Forecasting financial weather - can we foresee market sentiment? Spectrum of stock price behavior - NYSE case study

The desire to create a statistical or mathematical model, which would allow predicting the future changes in stock prices, was born many years ago. Economists and mathematicians are trying to solve this task by applying statistical analysis and physical laws, but there are still no satisfactory results. The main reason for this is that a stock exchange is a non-stationary, unstable and complex system, which is influenced by many factors. In this thesis the New York Stock Exchange was considered as the system to be explored. A topological analysis, basic statistical tools and singular value decomposition were conducted for understanding the behavior of the market. Two methods for normalization of initial daily closure prices by Dow Jones and S&P500 were introduced and applied for further analysis. As a result, some unexpected features were identified, such as a shape of distribution of correlation matrix, a bulk of which is shifted to the right hand side with respect to zero. Also non-ergodicity of NYSE was confirmed graphically. It was shown, that singular vectors differ from each other by a constant factor. There are for certain results no clear conclusions from this work, but it creates a good basis for the further analysis of market topology.

Adventures of Ludom: a Videogame Geneontology

Within the last few decades, the videogame has become an important media, economic, and cultural phenomenon. Along with the phenomenon’s proliferation the aspects that constitute its identity have become more and more challenging to determine, however. The persistent surfacing of novel ludic forms continues to expand the conceptual range of ‘games’ and ‘videogames,’ which has already lead to anxious generalizations within academic as well as popular discourses. Such generalizations make it increasingly difficult to comprehend how the instances of this phenomenon actually work, which in turn generates pragmatic problems: the lack of an applicable identification of the videogame hinders its study, play, and everyday conceptualization. To counteract these problems this dissertation establishes a geneontological research methodology that enables the identification of the videogame in relation to its cultural surroundings. Videogames are theorized as ‘games,’ ‘puzzles,’ ‘stories,’ and ‘aesthetic artifacts’ (or ‘artworks’), which produces a geneontological sequence of the videogame as a singular species of culture, Artefactum ludus ludus, or ludom for short. According to this sequence, the videogame’s position as a ‘game’ in the historicized evolution of culture is mainly metaphorical, while at the same time its artifactuality, dynamic system structure, time-critical strategic input requirements and aporetically rhematic aesthetics allow it to be discovered as a conceptually stable but empirically transient uniexistential phenomenon that currently thrivesbut may soon die out.

The Nature of Object of Perception and Its Role in the Knowledge Concerning the External World

Questions concerning perception are as old as the field of philosophy itself. Using the first-person perspective as a starting point and philosophical documents, the study examines the relationship between knowledge and perception. The problem is that of how one knows what one immediately perceives. The everyday belief that an object of perception is known to be a material object on grounds of perception is demonstrated as unreliable. It is possible that directly perceived sensible particulars are mind-internal images, shapes, sounds, touches, tastes and smells. According to the appearance/reality distinction, the world of perception is the apparent realm, not the real external world. However, the distinction does not necessarily refute the existence of the external world. We have a causal connection with the external world via mind-internal particulars, and therefore we have indirect knowledge about the external world through perceptual experience. The research especially concerns the reasons for George Berkeley’s claim that material things are mind-dependent ideas that really are perceived. The necessity of a perceiver’s own qualities for perceptual experience, such as mind, consciousness, and the brain, supports the causal theory of perception. Finally, it is asked why mind-internal entities are present when perceiving an object. Perception would not directly discern material objects without the presupposition of extra entities located between a perceiver and the external world. Nevertheless, the results show that perception is not sufficient to know what a perceptual object is, and that the existence of appearances is necessary to know that the external world is being perceived. However, the impossibility of matter does not follow from Berkeley’s theory. The main result of the research is that singular knowledge claims about the external world never refer directly and immediately to the objects of the external world. A perceiver’s own qualities affect how perceptual objects appear in a perceptual situation.

