Search results for "INDEX"
showing 10 items of 5395 documents
TESF Methodology for Statistics Education Improvement
2010
The need for universities to achieve excellence in the services they provide has been the subject of research for several decades. The idea of involving students and recognizing the importance of their opinions has led to the creation of various models and tools. This paper focuses on teaching, a central service from which improvement actions of an academic institution should always begin. The article reviews and updates the previously developed Teaching Experiments and Student Feedback methodology. The methodology, which is primarily addressed to statistics teachers, allows practical aspects to be organized and decisions to be made based on data that has been collected from students and sc…
Dynamics of a financial market index after a crash
2002
We discuss the statistical properties of index returns in a financial market just after a major market crash. The observed non-stationary behavior of index returns is characterized in terms of the exceedances over a given threshold. This characterization is analogous to the Omori law originally observed in geophysics. By performing numerical simulations and theoretical modelling, we show that the nonlinear behavior observed in real market crashes cannot be described by a GARCH(1,1) model. We also show that the time evolution of the Value at Risk observed just after a major crash is described by a power-law function lacking a typical scale.
Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions
2000
The clustering of companies within a specific stock market index is studied by means of super-paramagnetic transitions of an appropriate q-state Potts model where the spins correspond to companies and the interactions are functions of the correlation coefficients determined from the time dependence of the companies' individual stock prices. The method is a generalization of the clustering algorithm by Domany et. al. to the case of anti-ferromagnetic interactions corresponding to anti-correlations. For the Dow Jones Industrial Average where no anti-correlations were observed in the investigated time period, the previous results obtained by different tools were well reproduced. For the Standa…
Gas chromatography of homologous esters
1984
Abstract The gas chromatographic retention behaviour of the propanoyl and monochloropropanoyl esters of saturated C3C5 branched-chain and unsaturated C3C6 alcohols on SE-30 and OV-351 capillary columns at several temperatures is reported. Retention index increments at 80 and 120°C show the effect of branching in the alkyl chain and also the effect of unsaturation and of its position in the chain with chlorination at the two possible positions in the acyl chain. The various incremental effects are discussed and compared with the behaviour of the corresponding n-alkyl esters.
Valence Topological Charge-Transfer Indices for Reflecting Polarity: Correction for Heteromolecules
2005
Valence topological charge-transfer (CT) indices are applied to the calculation of dipole moments mu. The mu calculated by algebraic and vector semisums of the CT indices are defined. The model is generalized for molecules with heteroatoms and corrected for sp(3)-heteromolecules. The ability of the indices for the description of the molecular charge distribution is established by comparing them with mu of the valence-isoelectronic series of cyclopentadiene, benzene and styrene. Two CT indices, mu(vec) (vector semisum of vertex-pair mu) and mu(vec)V (valence mu(vec)) are proposed. The mu(vec) behaviour is intermediate between mu(vec) and mu(experiment). The correction is produced in the corr…
Substituent effects in trans-p,p'-disubstituted azobenzenes: X-ray structures at 100 K and DFT-calculated structures.
2014
The crystal and molecular structures of twopara-substituted azobenzenes with π-electron-donating –NEt2and π-electron-withdrawing –COOEt groups are reported, along with the effects of the substituents on the aromaticity of the benzene ring. The deformation of the aromatic ring around the –NEt2group inN,N,N′,N′-tetraethyl-4,4′-(diazenediyl)dianiline, C20H28N4, (I), may be caused by steric hindrance and the π-electron-donating effects of the amine group. In this structure, one of the amine N atoms demonstrates clearsp2-hybridization and the other is slightly shifted from the plane of the surrounding atoms. The molecule of the second azobenzene, diethyl 4,4′-(diazenediyl)dibenzoate, C18H18N2O4,…
Profesors Juris Zaķis: biobibliogrāfiskais rādītājs
1996
Biobibliogrāfiskajā rādītājā ietverti profesora Jura Zaķa publicētie darbi no 1947. līdz 1996. gada septembrim, kā arī literatūra par viņu.
Open and Closed Positions and Stock Index Futures Volatility
2011
In this paper we analyze the relationship between volatility in index futures markets and the number of open and closed positions. We observe that, although in general both positions are positively correlated with contemporaneous volatility, in the case of S&P 500, only the number of open positions has influence over the volatility. Additionally, we observe a stronger positive relationship on days characterized by extreme movements of these contracting movements dominating the market. Finally, our findings suggest that day-traders are not associated to an increment of volatility, whereas uninformed traders, both opening and closing their positions, have to do with it.
Productivity change of the Spanish Port System: impact of the economic crisis
2016
The main goal of this study was to assess the impact of the economic crisis on the productivity growth of the Spanish Port System (SPS). The Malmquist Productivity Index (MPI) was estimated for the 28 Port Authorities of the SPS, for a 'non-crisis period' (2005-2008) and a 'crisis period' (2008-2011). From a policy perspective, the MPI is a very useful approach for assessing the productivity change because it can be decomposed into the catching-up index and the frontier productivity index. The results showed that the economic crisis did not impact all of the Spanish Port Authorities equally. Some Port Authorities presented higher productivity growth during the crisis period than in the non-…
First record of Anisian deposits in the Betic External Zone of southern Spain and its paleogeographical implications
2023
In the External Zones of the Betic Cordillera (S Spain), upper Muschelkalk (Ladinian) facies have been known for decades; however, so far there is no stratigraphic record of Anisian deposits. In the present study, new biostratigraphic data from a carbonate succession in the easternmost Subbetic domain reveal a Pelsonian-Illyrian (Anisian) age. The nautiloids Germanonautilus salinarius and Germanonautilus saharonicus are documented for the first time in the Iberian Peninsula, and together with the brachiopod Tetractinella trigonella and the bivalves Neoschizodus orbicularis and Myophoria vulgaris they represent marker fossils of Anisian deposits previously described from many other basins, b…