Search results for "Correlation"
showing 10 items of 2282 documents
Characterization of nuclear effects in muon-neutrino scattering on hydrocarbon with a measurement of final-state kinematics and correlations in charg…
2018
This paper reports measurements of final-state proton multiplicity, muon and proton kinematics, and their correlations in charged-current pionless neutrino interactions, measured by the T2K ND280 near detector in its plastic scintillator (C$_8$H$_8$) target. The data were taken between years 2010 and 2013, corresponding to approximately 6$\times10^{20}$ protons on target. Thanks to their exploration of the proton kinematics and of kinematic imbalances between the proton and muon kinematics, the results offer a novel probe of the nuclear-medium effects most pertinent to the (sub-)GeV neutrino-nucleus interactions that are used in accelerator-based long-baseline neutrino oscillation measureme…
2D Isochronal Correlation Method to Detect Pacing Capture during Ventricular Fibrillation
2009
During ventricular fibrillation (VF), a portion of myocardial tissue can be captured by pacing at a rate near the fibrillation rate. Interruption of ventricular fibrillation can be favored by achieving stable myocardial capture, lowering the energy required for electrical cardioversion. Existence of myocardial capture during electrical stimulation is determined by visual inspection of electrograms (EGM) by an experienced observer. The objective of this work is the development of a semi-automatic method for the detection of myocardial capture based on the 2D correlation of isochronal maps. In 4 isolated rabbit hearts VF was induced by ventricular pacing with an increasing rate. An array of 1…
Emergence of Statistically Validated Financial Intraday Lead-Lag Relationships
2014
According to the leading models in modern finance, the presence of intraday lead-lag relationships between financial assets is negligible in efficient markets. With the advance of technology, however, markets have become more sophisticated. To determine whether this has resulted in an improved market efficiency, we investigate whether statistically significant lagged correlation relationships exist in financial markets. We introduce a numerical method to statistically validate links in correlation-based networks, and employ our method to study lagged correlation networks of equity returns in financial markets. Crucially, our statistical validation of lead-lag relationships accounts for mult…
Bitcoin and stock market indices: analysis of volatility’s clusters during the bitcoin bubble based on the dynamic conditional correlation model
2019
The market of virtual currencies, called cryptocurrency, has grown immensely since 2008 in terms of market capitalisation and the numbers of new currencies. Bitcoin is one of the most famous cryptocurrency with an estimated market capitalisation of nearly $ 69 billion. The fact that Bitcoin prices have fallen about 70% from their peak value and most indices were down double-digit year to date (2018) with a high daily volatility create the appearance that there has to be a correlation. The purpose of this paper is to investigate the contagion effect between Bitcoin prices and the leading American, European and Asian equity markets using the dynamic conditional correlation (DCC) model propose…
A methodology for assessing the effect of correlations among muscle synergy activations on task-discriminating information
2013
Delis, Ioannis | Berret, Bastien | Pozzo, Thierry | Panzeri, Stefano; International audience; ''Muscle synergies have been hypothesized to be the building blocks used by the central nervous system to generate movement. According to this hypothesis, the accomplishment of various motor tasks relies on the ability of the motor system to recruit a small set of synergies on a single-trial basis and combine them in a task-dependent manner. It is conceivable that this requires a fine tuning of the trial-to-trial relationships between the synergy activations. Here we develop an analytical methodology to address the nature and functional role of trial-to-trial correlations between synergy activation…
Do fire severity effects on soil change in space and time in the short-term? What ash tells us
2013
n the absence of data, the impact of fire, especially wildfires, is measured analysing the fire severity. This post-fire assessment is very useful because allow to identify the degree of destruction imposed by the fire. Among the techniques used to determine fire severity, ash colour is often used, that permit identify the degree of organic matter consumption (darker ash uncompleted combustion, lighter ash completed combustion). The objective of this paper was observed if fire severity changes in space and time, according to ash colour analysis, applying an index. The ash colour analysis was carried out one and fifteen days after the fire. In this area we identified ash with four different …
Why Is Equity Order Flow so Persistent?
2014
Order flow in equity markets is remarkably persistent in the sense that order signs (to buy or sell) are positively autocorrelated out to time lags of tens of thousands of orders, corresponding to many days. Two possible explanations are herding, corresponding to positive correlation in the behavior of different investors, or order splitting, corresponding to positive autocorrelation in the behavior of single investors. We investigate this using order flow data from the London Stock Exchange for which we have membership identifiers. By formulating models for herding and order splitting, as well as models for brokerage choice, we are able to overcome the distortion introduced by brokerage. O…
Aging and the fluctuation dissipation ratio in a Lennard-Jones fluid
1999
We discuss numerically the relaxation dynamics of a simple structural glass which has been quenched below its (computer) glass transition temperature. We demonstrate that time correlation functions show strong aging effects and compute the fluctuation dissipation ratio of this non-equilibrium system.
Protein diffusion in mammalian cell cytoplasm.
2011
We introduce a new method for mesoscopic modeling of protein diffusion in an entire cell. This method is based on the construction of a three-dimensional digital model cell from confocal microscopy data. The model cell is segmented into the cytoplasm, nucleus, plasma membrane, and nuclear envelope, in which environment protein motion is modeled by fully numerical mesoscopic methods. Finer cellular structures that cannot be resolved with the imaging technique, which significantly affect protein motion, are accounted for in this method by assigning an effective, position-dependent porosity to the cell. This porosity can also be determined by confocal microscopy using the equilibrium distribut…
A New Dissimilarity Measure for Clustering Seismic Signals
2011
Hypocenter and focal mechanism of an earthquake can be determined by the analysis of signals, named waveforms, related to the wave field produced and recorded by a seismic network. Assuming that waveform similarity implies the similarity of focal parameters, the analysis of those signals characterized by very similar shapes can be used to give important details about the physical phenomena which have generated an earthquake. Recent works have shown the effectiveness of cross-correlation and/or cross-spectral dissimilarities to identify clusters of seismic events. In this work we propose a new dissimilarity measure between seismic signals whose reliability has been tested on real seismic dat…