170 resultados para Implisiteettinen volatiliteetti, Implied volatility
Resumo:
This study is focused on the dominance exerted by the invasive Argentine ant over native ants in a coastal Mediterranean area. Theimpact of this invasive ant on native ant assemblages and its consequences on total ant biomass and on the intensity of habitat explorationwere evaluated. Foraging ants were observed and their trajectories recorded during 5-minute periods in two study zones, one invaded andthe other non-invaded. Ant species detected, ant worker abundance, ant biomass and the intensity of soil surface searching done by antswere compared between the two zones. The Argentine ant invasion provoked a drastic reduction of the ant species richness. Apparentlyonly one native ant species is able to coexist with the Argentine ant, the cryptic Plagiolepis pygmaea. Ant worker abundance was also modified after the invasion: the number of Argentine ant workers detected, which represented 92% of the invaded zone, was two times higher than the number of native ant workers detected in the non-invaded zone. The total ant biomass was inversely affected, becoming four times lower in the invaded zone highly dominated by Linepithema humile. The higher number of Argentine ant workers and their fast tempo of activity implied an alteration of the intensity of soil surface searching: scanning by the Argentine ants in the invaded zone was higher than that done by the native ants in the non-invaded zone, and the estimated time for a complete soil surface scan was 64 minutes in the invaded zone and 108 minutes in the non-invaded zone. Consequently, resources will be discovered faster by ants in the invaded zone than in the non-invaded zone. The increase of the mean temperature and the decrease of the relative humidity from May to August reduced the ant activity in the two study zones but this reduction was greater in the invaded zone
Resumo:
The set of initial conditions for which the pseudoclassical evolution algorithm (and minimality conservation) is verified for Hamiltonians of degrees N (N>2) is explicitly determined through a class of restrictions for the corresponding classical trajectories, and it is proved to be at most denumerable. Thus these algorithms are verified if and only if the system is quadratic except for a set of measure zero. The possibility of time-dependent a-equivalence classes is studied and its physical interpretation is presented. The implied equivalence of the pseudoclassical and Ehrenfest algorithms and their relationship with minimality conservation is discussed in detail. Also, the explicit derivation of the general unitary operator which linearly transforms minimum-uncertainty states leads to the derivation, among others, of operators with a general geometrical interpretation in phase space, such as rotations (parity, Fourier).
Resumo:
The wave-of-advance model has been previously applied to Neolithic human range expansions, yielding good agreement to the speeds inferred from archaeological data. Here, we apply it for the first time to Palaeolithic human expansions by using reproduction and mobility parameters appropriate to hunter-gatherers (instead of the corresponding values for preindustrial farmers). The order of magnitude of the predicted speed is in agreement with that implied by the AMS radiocarbon dating of the lateglacial human recolonization of northern Europe (14.2–12.5 kyr BP). We argue that this makes it implausible for climate change to have limited the speed of the recolonization front. It is pointed out that a similar value for the speed can be tentatively inferred from the archaeological data on the expansion of modern humans into the Levant and Europe (42–36 kyr BP)
Resumo:
Standard indirect Inference (II) estimators take a given finite-dimensional statistic, Z_{n} , and then estimate the parameters by matching the sample statistic with the model-implied population moment. We here propose a novel estimation method that utilizes all available information contained in the distribution of Z_{n} , not just its first moment. This is done by computing the likelihood of Z_{n}, and then estimating the parameters by either maximizing the likelihood or computing the posterior mean for a given prior of the parameters. These are referred to as the maximum indirect likelihood (MIL) and Bayesian Indirect Likelihood (BIL) estimators, respectively. We show that the IL estimators are first-order equivalent to the corresponding moment-based II estimator that employs the optimal weighting matrix. However, due to higher-order features of Z_{n} , the IL estimators are higher order efficient relative to the standard II estimator. The likelihood of Z_{n} will in general be unknown and so simulated versions of IL estimators are developed. Monte Carlo results for a structural auction model and a DSGE model show that the proposed estimators indeed have attractive finite sample properties.
Resumo:
One of the methodological resources that teachers use in a generalised way in Physical Education classes is the game. Inthis article we define the concept of game and analyse the characteristics of their internal structure. On the other hand welook at the concepts of physical condition and conditional skills and describe the objectives of its work in Primary Education.Finally, we relate these concepts and propose two practical examples of modifying the internal structure of the game so asto produce variations in the implied conditional skills