Search results for "causality"

showing 10 items of 258 documents

Specialization and herding behavior of trading firms in a financial market

2008

Agent-based models of financial markets usually make assumptions about agent’s preferred stylized strategies. Empirical validations of these assumptions have not been performed so far on a full-market scale. Here we present a comprehensive study of the resulting strategies followed by the firms which are members of the Spanish Stock Exchange. We are able to show that they can be characterized by a resulting strategy and classified in three well- defined groups of firms. Firms of the first group have a change of inventory of the traded stock which is positively correlated with the synchronous stock return whereas firms of the second group show a negative correlation. Firms of the third group…

PhysicsStylized factSTOCK-MARKETFinancial marketTIME-SERIESTRADESGeneral Physics and AstronomyUncorrelatedMODELINVESTORSRATIONALITYPRICESGranger causalityStock exchangeEconometricsHerdingHerd behaviorStock (geology)New Journal of Physics
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The Impact of Population Ageing and Social Stratification: The Case of Latvia

2019

Population ageing and social stratification is widely assumed to have detrimental effects on the economy yet there is little empirical evidence about the magnitude of its effects. The aim of this article is to investigate the relationships between population ageing and social stratification and the state of economy of a small and post-transition economy. We are looking for these relationships and their strength of influence; at what time after shocking these variables reach their original levels. We apply standard Granger (non-) causality tests, VAR (Vector Auto-Regressive), IRF (Impulse Response Function) and the prediction error variance analysis by using quarterly data from 2000 to 2018.…

Population ageingEconomic development -- Econometric models03 medical and health sciencesPrediction error variance0302 clinical medicinepost-transition economy0502 economics and businessPer capitaEconomicssmall and open economy030212 general & internal medicineEmpirical evidenceLabor supply -- LatviaPopulation ageingSocial stratification -- Latviapopulation social stratification05 social sciencesGeneral Business Management and AccountingCausalitySocial stratificationPopulation aging -- Latvia:SOCIAL SCIENCES::Business and economics::Economics [Research Subject Categories]Demographic economicsLatvia -- Economic policyGeneral Economics Econometrics and Finance050212 sport leisure & tourism
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Generating students' information seeking questions in the scholar lab: what benefits can we expect from inquiry teaching approaches?

2013

ABSTARCT: Physics teachers use experimental devices to show students how scientific concepts, principles, and laws are applied to understand the real world. This paper studies question generation of secondary and under-graduate university students when they are confronted with experimental devices in different but usual teaching situations: reading about devices while studying still images or diagrams, watching an experimental demonstration, and handling the devices in the laboratory. The influence of the prior scientific knowledge on the questions asked is also analysed. Inquiry learning environments, involving lab projects, seemed to stimulate more inferences addressed to causality when s…

Problem solvingScience instructionSociology of scientific knowledgeInformation seekingExperimental devicesApplied Mathematicsmedia_common.quotation_subjectTeaching methodFísicaExperimental DevicesCiències de l'educacióCausalityEducationQuestion generationBasic physicsReading (process)Question generationMathematics educationComputingMilieux_COMPUTERSANDEDUCATIONPsychologymedia_common
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Between striated and smooth space: Exploring the topology of transnational student mobility

2017

In this paper, we raise a question regarding how transnational students develop their spaces as mobile, temporary, and at times stable and territorially fixed. We argue that approaching transnational student migration and its relations to place as a Deleuzian assemblage is a fruitful way of highlighting this issue, and we propose the axes of the expressive/material and territorialisation/de-territorialisation as analytical tools for understanding aspects of the temporal and spatial dimensions of transnational student mobility. Our theoretical discussion is informed by the migration experiences of transnational students studying at a Norwegian university. Our core argument is that transnatio…

Process (engineering)05 social sciencesGeography Planning and Development0211 other engineering and technologies0507 social and economic geographyAssemblage (composition)021107 urban & regional planningRelational space02 engineering and technologyEnvironmental Science (miscellaneous)Space (commercial competition)Topological spaceCausalityEpistemologyStudent migrationArgumentComputingMilieux_COMPUTERSANDSOCIETYSociologySocial science050703 geography
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Competition between memory-keeping and memory-erasing decoherence channels

2014

We study the competing effects of simultaneous Markovian and non-Markovian decoherence mechanisms acting on a single spin. We show the existence of a threshold in the relative strength of such mechanisms above which the spin dynamics becomes fully Markovian, as revealed by the use of several non-Markovianity measures. We identify a measure-dependent nested structure of such thresholds, hinting at a causality relationship among the various non-Markovianity witnesses used in our analysis. Our considerations are then used to argue the unavoidably non-Markovian evolution of a single-electron quantum dot exposed to both intrinsic and Markovian technical noise, the latter of arbitrary strength. 