DNA tests probe the genomic ancestry of Brazilians

We review studies from our laboratories using different molecular tools to characterize the ancestry of Brazilians in reference to their Amerindian, European and African roots. Initially we used uniparental DNA markers to investigate the contribution of distinct Y chromosome and mitochondrial DNA lineages to present-day populations. High levels of genetic admixture and strong directional mating between European males and Amerindian and African females were unraveled. We next analyzed different types of biparental autosomal polymorphisms. Especially useful was a set of 40 insertion-deletion polymorphisms (indels) that when studied worldwide proved exquisitely sensitive in discriminating between Amerindians, Europeans and Sub-Saharan Africans. When applied to the study of Brazilians these markers confirmed extensive genomic admixture, but also demonstrated a strong imprint of the massive European immigration wave in the 19th and 20th centuries. The high individual ancestral variability observed suggests that each Brazilian has a singular proportion of Amerindian, European and African ancestries in his mosaic genome. In Brazil, one cannot predict the color of persons from their genomic ancestry nor the opposite. Brazilians should be assessed on a personal basis, as 190 million human beings, and not as members of color groups.

Prions: the danger of biochemical weapons

The knowledge of biotechnology increases the risk of using biochemical weapons for mass destruction. Prions are unprecedented infectious pathogens that cause a group of fatal neurodegenerative diseases by a novel mechanism. They are transmissible particles that are devoid of nucleic acid. Due to their singular characteristics, Prions emerge as potential danger since they can be used in the development of such weapons. Prions cause fatal infectious diseases, and to date there is no therapeutic or prophylactic approach against these diseases. Furthermore, Prions are resistant to food-preparation treatments such as high heat and can find their way from the digestive system into the nervous system; recombinant Prions are infectious either bound to soil particles or in aerosols. Therefore, lethal Prions can be developed by malicious researchers who could use it to attack political enemies since such weapons cause diseases that could be above suspicion.

The Construction of ‘Disciplinary’ Violence Against Children — Social Workers’, Police Officers’ and Parents’ Rationales

This dissertation examines parental disciplinary violence against children in authority records and in the criminal procedure in Finland. The main aim is to analyze disciplinary violence, how it is defined, and how it is constructed as a crime by social workers, the police, and parents. This dissertation consists of four sub-studies and a summary article. In the first sub-study, I examine how disciplinary violence appears in child welfare documents and analyze the decision-making processes and measures taken by the child welfare workers. The second sub-study, utilizing police interview data, examines police officers’ perceptions of disciplinary violence, its criminalization, and its investigation. In addition to this analysis of police officers’ own perceptions, in the third sub-study, I use reports of crime and pre-trial investigation documents to look at what a typical suspicion of disciplinary violence coming to the attention of the police is and examine the decision-making processes of the police. Utilizing authority data, the fourth sub-study analyzes how parents rationalize the use of disciplinary violence to the authorities investigating these suspicions. The research provides findings that are unprecedented in Finland. Firstly, it was shown that social workers’ decision-making processes in suspicions of disciplinary violence follow three pathways of reasoning, with many factors taken into consideration; and in less than one-third of the cases, a request for criminal investigation has been made to the police. Secondly, it was verified that police officers hold different perceptions of disciplinary violence, and these perceptions have multiple effects on the investigation of these cases and the construction of disciplinary violence as a crime. Thirdly, the analysis of the reports of crime and pre-trial investigation documents showed that almost two-thirds of the cases of disciplinary violence had been sent to a prosecutor by the police and, thus, defined as a crime. However, in many cases, acts of disciplinary violence were often seen as ‘educational, petty one-off incidents’ and a possible trial and punishment for the perpetrator were seen as unreasonable. Fourthly, it was found that parents often try to neutralize and rationalize the violence they have used against their children, for example, either by denying the victim, the criminal intent, or the entire act, or relying on the necessity of the forbidden act. The dissertation concludes that disciplinary violence is defined and constructed in authority policies and practices, first and foremost, by the severity of the act, the nature of the act as continuous or singular, the perceived harm caused by the act to a child, and the perceptions of authorities regarding physical punishment of children. The asymmetrical power setting present in disciplinary violence and parents’ legitimized right to raise and discipline their children partly seem to explain why criminal-law processing of these suspicions of violence and understanding these as crimes is difficult. Finally, this research calls for more coherent and consistent authority practices and policies, achieved by educating authorities and increasing awareness on disciplinary violence, questions the need for a concept like ‘disciplinary’ violence, and suggests more emphasis on unambiguous perceptions of a child’s best interest.

