Towards a framework for combining stochastic and deterministic descriptions of nonstationary financial time series

We present in this paper ideas to tackle the problem of analysing and forecasting nonstationary time series within the financial domain. Accepting the stochastic nature of the underlying data generator we assume that the evolution of the generator's parameters is restricted on a deterministic manifold. Therefore we propose methods for determining the characteristics of the time-localised distribution. Starting with the assumption of a static normal distribution we refine this hypothesis according to the empirical results obtained with the methods anc conclude with the indication of a dynamic non-Gaussian behaviour with varying dependency for the time series under consideration.

The use of deterministic parsers on sublanguage for machine translation

For more than forty years, research has been on going in the use of the computer in the processing of natural language. During this period methods have evolved, with various parsing techniques and grammars coming to prominence. Problems still exist, not least in the field of Machine Translation. However, one of the successes in this field is the translation of sublanguage. The present work reports Deterministic Parsing, a relatively new parsing technique, and its application to the sublanguage of an aircraft maintenance manual for Machine Translation. The aim has been to investigate the practicability of using Deterministic Parsers in the analysis stage of a Machine Translation system. Machine Translation, Sublanguage and parsing are described in general terms with a review of Deterministic parsing systems, pertinent to this research, being presented in detail. The interaction between machine Translation, Sublanguage and Parsing, including Deterministic parsing, is also highlighted. Two types of Deterministic Parser have been investigated, a Marcus-type parser, based on the basic design of the original Deterministic parser (Marcus, 1980) and an LR-type Deterministic Parser for natural language, based on the LR parsing algorithm. In total, four Deterministic Parsers have been built and are described in the thesis. Two of the Deterministic Parsers are prototypes from which the remaining two parsers to be used on sublanguage have been developed. This thesis reports the results of parsing by the prototypes, a Marcus-type parser and an LR-type parser which have a similar grammatical and linguistic range to the original Marcus parser. The Marcus-type parser uses a grammar of production rules, whereas the LR-type parser employs a Definite Clause Grammar(DGC).

Metabolic and morphological alterations induced by proteolysis-inducing factor from Walker tumour-bearing rats in C2C12 myotubes

BACKGROUND: Patients with advanced cancer suffer from cachexia, which is characterised by a marked weight loss, and is invariably associated with the presence of tumoral and humoral factors which are mainly responsible for the depletion of fat stores and muscular tissue. METHODS: In this work, we used cytotoxicity and enzymatic assays and morphological analysis to examine the effects of a proteolysis-inducing factor (PIF)-like molecule purified from ascitic fluid of Walker tumour-bearing rats (WF), which has been suggested to be responsible for muscle atrophy, on cultured C2C12 muscle cells. RESULTS: WF decreased the viability of C2C12 myotubes, especially at concentrations of 20-25 mug.mL-1. There was an increase in the content of the pro-oxidant malondialdehyde, and a decrease in antioxidant enzyme activity. Myotubes protein synthesis decreased and protein degradation increased together with an enhanced in the chymotrypsin-like enzyme activity, a measure of functional proteasome activity, after treatment with WF. Morphological alterations such as cell retraction and the presence of numerous cells in suspension were observed, particularly at high WF concentrations. CONCLUSION: These results indicate that WF has similar effects to those of proteolysis-inducing factor, but is less potent than the latter. Further studies are required to determine the precise role of WF in this experimental model. © 2008 Yano et al; licensee BioMed Central Ltd.

Walker v Innospec and others 2012

Case law report - online

Terrorism and the law:by Clive Walker

Book review: Oxford: Oxford University Press, 2011, lxxiii + 538 + (index) 15pp (£145.00 hardback). ISBN: 978-0-19-956117-9.

Determinisztikus és valószínűségi elosztási eljárások (Deterministic and probabilistic rationing methods)

