ترغب بنشر مسار تعليمي؟ اضغط هنا

We study the price dynamics of 65 stocks from the Dow Jones Composite Average from 1973 until 2014. We show that it is possible to define a Daily Market Volatility $sigma(t)$ which is directly observable from data. This quantity is usually indirectly defined by $r(t)=sigma(t) omega(t)$ where the $r(t)$ are the daily returns of the market index and the $omega(t)$ are i.i.d. random variables with vanishing average and unitary variance. The relation $r(t)=sigma(t) omega(t)$ alone is unable to give an operative definition of the index volatility, which remains unobservable. On the contrary, we show that using the whole information available in the market, the index volatility can be operatively defined and detected.
Based on a theoretical model for opinion spreading on a network, through avalanches, the effect of external field is now considered, by using methods from non-equilibrium statistical mechanics. The original part contains the implementation that the a valanche is only triggered when a local variable (a so called awareness) reaches and goes above a threshold. The dynamical rules are constrained to be as simple as possible, in order to sort out the basic features, though more elaborated variants are proposed. Several results are obtained for a Erdos-Renyi network and interpreted through simple analytical laws, scale free or logistic map-like, i.e., (i) the sizes, durations, and number of avalanches, including the respective distributions, (ii) the number of times the external field is applied to one possible node before all nodes are found to be above the threshold, (iii) the number of nodes still below the threshold and the number of hot nodes (close to threshold) at each time step.
The origin of Malagasy DNA is half African and half Indonesian, nevertheless the Malagasy language, spoken by the entire population, belongs to the Austronesian family. The language most closely related to Malagasy is Maanyan (Greater Barito East gro up of the Austronesian family), but related languages are also in Sulawesi, Malaysia and Sumatra. For this reason, and because Maanyan is spoken by a population which lives along the Barito river in Kalimantan and which does not possess the necessary skill for long maritime navigation, the ethnic composition of the Indonesian colonizers is still unclear. There is a general consensus that Indonesian sailors reached Madagascar by a maritime trek, but the time, the path and the landing area of the first colonization are all disputed. In this research we try to answer these problems together with other ones, such as the historical configuration of Malagasy dialects, by types of analysis related to lexicostatistics and glottochronology which draw upon the automated method recently proposed by the authors cite{Serva:2008, Holman:2008, Petroni:2008, Bakker:2009}. The data were collected by the first author at the beginning of 2010 with the invaluable help of Joselin`a Soafara Nere and consist of Swadesh lists of 200 items for 23 dialects covering all areas of the Island.
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا