Search results for "Financial Markets"
showing 10 items of 57 documents
Top-of-Atmosphere Retrieval of Multiple Crop Traits Using Variational Heteroscedastic Gaussian Processes within a Hybrid Workflow.
2021
In support of cropland monitoring, operational Copernicus Sentinel-2 (S2) data became available globally and can be explored for the retrieval of important crop traits. Based on a hybrid workflow, retrieval models for six essential biochemical and biophysical crop traits were developed for both S2 bottom-of-atmosphere (BOA) L2A and S2 top-of-atmosphere (TOA) L1C data. A variational heteroscedastic Gaussian process regression (VHGPR) algorithm was trained with simulations generated by the combined leaf-canopy reflectance model PROSAILat the BOA scale and further combined with the Second Simulation of a Satellite Signal in the Solar Spectrum (6SV) atmosphere model at the TOA scale. Establishe…
A novel method to predict dark diversity using unconstrained ordination analysis
2019
[Questions] Species pools are the product of complex ecological and evolutionary mechanisms, operating over a range of spatial scales. Here, we focus on species absent from local sites but with the potential to establish within communities — known as dark diversity. Methods for estimating dark diversity are still being developed and need to be compared, as well as tested for the type, and amount, of reference data needed to calibrate these methods. [Location] South Bohemia (48°58′ N, 14°28′ E) and Železné Hory (49°52′ N, 15°34′ E), Czech Republic. [Method] We compared a widely accepted algorithm to estimate species pools (Beals smoothing index, based on species co-occurrence) against a nove…
Coupling News Sentiment with Web Browsing Data Improves Prediction of Intra-Day Price Dynamics
2015
The new digital revolution of big data is deeply changing our capability of understanding society and forecasting the outcome of many social and economic systems. Unfortunately, information can be very heterogeneous in the importance, relevance, and surprise it conveys, affecting severely the predictive power of semantic and statistical methods. Here we show that the aggregation of web users' behavior can be elicited to overcome this problem in a hard to predict complex system, namely the financial market. Specifically, our in-sample analysis shows that the combined use of sentiment analysis of news and browsing activity of users of Yahoo! Finance greatly helps forecasting intra-day and dai…
Mineral profiles of legumes and fruits through partial least squares energy dispersive X-ray fluorescence
2019
Abstarct Energy dispersive X-ray fluorescence (ED-XRF) has been employed for the determination of mineral elements in 15 varieties of legumes and 14 cherry samples. ED-XRF signals directly obtained from pulverized samples were modelized by partial least squares (PLS) using Inductively Coupled Plasma Optical Emission Spectrometry (ICP-OES) of a selected number of samples, after microwave assisted acid digestion, as reference data. Models were built to predict the concentration of Al, Ca, Cu, Fe, K, Mg, P, Sr and Zn. Average concentrations predicted were 6, 930, 7, 40, 6400, 990, 2100, 4 and 15 μg g−1 for Al, Ca, Cu, Fe, K, Mg, P, Sr and Zn, respectively with relative errors from 7 till 26%. …
Quantitative sensory testing in the German Research Network on Neuropathic Pain (DFNS): reference data for the trunk and application in patients with…
2013
Age- and gender-matched reference values are essential for the clinical use of quantitative sensory testing (QST). To extend the standard test sites for QST-according to the German Research Network on Neuropathic Pain-to the trunk, we collected QST profiles on the back in 162 healthy subjects. Sensory profiles for standard test sites were within normal interlaboratory differences. QST revealed lower sensitivity on the upper back than the hand, and higher sensitivity on the lower back than the foot, but no systematic differences between these trunk sites. Age effects were significant for most parameters. Females exhibited lower pressure pain thresholds (PPT) than males, which was the only si…
A COMPARATIVE STUDY OF PHENOMENOLOGICAL MODELS OF MR BRAKE BASED ON NEURAL NETWORKS APPROACH
2013
In this paper a full-scale commercially available magnetorheological (MR) brake installed in a semi-active suspension (SAS) system is modeled and simulated. Two well-known phenomenological hysteresis models are explored: Bouc–Wen and Dahl ones. In particular, influence of their parameters on the response is evaluated and assessed. The next step is to introduce the artificial neural networks and discuss their application in the field of systems identification. Subsequently, two feedforward neural networks are created and trained to estimate parameters characterizing each of the MR damper models described. The semi-active suspension (SAS) system equipped with a MR brake is described and the …
Detection and elimination of UHI effects in long temperature records from villages – A case study from Tivissa, Spain
2019
Abstract Since villages are usually regarded as part of the rural area, associated temperature records are assumed to be free of urban influences and might be used as unbiased reference data for city records. However, based on two years of data from a high temporal and spatial resolution sensor network, this study proves the development of a substantial UHI in the Spanish village Tivissa with intensities of >1.5 K in summer Tmin and Tmax compared to a rural reference. Hosting a meteorological station that has been relocated several times within Tivissa during its >100-year history, we here detail a method to remove UHI biases at past measurement sites to create a more reliable rural tempera…
Application of point-to-point matching algorithms for background correction in on-line liquid chromatography–Fourier transform infrared spectrometry …
2009
A new background correction method for the on-line coupling of gradient liquid chromatography and Fourier transform infrared spectrometry has been developed. It is based on the use of a point-to-point matching algorithm that compares the absorption spectra of the sample data set with those of a previously recorded reference data set in order to select an appropriate reference spectrum. The spectral range used for the point-to-point comparison is selected with minimal user-interaction, thus facilitating considerably the application of the whole method. The background correction method has been successfully tested on a chromatographic separation of four nitrophenols running acetonitrile (0.08…
Market reaction to a bid-ask spread change: a power-law relaxation dynamics.
2009
We study the relaxation dynamics of the bid-ask spread and of the midprice after a sudden variation of the spread in a double auction financial market. We find that the spread decays as a power law to its normal value. We measure the price reversion dynamics and the permanent impact, i.e., the long-time effect on price, of a generic event altering the spread and we find an approximately linear relation between immediate and permanent impact. We hypothesize that the power-law decay of the spread is a consequence of the strategic limit order placement of liquidity providers. We support this hypothesis by investigating several quantities, such as order placement rates and distribution of price…
Basis-set extrapolation techniques for the accurate calculation of molecular equilibrium geometries using coupled-cluster theory
2006
To reduce remaining basis-set errors in the determination of molecular equilibrium geometries, a basis-set extrapolation (BSE) scheme is suggested for the forces used in geometry optimizations. The proposed BSE scheme is based on separating the Hartree-Fock and electron-correlation contributions and uses expressions obtained by straightforward differentiation of well established extrapolation formulas for energies when using basis sets from Dunning's hierarchy of correlation-consistent basis sets. Comparison with reference data obtained at the R12 coupled-cluster level [CCSD(T)-R12] demonstrates that BSE significantly accelerates the convergence to the basis-set limit, thus leading to impro…