Search results for "causality"
showing 10 items of 258 documents
Credit risk transmission in the European banking sector: the case of the subprime and Eurozone debt crises
2014
El objetivo del presente trabajo es analizar en profundidad la transmisión del riesgo de crédito, aproximado por los CDS spreads, en el sector bancario europeo durante el periodo 2006-2012, intentando dar respuesta a diversas cuestiones: (i) ¿existe evidencia de transmisión del riesgo de crédito entre las entidades financieras europeas de la Eurozona y las que no pertenecen a dicha zona?, (ii) ¿es esta transmisión bidireccional o unidireccional?, (iii) concretamente, ¿qué países han liderado dicha transmisión?, y (iv) ¿cómo se ha visto afectada dicha transmisión con las recientes crisis financieras? Los resultados indican un cambio significativo en la transmisión del riesgo de crédito con e…
Fuzzy subgroup mining for gene associations
2004
When studying the therapeutic efficacy of potential new drugs, it would be much more efficient to use predictors in order to assess their toxicity before going into clinical trials. One promising line of research has focused on the discovery of sets of candidate gene profiles to be used as toxicity indicators in future drug development. In particular genomic microarrays may be used to analyze the causality relationship between the administration of the drugs and the so-called gene expression, a parameter typically used by biologists to measure its influence at gene level. This kind of experiments involves a high throughput analysis of noisy and particularly unreliable data, which makes the …
Assessing complexity and causality in heart period variability through a model-free data-driven multivariate approach
2017
The aim of this study is to emphasize the importance of model-free data-driven mul- tivariate approaches in describing HP variability and cardiovascular control mechanisms responsible for inducing HP changes via modifications of different cardiovascular vari- ables such as SAP and RESP. The goal was achieved through the application, a previously proposed model-free data-driven multivariate framework devised to assess complexity and causality over a multivariate set composed by several, simultaneously recorded, car- diovascular variability series (Porta et al., 2014). The approach was applied to assess the complexity of the cardiac control, through the evaluation of the amount of irregularit…
Assessing connectivity in the presence of instantaneous causality
2014
This chapter is devoted to a discussion of the impact of instantaneous causality on the computation of frequency domain connectivity measures. Instantaneous causality (IC) refers to interactions between two observed time series which occur within the same time lag.
Analytic structure ofϕ4theory using light-by-light sum rules
2013
Abstract We apply a sum rule for the forward light-by-light scattering process within the context of the ϕ 4 quantum field theory. As a consequence of the sum rule a stringent causality criterion is presented and the resulting constraints are studied within a particular resummation of graphs. Such resummation is demonstrated to be consistent with the sum rule to all orders of perturbation theory. We furthermore show the appearance of particular non-perturbative solutions within such approximation to be a necessary requirement of the sum rule. For a range of values of the coupling constant, these solutions manifest themselves as a physical bound state and a K-matrix pole. For another domain …
Linear and nonlinear parametric model identification to assess granger causality in short-term cardiovascular interactions
2008
We assessed directional relationships between short RR interval and systolic arterial pressure (SAP) variability series according to the concept of Granger causality. Causality was quantified as the predictability improvement (PI) of a time series obtained when samples of the other series were used for prediction, i.e. moving from autoregressive (AR) to AR exogenous (ARX) prediction. AR and ARX predictions were performed both by linear and nonlinear parametric models. The PIs of RR given SAP and of SAP given RR, measuring baroreflex and mechanical couplings, were calculated in 15 healthy subjects in the resting supine and upright tilt positions. Using nonlinear models we found a bilateral i…
Causality and the Coulomb sum rule in nuclei.
1989
The spectral function in the Jost-Lehmann-Dyson representation of causal commutators is determined for the nonrelativistic limit of inclusive lepton scattering from nuclei. From this an extrapolation of the Coulomb sum rule to higher-momentum transfers is performed which is consistent with the requirement of causality.
Causality and Localization Operators
2005
The evolution of the expectation values of one and two points scalar field operators and of positive localization operators, generated by an istantaneous point source is non local. Non locality is attributed either to zero point vacuum fluctuations, or to non local operations or to the microcausality principle being no satisfied.
Need of causal analysis for assessing phase relationships in closed loop interacting cardiovascular variability series
2003
The phase spectra obtained by the classical closed loop autoregressive model (2AR) and by an open loop autoregressive model (ARXAR) were compared to shed light on the need of introducing causality in the assessment of the delay between RR and arterial pressure oscillations. The reliability of the two approaches was tested in simulation and real data setting. In simulation, the coupling strength of a bivariate closed loop process was adjusted to obtain a range of working conditions from open to closed loop. In open loop condition, 2AR and ARXAR phases were comparable and in agreement with the imposed delay. In closed loop condition, ARXAR model returned the imposed delays, while 2AR showed a…