Search results for " rule"
showing 10 items of 628 documents
Response models for mixed binary and quantitative variables
1992
SUMMARY A number of special representations are considered for the joint distribution of qualitative, mostly binary, and quantitative variables. In addition to the conditional Gaussian models and to conditional Gaussian regression chain models some emphasis is placed on models derived from an underlying multivariate normal distribution and on models in which discrete probabilities are specified linearly in terms of unknown parameters. The possibilities for choosing between the models empirically are examined, as well as the testing of independence and conditional independence and the estimation of parameters. Often the testing of independence is exactly or nearly the same for a number of di…
Contour calculus for many-particle functions
2019
In non-equilibrium many-body perturbation theory, Langreth rules are an efficient way to extract real-time equations from contour ones. However, the standard rules are not applicable in cases that do not reduce to simple convolutions and multiplications. We introduce a procedure for extracting real-time equations from general multi-argument contour functions with an arbitrary number of arguments. This is done for both the standard Keldysh contour, as well as the extended contour with a vertical track that allows for general initial states. This amounts to the generalization of the standard Langreth rules to much more general situations. These rules involve multi-argument retarded functions …
Generalised Maxwell-Garnett equation: application to electrical and chemical transport.
2006
In this paper we discuss the implementation of different equilibrium concentrations in each of the phases into the Maxwell-Garnett effective medium formula for diffusion in heterogeneous media. We put the derivation given by Kalnin et al., J. Phys. Chem. Solids, 2002, 63, 449, on safer grounds and extend it to non-dilute carrier concentrations. The relation to Maxwell’s mixing rule is also elaborated. It is shown that the formula can not only successfully be applied to conductivity problems but also to describe steady state chemical diffusion in heterogeneous media such as polycrystalline samples. The comparison with the brick layer model corroborates these points but also shows that—in the…
The Itô Integral
2014
The Ito integral allows us to integrate stochastic processes with respect to the increments of a Brownian motion or a somewhat more general stochastic process. We develop the Ito integral first for Brownian motion and then for generalized diffusion processes (so called Ito processes). In the third section, we derive the celebrated Ito formula. This is the chain rule for the Ito integral that enables us to do explicit calculations with the Ito integral. In the fourth section, we use the Ito formula to obtain a stochastic solution of the classical Dirichlet problem. This in turn is used in the fifth section in order to show that like symmetric simple random walk, Brownian motion is recurrent …
A probabilistic condensed representation of data for stream mining
2014
Data mining and machine learning algorithms usually operate directly on the data. However, if the data is not available at once or consists of billions of instances, these algorithms easily become infeasible with respect to memory and run-time concerns. As a solution to this problem, we propose a framework, called MiDEO (Mining Density Estimates inferred Online), in which algorithms are designed to operate on a condensed representation of the data. In particular, we propose to use density estimates, which are able to represent billions of instances in a compact form and can be updated when new instances arrive. As an example for an algorithm that operates on density estimates, we consider t…
Monetary Policy Rules: From Adam Smith to John Taylor
2012
We describe, through the lenses of history, the intellectual origins of the Taylor rule. The Taylor rule was an important component of the transformation that swept through the monetary policy landascape in a remarkable few years following the abandonment of monetary targeting. In this long paper we provide an original overview of the long-dated debate on rules vs discretion in monetary policy, ever since Adam Smith and the monetary controversies of the XIX century. We then analyse in greater detail the debates in the interwar years (Wicksell, Keynes, Cassel, Simons, Fisher) and the debates in the 1950s and 1960s (Phillips, Friedman, the rational expectation hipothesis) and how these debate…
I PROVVEDIMENTI EX ART. 709 TER C.P.C. E LE NOVITÀ DELLA LEGGE 26 NOVEMBRE 2021, N. 206
2022
Il capitolo analizza il rimedio dell'art. 709 ter c.p.c., i suoi presupposti sostanziali e le regole processuali di sua amministrazione, specie alla luce delle recenti novità introdotte dalla legge delega sulla riforma del processo civile
La scoperta, sistemazione e conservazione della grande Iscrizione di Gortina, nell'isola di Creta (1884-1921): la protezione delle testimonianze e le…
2013
La scoperta e la conservazione della Grande Iscrizione di Gortina a Creta, da parte degli studiosi italiani, fra la fine del XIX sec. e i primi decenni del XX sec., rappresentò un grande riconoscimento scientifico-culturale per la giovane nazione italiana. Nel passato, l’isola di Creta era stata legata alla Repubblica di Venezia e anche questo rapporto favorì l’invio a Creta del giovane epigrafista F. Halbherr, il quale fra notevoli peripezie rinvenne, assieme all’epigrafista tedesco E. Fabricius, la famosa l’iscrizione nell’antica città di Gortina. L’iscrizione, fra le più antiche e complete finora conosciute in tutta Europa, conteneva le norme sulla famiglia, l’eredità e in generale i dir…
La tutela del lavoro nell’impresa sequestrata o confiscata tra contratto e mercato
2020
Il saggio esamina il sistema delle regole che ineriscono la gestione della forza lavoro nell’impresa sequestrata o confiscata per metterne in luci pregi e criticità. La ricerca mette in particolare in luce i limiti della tesi che fa leva sulla prevalenza della disciplina contenuta nell’art. 56 del d.lgs. n. 159/2011 sulle regole generali. Il tema è indagato attraverso materiale giurisprudenziale in parte inedito e una valutazione critica del ruolo del sindacato.
Trading in Other Financial Markets
2017
This chapter tests the profitability of various moving average trading rules in different financial markets: stocks, bonds, currencies, and commodities. The results of these tests allow us to better understand the properties of the moving average trading strategies and find out which trading rules are profitable in which markets. The chapter concludes with a few practical recommendations for traders testing the profitability of moving average trading rules. The analysis presented in this chapter also suggests a hypothesis about simultaneous existence, in the same financial market, of several trends with different durations.