronsCharm physics; CP violation; Flavor physics; Hadron-Hadron Scattering; Nuclear and High Energy PhysicsBABAR detectorHEPANGULAR-CORRELATIONSLHCbFlavor physicPhase spaceBaBar11.30.ErFísica de partículesExperimentsCharmed mesons (|C|>0 B=0)
researchProduct

Calcite Mg and Sr partition coefficients in cave environments: Implications for interpreting prior calcite precipitation in speleothems

2020

Abstract Trace element to Ca ratios in speleothems have emerged as important proxies that reflect local environmental conditions. However, interpretations of speleothem trace element records can be challenging due to various processes. Positive correlations between speleothem Mg/Ca and Sr/Ca have often been interpreted to reflect prior calcite precipitation (PCP), a process potentially modulated by rainfall variability. For quantitative interpretation of PCP, the distribution coefficients for Mg and Sr (DMg and DSr) are required. Here, we use ten cave monitoring calcite and drip water datasets to investigate the influence of temperature and drip water and calcite Mg/Ca and Sr/Ca ratios on s…

CalciteDolostonegeographygeography.geographical_feature_category010504 meteorology & atmospheric sciencesChemistryTrace elementSpeleothemMineralogy010502 geochemistry & geophysicsPositive correlation01 natural sciencesPartition coefficientchemistry.chemical_compoundCaveGeochemistry and PetrologyPrecipitation0105 earth and related environmental sciencesGeochimica et Cosmochimica Acta
researchProduct