5 resultados para Financial Movements

em Indian Institute of Science - Bangalore - Índia


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How the brain maintains perceptual continuity across eye movements that yield discontinuous snapshots of the world is still poorly understood. In this study, we adapted a framework from the dual-task paradigm, well suited to reveal bottlenecks in mental processing, to study how information is processed across sequential saccades. The pattern of RTs allowed us to distinguish among three forms of trans-saccadic processing (no trans-saccadic processing, trans-saccadic visual processing and trans-saccadic visual processing and saccade planning models). Using a cued double-step saccade task, we show that even though saccade execution is a processing bottleneck, limiting access to incoming visual information, partial visual and motor processing that occur prior to saccade execution is used to guide the next eye movement. These results provide insights into how the oculomotor system is designed to process information across multiple fixations that occur during natural scanning.

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Many common activities, like reading, scanning scenes, or searching for an inconspicuous item in a cluttered environment, entail serial movements of the eyes that shift the gaze from one object to another. Previous studies have shown that the primate brain is capable of programming sequential saccadic eye movements in parallel. Given that the onset of saccades directed to a target are unpredictable in individual trials, what prevents a saccade during parallel programming from being executed in the direction of the second target before execution of another saccade in the direction of the first target remains unclear. Using a computational model, here we demonstrate that sequential saccades inhibit each other and share the brain's limited processing resources (capacity) so that the planning of a saccade in the direction of the first target always finishes first. In this framework, the latency of a saccade increases linearly with the fraction of capacity allocated to the other saccade in the sequence, and exponentially with the duration of capacity sharing. Our study establishes a link between the dual-task paradigm and the ramp-to-threshold model of response time to identify a physiologically viable mechanism that preserves the serial order of saccades without compromising the speed of performance.

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Conceptual design involves identification of required functions of the intended design, generation of concepts to fulfill these functions, and evaluation of these concepts to select the most promising ones for further development. The focus of this paper is the second phase-concept generation, in which a challenge has been to develop possible physical embodiments to offer designers for exploration and evaluation. This paper investigates the issue of how to transform and thus synthesise possible generic physical embodiments and reports an implemented method that could automatically generate these embodiments. In this paper, a method is proposed to transform a variety of possible initial solutions to a design problem into a set of physical solutions that are described in terms of abstraction of mechanical movements. The underlying principle of this method is to make it possible to link common attributes between a specific abstract representation and its possible physical objects. For a given input, this method can produce a set of concepts in terms of their generic physical embodiments. The method can be used to support designers to start with a given input-output function and systematically search for physical objects for design consideration in terms of simplified functional, spatial, and mechanical movement requirements.

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Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.