Az életben számtalan olyan esettel találkozunk, amikor egy jószág iránti kereslet meghaladja a rendelkezésre álló kínálatot. Példaként említhetjük a kárpótlási igényeket, egy csődbement cég hitelezőinek igényeit, valamely szerv átültetésére váró betegek sorát stb. Ilyen helyzetekben valamilyen eljárás szerint oszthatjuk el a szűkös mennyiséget a szereplők között. Szokás megkülönböztetni a determinisztikus és a sztochasztikus elosztási eljárásokat, jóllehet sok esetben csak a determinisztikus eljárásokat alkalmazzák. Azonban igazságossági szempontból gyakran használnak sztochasztikus elosztási eljárásokat is, mint például tette azt az Egyesült államok hadserege a második világháború végét követően a külföldön állomásozó katonáinak visszavonásakor, illetve a vietnami háború során behívandó személyek kiválasztásakor. / === / We investigated the minimal variance methods introduced in Tasnádi [6] based on seven popular axioms. We proved that if a deterministic rationing method satisfies demand monotonicity, resource monotonicity, equal treatment of equals and self-duality, than the minimal variance methods associated with the given deterministic rationing method also satisfies demand monotonicity, resource monotonicity, equal treatment of equals and self-duality. Furthermore, we found that the consistency, the lower composition and the upper composition of a deterministic rationing method does not imply the consistency, the lower composition and the upper composition of a minimal variance method associated with the given deterministic rationing method.

Deterministic and probabilistic verification of multi-model meteorological forecasts on the subseasonal timescale

In questo studio, un multi-model ensemble è stato implementato e verificato, seguendo una delle priorità di ricerca del Subseasonal to Seasonal Prediction Project (S2S). Una regressione lineare è stata applicata ad un insieme di previsioni di ensemble su date passate, prodotte dai centri di previsione mensile del CNR-ISAC e ECMWF-IFS. Ognuna di queste contiene un membro di controllo e quattro elementi perturbati. Le variabili scelte per l'analisi sono l'altezza geopotenziale a 500 hPa, la temperatura a 850 hPa e la temperatura a 2 metri, la griglia spaziale ha risoluzione 1 ◦ × 1 ◦ lat-lon e sono stati utilizzati gli inverni dal 1990 al 2010. Le rianalisi di ERA-Interim sono utilizzate sia per realizzare la regressione, sia nella validazione dei risultati, mediante stimatori nonprobabilistici come lo scarto quadratico medio (RMSE) e la correlazione delle anomalie. Successivamente, tecniche di Model Output Statistics (MOS) e Direct Model Output (DMO) sono applicate al multi-model ensemble per ottenere previsioni probabilistiche per la media settimanale delle anomalie di temperatura a 2 metri. I metodi MOS utilizzati sono la regressione logistica e la regressione Gaussiana non-omogenea, mentre quelli DMO sono il democratic voting e il Tukey plotting position. Queste tecniche sono applicate anche ai singoli modelli in modo da effettuare confronti basati su stimatori probabilistici, come il ranked probability skill score, il discrete ranked probability skill score e il reliability diagram. Entrambe le tipologie di stimatori mostrano come il multi-model abbia migliori performance rispetto ai singoli modelli. Inoltre, i valori più alti di stimatori probabilistici sono ottenuti usando una regressione logistica sulla sola media di ensemble. Applicando la regressione a dataset di dimensione ridotta, abbiamo realizzato una curva di apprendimento che mostra come un aumento del numero di date nella fase di addestramento non produrrebbe ulteriori miglioramenti.

Survivability : A Unifiying Concept for the Transient Resilience of Deterministic Dynamical Systems

16 pages

Survivability : A Unifiying Concept for the Transient Resilience of Deterministic Dynamical Systems

16 pages

FdDCA : A Novel Fuzzy Deterministic Dendritic Cell Algorithm

Postprint

Survivability of Deterministic Dynamical Systems

Acknowledgements We acknowledge gratefully the support of BMBF, CoNDyNet, FK. 03SF0472A, of the EIT Climate-KIC project SWIPO and Nora Molkenthin for illustrating our illustration of the concept of survivability using penguins. We thank Martin Rohden for providing us with the UK high-voltage transmission grid topology and Yang Tang for very useful discussions. The publication of this article was funded by the Open Access Fund of the Leibniz Association.

Lee Walker, media coordinator at NY NOW, speaks at the Sexism and the Media workshop at the "Sexism in the Schools" conference

General note: Title and date provided by Bettye Lane.

Slow deterministic vector rogue waves

For an erbium-doped fiber laser mode-locked by carbon nanotubes, we demonstrate experimentally and theoretically a new type of the vector rogue waves emerging as a result of the chaotic evolution of the trajectories between two orthogonal states of polarization on the Poincare sphere. In terms of fluctuation induced phenomena, by tuning polarization controller for the pump wave and in-cavity polarization controller, we are able to control the Kramers time, i.e. the residence time of the trajectory in vicinity of each orthogonal state of polarization, and so can cause the rare events satisfying rogue wave criteria and having the form of transitions from the state with the long residence time to the state with a short residence time.