Search results for "Conditional"
showing 10 items of 294 documents
Modeling Conditional Skewness in Stock Returns
2007
Abstract In this paper, we propose a new GARCH-in-Mean (GARCH-M) model allowing for conditional skewness. The model is based on the so-called z distribution capable of modeling skewness and kurtosis of the size typically encountered in stock return series. The need to allow for skewness can also be readily tested. The model is consistent with the volatility feedback effect in that conditional skewness is dependent on conditional variance. Compared to previously presented GARCH models allowing for conditional skewness, the model is analytically tractable, parsimonious and facilitates straightforward interpretation.Our empirical results indicate the presence of conditional skewness in the mon…
"Table 7" of "Dijet azimuthal correlations and conditional yields in $pp$ and $p$+Pb collisions at $\sqrt{s_{\rm NN}}$ = 5.02 TeV with the ATLAS dete…
2020
Unfolded Dijet conditional yields (Delta p_{T} > 3). Full markers represent p+Pb, open markers p+p
"Table 3" of "Dijet azimuthal correlations and conditional yields in $pp$ and $p$+Pb collisions at $\sqrt{s_{\rm NN}}$ = 5.02 TeV with the ATLAS dete…
2020
Unfolded Dijet conditional yields. Full markers represent p+Pb, open markers p+p
"Table 5" of "Dijet azimuthal correlations and conditional yields in $pp$ and $p$+Pb collisions at $\sqrt{s_{\rm NN}}$ = 5.02 TeV with the ATLAS dete…
2020
Ratio of unfolded Dijet conditional yields (P PB/ P P). Different colors correspond to different combinations of p_{T,1} and p_{T,2}
"Table 9" of "Dijet azimuthal correlations and conditional yields in $pp$ and $p$+Pb collisions at $\sqrt{s_{\rm NN}}$ = 5.02 TeV with the ATLAS dete…
2020
Ratio of unfolded Dijet conditional yields (P PB/ P P) (Delta p_{T} > 3). Different colors correspond to different combinations of p_{T,1} and p_{T,2}
Coupled conditional backward sampling particle filter
2020
The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous theoretical results have not been able to demonstrate the improvement brought by backward sampling, whereas we provide rates showing that CBPF can remain effective with a fixed number of particles independent of the time horizon. Our result is based on analysis of a new coupling of two CBPFs, the coupled conditional backward sampling particle filter (CCBPF). We show that CCBPF has good stability properties in the sense that with fixed number of particles, …
Predictive distributions that mimic frequencies over a restricted subdomain
2020
A predictive distribution over a sequence of $$N+1$$ events is said to be “frequency mimicking” whenever the probability for the final event conditioned on the outcome of the first N events equals the relative frequency of successes among them. Exchangeable distributions that exhibit this feature universally are known to have several annoying concomitant properties. We motivate frequency mimicking assertions over a limited subdomain in practical problems of finite inference, and we identify their computable coherent implications. We provide some examples using reference distributions, and we introduce computational software to generate any complete specification desired. Theorems on reducti…
Content and context effects in children's and adults' conditional reasoning
2002
We have recently shown that children interpret conditional sentences with binary terms (e.g., male/female) in both the antecedent and the consequent as biconditionals (Barrouillet & Lecas, 1998). We hypothesized that the same effect can be obtained with conditionals that do not contain binary terms provided that they are embedded in a context that restricts to only two the possible values on both the antecedent and the consequent. In the present experiment, we asked 12-year-old children, 15-year-old children, and adults to draw conclusions from conditional syllogisms that involved three types of conditional sentence: (1) conditionals with binary terms (BB), (2) conditionals with non-bi…
Dosage individualization of erythropoietin using a profile-dependent support vector regression
2003
The external administration of recombinant human erythropoietin is the chosen treatment for those patients with secondary anemia due to chronic renal failure in periodic hemodialysis. The objective of this paper is to carry out an individualized prediction of the EPO dosage to be administered to those patients. The high cost of this medication, its side-effects and the phenomenon of potential resistance which some individuals suffer all justify the need for a model which is capable of optimizing dosage individualization. A group of 110 patients and several patient factors were used to develop the models. The support vector regressor (SVR) is benchmarked with the classical multilayer percept…
Conditional reasoning by mental models: chronometric and developmental evidence
2000
The aim of this article is to verify two predictions resulting from the mental models theory of conditional reasoning. First, the denial of antecedent (DA) and modus tollens (MT) inferences should take longer to verify than modus ponens (MP) and affirmation of consequent (AC) because the former require subjects to flesh out the initial model whereas the latter do not. This prediction was confirmed in two reaction time experiments in adults. In line with Evans' proposal (Evans, J. St. B. T. (1993). The mental model theory of conditional reasoning: critical appraisal and revision. Cognition, 48, 1-20), there was a strong directionality effect: inferences from antecedent to consequent (MP and …