Search results for "Correlation"
showing 10 items of 2282 documents
Estimation of Value-at-Risk on Romanian Stock Exchange Using Volatility Forecasting Models
2013
This paper aims to analyse the market risk (estimated by Value-at-Risk) on the Romanian capital market using modern econometric tools to estimate volatility, such as EWMA, GARCH models. In this respect, I want to identify the most appropriate volatility forecasting model to estimate the Value-at-Risk (VaR) of a portofolio of representative indices (BET, BET-FI and RASDAQ-C). VaR depends on the volatility, time horizon and confidence interval for the continuous returns under analysis. Volatility tends to happen in clusters. The assumption that volatility remains constant at all times can be fatal. It is determined that the most recent data have asserted more influence on future volatility th…
Evaluation of the effect of chance correlations on variable selection using Partial Least Squares -Discriminant Analysis
2013
Variable subset selection is often mandatory in high throughput metabolomics and proteomics. However, depending on the variable to sample ratio there is a significant susceptibility of variable selection towards chance correlations. The evaluation of the predictive capabilities of PLSDA models estimated by cross-validation after feature selection provides overly optimistic results if the selection is performed on the entire set and no external validation set is available. In this work, a simulation of the statistical null hypothesis is proposed to test whether the discrimination capability of a PLSDA model after variable selection estimated by cross-validation is statistically higher than t…
The European sovereign debt market: from integration to segmentation
2013
This paper investigates the impact of European Monetary Union (EMU) and of the recent financial and fiscal crisis on the integration of the European sovereign debt market using annual data 1992–2010. The panel regression dependent variable is time-varying market linkages computed from daily realised correlations between sovereign bond returns for 13 European economies and Germany. The results indicate that the elimination of currency risk following the implementation of EMU led to a fundamental and significant one-off increase in integration. The net impact of fiscal fundamentals was negligible up until 2009 as the markets seemed to be pricing in a potential bailout for member states in cri…
Spatio-temporal Vegetation Recuperation after a Grassland Fire in Lithuania
2013
The aim of this work is to study the spatio-temporal effects of a grassland fire in Lithuania. Immediately after the fire, a experimental plot was designed in a east-faced slope. Vegetation cover and height were measured 10, 17, 31 and 46 days after the fire (vegetation cover was only measured until 31 days after the fire because in the last measurement campaign the plot was completely covered). The results showed that vegetation recovered very fast. Ten days after the fire vegetation cover and height distribution were heterogeneous, decreasing with the time due to vegetation spread. Vegetation recovered was specially observed between 17 and 31 days after the fire due vegetation recuperatio…
A Non-WSSUS Mobile-to-Mobile Channel Model Assuming Velocity Variations of the Mobile Stations
2017
This paper aims to characterize the effects that the velocity variations of the mobile stations (MSs) produce on the correlation properties of non-stationary time-frequency (TF) dispersive mobile- to-mobile (M2M) fading channels. Toward that end, we propose a novel geometrical model for non-wide-sense stationary uncorrelated scattering (non-WSSUS) M2M channels that incorporates such variations following a plane wave propagation approach. Capitalizing on the mathematical simplicity of this approach, we derive a general expression for the four-dimensional (4D) TF correlation function (TFCF) of the proposed channel model. From this expression, we analyze the influence of the MSs' acceleration#…
QSPR Modeling of Hydrocarbon Dipole Moments by Means of Correlation Weighting of Local Graph Invariants
2003
Hydrocarbon dipole moments are calculated by means of correlation weighting of local graph invariants within the context of QSPR theory. This sort of flexible topological descriptor is used for several parameters: local invariants of k th vertex in the labeled hydrogen filled graph extended connectivity of zero-, first- and second-orders, number of paths of length 2 at k th vertex and valence shell of the k th vertex. The models predict hydrocarbon dipole moments in a quite sensible way. The best model is that one based upon numbers of path length 2 correlation weighting.
Influence of nerve of origin and tumor size of vestibular schwannoma on dynamic posturography findings.
2006
Condition 5-score (C5S) and vestibular ratio (VER) correlate, but condition-6-score (C6S) and mean overall balance score (MOBS) do not, with the size of an inferior vestibular nerve (IVN) vestibular schwannoma (VS). In IVN VS patients the visual system plays a major role in the maintenance of postural stability.To test whether the size of a superior vestibular nerve (SVN) or IVN VS, as measured on MRI scans, correlates with computerized dynamic platform posturography (CDPP) findings and whether CDPP findings could preoperatively predict the nerve of origin of the VS.This was a retrospective study. Seventy-five consecutive VS patients were evaluated. C5S, C6S, VER, and MOBS were evaluated. S…
Correlations between Reading Disabilities and Learning Disabilities
2015
The article is devoted to reveal correlations between reading disabilities and learning disabilities. These problems need to be explained and teachers need to have reasonable solutions. Number of school-children with learning disabilities is increasing and teacher is not able to find the best and most precise ways of diagnostics and treatment/intervention. Causes of learning disabilities are different: brain damage or distorted functioning of it; auditory or visual perception and operating problems; language acquisition or processing problems etc. Symptoms are mostly noticed in the main areas – reading, writing and mathematics. Reading disabilities are one of the most obvious and serious pr…
Color stabilizes textbook visual processing
2011
We report that pages with color illustrations elicit more homogeneous duration of fixations in 12 elementary school children. For six first graders, we compared the reading of the color cover and a greyscale illustrated text page of an abcbook. For six second grade pupils, we demonstrated a color and a greyscale fairytale book page. The fixations we recorded are concordant with the duration for preschoolers reported elsewhere. Average duration of fixations on a page with color elements are shorter than on greyscale ones, 425 (SE=13.4) and 461 (18.3) ms, respectively. The correlation analysis lends support that a color page is processed differently than its greyscale version. Fixation durati…
Part-of-Speech Induction by Singular Value Decomposition and Hierarchical Clustering
2006
Part-of-speech induction involves the automatic discovery of word classes and the assignment of each word of a vocabulary to one or several of these classes. The approach proposed here is based on the analysis of word distributions in a large collection of German newspaper texts. Its main advantage over other attempts is that it combines the hierarchical clustering of context vectors with a previous step of dimensionality reduction that minimizes the effects of sampling errors.