Search results for "MATRICE"
showing 10 items of 218 documents
Suitability Of Cellular Network Signaling Data For Origin-Destination Matrix Construction: A Case Study Of Lyon Region (France)
2019
TRB 2019, 98th Annual Meeting Transportation Research Board, Washigton, D.C., ETATS-UNIS, 13-/01/2019 - 17/01/2019; Spatiotemporal data, and more specifically origin-destination matrices, are critical inputs to mobility studies for transportation planning and urban management purposes. In this paper, we propose a methodology to infer origin-destination (O-D) matrices based on passively-collected cellular signaling data of millions of anonymized mobile phone users in the Rhône-Alpes region, France. This dataset, which consists of records time-stamped with users' unique identifier and tower locations, is used to first analyze the cell phone activity degree indicators of each user in orde…
SPARC oppositely regulates inflammation and fibrosis in bleomycin-induced lung damage.
2011
Fibrosis results from inflammatory tissue damage and impaired regeneration. In the context of bleomycin-induced pulmonary fibrosis, we demonstrated that the matricellular protein termed secreted protein acidic and rich in cysteine (SPARC) distinctly regulates inflammation and collagen deposition, depending on its cellular origin. Reciprocal Sparc(-/-) and wild-type (WT) bone marrow chimeras revealed that SPARC expression in host fibroblasts is required and sufficient to induce collagen fibrosis in a proper inflammatory environment. Accordingly, Sparc(-/-) >WT chimeras showed exacerbated inflammation and fibrosis due to the inability of Sparc(-/-) macrophages to down-regulate tumor necrosis …
Spectral study of {R,s+1,k}- and {R,s+1,k,∗}-potent matrices
2020
Abstract The { R , s + 1 , k } - and { R , s + 1 , k , ∗ } -potent matrices have been studied in several recent papers. We continue these investigations from a spectral point of view. Specifically, a spectral study of { R , s + 1 , k } -potent matrices is developed using characterizations involving an associated matrix pencil ( A , R ) . The corresponding spectral study for { R , s + 1 , k , ∗ } -potent matrices involves the pencil ( A ∗ , R ) . In order to present some properties, the relevance of the projector I − A A # where A # is the group inverse of A is highlighted. In addition, some applications and numerical examples are given, particularly involving Pauli matrices and the quaterni…
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators
2011
The use of improved covariance matrix estimators as an alternative to the sample estimator is considered an important approach for enhancing portfolio optimization. Here we empirically compare the performance of 9 improved covariance estimation procedures by using daily returns of 90 highly capitalized US stocks for the period 1997-2007. We find that the usefulness of covariance matrix estimators strongly depends on the ratio between estimation period T and number of stocks N, on the presence or absence of short selling, and on the performance metric considered. When short selling is allowed, several estimation methods achieve a realized risk that is significantly smaller than the one obtai…
Cluster analysis for portfolio optimization
2005
We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can improve the reliability of the portfolio in terms of the ratio between predicted and realized risk. Bootstrap analysis indicates that this improvement is obtained in a wide range of the parameters N (number of assets) and T (investment horizon). The predicted and realized risk level and the relative portfolio composition of the selected portfolio for a given value of the portfolio return are also investigated for each considered filtering method.
Evolution of correlation structure of industrial indices of U.S. equity markets
2013
We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by using 49 industry index time series computed by K. French and E. Fama during the time period from July 1969 to December 2011 that is spanning more than 40 years. We show that the correlation between industry indices presents both a fast and a slow dynamics. The slow dynamics has a time scale longer than five years showing that a different degree of diversification of the investment is possible in different periods of time. On top to this slow dynamics, we als…
Kullback-Leibler distance as a measure of the information filtered from multivariate data
2007
We show that the Kullback-Leibler distance is a good measure of the statistical uncertainty of correlation matrices estimated by using a finite set of data. For correlation matrices of multivariate Gaussian variables we analytically determine the expected values of the Kullback-Leibler distance of a sample correlation matrix from a reference model and we show that the expected values are known also when the specific model is unknown. We propose to make use of the Kullback-Leibler distance to estimate the information extracted from a correlation matrix by correlation filtering procedures. We also show how to use this distance to measure the stability of filtering procedures with respect to s…
The γ5-problem and anomalies — A Clifford algebra approach
1990
Abstract It is shown that a strong correspondence between noncyclicity and anomalies exists. This allows, by fundamental properties of Clifford algebras, to build a simple and consistent scheme for treating γ 5 without using ( d −4)-dimensional objects
Bilarge neutrino mixing and Abelian flavor symmetry
2012
We explore two bilarge neutrino mixing Anzatze within the context of Abelian flavor symmetry theories: (BL1) sin theta(12) similar to lambda, sin theta(13) similar to lambda, sin theta(23) similar to lambda, and (BL2) sin theta(12) similar to lambda, sin theta(13) similar to lambda, sin theta(23) similar to 1 - lambda. The first pattern is proposed by two of us and is favored if the atmospheric mixing angle theta(23) lies in the first octant, while the second one is preferred for the second octant of theta(23). In order to reproduce the second texture, we find that the flavor symmetry should be U(1) x Z(m), while for the first pattern the flavor symmetry should be extended to U(1) x Z(m) x …
Yukawa sector of multi-Higgs-doublet models in the presence of Abelian symmetries
2013
A general method for classifying the possible quark models of a multi-Higgs-doublet model, in the presence of Abelian symmetries, is presented. All the possible sets of textures that can be present in a given sector are shown, thus turning the determination of the flavor models into a combinatorial problem. Several symmetry implementations are studied for two and three Higgs doublet models. Some models' implementations are explored in great detail, with a particular emphasis on models known as Branco-Grimus-Lavoura and nearest-neighbor-interaction. Several considerations on the flavor changing neutral currents of multi-Higgs models are also given.