Search results for "Conditional"

Timescale-dependent stock market comovement: BRICs vs. developed markets

2014

This paper examines the differences in the asset return comovement of the BRIC countries (Brazil, Russia, India and China), the other developed economies in their regions (Canada, Hong Kong and Australia) and the major industrialized economies (the U.K., Germany and Japan) with respect to the U.S. for different return periods. The novelty of the paper is that the stock return indices are decomposed to several timescales using wavelet analysis and that the results are further used as inputs for the dynamic conditional correlation (DCC) framework, which is used as a measure of comovement. The results propose that the level of stock market comovement depends on regional aspects, the level of d…

Statistical Dependence and Independence

2005

Statistical dependence is a type of relation between different characteristics measured on the same units. At one extreme is deterministic dependence; at the other is statistical independence, where the distribution of one variable is the same for all levels of the other. With more than two variables, an important distinction is between marginal and conditional dependence. In many contexts, the degree of dependence may be summarized by a suitable measure of association, perhaps as part of a general model. Reference is made to graphical models. Keywords: association; correlation; marginal; conditional; exponential family; graphical Markov models

Hitting Time Distributions in Financial Markets

2006

We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, the second one is composed by high frequency data for 100 stocks for the 4-year period 1995-1998. We compare the probability distribution obtained by our empirical analysis with those obtained from different models for stock market evolution. Specifically by focusing on the statistical properties of the hitting times to reach a barrier or a given threshold, we compare the prob…

Statistical prediction of corrosion front penetration

1997

A statistical method to predict the stochastic evolution of corrosion fronts has been developed. The method is based on recording material loss and maximum front depth. In this paper we introduce the method and test its applicability. In the absence of experimental data we use simulation data from a three-dimensional corrosion model for this test. The corrosion model simulates localized breakdown of a protective oxide layer, hydrolysis of corrosion product and repassivation of the exposed surface. In the long time limit of the model, pits tend to coalesce. For different model parameters the model reproduces corrosion patterns observed in experiment. The statistical prediction method is base…

2014

Langerhans cells (LCs) are dendritic cells (DCs) residing in epithelia, where they critically regulate immunity and tolerance. The p14 adaptor molecule is part of the late endosomal/LAMTOR (lysosomal adaptor and mitogen-activated protein kinase and mammalian target of rapamycin [mTOR] activator/regulator) complex, thereby contributing to the signal transduction of the extracellular signaling-regulated kinase (ERK) and the mTOR cascade. Furthermore, p14 represents an important regulator for endosomal sorting processes within the cell. Mutated, dysfunctional p14 leads to a human immunodeficiency disorder with endosomal/lysosomal defects in immune cells. Because p14 participates in the regulat…

Researching Conditional Probability Problem Solving

2014

The chapter is organized into two parts. In the first one, the main protagonist is the conditional probability problem. We show a theoretical study about conditional probability problems, identifying a particular family of problems we call ternary problems of conditional probability. We define the notions of Level, Category and Type of a problem in order to classify them into sub-families and in order to study them better. We also offer a tool we call trinomial graph that functions as a generative model for this family of problems. We show the syntax of the model that allows researchers and teachers to translate a problem in terms of the trinomial graphs language, and the consequences of th…

Pairwise Markov properties for regression graphs

2016

With a sequence of regressions, one may generate joint probability distributions. One starts with a joint, marginal distribution of context variables having possibly a concentration graph structure and continues with an ordered sequence of conditional distributions, named regressions in joint responses. The involved random variables may be discrete, continuous or of both types. Such a generating process specifies for each response a conditioning set that contains just its regressor variables, and it leads to at least one valid ordering of all nodes in the corresponding regression graph that has three types of edge: one for undirected dependences among context variables, another for undirect…

Probabilistic squares and hexagons of opposition under coherence

2017

Various semantics for studying the square of opposition and the hexagon of opposition have been proposed recently. We interpret sentences by imprecise (set-valued) probability assessments on a finite sequence of conditional events. We introduce the acceptability of a sentence within coherence-based probability theory. We analyze the relations of the square and of the hexagon in terms of acceptability. Then, we show how to construct probabilistic versions of the square and of the hexagon of opposition by forming suitable tripartitions of the set of all coherent assessments on a finite sequence of conditional events. Finally, as an application, we present new versions of the square and of the…

Are nonlinear model-free conditional entropy approaches for the assessment of cardiac control complexity superior to the linear model-based one?

2016

Objective : We test the hypothesis that the linear model-based (MB) approach for the estimation of conditional entropy (CE) can be utilized to assess the complexity of the cardiac control in healthy individuals. Methods : An MB estimate of CE was tested in an experimental protocol (i.e., the graded head-up tilt) known to produce a gradual decrease of cardiac control complexity as a result of the progressive vagal withdrawal and concomitant sympathetic activation. The MB approach was compared with traditionally exploited nonlinear model-free (MF) techniques such as corrected approximate entropy, sample entropy, corrected CE, two k -nearest-neighbor CE procedures and permutation CE. Electroca…

"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}