Identifying Critical Financial Networks of the DJIA: Toward a Network-Based Index

The purpose of this article is twofold. First, we introduce a novel definition of financial networks obtained from time series data from the stock market. Second, we demonstrate that these networks can be used as an index with the property to reflect critical states of the market, respectively, crashes sufficiently. Our work aims to advocate a network-based analysis in the context of the stock market, because such a collective phenomenon can not only be economically described by networks but also analyzed as demonstrated in this article. (C) 2010 Wiley Periodicals, Inc. Complexity 16: 24-33, 2010

Volumetric properties, viscosity and refractive index of the protic ionic liquid, pyrrolidinium octanoate, in molecular solvents

Densities ([rho]) and viscosities ([eta]) of binary mixtures containing the Protic Ionic Liquid (PIL), pyrrolidinium octanoate with five molecular solvents: water, methanol, ethanol, n-butanol, and acetonitrile are determined at the atmospheric pressure as a function of the temperature and within the whole composition range. The refractive index of all mixtures (nD) is measured at 298.15†K. The excess molar volumes VE and deviation from additivity rules of viscosities [eta]E and refractive index [Delta][phi]n, of pyrrolidinium octanoate solutions were then deduced from the experimental results as well as apparent molar volumes V[phi]i, partial molar volumes and thermal expansion coefficients [alpha]p. The excess molar volumes VE are negative over the entire mole fraction range for mixture with water, acetonitrile, and methanol indicating strong hydrogen-bonding interaction for the entire mole fraction. In the case of longest carbon chain alcohols (such as ethanol and n-butanol)†+†pyrrolidinium octanoate solutions, the VE variation as a function of the composition describes an S shape. The deviation from additivity rules of viscosities is negative over the entire composition range for the acetonitrile, methanol, ethanol, and butanol, and becomes less negative with increasing temperature. Whereas, [eta]E of the {[Pyrr][C7CO2]†+†water} binary mixtures is positive in the whole mole fraction range and decreases with increasing temperature. the excess Gibbs free energies of activation of viscous flow ([Delta]G*E) for these systems were calculated. The deviation from additivity rules of refractive index [Delta][phi]n are positive over the whole composition range and approach a maximum of 0.25 in PIL mole fraction for all systems. The magnitude of deviation for [Delta][phi]n describes the following order: water†>†methanol†>†acetonitrile†>†ethanol. Results have been discussed in terms of molecular interactions and molecular structures in these binary mixtures.

Negative Aspects of Close Relationships as a Predictor of Increased Body Mass Index and Waist Circumference: The Whitehall II Study

Objectives. We investigated whether exposure to negative aspects of close relationships was associated with subsequent increase in body mass index (BMI) and waist circumference.
Methods. Data came from a prospective cohort study (Whitehall II) of 9425 civil servants aged 35 to 55 years at baseline (phase 1: 1985-1988). We assessed negative aspects of close relationships with the Close Persons Questionnaire (range 0-12) at phases 1 and 2 (1989-1990). We measured BMI and waist circumference at phases 3 (1991-1994) and 5 (1997-1999). Covariates at phase 1 included gender, age, marital status, ethnicity, BMI, employment grade, smoking, physical activity, fruit and vegetable consumption, and common mental disorder.
Results. After adjustment for sociodemographic characteristics and health behaviors, participants with higher exposure to negative aspects of close relationships had a higher likelihood of a 10% or greater increase in BMI and waist circumference (odds ratios per 1-unit increase 1.08 [95% confidence interval (CI)=1.02, 1.14; P=.007] and 1.09 [CI=1.04, 1.14; P <= .001], respectively) as well as a transition from the overweight (25 <= BMI <30) to the obese (BMI >= 30) category.
Conclusions. Adverse social relationships may contribute to weight gain.

Relationship between work stress and body mass index among 45,810 female and male employees

Objective: The proportion of overweight and obese people has grown rapidly, and obesity has now been widely recognized as an important public health problem. At the came time, stress has increased in working life. The 2 problems could be connected if work stress promotes unhealthy eating habits and sedentary behavior and thereby contributes to weight gain. This study explored the association between work stress and body mass index (BMI; kg/m(2)). Methods: We used cross-sectional questionnaire data obtained from 45,810 female and male employees participating in the ongoing Finnish Public Sector Cohort Study. We constructed individual-level scores, as well as occupational- and organizational-level aggregated scores for work stress, as indicated by the demand/control model and the effort-reward imbalance model. Linear regression analyses were stratified by sex and socioeconomic status (SES) and adjusted for age, marital status, job contract, smoking, alcohol consumption, physical activity, and negative affectivity. Results: The results with the aggregated scores showed that lower job control, higher job strain, and higher effort-reward imbalance were associated with a higher BMI. In men, lower job demands were also associated with a higher BMI. These associations were not accounted for by SES, although an additional adjustment for SES attenuated the associations. The results obtained with the individual-level scores were in the same direction, but the relationships were weaker than those obtained with the aggregated scores. Conclusions: This study shows a weak association between work stress and BMI.

On generating set index functions for randomized caches

Caches hide the growing latency of accesses to the main memory from the processor by storing the most recently used data on-chip. To limit the search time through the caches, they are organized in a direct mapped or set-associative way. Such an organization introduces many conflict misses that hamper performance. This paper studies randomizing set index functions, a technique to place the data in the cache in such a way that conflict misses are avoided. The performance of such a randomized cache strongly depends on the randomization function. This paper discusses a methodology to generate randomization functions that perform well over a broad range of benchmarks. The methodology uses profiling information to predict the conflict miss rate of randomization functions. Then, using this information, a search algorithm finds the best randomization function. Due to implementation issues, it is preferable to use a randomization function that is extremely simple and can be evaluated in little time. For these reasons, we use randomization functions where each randomized address bit is computed as the XOR of a subset of the original address bits. These functions are chosen such that they operate on as few address bits as possible and have few inputs to each XOR. This paper shows that to index a 2(m)-set cache, it suffices to randomize m+2 or m+3 address bits and to limit the number of inputs to each XOR to 2 bits to obtain the full potential of randomization. Furthermore, it is shown that the randomization function that we generate for one set of benchmarks also works well for an entirely different set of benchmarks. Using the described methodology, it is possible to reduce the implementation cost of randomization functions with only an insignificant loss in conflict reduction.

Highly accurate and efficient evaluation of randomising set index functions

Randomising set index functions can reduce the number of conflict misses in data caches by spreading the cache blocks uniformly over all sets. Typically, the randomisation functions compute the exclusive ors of several address bits. Not all randomising set index functions perform equally well, which calls for the evaluation of many set index functions. This paper discusses and improves a technique that tackles this problem by predicting the miss rate incurred by a randomisation function, based on profiling information. A new way of looking at randomisation functions is used, namely the null space of the randomisation function. The members of the null space describe pairs of cache blocks that are mapped to the same set. This paper presents an analytical model of the error made by the technique and uses this to propose several optimisations to the technique. The technique is then applied to generate a conflict-free randomisation function for the SPEC benchmarks. (C) 2003 Elsevier Science B.V. All rights reserved.