Search results for "MATRICES"
showing 10 items of 155 documents
Do individuals with higher cognitive ability play more strategically?
2016
Abstract This paper experimentally analyses the relationship between cognitive ability and strategic behaviour. In our experiment, individuals play in a sequential game, where computing the equilibrium is challenging. On completion of the game, we measure each player’s cognitive ability using Raven’s Progressive Matrices test. Our results reveal that the number of strategic decisions (played in the sequential game) increases significantly among those individuals with higher cognitive ability (measured by Raven’s test), compared to those with lower cognitive ability. These results clearly confirm that individuals with higher cognitive abilities play more strategically.
The measurement of rank mobility
2009
Abstract In this paper we investigate the problem of measuring social mobility when the social status of individuals is given by their rank. In order to sensibly represent the rank mobility of subgroups within a given society, we address the problem in terms of partial permutation matrices which include standard (“global”) matrices as a special case. We first provide a characterization of a partial ordering on partial matrices which, in the standard case of global matrices, coincides with the well-known “concordance” ordering. We then provide a characterization of an index of rank mobility based on partial matrices and show that, in the standard case of comparing global matrices, it is equi…
When financial economics influences physics: The role of Econophysics
2019
This paper aims at analyzing the unexpected influence of Financial economics on Physics. The rise of Econophysics, a fundamentally new approach in finance, suggests that the influence between the two disciplines becomes less unilateral than in the past. Methodological debates emerging in Econophysics led physicists to acknowledge that dealing with financial complex systems contributed to a wider modelling of their field. The approach of econophysicists suggests that physicists might try to conceptualize physical phenomena by integrating elements they faced with in Financial economics, and more generally in Economics. Surprisingly, many of econophysicists’ argumentations have some methodolog…
Influence of secondary torsion on curved steel girder bridges with box and I-girder cross-sections
2015
Steel curved girder bridges are largely used today in motorways and railways. They are often composed of thin-walled crosssections, entirely made of steel or with an upper concrete slab. The deck may have I-girders or box cross-sections: in any case curved girders are subjected to twisting moment, associated with bending, even for dead loads. Moreover, in thin-walled sections the influence of non-uniform torsion becomes sizable with respect to Saint Venant torsion, modifying the state of tangential stresses in the section and introducing axial stresses due to warping being prevented. Open sections of I-girder bridges are especially subject to these phenomena and warping can be significant n…
Wideband modeling of cascaded H-plane waveguide junctions using the generalised impedance matrix representation
2009
A strong interest in H-plane waveguide components composed of a large number of cascaded planar junctions is recently renewed. Therefore, the more efficient development of full-wave analysis tools of such devices is again receiving consideration, specially for its potential use within modern design tools. A novel technique for providing the wideband generalised impedance matrix representation of the inductive devices in the form of pole expansions, thus extracting the most expensive computations from the frequency loop is proposed. For such purpose, the whole device is first decomposed into simpler building blocks, i.e. planar junctions and uniform waveguides, which are modelled in terms of…
When do Improved Covariance Matrix Estimators Enhance Portfolio Optimization? An Empirical Comparative Study of Nine Estimators
2010
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…
Sector identification in a set of stock return time series traded at the London Stock Exchange
2005
We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a portfolio of stocks traded at the London Stock Exchange. The investigated time series are recorded both at a daily time horizon and at a 5-minute time horizon. The correlation coefficient matrix is very different at different time horizons confirming that more structured correlation coefficient matrices are observed for long time horizons. All the considered methods are able to detect econo…
A fast 3D BEM for anisotropic elasticity based on hierarchical matrices
2008
In this paper a fast solver for three-dimensional anisotropic elasticity BEM problems is developed. The technique is based on the use of hierarchical matrices for the representation of the collocation matrix and uses a preconditioned GMRES for the solution of the algebraic system of equations. The preconditioner is built exploiting the hierarchical arithmetic and taking full advantage of the hierarchical format. The application of hierarchical matrices to the BEM solution of anisotropic elasticity problems has been numerically demonstrated highlighting both accuracy and efficiency leading to almost linear computational complexity.
Gradings on the algebra of upper triangular matrices and their graded identities
2004
Abstract Let K be an infinite field and let UT n ( K ) denote the algebra of n × n upper triangular matrices over K . We describe all elementary gradings on this algebra. Further we describe the generators of the ideals of graded polynomial identities of UT n ( K ) and we produce linear bases of the corresponding relatively free graded algebras. We prove that one can distinguish the elementary gradings by their graded identities. We describe bases of the graded polynomial identities in several “typical” cases. Although in these cases we consider elementary gradings by cyclic groups, the same methods serve for elementary gradings by any finite group.
Feasibility and application of solvent assisted flavour evaporation and standard addition method to quantify the aroma compounds in flavoured baked m…
2006
International audience; In order to determine the feasibility of the solvent assisted flavour evaporation extraction (SAFE) technique and the standard addition method to quantify the aroma compounds retained in baked matrices after processing, three doughs that mainly vary in one ingredient, M1 (with eggs and palm oil), M2 (without eggs but with palm oil) and M3 (without eggs and without palm oil) were flavoured with an aromatic formulation of 19 different aroma compounds in propylene glycol that is responsible for a viennoiserie aromatic note. From the 19 aroma compounds added, 12 of them were quantified, so was also the propylene glycol. After the application of standard addition method 3…