Linear chaos for the Quick-Thinking-Driver model.

In recent years, the topic of car-following has experimented an increased importance in traffic engineering and safety research. This has become a very interesting topic because of the development of driverless cars (Google driverless cars, http://en.wikipedia.org/wiki/Google_driverless_car). Driving models which describe the interaction between adjacent vehicles in the same lane have a big interest in simulation modeling, such as the Quick-Thinking-Driver model. A non-linear version of it can be given using the logistic map, and then chaos appears. We show that an infinite-dimensional version of the linear model presents a chaotic behaviour using the same approach as for studying chaos of death models of cell growth.

Numerical study of the enlarged O(5) symmetry of the 3D antiferromagnetic RP^(2) spin model

We investigate by means of Monte Carlo simulation and finite-size scaling analysis the critical properties of the three dimensional O (5) non-linear σ model and of the antiferromagnetic RP^(2) model, both of them regularized on a lattice. High accuracy estimates are obtained for the critical exponents, universal dimensionless quantities and critical couplings. It is concluded that both models belong to the same universality class, provided that rather non-standard identifications are made for the momentum-space propagator of the RP^(2) model. We have also investigated the phase diagram of the RP^(2) model extended by a second-neighbor interaction. A rich phase diagram is found, where most of the phase transitions are of the first order.

Pupillary behavior in relation to wavelength and age

Pupil light reflex can be used as a non-invasive ocular predictor of cephalic autonomic nervous system integrity. Spectral sensitivity of the pupil's response to light has, for some time, been an interesting issue. It has generally, however, only been investigated with the use of white light and studies with monochromatic wavelengths are scarce. This study investigates the effects of wavelength and age within three parameters of the pupil light reflex (amplitude of response, latency, and velocity of constriction) in a large sample of younger and older adults (N = 97), in mesopic conditions. Subjects were exposed to a single light stimulus at four different wavelengths: white (5600° K), blue (450 nm), green (510 nm), and red (600 nm). Data was analyzed appropriately, and, when applicable, using the General Linear Model (GLM), Randomized Complete Block Design (RCBD), Student's t-test and/or ANCOVA. Across all subjects, pupillary response to light had the greatest amplitude and shortest latency in white and green light conditions. In regards to age, older subjects (46-78 years) showed an increased latency in white light and decreased velocity of constriction in green light compared to younger subjects (18-45 years old). This study provides data patterns on parameters of wavelength-dependent pupil reflexes to light in adults and it contributes to the large body of pupillometric research. It is hoped that this study will add to the overall evaluation of cephalic autonomic nervous system integrity.

Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the dynamic covariance matrix. The contribution of the paper ties in with Robert Basmann’s seminal work in terms of the estimation of highly non-linear model specifications (“Causality tests and observationally equivalent representations of econometric models”, Journal of Econometrics, 1988, 39(1-2), 69–104), especially for developing tests for leverage and spillover effects in the covariance dynamics. Efficient importance sampling is used to maximize the likelihood function of RMESV-ALM, and the finite sample properties of the quasi-maximum likelihood estimator of the parameters are analysed. Using high frequency data for three US financial assets, the new model is estimated and evaluated. The forecasting performance of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions from returns to volatility and co-volatility.