Search results for "stock"
showing 10 items of 878 documents
Variational Henstock integrability of Banach space valued functions
2016
We study the integrability of Banach space valued strongly measurable functions defined on $[0,1]$. In the case of functions $f$ given by $\sum \nolimits _{n=1}^{\infty } x_n\chi _{E_n}$, where $x_n $ are points of a Banach space and the sets $E_n$ are Lebesgue measurable and pairwise disjoint subsets of $[0,1]$, there are well known characterizations for Bochner and Pettis integrability of $f$. The function $f$ is Bochner integrable if and only if the series $\sum \nolimits _{n=1}^{\infty }x_n|E_n|$ is absolutely convergent. Unconditional convergence of the series is equivalent to Pettis integrability of $f$. In this paper we give some conditions for variational Henstock integrability of a…
Set valued Kurzweil-Henstock-Pettis integral
2005
It is shown that the obvious generalization of the Pettis integral of a multifunction obtained by replacing the Lebesgue integrability of the support functions by the Kurzweil--Henstock integrability, produces an integral which can be described -- in case of multifunctions with (weakly) compact convex values -- in terms of the Pettis set-valued integral.
Differentiation of an additive interval measure with values in a conjugate Banach space
2014
We present a complete characterization of finitely additive interval measures with values in conjugate Banach spaces which can be represented as Henstock-Kurzweil-Gelfand integrals. If the range space has the weak Radon-Nikodým property (WRNP), then we precisely describe when these integrals are in fact Henstock-Kurzweil-Pettis integrals.
Medidas de Tromboprofilaxis en Artroplastia Total de Rodilla. Práctica habitual en la Comunidad Valenciana y revisión bibliográfica.
2020
espanolAntecedentes: El tromboembolismo es una complicacion de la cirugia de artroplastia total de rodilla. Para su prevencion disponemos de multiples medidas fisicas y farmacologicas.Objetivo:Conocer quemedidas de prevencion tromboembolica son las empleadas por los cirujanos ortopedicos en cirugia protesica de rodilla primaria en diferentes centros hospitalarios de nuestra region.Metodo: Estudio transversal descriptivo observacional basado en encuesta dirigida a especialistas COT de 9 hospitales publicos de la Comunidad Valenciana y busqueda bibliografica.Resultados: Se obtuvieron 64 encuestas. Todos los cirujanos eligen HBPM durante un mes como medida de tromboprofilaxis, descartando anti…
The genetics of phenotypic plasticity in livestock in the era of climate change: a review
2020
Climate change has the potential to adversely affect the health of livestock, with consequences to animal welfare, greenhouse gas emissions, productivity, human health and livelihoods. Phenotypic plasticity is the ability of a genotype to produce different phenotypes, depending on environmental, biotic or abiotic conditions; it is a factor influencing and modifying the genes of animal and plant organisms, to adaptation to climate change. Among the various climate variables, heat stress has been reported to be the most detrimental factor to the economy of the livestock industry. There are a number of candidate genes that are associated with adaptation of ruminants, monogastric and poultry to…
There's more to volatility than volume
2006
It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a lesser extent their size, are the main cause of clustered volatility. Under this view bursts of rapid or slow price diffusion reflect bursts of frequent or less frequent trading, which cause both clustered volatility and heavy tails in price returns. We investigate this hypothesis using tick by tick data from the New York and London Stock Exchanges and show that only a small fraction of volatility fluctuations are explained in this manner. Clustered volatility is still very strong even if price changes are recorded on intervals in which the total transaction volume or number of…
Spanning Trees and bootstrap reliability estimation in correlation based networks
2007
We introduce a new technique to associate a spanning tree to the average linkage cluster analysis. We term this tree as the Average Linkage Minimum Spanning Tree. We also introduce a technique to associate a value of reliability to links of correlation based graphs by using bootstrap replicas of data. Both techniques are applied to the portfolio of the 300 most capitalized stocks traded at New York Stock Exchange during the time period 2001-2003. We show that the Average Linkage Minimum Spanning Tree recognizes economic sectors and sub-sectors as communities in the network slightly better than the Minimum Spanning Tree does. We also show that the average reliability of links in the Minimum …
Economic Sector Identification in a Set of Stocks Traded at the New York Stock Exchange: A Comparative Analysis
2006
We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and hierarchical clustering techniques. We apply these methods to a set of stocks traded at the New York Stock Exchange. The investigated time series are recorded at a daily time horizon. All the considered methods are able to detect economic information and the presence of clusters characterized by the economic sector of stocks. However, different methodologies provide different information about the considered set. Our comparative analysis suggests that th…
Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode
2007
We investigate the emergence of a structure in the correlation matrix of assets' returns as the time-horizon over which returns are computed increases from the minutes to the daily scale. We analyze data from different stock markets (New York, Paris, London, Milano) and with different methods. Result crucially depends on whether the data is restricted to the ``internal'' dynamics of the market, where the ``center of mass'' motion (the market mode) is removed or not. If the market mode is not removed, we find that the structure emerges, as the time-horizon increases, from splitting a single large cluster. In NYSE we find that when the market mode is removed, the structure of correlation at t…
Volatility Effects on the Escape Time in Financial Market Models
2008
We shortly review the statistical properties of the escape times, or hitting times, for stock price returns by using different models which describe the stock market evolution. We compare the probability function (PF) of these escape times with that obtained from real market data. Afterwards we analyze in detail the effect both of noise and different initial conditions on the escape time in a market model with stochastic volatility and a cubic nonlinearity. For this model we compare the PF of the stock price returns, the PF of the volatility and the return correlation with the same statistical characteristics obtained from real market data.