Search results for "State dependent"

Stock Volatility Predictability in Bull and Bear Markets

2020

Recent literature on stock return predictability suggests that it varies substantially across economic states being strongest during bad economic times. In line with this evidence, we document that stock volatility predictability is also state dependent. In particular, using a large data set of high-frequency data on individual stocks and a few popular time-series volatility models, in this paper we comprehensively examine how volatility forecastability varies across bull and bear states of the stock market. We find that the volatility forecast horizon is substantially longer when the market is in a bear state than when it is in a bull state. In addition, the volatility forecast accuracy is…

Time optimization and state-dependent constraints in the quantum optimal control of molecular orientation

2014

We apply two recent generalizations of monotonically convergent optimization algorithms to the control of molecular orientation by laser fields. We show how to minimize the control duration by a step-wise optimization and maximize the field-free molecular orientation using state-dependent constraints. We discuss the physical relevance of the different results.

Kinetics and state-dependent effects of verapamil on cardiac L-type calcium channels.

1996

The voltage dependence and the kinetics of block by verapamil of L-type calcium current (ICa) were investigated in ventricular myocytes from rat hearts using the whole-cell patch-clamp technique. ICa was elicited repetitively in response to depolarizing voltage pulses from -80 mV to 0 mV at different pulse intervals and durations. Verapamil reduced the magnitude of ICa in a frequency-dependent manner without tonic component. The time course of ICa remained unchanged suggesting that not open but inactivated channels were affected by the drug. The interaction of verapamil with inactivated channels was investigated by the application of twin pulses. In the presence of verapamil, the duration o…

Causal analysis of short-term cardiovascular variability: state-dependent contribution of feedback and feedforward mechanisms.

2016

Baroreflex function is usually assessed from spontaneous oscillations of blood pressure (BP) and cardiac RR interval assuming a unidirectional influence from BP to RR. However, the interaction of BP and RR is bidirectional—RR also influences BP. Novel methods based on the concept of Granger causality were recently developed for separate analysis of feedback (baroreflex) and feedforward (mechanical) interactions between RR and BP. We aimed at assessing the proportion of the two causal directions of the interactions between RR and systolic BP (SBP) oscillations during various conditions, and at comparing causality measures from SBP to RR with baroreflex gain indexes. Arterial BP and ECG sig…

Slow 0.1 Hz Breathing and Body Posture Induced Perturbations of RRI and Respiratory Signal Complexity and Cardiorespiratory Coupling

2020

Objective: We explored the physiological background of the non-linear operating mode of cardiorespiratory oscillators as the fundamental question of cardiorespiratory homeodynamics and as a prerequisite for the understanding of neurocardiovascular diseases. We investigated 20 healthy human subjects for changes using electrocardiac RR interval (RRI) and respiratory signal (Resp) Detrended Fluctuation Analysis (DFA, α1RRI, α2RRI, α1Resp, α2Resp), Multiple Scaling Entropy (MSERRI1−4, MSERRI5−10, MSEResp1−4, MSEResp5−10), spectral coherence (CohRRI−Resp), cross DFA (ρ1 and ρ2) and cross MSE (XMSE1−4 and XMSE5−10) indices in four physiological conditions: supine with spontaneous breathing, stand…

Corrigendum to ‘State dependent posterior hippocampal volume increases in patients with major depressive disorder’ [J. Affect. Disord. 135 (1–3) (201…

2016

Stability of stochastic nonlinear systems with state-dependent switching

2013

In this paper, the problem of stability on stochastic systems with state-dependent switching is investigated. To analyze properties of the switched system by means of Itô’s formula and Dynkin’s formula, it is critical to show switching instants being stopping times. When the given active-region set can be replaced by its interior, the local solution of the switched system is constructed by defining a series of stopping times as switching instants, and the criteria on global existence and stability of solution are presented by Lyapunov approach. For the case where the active-region set can not be replaced by its interior, the switched systems do not necessarily have solutions, thereby quasi-…