Search results for "statistical [methods]"
showing 10 items of 1664 documents
Herding in the cryptocurrency market: CSSD and CSAD approaches
2018
Abstract We analyse the existence of herding in the cryptocurrency market through the cross-sectional standard (absolute) deviation of returns. Our results show that extreme dispersion of returns is explained by rational asset pricing models although it is possible to observe herding during down markets, which highlights the inefficiency and risk of cryptocurrencies. We also observe that the smallest digital currencies are herding with the largest ones, thus traders base their decisions on the performance of the main cryptocurrencies. However, the herding phenomenon cannot be solely attributed to Bitcoin, since the rest of the market is not herding with the main cryptocurrency.
Phase Behavior of Active Swimmers in Depletants: Molecular Dynamics and Integral Equation Theory
2013
We study the structure and phase behavior of a binary mixture where one of the components is self-propelling in nature. The inter-particle interactions in the system were taken from the Asakura-Oosawa model, for colloid-polymer mixtures, for which the phase diagram is known. In the current model version the colloid particles were made active using the Vicsek model for self-propelling particles. The resultant active system was studied by molecular dynamics methods and integral equation theory. Both methods produce results consistent with each other and demonstrate that the Vicsek model based activity facilitates phase separation, thus broadening the coexistence region.
Can persistent Epstein-Barr virus infection induce Chronic Fatigue Syndrome as a Pavlov reflex of the immune response?
2012
Chronic Fatigue Syndrome is a protracted illness condition (lasting even years) appearing with strong flu symptoms and systemic defiances by the immune system. Here, by means of statistical mechanics techniques, we study the most widely accepted picture for its genesis, namely a persistent acute mononucleosis infection, and we show how such infection may drive the immune system toward an out-of-equilibrium metastable state displaying chronic activation of both humoral and cellular responses (a state of full inflammation without a direct "causes-effect" reason). By exploiting a bridge with a neural scenario, we mirror killer lymphocytes $T_K$ and $B$ cells to neurons and helper lymphocytes $…
Geometric phase induced by a cyclically evolving squeezed vacuum reservoir
2006
We propose a new way to generate an observable geometric phase by means of a completely incoherent phenomenon. We show how to imprint a geometric phase to a system by "adiabatically" manipulating the environment with which it interacts. As a specific scheme we analyse a multilevel atom interacting with a broad-band squeezed vacuum bosonic bath. As the squeezing parameters are smoothly changed in time along a closed loop, the ground state of the system acquires a geometric phase. We propose also a scheme to measure such geometric phase by means of a suitable polarization detection.
Scattering lengths and universality in superdiffusive L\'evy materials
2012
We study the effects of scattering lengths on L\'evy walks in quenched one-dimensional random and fractal quasi-lattices, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling properties of the random-walk probability distribution, we show that the effect of the varying scattering length can be reabsorbed in the multiplicative coefficient of the scaling length. This leads to a superscaling behavior, where the dynamical exponents and also the scaling functions do not depend on the value of the scattering length. Within the scaling framework, we obtain an exact expression for the multiplicative coefficient as a function of the scattering length both in the a…
New Author Guidelines for Displaying Data and Reporting Data Analysis and Statistical Methods in Experimental Biology
2019
The American Society for Pharmacology and Experimental Therapeutics has revised the Instructions to Authors for Drug Metabolism and Disposition, Journal of Pharmacology and Experimental Therapeutics, and Molecular Pharmacology These revisions relate to data analysis (including statistical analysis) and reporting but do not tell investigators how to design and perform their experiments. Their overall focus is on greater granularity in the description of what has been done and found. Key recommendations include the need to differentiate between preplanned, hypothesis-testing, and exploratory experiments or studies; explanations of whether key elements of study design, such as sample size and …
Maternal body mass index, gestational weight gain, and the risk of overweight and obesity across childhood: An individual participant data meta-analy…
2019
Background Maternal obesity and excessive gestational weight gain may have persistent effects on offspring fat development. However, it remains unclear whether these effects differ by severity of obesity, and whether these effects are restricted to the extremes of maternal body mass index (BMI) and gestational weight gain. We aimed to assess the separate and combined associations of maternal BMI and gestational weight gain with the risk of overweight/obesity throughout childhood, and their population impact. Methods and findings We conducted an individual participant data meta-analysis of data from 162,129 mothers and their children from 37 pregnancy and birth cohort studies from Europe, No…
Descriptive Statistics
2009
A set of medical data is based on a collection of the data of individual cases or objects, also called observation units or statistical units. Every case, for example every study participant, patient, every experimental animal, every tooth or every cell shows comparable parameters (such as body weight, gender, erosion, pH). Each of these parameters, also called variables, has a specific parameter value (gender = male, age = 30 years, weight = 70 kg) for each observation unit (for example the patient). The aim of descriptive statistics is to summarize the data, so that they can be clearly illustrated (1–3). The property of a parameter is specified by its so-called scale of measure. Generally…
Environmental Data Processing by Clustering Methods for Energy Forecast and Planning
2011
This paper presents a statistical approach based on the k-means clustering technique to manage environmental sampled data to evaluate and to forecast of the energy deliverable by different renewable sources in a given site. In particular, wind speed and solar irradiance sampled data are studied in association to the energy capability of a wind generator and a photovoltaic (PV) plant, respectively. The proposed method allows the sub-sets of useful data, describing the energy capability of a site, to be extracted from a set of experimental observations belonging the considered site. The data collection is performed in Sicily, in the south of Italy, as case study. As far as the wind generation…
A Comparison between Heuristic, Statistical and Data-driven Methods in Landslide Susceptibility Assessment: an Application to the Briga and Giampilie…
2014
Susceptibility assessment concerning the estimation of areas prone to landslide is one of the most useful approach in the analysis of landslide hazard. Over the last years, in an attempt to find the best approach to evaluate landslide susceptibility, many methods have been developed. Among these, the heuristic, the statistical, and the data-driven approaches are very widespread, and they all are based on the concept that the conditions which led to landslide movements in the past will control the probability of movement occurrence in the future. This study presents an assessment of landslide susceptibility in which models of the three different methodologies, such as the heuristic approach,…