Search results for "statistical [methods]"
showing 10 items of 1664 documents
New insights into electron spin dynamics in the presence of correlated noise
2011
The changes of the spin depolarization length in zinc-blende semiconductors when an external component of correlated noise is added to a static driving electric field are analyzed for different values of field strength, noise amplitude and correlation time. Electron dynamics is simulated by a Monte Carlo procedure which keeps into account all the possible scattering phenomena of the hot electrons in the medium and includes the evolution of spin polarization. Spin depolarization is studied by examinating the decay of the initial spin polarization of the conduction electrons through the D'yakonov-Perel process, the only relevant relaxation mechanism in III-V crystals. Our results show that, f…
Relaxation of the order-parameter statistics and dynamical confinement
2020
We study the relaxation of the local ferromagnetic order in the quantum Ising chain in a slant field with both longitudinal and transverse components. After preparing the system in a fully polarised state, we analyse the time evolution of the entire probability distribution function (PDF) of the magnetisation within a block of $\ell$ spins. We first analyse the effect of confinement on the gaussification of the PDF for large $\ell$, showing that the melting of initial order is suppressed when the longitudinal field is aligned to initial magnetisation while it is sped up when it is in the opposite direction. Then we study the thermalisation dynamics. In the paramagnetic region, the PDF quick…
Empirical Analyses of Networks in Finance
2018
Abstract The recent global financial crisis has triggered a huge interest in the use of network concepts and network tools to better understand how instabilities can propagate through the financial system. The literature is today quite vast, covering both theoretical and empirical aspects. This review concentrates on empirical work, and associated methodologies, concerned with the evaluation of the fragility and resilience of financial and credit markets. The first part of the review examines the literature on systemic risk that arise from banks mutual exposures. These exposures stem primarily from interbank lending and derivative positions, but also, indirectly, from common holdings of oth…
Modeling the Dynamics of a Financial Index after a Crash
2004
Supply and demand are perhaps the most fundamental concepts in economics. In a financial market they reflects the orders of the agents to buy or sell a given asset. In turn the fluctuations of supply and demand influence the dynamics of the price of an asset, as, for example, a stock or a financial index. Therefore the dynamics of the price of an asset is affected by the actions and of the beliefs of the agents. It is known that the dynamics of the price of an asset is far from simple, Several stylized facts has been empirically discovered such as, for example, the fat tails in the return distribution and the clustered volatility. These stylized facts has been detected by considering long t…
Sustainable and Conventional Banking in Europe
2020
At the end of the 20th century a new banking model, the so-called ethical banking, emerged becoming the maximum exponent of a socially responsible investment. The financial crisis in 2008 led to a distrust of the conventional financial system and consequently investors began to look with interest this new banking, which only invests in ethical activities and products, with social and environmental criteria, total transparency and a democratic management. The aim of this article is to analyze the economic structure of ethical banking, compared to that of conventional banking, by paying attention to its liquidity, coverage and solvency. Specifically, We compare the financial statements of Tri…
Combining Top-down and Bottom-up Visual Saliency for Firearms Localization
2014
Object detection is one of the most challenging issues for computer vision researchers. The analysis of the human visual attention mechanisms can help automatic inspection systems, in order to discard useless information and improving performances and efficiency. In this paper we proposed our attention based method to estimate firearms position in images of people holding firearms. Both top-down and bottom-up mechanisms are involved in our system. The bottom-up analysis is based on a state-of-the-art approach. The top-down analysis is based on the construction of a probabilistic model of the firearms position with respect to the people’s face position. This model has been created by analyzi…
Replacing radiative transfer models by surrogate approximations through machine learning
2015
Physically-based radiative transfer models (RTMs) help in understanding the processes occurring on the Earth's surface and their interactions with vegetation and atmosphere. However, advanced RTMs can take a long computational time, which makes them unfeasible in many real applications. To overcome this problem, it has been proposed to substitute RTMs through so-called emulators. Emulators are statistical models that approximate the functioning of RTMs. They are advantageous in real practice because of the computational efficiency and excellent accuracy and flexibility for extrapolation. We here present an ‘Emulator toolbox’ that enables analyzing three multi-output machine learning regress…
Atlas-Based Evaluation of Hemodynamic in Ascending Thoracic Aortic Aneurysms
2021
Atlas-based analyses of patients with cardiovascular diseases have recently been explored to understand the mechanistic link between shape and pathophysiology. The construction of probabilistic atlases is based on statistical shape modeling (SSM) to assess key anatomic features for a given patient population. Such an approach is relevant to study the complex nature of the ascending thoracic aortic aneurysm (ATAA) as characterized by different patterns of aortic shapes and valve phenotypes. This study was carried out to develop an SSM of the dilated aorta with both bicuspid aortic valve (BAV) and tricuspid aortic valve (TAV), and then assess the computational hemodynamic of virtual models ob…
Noise Induced Phenomena in Lotka-Volterra Systems
2003
We study the time evolution of two ecosystems in the presence of external noise and climatic periodical forcing by a generalized Lotka-Volterra (LV) model. In the first ecosystem, composed by two competing species, we find noise induced phenomena such as: (i) quasi deterministic oscillations, (ii) stochastic resonance, (iii) noise delayed extinction and (iv) spatial patterns. In the second ecosystem, composed by three interacting species (one predator and two preys), using a discrete model of the LV equations we find that the time evolution of the spatial patterns is strongly dependent on the initial conditions of the three species.
Lévy-type diffusion on one-dimensional directed Cantor graphs.
2009
L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard random walk on the sets but is also allowed to move ballistically throughout the empty regions. Using scaling relations and the mapping onto the electric network problem, we obtain the exact values of the scaling exponents for the asymptotic return probability, the resistivity and the mean square displacement as a function of the topological parameters of the sets. Interestingly, the systems undergoes a transition from superdiffusive to diffusive behavior a…