Search results for "Markov"
showing 10 items of 628 documents
Employing artificial neural networks to find reaction coordinates and pathways for self-assembly
2021
Capturing the autonomous self-assembly of molecular building blocks in computer simulations is a persistent challenge, requiring to model complex interactions and to access long time scales. Advanced sampling methods allow to bridge these time scales but typically require to construct accurate low-dimensional representations of the transition pathways. In this work, we demonstrate for the self-assembly of two single-stranded DNA fragments into a ring-like structure how autoencoder architectures based on unsupervised neural networks can be employed to reliably expose transition pathways and to provide a suitable low-dimensional representation. The assembly occurs as a two-step process throug…
Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model
2022
This paper employs the hidden semi-Markov model and a novel model selection procedure to detect different states in the US stock market. The empirical results suggest that the market is switching between five states that can be classified into three bull states and two bear states. The three bull states are categorized as a low volatility bull market, a high volatility bull market, and a stock market bubble. One of the bear states represents a regular bear market, while the other one corresponds to either a stock market crash or a market correction. The paper demonstrates that the five-state model is consistent with a number of stylized facts and provides many valuable insights into the dyn…
Literatur – grundsätzlich mehrsprachig!? Das politische Potenzial literarischer Mehrsprachigkeit heute, am Beispiel von Barbi Marković’ Superheldinnen
2021
Literature – Multilingual on Principle?! The Political Potential of Literary Multilingualism Today, using the Example of Barbi Marković’s Superheldinnen. Research on literary multilingualism is increasingly based on the assumption that literature per se is multilingual. This is true for concepts such as Mikhail Bakhtin’s ‘polyphony’, in which multilingualism occurs in the form of social, regional and historical variants within one major language. Similarly, it applies to Rainier Grutman’s concept of hétérolinguisme, which expands Bakhtin’s notion and includes actual language changes. Recently, Till Dembeck has even called for a philology of multilingualism that would accommodate literary mu…
H∞ sliding mode control for uncertain neutral-type stochastic systems with Markovian jumping parameters
2015
This paper is devoted to the investigation of H ∞ sliding mode control (SMC) for uncertain neutral stochastic systems with Markovian jumping parameters and time-varying delays. A sliding surface functional is firstly constructed. Then, the sliding mode control law is designed to guarantee the reachability of the sliding surface in a finite-time interval. The sufficient conditions for asymptotically stochastic stability of sliding mode dynamics with a given disturbance attenuation level are presented in terms of linear matrix inequalities (LMIs). Finally, an example is provided to illustrate the efficiency of the proposed method.
A Hidden Markov Model for Automatic Generation of ER Diagrams from OWL Ontology
2014
Connecting ontological representations and data models is a crucial need in enterprise knowledge management, above all in the case of federated enterprises where corporate ontologies are used to share information coming from different databases. OWL to ERD transformations are a challenging research field in this scenario, due to the loss of expressiveness arising when OWL axioms have to be represented using ERD notation. In this paper we propose an innovative technique for estimating the most likely composition of ERD constructs that correspond to a given sequence of OWL axioms. We model such a process using a Hidden Markov Model (HMM) where the OWL inputs are the observable states, while E…
Enabling quantum non-Markovian dynamics by injection of classical colored noise
2017
The non-Markovian nature of quantum systems recently turned to be a key subject for investigations on open quantum system dynamics. Many studies, from its theoretical grounding to its usefulness as a resource for quantum information processing and experimental demonstrations, have been reported in the literature. Typically, in these studies, a structured reservoir is required to make non-Markovian dynamics emerge. Here, we investigate the dynamics of a qubit interacting with a bosonic bath and under the injection of a classical stochastic colored noise. A canonical Lindblad-like master equation for the system is derived by using the stochastic wave function formalism. Then, the non-Markovia…
NASH EQUILIBRIA IN A MODEL OF MULTIPRODUCT PRICE COMPETITION: AN ASSIGNMENT PROBLEM
2003
We study the market interaction of a finite number of single-product firms and a representative buyer, where the buyer consumes bundles of these goods. The buyers' value function determines their willingness to pay for subsets of goods. We show that subgame perfect Nash-equilibrium outcomes are solutions of the linear relaxation of an integer programming assignment problem and that they always exits. The (subgame perfect) Nash-equilibrium price set is characterized by the Pareto frontier of the associated dual problem's projection on the firms' price vectors. We identify the Nash-equilibrium prices for monotonic buyers' value functions and, more importantly, we show that some central soluti…
Thermodynamic formalism and linear response theory for non-equilibrium steady states
2016
We study the linear response in systems driven away from thermal equilibrium into a nonequilibrium steady state with nonvanishing entropy production rate. A simple derivation of a general response formula is presented under the condition that the generating function describes a transformation that (to lowest order) preserves normalization and thus describes a physical stochastic process. For Markov processes we explicitly construct the conjugate quantities and discuss their relation with known response formulas. Emphasis is put on the formal analogy with thermodynamic potentials and some consequences are discussed.
How Tick Size Affects the High Frequency Scaling of Stock Return Distributions
2014
We study the high frequency scaling of the distributions of returns for stocks traded at NASDAQ market as a function of the tick-to-price ratio. The tick-to-price ratio is a measure of an effective tick size. We find dramatic differences between distributions for assets with large and small tick-to-price ratio. The presence of returns clustering is evident for large tick size assets. The statistical differences between large and small tick size assets appear to reduce at higher time scales of observation. A possible way to explain returns dynamics for large tick size assets is the coupling of returns with bid-ask spread dynamics. A simple Markov- switching model is able to reproduce the pro…
Modeling NAFLD Disease Burden in China, France, Germany, Italy, Japan, Spain, United Kingdom, and United States for the period 2016-2030
2018
Background & Aims: Non-alcoholic fatty liver disease (NAFLD) and non-alcoholic steatohepatitis (NASH) are increasingly a cause of cirrhosis and hepatocellular carcinoma globally. This burden is expected to increase as epidemics of obesity, diabetes and metabolic syndrome continue to grow. The goal of this analysis was to use a Markov model to forecast NAFLD disease burden using currently available data. Methods: A model was used to estimate NAFLD and NASH disease progression in eight countries based on data for adult prevalence of obesity and type 2 diabetes mellitus (DM). Published estimates and expert consensus were used to build and validate the model projections. Results: If obesity and…