Search results for "threshold [resummation]"

A critical empirical study of three electricity spot price models

2012

We conduct an empirical analysis of three recently proposed and widely used models for electricity spot price process. The first model, called the jump-diffusion model, was proposed by Cartea and Figueroa (2005), and is a one-factor mean-reversion jump-diffusion model, adjusted to incorporate the most important characteristics of electricity prices. The second model, called the threshold model, was proposed by Roncoroni (2002) and further developed by Geman and Roncoroni (2006), and is an exponential Ornstein–Uhlenbeck process driven by a Brownian motion and a state-dependent compound Poisson process. It is designed to capture both statistical and pathwise properties of electricity spot pri…

No linealidad y asimetría en el proceso generador del Índice Ibex35

2013

This paper analyzes the behavior of Ibex35 from January 1999 to December 2001, in order to check if it follows a different process from random walk so its return is not a white noise and it can be predictable, against the efficient market hypothesis. For that, a nonlinear generating process of return will be considered and a STAR-APARCH model will be specified. This model allows a nonlinear behavior in the conditional mean and in the conditional variance. The empirical results show that the Ibex35 follows a nonlinear and asymmetric process, both in the conditional mean as in the conditional variance, so the weak-version of efficient market hypothesis is rejected. El trabajo analiza el compo…

Reports of the AAAI 2009 Fall Symposia

2010

The Association for the Advancement of Artificial Intelligence was pleased to present the 2009 Fall Symposium Series, held Thursday through Saturday, November 5–7, at the Westin Arlington Gateway in Arlington, Virginia. The Symposium Series was preceded on Wednesday, November 4 by a one-day AI funding seminar. The titles of the seven symposia were as follows: (1) Biologically Inspired Cognitive Architectures, (2) Cognitive and Metacognitive Educational Systems, (3) Complex Adaptive Systems and the Threshold Effect: Views from the Natural and Social Sciences, (4) Manifold Learning and Its Applications, (5) Multirepresentational Architectures for Human-Level Intelligence, (6) The Uses of Comp…

‘Threshold effect’ of increasing tocopherol ingestion upon the microsomal epoxide hydrolase activity of rat liver

1990

Skin innervation at different depths correlates with small fibre function but not with pain in neuropathic pain patients

2012

Background: Neuropathy can lead not only to impaired function but also to sensory sensitization. We aimed to link reduced skin nerve fibre density in different levels to layer-specific functional impairment in neuropathic pain patients and tried to identify pain-specific functional and structural markers. Methods: In 12 healthy controls and 36 patients with neuropathic pain, we assessed clinical characteristics, thermal thresholds (quantitative sensory testing) and electrically induced pain and axon reflex erythema. At the most painful sites and at intra-individual control sites, skin biopsies were taken and innervation densities in the different skin layers were assessed. Moreover, neurona…

Airborne Measurements of Contrail Ice Properties—Dependence on Temperature and Humidity

2021

The largest share in the climate impact of aviation results from cirrus clouds. Here, the dependence of microphysical contrail ice properties and extinction on temperature and humidity is investigated. Contrail measurements were performed at various altitudes during the 2018 ECLIF II/NDMAX campaign with the NASA DC-8 chasing the DLR A320. Ice number concentrations and contrail extinction coefficients are largest at altitudes near 9.5 km, typical for short- and medium-range air traffic. At higher altitudes near 11.5 km, low ambient water vapor concentrations lead to smaller contrail particle sizes and lower extinction coefficients. In addition, contrails were detected below 8.2 km near the S…

Liquid-phase alkali-doping of individual carbon nanotube field-effect transistors observed in real-time

2011

The carbon nanotube (CNT) is known to be very sensitive to changes in its surrounding environment. Our study is on the effects of mild, liquid-phase alkali-doping on electronic transport in individual CNTs. We find clear and consistent reversal from p- to n-type behavior, with all seven investigated CNT field-effect transistors (FETs) retaining a similar ON/OFF ratio and subthreshold slope. We have also measured the realtime electronic response during liquid-phase doping, and demonstrate detection of alkali cations with a signal response that ranges over more than three orders of magnitude. The doping is fully reversible upon exposure to oxygen, and the doping cycle is repeatable. We also c…

A heuristic fuzzy algorithm for assessing and managing tourism sustainability

2019

“Smartness” and “sustainability” are gaining growing attention from both practitioners and policy makers. “Smartness” and “sustainability” assessments are of crucial importance for directing, in a systemic perspective, the decision-making process toward sustainability and smart growth objectives. Sustainability assessment is a major challenge due to the multidisciplinary aspects involved that make the evaluation process complex and hinder the effectiveness of available monitoring tools. To achieve the assessment objective, we introduce an enhanced fuzzy logic-based framework for handling the inherent uncertainty and vagueness of the involved variables: we apply our approach to Italy, and we…

EMMA - A New Underground Cosmic-Ray Experiment

2005

A new type of cosmic-ray experiment is under construction in the Pyh\"asalmi mine in the underground laboratory of the University of Oulu, Finland. It aims to study the composition of cosmic rays at and above the knee region. The experiment, called EMMA, will cover approximately 150 square-metres of detector area. The array is capable of measuring the multiplicity and the lateral distribution of underground muons, and the arrival direction of the air shower. The full-size detector is expected to run by the end of 2007.

LA QUESTIONE ABITATIVA TRA SOSTENIBILITÀ SOCIALE E DINAMICHE IMMOBILIARI

2017

Questo studio si propone di delineare una metodologia di valutazione dell’housing affordability alla scala territoriale, intesa come accessibilità finanziaria all’abitazione, in modo da ottenere un sistema di informazioni da impiegare a supporto del processo decisionale pubblico sulle politiche abitative. L’obiettivo, in particolare, è quello di individuare la domanda locale e i bisogni sociali corrispondenti alla distribuzione territoriale dei gap reddituali che impediscono l’accesso all’abitazione, in modo da intervenire con tutti gli strumenti che consentono di raggiungere una maggiore equità sociale. La metodologia procede attraverso lo studio della distribuzione territoriale della ricc…