Search results for "Jump"
showing 10 items of 401 documents
School fitness tests as predictors of adult health-related fitness.
2006
Relationships between adolescent physical fitness and adult health-related fitness were investigated. Forty-five subjects (20 males, 25 females) participated in physical fitness tests in 1976 and again in 2001. The adolescent physical fitness tests were distance running (2,000 m for boys or 1,500 m for girls), 50 m run, pull-ups (boys) or flexed arm hangs (girls), shuttle run, a 30-sec sit-up test, standing broad jump, hand grip-test, and sit-and-reach test. The adult health-related physical fitness index (APFI), stratified by sex, was formed by summing the z-scores of a bicycle ergometer test, sit-up test, hand-grip test, and sit-and-reach test. Height- and weight-adjusted correlations bet…
Modelling systemic price cojumps with Hawkes factor models
2015
Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.
Comparison of force-velocity relationships of vastus lateralis muscle in isokinetic and in stretch-shortening cycle exercises
2003
Aim: This study investigated the force–velocity characteristics of the vastus lateralis (VL) muscle fascicle and muscle–tendon unit (MTU) in isolated lengthening and shortening actions, and during natural movement. Methods: Four subjects performed maximal eccentric and concentric knee extensions (60, 120 and 180° s−1). Unilateral counter movement jumps and drop jumps in the sledge apparatus served as natural movements. Vastus lateralis fascicle lengths were determined from ultrasonography. In vivo patellar tendon forces (PTF) were measured with an optic fibre technique. Patellar tendon force was derived to VL force according to the cross-sectional area of the muscle. Force in the directio…
Observer-based finite-time control for discrete fuzzy jump nonlinear systems with time delays
2013
This paper investigates the problem of observer-based finite-time H∞ control for a family of discrete jump nonlinear systems with time delays represented by Takagi-Sugeno (T-S) model. The main contribution of this paper is to design an observer-based finite-time H∞ controller such that the resulting closed-loop system is stochastic finite-time bounded and satisfies a prescribed H∞ disturbance attenuation level over the given finite-time interval. Sufficient criteria on stochastic finite-time H∞ stabilization via observer-based fuzzy state feedback are provided for the solvability of the problem, which can be tackled by a feasibility problem in terms of linear matrix inequalities. A simulati…
Finite-time stabilization for discrete fuzzy jump nonlinear systems with time delays
2013
This paper is concerned with the problem of finite-time H∞ control for a class of discrete-time Markovian jump nonlinear systems with time delays represented by Takagi-Sugeno (T-S) model. First, by using fuzzy stochastic Lyapunov-Krasovskii functional approach, sufficient conditions are derived such that the resulting close-loop system is stochastic finite-time bounded and satisfies a prescribed H∞ disturbance attenuation level in a given finite-time interval. Second, sufficient criteria on stochastic finite-time H∞ stabilization via fuzzy state feedback are provided, and the fuzzy state feedback controller is designed by solving an optimization problem in terms of linear matrix inequalitie…
Impact of Stock Price Jumps on Option Values
1999
Many empirical papers document the fact that the distribution of stock returns exhibits fatter tails than would be expected from a normal distribution. This might explain some of the pricing biases of the Black/Scholes model, which is] based on a normal return distribution. Given this result, alternative option pricing models should be based on one of the following three classes of return models: (1) a stationary process, such as a paretian stable or a student’s t-distribution, (2) a mixture of stationary distributions, such as two normal distributions with different means or variances, or a mixture of a diflusion and a pure jump process, or (3) a distribution such as a normal distribution …
Mössbauer investigations on glass-forming organic liquids
1992
Glycerol forms a molecular glass near 180K. Fe2+ dissolved in glycerol allows the study of the dynamics of the system by Mossbauer spectroscopy. Recently it has been shown that the Mossbauer spectra can be understood in a way consistent with the results of dielectric and ultrasonic viscoelastic relaxation measurements. A jump diffusion model of Sinqwi and Sjolander with a jump rate distribution according to Davidson and Cole allowed us to fit the Mossbauer spectra of Fe in glycerol. First attempts to compare mode coupling theory with Mossbauer spectra are reported.
2H NMR Time Domain Analysis of Ultraslow Reorientations in Supercooled Liquids
1998
A method for evaluating 2H NMR stimulated echo experiments in the time domain is presented. It exhibits a high sensitivity to molecular reorientation mechanisms for small angles. Reorientations with jump angles below 25degrees can be resolved with a precision of approximately 1degrees so that, e.g., rotational diffusion and finite jump angle mechanisms become distinguishable. The method, applicable to isotropic reorientation models, is thought to extend the domain of 2D exchange spectroscopy where the best resolution is obtained in the large angle range of anisotropic reorientational mechanisms. Application to reorientation in the supercooled melt of ortho-terphenyl is presented. These data…
An iterative method for pricing American options under jump-diffusion models
2011
We propose an iterative method for pricing American options under jump-diffusion models. A finite difference discretization is performed on the partial integro-differential equation, and the American option pricing problem is formulated as a linear complementarity problem (LCP). Jump-diffusion models include an integral term, which causes the resulting system to be dense. We propose an iteration to solve the LCPs efficiently and prove its convergence. Numerical examples with Kou@?s and Merton@?s jump-diffusion models show that the resulting iteration converges rapidly.
On the reconstruction of discontinuous functions using multiquadric RBF–WENO local interpolation techniques
2020
Abstract We discuss several approaches involving the reconstruction of discontinuous one-dimensional functions using parameter-dependent multiquadric radial basis function (MQ-RBF) local interpolants combined with weighted essentially non-oscillatory (WENO) techniques, both in the computation of the locally optimized shape parameter and in the combination of RBF interpolants. We examine the accuracy of the proposed reconstruction techniques in smooth regions and their ability to avoid Gibbs phenomena close to discontinuities. In this paper, we propose a true MQ-RBF–WENO method that does not revert to the classical polynomial WENO approximation near discontinuities, as opposed to what was pr…