Search results for "Linear"
showing 10 items of 7165 documents
"Table 2" of "Measurement of differential $t\bar{t}$ production cross sections in $p\bar{p}$ collisions"
2014
The differential cross section as a function of the invariant mass of the top quark-antiquark pair, M(TOP + TOPBAR).
"Table 4" of "Measurement of differential $t\bar{t}$ production cross sections in $p\bar{p}$ collisions"
2014
The differential cross section as a function of the transverse momentum of the top quark/antiquark, PT(TOP/TOPBAR).
Tests for time reversibility: a complementarity analysis
2003
Abstract Since time reversibility (TR) is a necessary condition for an independent and identically distributed (iid) sequence, several tests for TR have been suggested to be applied as tests for model misspecification. In this paper, we analyze possible complementarities among two well known TR tests (Ramsey and Rothman's test, and Chen et al.'s test) in two situations: (1) the fitted model is a linear ARMA model when the true data generating process is a nonlinear-in-mean model (either threshold autoregressive or bilinear), and (2) the fitted model is a symmetric GARCH model but the true process belongs to the asymmetric GARCH family (either EGARCH or GJR). The results suggest that there a…
Horizontal visibility graphs: exact results for random time series
2009
The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows us to apply methods of complex network theory for characterizing time series. In this work we present the horizontal visibility algorithm, a geometrically simpler and analytically solvable version of our former algorithm, focusing on the mapping of random series (series of independent identically distributed random variables). After presenting some properties of the algorithm, we present exact results on the topological properties of graphs associated with random series, namely, the degree distribution, the clustering coefficient, and the mean path length. We sh…
Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach.
2016
We investigate the trading behavior of Finnish individual investors trading the stocks selected to compute the OMXH25 index in 2003 by tracking the individual daily investment decisions. We verify that the set of investors is a highly heterogeneous system under many aspects. We introduce a correlation based method that is able to detect a hierarchical structure of the trading profiles of heterogeneous individual investors. We verify that the detected hierarchical structure is highly overlapping with the cluster structure obtained with the approach of statistically validated networks when an appropriate threshold of the hierarchical trees is used. We also show that the combination of the cor…
Econophysics: Scaling and its breakdown in finance
1997
We discuss recent empirical results obtained by analyzing high-frequency data of a stock market index, the Standard and Poor’s 500. We focus on the scaling properties and on its breakdown of the index dynamics. A simple stochastic model, the truncated Levy flight, is illustrated. Successes and limitations of this model are presented. A discussion about similarities and differences between the scaling properties observed in financial markets and in fully developed turbulence is also provided.
SO2emissions and the environmental Kuznets curve: the case of Chinese provinces
2009
This paper aims at estimating the Environmental Kuznets Curve (EKC) for the sulphur dioxide (SO2) emissions in a panel of 28 Chinese provinces. First, using a fixed effects model, econometric findings reveal an N shape EKC with a turning point of 4500 yuans (index 1990). However, a Chow test reveals a break in 1995, so that the estimation of the model indicates an increasing linear relationship between GDP per capita and SO2 emissions. The previous results imply that the decrease of the Chinese sulphur dioxide emissions during 1996–1999 did not result from the ECK but from an exogenous public action.
Modeling Fire Danger in Galicia and Asturias (Spain) from MODIS images
2014
Forest fires are one of the most dangerous natural hazards, especially when they are recurrent. In areas such as Galicia (Spain), forest fires are frequent and devastating. The development of fire risk models becomes a very important prevention task for these regions. Vegetation and moisture indices can be used to monitor vegetation status; however, the different indices may perform differently depending on the vegetation species. Eight different spectral indices were selected to determine the most appropriate index in Galicia. This study was extended to the adjacent region of Asturias. Six years of MODIS (Moderate Resolution Imaging Spectroradiometer) images, together with ground fire data…
Desigualdades y mortalidad por cirrosis en varones (Zaragoza, 1996-2003)
2011
ResumenObjetivosAnalizar diferencias geográficas en la mortalidad por cirrosis hepática, en varones, en la provincia de Zaragoza, y su posible asociación con indicadores socioeconómicos, así como identificar la adecuación, en el ámbito rural, del índice de privación del proyecto MEDEA.MétodosLa unidad geográfica de análisis para Zaragoza capital fue la sección censal, y para el resto de la provincia el municipio. Para cada unidad de análisis se calculó la razón de mortalidad estandarizada cruda y suavizada mediante un modelo lineal generalizado mixto bayesiano. Se calculó un índice sintético de privación y se incluyó en el modelo en cuartiles. También se realizó el análisis exploratorio inc…
Recycling of plastics from packaging
1997
Plastic waste coming from the separate collection of packaging film was recycled and characterized. The material is a blend of low density and linear low density polyethylene and after recycling shows mechanical and rheological properties depending on the processing conditions and apparatus. High processing temperature and high residence times strongly enhance the degradation processes and reduce the mechanical properties, in particular the elongation at break. A possible use of this recycled plastic is for the production of low pressure pipes but the properties are lower than those of virgin pipe grade polyethylene. By introducing additives, like antioxidants, inert fillers and impact modi…