26 resultados para ARCH and GARCH Models
Resumo:
We study the properties of the well known Replicator Dynamics when applied to a finitely repeated version of the Prisoners' Dilemma game. We characterize the behavior of such dynamics under strongly simplifying assumptions (i.e. only 3 strategies are available) and show that the basin of attraction of defection shrinks as the number of repetitions increases. After discussing the difficulties involved in trying to relax the 'strongly simplifying assumptions' above, we approach the same model by means of simulations based on genetic algorithms. The resulting simulations describe a behavior of the system very close to the one predicted by the replicator dynamics without imposing any of the assumptions of the mathematical model. Our main conclusion is that mathematical and computational models are good complements for research in social sciences. Indeed, while computational models are extremely useful to extend the scope of the analysis to complex scenarios hard to analyze mathematically, formal models can be useful to verify and to explain the outcomes of computational models.
Resumo:
Since ethical concerns are calling for more attention within Operational Research, we present three approaches to combine Operational Research models with ethics. Our intention is to clarify the trade-offs faced by the OR community, in particular the tension between the scientific legitimacy of OR models (ethics outside OR models) and the integration of ethics within models (ethics within OR models). Presenting and discussing an approach that combines OR models with the process of OR (ethics beyond OR models), we suggest rigorous ways to express the relation between ethics and OR models. As our work is exploratory, we are trying to avoid a dogmatic attitude and call for further research. We argue that there are interesting avenues for research at the theoretical, methodological and applied levels and that the OR community can contribute to an innovative, constructive and responsible social dialogue about its ethics.
Resumo:
The effectiveness of decision rules depends on characteristics of bothrules and environments. A theoretical analysis of environments specifiesthe relative predictive accuracies of the lexicographic rule 'take-the-best'(TTB) and other simple strategies for binary choice. We identify threefactors: how the environment weights variables; characteristics of choicesets; and error. For cases involving from three to five binary cues, TTBis effective across many environments. However, hybrids of equal weights(EW) and TTB models are more effective as environments become morecompensatory. In the presence of error, TTB and similar models do not predictmuch better than a naïve model that exploits dominance. We emphasizepsychological implications and the need for more complete theories of theenvironment that include the role of error.
Resumo:
Since ethical concerns are calling for more attention within OperationalResearch, we present three approaches to combine Operational Researchmodels with ethics. Our intention is to clarify the trade-offs faced bythe OR community, in particular the tension between the scientificlegitimacy of OR models (ethics outside OR models) and the integrationof ethics within models (ethics within OR models). Presenting anddiscussing an approach that combines OR models with the process of OR(ethics beyond OR models), we suggest rigorous ways to express the relationbetween ethics and OR models. As our work is exploratory, we are trying toavoid a dogmatic attitude and call for further research. We argue thatthere are interesting avenues for research at the theoretical,methodological and applied levels and that the OR community can contributeto an innovative, constructive and responsible social dialogue about itsethics.
Resumo:
This paper presents a test of the predictive validity of various classes ofQALY models (i.e., linear, power and exponential models). We first estimatedTTO utilities for 43 EQ-5D chronic health states and next these states wereembedded in health profiles. The chronic TTO utilities were then used topredict the responses to TTO questions with health profiles. We find that thepower QALY model clearly outperforms linear and exponential QALY models.Optimal power coefficient is 0.65. Our results suggest that TTO-based QALYcalculations may be biased. This bias can be avoided using a power QALY model.
Resumo:
The speed and width of front solutions to reaction-dispersal models are analyzed both analytically and numerically. We perform our analysis for Laplace and Gaussian distribution kernels, both for delayed and nondelayed models. The results are discussed in terms of the characteristic parameters of the models
Resumo:
There is no treatment for the neurodegenerative disorder Huntington disease (HD). Cystamine is a candidate drug; however, the mechanisms by which it operates remain unclear. We show here that cystamine increases levels of the heat shock DnaJ-containing protein 1b (HSJ1b) that are low in HD patients. HSJ1b inhibits polyQ-huntingtin¿induced death of striatal neurons and neuronal dysfunction in Caenorhabditis elegans. This neuroprotective effect involves stimulation of the secretory pathway through formation of clathrin-coated vesicles containing brain-derived neurotrophic factor (BDNF). Cystamine increases BDNF secretion from the Golgi region that is blocked by reducing HSJ1b levels or by overexpressing transglutaminase. We demonstrate that cysteamine, the FDA-approved reduced form of cystamine, is neuroprotective in HD mice by increasing BDNF levels in brain. Finally, cysteamine increases serum levels of BDNF in mouse and primate models of HD. Therefore, cysteamine is a potential treatment for HD, and serum BDNF levels can be used as a biomarker for drug efficacy.
Resumo:
My research in live drawing and new technologies uses a combination of a human figure in live in composition, overlaid with a digital projection of a second human figure. The aim is to explore, to amplify and thoroughly analyse the search for distinctive identities and graphic languages of representation for live and projected models.
Resumo:
This paper is a study of the concept of priority and its use together with the notion of hierarchy in academic writing and theoretical models of translation. Hierarchies and priorities can be implicit or explicit, prescribed, suggested or described. The paper starts, chronologically, wtih Nida and Levý’s hierarchical accounts of translation and follows their legacy in scholars as different as Newmark and Gutt. The concept of priorities is hinted at also in didactic models (Nord) as well as in norm-theoretical and accounts of translation (Toury and Chesterman) within Descriptive Translation Studies. All of these authors are analyzed and commented. The paper calls for a more systematic and straightforward account of translational priorities, and proposes a few conceptual tools that stem from this research model, including the concepts of ambition and richness of a translation. Finally, the paper concludes with an adaptation of Lakoff and Johnson’s view of prototypicality and its potential usefulness in research into and the understanding of translation.
Resumo:
A mathematical model of the voltage drop which arises in on-chip power distribution networks is used to compare the maximum voltage drop in the case of different geometric arrangements of the pads supplying power to the chip. These include the square or Manhattan power pad arrangement, which currently predominates, as well as equilateral triangular and hexagonal arrangements. In agreement with the findings in the literature and with physical and SPICE models, the equilateral triangular power pad arrangement is found to minimize the maximum voltage drop. This headline finding is a consequence of relatively simple formulas for the voltage drop, with explicit error bounds, which are established using complex analysis techniques, and elliptic functions in particular.
Resumo:
A mathematical model of the voltage drop which arises in on-chip power distribution networks is used to compare the maximum voltage drop in the case of different geometric arrangements of the pads supplying power to the chip. These include the square or Manhattan power pad arrangement, which currently predominates, as well as equilateral triangular and hexagonal arrangements. In agreement with the findings in the literature and with physical and SPICE models, the equilateral triangular power pad arrangement is found to minimize the maximum voltage drop. This headline finding is a consequence of relatively simple formulas for the voltage drop, with explicit error bounds, which are established using complex analysis techniques, and elliptic functions in particular.