Search results for " serie"
showing 10 items of 760 documents
Is the EUA a new asset class?
2022
The listing of a new asset requires knowledge of its statistical properties prior to its use for hedging, speculative or risk management purposes. In this paper, the authors study the stylised facts of European Union Allowances (EUAs) returns. The majority of the phenomena observed, such as heavy tails, volatility clustering, asymmetric volatility and the presence of a high number of outliers are similar to those observed in both commodity futures and financial assets. However, properties such as negative asymmetry, positive correlation with stocks indexes and higher volatility levels during the trading session, typical of financial assets, and the existence of inflation hedge and positive …
Information Decomposition in Multivariate Systems: Definitions, Implementation and Application to Cardiovascular Networks
2016
The continuously growing framework of information dynamics encompasses a set of tools, rooted in information theory and statistical physics, which allow to quantify different aspects of the statistical structure of multivariate processes reflecting the temporal dynamics of complex networks. Building on the most recent developments in this field, this work designs a complete approach to dissect the information carried by the target of a network of multiple interacting systems into the new information produced by the system, the information stored in the system, and the information transferred to it from the other systems; information storage and transfer are then further decomposed into amou…
Synergistic Information Transfer in the Global System of Financial Markets.
2020
Uncovering dynamic information flow between stock market indices has been the topic of several studies which exploited the notion of transfer entropy or Granger causality, its linear version. The output of the transfer entropy approach is a directed weighted graph measuring the information about the future state of each target provided by the knowledge of the state of each driving stock market index. In order to go beyond the pairwise description of the information flow, thus looking at higher order informational circuits, here we apply the partial information decomposition to triplets consisting of a pair of driving markets (belonging to America or Europe) and a target market in Asia. Our …
The Be/X-ray binary LS 992/RX J0812.4-3114: Physical parameters and long-term variability
2000
We present the first long-term optical and infrared study of the optical counterpart to the source RX J0812.4-3114, an X-ray pulsar with a Be type companion. During the period covered by the observations the profile of some Balmer lines changed from absorption to emission and back again to absorption. Contemporaneously, the infrared magnitudes varied by more than 0.8 mag. This long-term variability is interpreted as the formation and subsequent dissipation of the Be star's disc. The building up of the disc ended up in an active X-ray state characterised by regular outbursts occurring at 80 day intervals. The overall duration of the formation/dissipation of the disc is found to be < 4.3 year…
Mononuclear Complexes of Iron(II) Based on Symmetrical Tripodand Ligands: Novel Parent Systems for the Development of New Spin Crossover Metallomesog…
2011
The synthesis and characterization of a series of mononuclear tripodand-based FeII complexes by means of Mossbauer andUV/Vis spectroscopic as well as magnetic methods is reported. The complexes were obtained from the reactions of FeII salt with heterocyclic aldehydes (imd = imidazole-4(5)-carboxaldehyde, py = picolinaldehyde, or 6-Mepy = 6-methylpicolinaldehyde) and a symmetric triamine [tren = tris(2-aminoethyl)amine, tame = 2,2,2-tris(aminomethyl)ethane, or tach = 1,3,5-cis,cis-cyclohexanetriamin]. Because of extreme rigidity of the capping triamine tach, the molecular structure of {Fe[tach(imd)3](BF4)2} (1) features an unprecedented tapered trigonal prismatic FeN6 polyhedron. The molecul…
Convergence of iterative methods in perturbation theory
1995
We discuss iterative KAM type methods for eigenvalue problems in finite dimensions. We compare their convergence properties with those of straight forward power series expansions.
Localizing quantum phase slips in one-dimensional Josephson junction chains
2013
Published version of an article in the journal: New Journal of Physics. Also available from the publisher at: http://dx.doi.org/10.1088/1367-2630/15/9/095014 Open Access We studied quantum phase-slip (QPS) phenomena in long one-dimensional Josephson junction series arrays with tunable Josephson coupling. These chains were fabricated with as many as 2888 junctions, where one sample had a separately tunable link in the middle of the chain. Measurements were made of the zero-bias resistance, R0, as well as current-voltage characteristics (IVC). The finite R0 is explained by QPS and shows an exponential dependence on with a distinct change in the exponent at R 0 = RQ = h/4e2. When R0 > R Q, the…
On the integration of kinetic models using a high-order taylor series method
1992
A general equation to derive kinetic models up to any order is given. This equation greatly facilitates the application of the Taylor series method to the integration of kinetic models up to very high orders. When dealing with non-stiff models, computing time is always reduced by increasing the integration order, at least up to the 20th order. When the model is stiff, the integration order should be optimized; however, a twelfth order is recommended to integrate weakly stiff models. The use of an algorithm which permits the immediate calculation of the integration step size required to maintain a given accuracy leads to further reductions in computing time. When implemented as recommended h…
Resolution of singularities for multi-loop integrals
2007
We report on a program for the numerical evaluation of divergent multi-loop integrals. The program is based on iterated sector decomposition. We improve the original algorithm of Binoth and Heinrich such that the program is guaranteed to terminate. The program can be used to compute numerically the Laurent expansion of divergent multi-loop integrals regulated by dimensional regularisation. The symbolic and the numerical steps of the algorithm are combined into one program.
NOAA-AVHRR Orbital Drift Correction: Validating Methods Using MSG-SEVIRI Data as a Benchmark Dataset
2021
National Oceanic and Atmospheric Administration–Advanced Very High Resolution Radiometer (NOAA-AVHRR) data provides the possibility to build the longest Land Surface Temperature (LST) dataset to date, starting in 1981 up to the present. However, due to the orbital drift of the NOAA platforms, no LST dataset is available before 2000 and the arrival of newer platforms. Although numerous methods have been developed to correct this orbital drift effect on the LST, a lack of validation has prevented their application. This is the gap we bridge here by using the 15 min temporal resolution of Meteosat Second Generation–Spinning Enhanced Visible and Infra-Red Imager (MSG-SEVIRI) data to simulate dr…