Static waves in corporate space : characterizing oscillating trading patterns in New York stock exchange

Various researches in the field of econophysics has shown that fluid flow have analogous phenomena in financial market behavior, the typical parallelism being delivered between energy in fluids and information on markets. However, the geometry of the manifold on which market dynamics act out their dynamics (corporate space) is not yet known. In this thesis, utilizing a Seven year time series of prices of stocks used to compute S&P500 index on the New York Stock Exchange, we have created local chart to the corporate space with the goal of finding standing waves and other soliton like patterns in the behavior of stock price deviations from the S&P500 index. By first calculating the correlation matrix of normalized stock price deviations from the S&P500 index, we have performed a local singular value decomposition over a set of four different time windows as guides to the nature of patterns that may emerge. I turns out that in almost all cases, each singular vector is essentially determined by relatively small set of companies with big positive or negative weights on that singular vector. Over particular time windows, sometimes these weights are strongly correlated with at least one industrial sector and certain sectors are more prone to fast dynamics whereas others have longer standing waves.

Bachelard e a filosofia

Neste breve artigo tento apresentar a compreensão singular de filosofia que aparece na reflexão que Gaston Bachelard dedica à arte e à literatura.

Feuerbach e Espinosa: deus e natureza, dualismo ou unidade?

O presente artigo evidencia, por um lado, o mérito da filosofia de Espinosa, pelo fato de haver submetido a oposição das partes e do todo, do corpo e da alma, da matéria e do espírito, à unidade da substância, já que toda parte singular da substância pertence à sua natureza. Por outro lado, destaca a crítica de Feuerbach a Espinosa, porque a filosofia deste é, na verdade, uma filosofia da identidade, que não reconhece, como Hegel também assinala, a substância como espírito e o espírito como substância, e não determina suficientemente a unidade da matéria e do espírito, já que falta a ela a realidade da diferença, da determinidade. Enquanto Espinosa identifica Deus com a natureza (Deus sive natura) e, mediante a natureza divina (a substância), supera a contradição de Descartes entre matéria (res extensa) e espírito (res cogitans), Feuerbach quer, em oposição ao panteísmo, a diferença entre natureza e Deus (aut Deus aut natura).

Arte da experimentação: política, cultura e natureza no primeiro Nietzsche

O objetivo deste artigo é analisar as conexões entre o pensamento político de Nietzsche e sua crítica da cultura, tal como desenvolvidos nas notas e ensaios do primeiro período de sua obra, especialmente no ensaio Cinco prefácios a cinco livros não escritos. Trata-se de mostrar como o filósofo procura, a partir de uma singular análise do Estado e da sociedade na Grécia antiga, restituir à experiência política uma dimensão reflexiva em declínio na modernidade.

Of empty thoughts and blind intuitions Kant's answer to McDowell

This paper examines the relation between intuition and concept in Kant in light of John McDowell's neo-Kantian position that intuitions are concept-laden.2 The focus is on Kant's twofold pronouncement that thoughts without content are empty and that intuitions without concepts are blind. I show that intuitions as singular representations are not instances of passive data intake but the result of synthetic unification of the given manifold of the senses by the power of the imagination under the guidance of the understanding. Against McDowell I argue that the amenability of intuitions to conceptual determination is not due some pre-existing, absolute conceptuality of the real but to the "work of the subject."3 On a more programmatic level, this paper seeks to demonstrate the limitations of a selective appropriation of Kant and the philosophical potential of a more comprehensive and thorough consideration of his work. Section 1 addresses the unique balance in Kant's philosophy between the work on particular problems and the orientation toward a systematic whole. Section 2 outlines McDowell's take on the Kantian distinction between intuition and concept in the context of the Kant readings by Sellars and Strawson. Section 3 exposes McDowell's relapse into the Myth of the Given. Section 4 proposes a reading of Kant's theoretical philosophy as an epistemology of metaphysical cognition. Section 5 details Kant's original account of sensible intuition in the Inaugural-Dissertation of 1770. Section 6 presents the transition from the manifold of the senses to the synthesis in the imagination and the unification through the categories in the Critique of pure reason (1781 and 1787). Section 7 addresses Kant's formalism in epistemology and metaphysics.