Quantum decoherenceNON-MARKOVIAN DYNAMICSMarkov processFOS: Physical sciencesRelative strengthSPINS01 natural sciencesNoise (electronics)Settore FIS/03 - Fisica Della Materia010305 fluids & plasmasCausality (physics)symbols.namesakeSYSTEMSQuantum mechanics0103 physical sciencesStatistical physicsQuantum information010306 general physicsSpin-½PhysicsQuantum Physics/dk/atira/pure/subjectarea/asjc/3100/3107Atomic and Molecular Physics and OpticsQuantum dotsymbolsSEMICONDUCTOR QUANTUM DOTSQuantum Physics (quant-ph)
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Online topology estimation for vector autoregressive processes in data networks

2017

An important problem in data sciences pertains to inferring causal interactions among a collection of time series. Upon modeling these as a vector autoregressive (VAR) process, this paper deals with estimating the model parameters to identify the underlying causality graph. To exploit the sparse connectivity of causality graphs, the proposed estimators minimize a group-Lasso regularized functional. To cope with real-time applications, big data setups, and possibly time-varying topologies, two online algorithms are presented to recover the sparse coefficients when observations are received sequentially. The proposed algorithms are inspired by the classic recursive least squares (RLS) algorit…

Recursive least squares filter021103 operations researchComputer science0211 other engineering and technologiesEstimatorApproximation algorithm020206 networking & telecommunications02 engineering and technologyNetwork topologyCausality (physics)Autoregressive model0202 electrical engineering electronic engineering information engineeringOnline algorithmTime seriesAlgorithm2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)
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Comparison of Functional Network Connectivity and Granger Causality for Resting State fMRI Data

2017

Functional network connectivity (FNC) and Granger causality have been widely used to identify functional and effective connectivity for resting functional magnetic resonance imaging (fMRI) data. However, the relationship between these two approaches is still unclear, making it difficult to compare results. In this study, we investigate the relationship by constraining the FNC lags and the causality coherences for analyzing resting state fMRI data. The two techniques were applied respectively to examine the connectivity within default mode network related components extracted by group independent component analysis. The results show that FNC and Granger causality provide complementary result…

Resting state fMRImedicine.diagnostic_testComputer sciencebusiness.industryPattern recognitionCausality030227 psychiatryCausality (physics)Functional networks03 medical and health sciences0302 clinical medicineGranger causalitymedicineArtificial intelligencebusinessFunctional magnetic resonance imaging030217 neurology & neurosurgeryDefault mode network
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A Cross-Country Study of Workers' Skills and Unemployment Flows

2017

Using an international survey that directly assesses the cognitive skills of the adult population, I study the relation between skills and unemployment flows across 37 countries. Depending on the specifically assessed domain, I document that skills have an unconditional correlation with the log-risk-ratio of exiting to entering unemployment of 0.65–0.68 across the advanced and skill-abundant countries in the sample. The relation is remarkably robust and it is unlikely to be due to reverse causality. I do not find evidence that this positive relation extends to the seven relatively less advanced and less skill-abundant countries in the sample: Peru, Ecuador, Indonesia, Mexico, Chile, Turkey …

Reverse causalityActuarial scienceCross countrymedia_common.quotation_subjecteducationInternational comparisonsAdult populationSample (statistics)Human capitalparasitic diseasesUnemploymentEconomicsDemographic economicsCognitive skillmedia_commonSSRN Electronic Journal
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Predictores y efectos de la repetición de curso

2018

About a third of Spanish students will have repeated at least one school year by the time they reach 16. It is claimed that alternative policies top grade repetition should seek to provide individualised treatment and ensure early intervention. In Spain, while there is empirical evidence in support of the benefits of the former, there is little for the latter. Here, we fill this gap by combining data from two international assessments. We identify the profile of students who a) are at greatest risk of grade retention and b) are most negatively affected by the policy. Our results confirm the importance of early intervention and the need to rethink grade repetition as a one-size-fits-all poli…

Reverse causalityEconomics and EconometricsHistoryRepetition (rhetorical device)educationGeography Planning and DevelopmentTransportationGrade retentionAcademic achievementDevelopmental psychologyIntervention (counseling)Political Science and International RelationsEmpirical evidencePsychologySocial Sciences (miscellaneous)Revista de Economía Mundial
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Personality traits and unemployment: Evidence from longitudinal data

2012

This study contributes to the literature on how personality is related to labour market success by providing evidence on the relationship between personality traits and unemployment. After accounting for reverse causality and measurement error, our results suggest that higher openness was associated with increased cumulative unemployment at the prime working age. It seems that this connection occurs because individuals with higher openness enter into unemployment spells more frequently – not because their unemployment spells would be particularly long. peerReviewed

Reverse causalityReverse causalityEconomics and EconometricsLabour economicsta511Sociology and Political ScienceLongitudinal datamedia_common.quotation_subjecttyöttömyyspersoonallisuusErrors-in-variables biasUnemploymentOpenness to experiencePersonalityStability of the Big Five personalitytraitsWorking ageBig Five personality traitsPsychologyta515Applied Psychologymedia_common
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