Search results for "trend"
showing 10 items of 404 documents
Statistical analysis of financial returns for a multiagent order book model of asset trading
2007
We recently introduced a realistic order book model [T. Preis, Europhys. Lett. 75, 510 (2006)] which is able to generate the stylized facts of financial markets. We analyze this model in detail, explain the consequences of the use of different groups of traders, and focus on the foundation of a nontrivial Hurst exponent based on the introduction of a market trend. Our order book model supports the theoretical argument that a nontrivial Hurst exponent implies not necessarily long-term correlations. A coupling of the order placement depth to the market trend can produce fat tails, which can be described by a truncated Lévy distribution.
Ordination analysis and bioindices based on zoobenthos communities used to assess pollution of a lake in southern Finland
1990
The suitability of an ordination method, detrended correspondence analysis (DCA), was tested in assessing the degree of pollution of a large lake on the basis of the zoobenthos communities. Lake Etela-Saimaa, in southern Finland, was originally oligotrophic but is now heavily loaded by effluents from the wood-processing industry. Comparison between areas was complicated by variation in the water depths of the lake sub-basins. A horizontal pollution gradient could, however, easily be detected by means of the DCA in both the profundal and sublittoral zones. The benthic quality index (BQI) based on the composition of the profundal chironomid fauna failed at some stations because the indicator …
Flood pattern changes in the rivers of the Baltic countries
2015
Estimation of both the frequency and variation of spring floods is a key issue for the assessment and management of flood risks. Changes in river floods in Estonia, Latvia and Lithuania have been investigated in few national studies. However, there are no studies of the changes of flood patterns by using a common methodology for the rivers of this region. In this study flood pattern changes in the rivers of the Baltic countries were estimated applying trend and frequency analysis for the periods of 1922–2010, 1922–1960, 1961–2010 and 1991–2010, i.e. for the whole spring flood data sets, periods before and after 1960 (this year was considered as the beginning of the remarkable climate change…
What makes a good study day? An intraindividual study on university students’ time investment by means of time-series analyses
2019
Abstract University students often claim to have problems managing the time required to carry out their study demands successfully, which leads to discontent. The question is how much time do students really invest in their studies, what changes occur in time investment over a full academic term, and finally, how is study time related with students' daily study satisfaction? Daily time-series data taken from 105 university students over 154 days were analyzed by means of process analysis techniques and multilevel analysis. The learning time trajectories show a quadratic trend in independent study time and a linear decrease in lecture time. Students' daily study satisfaction was positively r…
Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market
2013
International audience; This paper proposes a novel measure of French investor sentiment based on the volume of internet search reported by Google Trends. We find that our sentiment indicator correlates well with alternative sentiment measures often used in the literature. Furthermore, we find that investor sentiment influences the behavior of mutual fund investors. The results also reveal evidence about short-run predictability in return. An increase in our sentiment index leads to short-term return reversal. The reversal pattern is more pronounced for smaller firms than larger firms, consistent with the predictions of noise trader's models.
The international state of research on measurement of competency in higher education
2015
With the Program for International Student Assessment and Trends in International Mathematics and Science Study surveys, competency assessment became an important policy instrument in the school sector; only recently has international competency measurement gained attention in higher education with the Assessment of Higher Education Learning Outcomes (AHELO) feasibility study. As AHELO showed, measurement of competencies in higher education is a complex and multidimensional task, which poses great methodological challenges. These challenges arise out of the high diversity of degree courses, study programs, and institutions of higher education. Nevertheless, we need to address these challeng…
Medida del resultado de las intervenciones sanitarias en España: una aproximación mediante el análisis temporal y espacial de la mortalidad evitable …
2006
Fundamento: Muchos estudios proponen la mortalidad evitable (ME) como indicador para monitorizar los servicios de salud aunque su generalización está limitada por el gran número de listas de causas utilizadas. El objetivo es analizar la evolución temporal del período 1986-2001 y la distribución geográfica de la mortalidad evitable utilizando una lista de causas consensuada. Métodos: Se analiza la mortalidad evitable global (ME) y agrupada en causas ISAS (intervenciones de los servicios sanitarios) y causas IPSI (políticas intersectoriales). Se analiza la evolución temporal ajustando una recta de regresión de Poisson o un modelo de regresión de Joinpoint, según el caso, y se estima el porcen…
Knowledge Work, Working Time, and Use of Time Among Finnish Dual-Earner Families
2011
The industrial working-time regime is dissolving—not dramatically, but rather as a trend. A new trend is that those in dynamic sectors and in a good labor market position work long hours: Demanding knowledge work appears to require the marginalization of private life. This study investigates the family situation of knowledge workers, the concentration of knowledge workers into family, working time, and use of time in different family types. The analysis is based on the Finnish Use of Time data (1999-2000) using family(spouse)-level data. Compared with other categories of employment, the results suggest only minor quantitative differences between knowledge worker families in working time an…
Influencia de la edad y de la posición operatoria sobre las características fisiológicas de la ventilación mecánica en pacientes sometidos a cirugía …
2017
1.- INTRODUCCIÓN. Según los últimos datos demográficos, el nivel más alto de envejecimiento en la Comunidad Europea se alcanzará entre los años 2.010 y 2.020. Para ese momento se prevé que el número de personas de 50 - 64 años se haya incrementado un 26%, que el número de personas mayores de 65 años constituya aproximadamente el 30% de la población, y que el número de personas de 20-29 años descienda un 20%. Por otra parte, desde el punto de vista fisiológico y en relación con la ventilación, los ancianos presentan una serie de características ventilatorias específicas, tanto a nivel de la mecánica ventilatoria como del intercambio gaseoso, que son propias de la edad y que no deben confundi…
Climate and land-use changes as determinants of lesser kestrel Falco naumanni abundance in Mediterranean cereal steppes (Sicily)
2010
Monitoring of lesser kestrels Falco naumanni is necessary to promote conservation of this vulnerable species. To this end, 35 colonies of this species located in the NNW and SE of Sicily were monitored from 2003 to 2009. Counts of the active colonies and resident pairs were modelled by loglinear Poisson regressions to assess population trends over the study period. Afterwards, a GLM with an analysis of covariance design and a backward removal stepwise regression was performed to relate the observed trend to local- or global-scale climatic variation and to local land-use changes. Colony counts provided a better fit to the loglinear models than pair counts. Loglinear models separated the incr…