Bulgakov's sophiology as philosopheme: non-ontology and ontogenesis

The text examines Sergej Nikolajeviè Bulgakov's description of the philosopheme as thoroughly "immanent" (viz., the immanence of man qua being, such that ontology in Bulgakov becomes a conceptual analogue for immanence) and the corollary that such immanence necessarily excludes the problematic of the "creation of the world." Because of this resolute immanence and the notion that the creation of the world in the form of creatio ex nihilo requires a non-immanent or non-ontological thought and concept, the problematic for Bulgakov is approached only by a theologeme. Appropriating this argument as material for a cursory philosopheme, the text attempts to transform Bulgakov's theologeme into a philosopheme through an elision of God and dogma that overdetermines the theologeme. This philosopheme (nascent within Bulgakov's work itself, in both his hesitation to the overdetermination of immanence and the commitment to the problem of creation) would be a thoroughly non-ontological philosopheme, one that allows for the treatment of the problematic of "creation" or singular ontogenesis, yet with the corollary that this philosopheme must rely on an "ontological zero" Such a philosopheme qua ontologically empty formula nevertheless remains ontologically significant insofar as it is to evince the limit of ontology, in the ontological zero's non-relationality to ontology.

A concepção Kantiana da experiência estética: novidades, tensões e equilíbrios

Neste ensaio proponho-me identificar alguns aspectos peculiares da problematização kantiana da experiência estética, assinalando as suas tensões e os equilíbrios que a sustentam e mostrar que a sua fecundidade especulativa não se esgota no aproveitamento que a geração póskantiana (do Classicismo, Romantismo e Idealismo) fez de alguns dos seus elementos, mas continua a revelar-se na redescoberta que, nas últimas décadas, dela vem sendo feita e cujo alcance se tem provado na capacidade que oferece para revitalizar os debates actuais acerca dos problemas estéticos. Tento mostrar, nomeadamente, que a meditação kantiana representa um singular momento de equilíbrio instável entre dois regimes de pensamento estético: um, que gira em torno da categoria do gosto (Geschmack), entendido como um senso comum estético que invoca uma preocupação social e comunitária, o outro, que gira em torno da categoria do génio (Genie) e do pressuposto do carácter absoluto da individualidade e subjectividade criadora; um, que reabilita a sensibilidade humana (Sinnlichkeit) e as qualidades sensíveis dos objectos enquanto contempladas e apreciadas pelo sujeito, o outro, centrado na categoria do sentimento íntimo (Gefühl), entendido como algo inalienável e como o irredutivelmente subjectivo da vivência individual.

O Interessante em Friedrich Schlegel

Busca-se neste artigo, em primeiro lugar, examinar a originalidade do conceito de interessante na obra Sobre o estudo da poesia antiga, do jovem Friedrich Schlegel, tendo em vista a singularidade da análise e do método empregados pelo autor para fundamentar a crítica de arte. Em segundo lugar, o texto procura ressaltar como, ao diferenciar a poesia grega da moderna, Schlegel constitui uma singular interpretação da poesia em geral, em diálogo aberto com Winckelmann e Schiller. E, finalmente, avaliar se, ao articular um discurso que aproxima história da arte e filosofia da arte, Schlegel logra superar definitivamente a "querela entre antigos e modernos".

Uma "possibilidade impossível de dizer": o acontecimento em filosofia e em literatura, segundo Jacques Derrida

Este artigo focaliza certa "possibilidade impossível de dizer o acontecimento", motivo fértil nos últimos escritos de Derrida. A expressão "a possibilidade do impossível", emprestada do pensamento heideggeriano da Ereignis, concorre a uma ética aporética que repensa as figuras da responsabilidade face à "inapropriabilidade do que acontece". Nos lugares bem conhecidos da lógica derridiana da aporia - a justiça rebelde à regra, o "fantasma do indecidível" em cada acontecimento de decisão, a ilegalidade de toda invenção -, uma ética da alteridade propõe o sujeito apartado dos lugares da adequação a si, ao sabor da interpelação inderivável do acontecer. A dimensão da alteridade de toda decisão solicita a cada situação que se invente "a lei do acontecimento singular", promessa de originalidade. Ora, dizer a "singularidade incalculável e excepcional" do acontecimento é propósito que, para Derrida, somente se justifica como promessa de uma "monolíngua do outro", superfície comunicacional homogênea onde interromper a disseminação. Face às "reservas de indecidível" da ficção, essa promessa de unicidade conhece sua mais evidente impossibilidade, razão porque este artigo procura, por fim, avaliar a fertilidade desconstrutora da relação testemunho-ficção em literatura, nos momentos em que o pensamento de Derrida rompe com as categorias de verdade, de modo a revelar o literário como o "outro" do filosófico.