On the use of geometric moments to examine the continuum of sudden stratospheric warmings

The polar winter stratospheric vortex is a coherent structure that undergoes different types of deformation that can be revealed by the geometric invariant moments. Three moments are used—the aspect ratio, the centroid latitude, and the area of the vortex based on stratospheric data from the 40-yr ECMWF Re-Analysis (ERA-40) project—to study sudden stratospheric warmings. Hierarchical clustering combined with data image visualization techniques is used as well. Using the gap statistic, three optimal clusters are obtained based on the three geometric moments considered here. The 850-K potential vorticity field, as well as the vertical profiles of polar temperature and zonal wind, provides evidence that the clusters represent, respectively, the undisturbed (U), displaced (D), and split (S) states of the polar vortex. This systematic method for identifying and characterizing the state of the polar vortex using objective methods is useful as a tool for analyzing observations and as a test for climate models to simulate the observations. The method correctly identifies all previously identified major warmings and also identifies significant minor warmings where the atmosphere is substantially disturbed but does not quite meet the criteria to qualify as a major stratospheric warming.

Optimal hedging with higher moments

This study proposes a utility-based framework for the determination of optimal hedge ratios (OHRs) that can allow for the impact of higher moments on hedging decisions. We examine the entire hyperbolic absolute risk aversion family of utilities which include quadratic, logarithmic, power, and exponential utility functions. We find that for both moderate and large spot (commodity) exposures, the performance of out-of-sample hedges constructed allowing for nonzero higher moments is better than the performance of the simpler OLS hedge ratio. The picture is, however, not uniform throughout our seven spot commodities as there is one instance (cotton) for which the modeling of higher moments decreases welfare out-of-sample relative to the simpler OLS. We support our empirical findings by a theoretical analysis of optimal hedging decisions and we uncover a novel link between OHRs and the minimax hedge ratio, that is the ratio which minimizes the largest loss of the hedged position. © 2011 Wiley Periodicals, Inc. Jrl Fut Mark

Determination of the density of the multiple access interference of a CDMA system from its moments

A standard CDMA system is considered and an extension of Pearson's results is used to determine the density function of the interference. The method is shown to work well in some cases, but not so in others. However this approach can be useful in further determining the probability of error of the system with minimal computational requirements.

Forecasting VaR using analytic higher moments for GARCH processes

It is widely accepted that some of the most accurate Value-at-Risk (VaR) estimates are based on an appropriately specified GARCH process. But when the forecast horizon is greater than the frequency of the GARCH model, such predictions have typically required time-consuming simulations of the aggregated returns distributions. This paper shows that fast, quasi-analytic GARCH VaR calculations can be based on new formulae for the first four moments of aggregated GARCH returns. Our extensive empirical study compares the Cornish–Fisher expansion with the Johnson SU distribution for fitting distributions to analytic moments of normal and Student t, symmetric and asymmetric (GJR) GARCH processes to returns data on different financial assets, for the purpose of deriving accurate GARCH VaR forecasts over multiple horizons and significance levels.

Aspect selection in adult L2 Spanish and the competing systems hypothesis: when pedagogical and linguistic rules conflict.

Native-like use of preterit and imperfect morphology in all contexts by English learners of L2 Spanish is the exception rather than the rule, even for successful learners. Nevertheless, recent research has demonstrated that advanced English learners of L2 Spanish attain a native-like morphosyntactic competence for the preterit/imperfect contrast, as evidenced by their native-like knowledge of associated semantic entailments (Goodin-Mayeda and Rothman 2007, Montrul and Slabakova 2003, Slabakova and Montrul 2003, Rothman and Iverson 2007). In addition to an L2 disassociation of morphology and syntax (e.g., Bruhn de Garavito 2003, Lardiere 1998, 2000, 2005, Prévost and White 1999, 2000, Schwartz 2003), I hypothesize that a system of learned pedagogical rules contributes to target-deviant L2 performance in this domain through the most advanced stages of L2 acquisition via its competition with the generative system. I call this hypothesis the Competing Systems Hypothesis. To test its predictions, I compare and contrast the use of the preterit and imperfect in two production tasks by native, tutored (classroom), and naturalistic learners of L2 Spanish.

iPad use in fieldwork: formal and informal use to enhance pedagogical practice in a bring your own technology world

We report on use of iPads (and other IOS devices) for student fieldwork use and as electronic field notebooks and to promote active. We have used questionnaires and interviews of tutors and students to elicit their views and technology and iPad use for fieldwork. There is some reluctance for academic staff to relinquish paper notebooks for iPad use, whether in the classroom or on fieldwork, as well as use them for observational and measurement purposes. Students too are largely unaware of the potential of iPads for enhancing fieldwork. Apps can be configured for a wide variety of specific uses that make iPads useful for educational as well as social uses. Such abilities should be used to enhance existing practice as well as make new functionality. For example, for disabled students who find it difficult to use conventional note taking. iPads can be used to develop student self-directed learning and for group contributions. The technology becomes part of the students’ personal learning environments as well as at the heart of their knowledge spaces – academic and social. This blurring of boundaries is due to iPads’ usability to cultivate field use, instruction, assessment and feedback processes. iPads can become field microscopes and entries to citizen science and we see the iPad as the main ‘computing’ device for students in the near future. As part of the Bring Your Own Technology/Device (BYOD) the iPad has much to offer although, both staff and students need to be guided in the most effective use for self-directed education via development of Personal Learning Environments. A more student-oriented pedagogy is suggested to correspond to the increasing use of tablet technologies by students

What do effective teachers of literacy do? Subject knowledge and pedagogical choices for literacy

This article explores the fine detail of practice by three teachers, recognised as effective teachers of literacy. All three were observed during nine literacy lessons, working with Year 2 (6/7 year olds) classes of successful inner-city primary schools in the South of England. Data collection took place in 2003, just as their schools were moving away from the early prescription of the National Literacy Strategy (NLS), and follow up visits were made in 2005. My initial interest had been in what these three teachers did with the NLS in order to motivate pupils and ensure high pupil attainment. Following observations, interviews and coding of teacher-pupil interaction, it became clear that The NLS Framework for Teaching (DfES, 2001) was not the driver of their success but a valuable vehicle for subtle and intuitive teacher behaviours that grew from a detailed understanding of how children develop as readers and writers. Implications for training student teachers to marry theoretical understanding with the expectations of a prescribed curriculum for literacy are discussed.

Pedagogical Aspects of Using Mobile Devices in the Biology Classroom

The ubiquity and power of personal digital devices make them attractive tools for STEM instructors who would like to stimulate active learning. These devices offer both abundant pedagogical opportunities and worrisome challenges. We will discuss our two years of experience in using mobile devices to teach biology in a community college setting, as well as our observations on the best ways to organize digital-based activities to facilitate student active learning.