Search results for "Probability"
showing 10 items of 3417 documents
On the stability of stablecoins
2021
This paper investigates the volatility processes of stablecoins and their potential stochastic interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal combination for the power law exponent and the minimum value for the volatilities bending the power law. Our results indicate that Bitcoin volatility is well-behaved in a statistical sense with a finite theoretical variance. Surprisingly, the volatilities of stablecoins are statistically unstable and contemporaneously respond to Bitcoin volatility. Also, whereas the volatilities of stablecoins are not Granger-causal for Bitcoin volatility, lagged Bitcoin volatility exhibits Granger-causal effects on the vol…
ESCAPE TIMES IN STOCK MARKETS
2005
We study the statistical properties of escape times for stock price returns in the Wall Street market. In particular we get the escape time distribution for real data from daily transactions and for three models: (i) the Wiener process with drift and a constant market volatility, (ii) Heston and (iii) GARCH models, where the volatility is a stochastic process. We find that the first model is unable to catch all the features of the escape time distribution of real data. Moreover, the Heston model describes the probability density function for both return and escape times better than the GARCH model.
A Multisite Preregistered Paradigmatic Test of the Ego-Depletion Effect
2021
We conducted a preregistered multilaboratory project ( k = 36; N = 3,531) to assess the size and robustness of ego-depletion effects using a novel replication method, termed the paradigmatic replication approach. Each laboratory implemented one of two procedures that was intended to manipulate self-control and tested performance on a subsequent measure of self-control. Confirmatory tests found a nonsignificant result ( d = 0.06). Confirmatory Bayesian meta-analyses using an informed-prior hypothesis (δ = 0.30, SD = 0.15) found that the data were 4 times more likely under the null than the alternative hypothesis. Hence, preregistered analyses did not find evidence for a depletion effect. Ex…
Coherent axion-photon transformations in the forward scattering on atoms
2018
In certain laboratory experiments the production and/or detection of axions is due to the photon-axion transformations in a strong magnetic field. This process is coherent, and the rate of the transformation is proportional to the length $l$ and magnitude $B$ of the magnetic field squared, $\sim l^2B^2$. In the present paper, we consider coherent production of axions due to the forward scattering of photons on atoms or molecules. This process may be represented as being due to an effective electromagnetic field which converts photons to axions. We present analytical expressions for such effective magnetic and electric fields induced by resonant atomic M0 and M1 transitions, as well as give …
Quantitative prediction of gas-phase F19 nuclear magnetic shielding constants
2008
Benchmark calculations of (19)F nuclear magnetic shielding constants are presented for a set of 28 molecules. Near-quantitative accuracy (ca. 2 ppm deviation from experiment) is achieved if (1) electron correlation is adequately treated by employing the coupled-cluster singles and doubles (CCSD) model augmented by a perturbative correction for triple excitations [CCSD(T)], (2) large (uncontracted) basis sets are used, (3) gauge-including atomic orbitals are used to ensure gauge-origin independence, (4) calculations are performed at accurate equilibrium geometries [obtained from CCSD(T)/cc-pVTZ calculations correlating all electrons], and (5) vibrational averaging and temperature corrections…
Dorsal root ganglia neurite outgrowth measured as a function of changes in microelectrode array resistance
2017
Current research in prosthetic device design aims to mimic natural movements using a feedback system that connects to the patient's own nerves to control the device. The first step in using neurons to control motion is to make and maintain contact between neurons and the feedback sensors. Therefore, the goal of this project was to determine if changes in electrode resistance could be detected when a neuron extended a neurite to contact a sensor. Dorsal root ganglia (DRG) were harvested from chick embryos and cultured on a collagen-coated carbon nanotube microelectrode array for two days. The DRG were seeded along one side of the array so the processes extended across the array, contacting a…
Management of Distribution Risks and Digital Transformation of Insurance Distribution—A Regulatory Gap in the IDD
2021
The Insurance Distribution Directive (IDD) aims to regulate insurance distribution in the EU regardless of distribution channels and means. Although new technologies affect insurance distribution, the IDD does not explicitly regulate this digital transformation. Insurers and intermediaries must comply with detailed business conduct rules that aim to counteract distribution risks. However, the IDD exempts ancillary insurance intermediaries from its scope when they meet certain conditions. The article highlights the regulatory framework on insurance, requiring insurers and intermediaries to address distribution risks, and analyses how this exemption affects the management of distribution risk…
A Bayesian network model for evacuation time analysis during a ship fire
2013
We present an evacuation model for ships while a fire happens onboard. The model is designed by utilizing Bayesian networks (BN) and then simulated in GeNIe software. In our proposed model, the most important factors that have significant influence on a rescue process and evacuation time are identified and analyzed. By applying the probability distribution of the considered factors collected from the literature including IMO, real empirical data and practical experiences, the trend of the rescue process and evacuation time can be evaluated and predicted using the proposed model. The results of this paper help understanding about possible consequences of influential factors on the security o…
Computer-assisted orientation and drawing of archaeological pottery.
2018
Archaeologists spend considerable time orienting and drawing ceramic fragments by hand for documentation, to infer their manufacture, the nature of the discovery site and its chronology, and to develop hypotheses about commercial and cultural exchanges, social organisation, resource exploitation, and taphonomic processes. This study presents a survey of existing solutions to the time-consuming problem of orienting and drawing pottery fragments. Orientation is based on the 3D geometry of pottery models, which can now be acquired in minutes with low-cost 3D scanners. Several methods are presented: they are based on normal vectors, or circle fittings, or profile fittings. All these methods see…
Comparison of different uncertainty techniques in urban stormwater quantity and quality modelling
2011
Abstract Urban drainage models are important tools used by both practitioners and scientists in the field of stormwater management. These models are often conceptual and usually require calibration using local datasets. The quantification of the uncertainty associated with the models is a must, although it is rarely practiced. The International Working Group on Data and Models, which works under the IWA/IAHR Joint Committee on Urban Drainage, has been working on the development of a framework for defining and assessing uncertainties in the field of urban drainage modelling. A part of that work is the assessment and comparison of different techniques generally used in the uncertainty assessm…