934 resultados para out-of-sample forecast


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The purpose of this study was to explore postmodern identity in the work of Chuck Palahniuk. The characters within Palahniuk's text Invisible Monsters realize the manner in which identity is a construct, and their response is to oppose and redefine it. In my research, I looked at how postmodern identity is defined by some of the leading critical thinkers in the field, and then I applied their thought to Palahniuk's characters. I showed how these characters come to understand the process by which society defines them, and with that realization, they oppose its totalizing definitions. The characters deconstruct the natural attitudes society has towards identity, and they reveal that it is in some way possible to create a unique identity that is not easily definable by the ruling discourse. I concluded that his attention to identity highlights Palahniuk's concern for the place, identity, and influence of his generation.

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"During the colonial period in the 1920's, European interest in collecting African art stimulated a transnational trade between Africa and the West. Today this multi-million dollar trade lies largely in the hands of Muslim merchants. This is a story about Gabai Baare, a merchant who brings 'wood' from West Africa to sell in the United States. It is a story about the meaning of art"--Opening credits.

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"In this paper we extend the earlier treatment of out-of-equilibrium mesoscopic fluctuations in glassy systems in several significant ways. First, via extensive simulations, we demonstrate that models of glassy behavior without quenched disorder display scalings of the probability of local two-time correlators that are qualitatively similar to that of models with short-ranged quenched interactions. The key ingredient for such scaling properties is shown to be the development of a criticallike dynamical correlation length, and not other microscopic details. This robust data collapse may be described in terms of a time-evolving "extreme value" distribution. We develop a theory to describe both the form and evolution of these distributions based on a effective sigma model approach."

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OUT OF VIEW is a collection of stories set in the American Southwest about people coping with loss—the death of parents, children, ideals, innocence. The characters in this collection reap or resist lessons of life as they struggle to find their place in the world. In “First Rain,” 15-year-old Tessie struggles with the loss of her father and the demands of her mother as she navigates the rocky terrain of adolescence. In “Monsters,” middle-aged Maury has to choose between a new relationship and protecting the well-being of his 4-year-old ‘daughter.’ The stories are influenced by the Western realism of Maile Meloy and the playful plotting of Ron Carlson. These stories are inspired both by the Sonoran Desert—expansive, sun-soaked, unrepentant—and by the people who live, love, and lose in the interstices between Manifest Destiny and the Reconquista.

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This material is based upon work supported by the National Science Foundation through the Florida Coastal Everglades Long-Term Ecological Research program under Cooperative Agreements #DBI-0620409 and #DEB-9910514. This image is made available for non-commercial or educational use only.

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This material is based upon work supported by the National Science Foundation through the Florida Coastal Everglades Long-Term Ecological Research program under Cooperative Agreements #DBI-0620409 and #DEB-9910514. This image is made available for non-commercial or educational use only.

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Major food adulteration and contamination events occur with alarming regularity and are known to be episodic, with the question being not if but when another large-scale food safety/integrity incident will occur. Indeed, the challenges of maintaining food security are now internationally recognised. The ever increasing scale and complexity of food supply networks can lead to them becoming significantly more vulnerable to fraud and contamination, and potentially dysfunctional. This can make the task of deciding which analytical methods are more suitable to collect and analyse (bio)chemical data within complex food supply chains, at targeted points of vulnerability, that much more challenging. It is evident that those working within and associated with the food industry are seeking rapid, user-friendly methods to detect food fraud and contamination, and rapid/high-throughput screening methods for the analysis of food in general. In addition to being robust and reproducible, these methods should be portable and ideally handheld and/or remote sensor devices, that can be taken to or be positioned on/at-line at points of vulnerability along complex food supply networks and require a minimum amount of background training to acquire information rich data rapidly (ergo point-and-shoot). Here we briefly discuss a range of spectrometry and spectroscopy based approaches, many of which are commercially available, as well as other methods currently under development. We discuss a future perspective of how this range of detection methods in the growing sensor portfolio, along with developments in computational and information sciences such as predictive computing and the Internet of Things, will together form systems- and technology-based approaches that significantly reduce the areas of vulnerability to food crime within food supply chains. As food fraud is a problem of systems and therefore requires systems level solutions and thinking.

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The possibility of the EU member states to adapt copyright legislation to new circumstances and to address unforeseen issues is limited by the list of exceptions and restrictions of the InfoSoc Directive. In spite of this constraint, the EU copyright framework provides for a possibility of introduction of non-voluntary forms of collective rights management that can help to tackle some of the contemporary problems with remuneration and access. This article is an attempt to deepen the understanding of non-voluntary collective management and its possible use. First, it provides a detailed description of the French mechanism adopted for facilitating mass digitization and making out-of-commerce books available, which was implemented through a new form of collective management of copyright. Then, it examines the mechanism’s compatibility with the InfoSoc Directive through comparison with the extended collective licensing.

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Abstract Background: Paediatric oncology palliative care in the community is rare and nationally there is a lack of standardisation of out of hours nursing service provision. Objectives: This paper seeks to explore influences on the experiences of paediatric nurses providing out of hours palliative care within the family home to children with cancer. The study used social worlds theory to aid identification and demonstration of the findings. Methods: Twelve community-based palliative cases were purposively selected from children with cancer treated at one regional centre. Tape-recorded interviews were undertaken with 54 health professionals (general practitioners, community nurses and allied health professionals) involved in providing their palliative care and five facilitated case discussions completed. Data analysis followed a grounded theory approach; chronological comparative data analysis identifying generated themes. Social worlds theory was used as a framework to examine the data. Results: Nurses’ experiences are shaped by their social world and those of the nursing team,child and family and the inter-professional team providing the care. The lack of a formalised service, sub-optimal inter-professional working and impact of social worlds influence the experience of the nurse. Conclusions: Social worlds theory provided a new perspective in understanding these experiences based within a paediatric palliative care setting, knowledge that can be used to inform service provision.

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Background and Aims: True Colours is an online prospective mood-monitoring system developed at the University of Oxford to assist local patients and clinicians with monitoring course of illness in bipolar disorder. We report our initial experiences of using True Colours for research purposes in the Bipolar Disorder Research Network (BDRN; www.bdrn.org), a large research network of individuals with mood disorders spread throughout the UK. Methods: After initial piloting to ensure the practicality/acceptability of using True Colours within BDRN, we invited all BDRN participants (n = 7000) to participate in weekly True Colours ratings via three postal invitations sent over an 8-month period. Results: Following the three postal invitations, 915 individuals have so far expressed an interest in joining True Colours, and, of these, 662 (72.3%) have registered. 32 of those who registered for True Colours (5%) have so far asked to leave the system. Positive feedback from participants has focused around the ease of use and convenience of True Colours and potential clinical utility of the graphical representation of weekly mood scores. Conclusions: We have demonstrated that large-scale prospective mood monitoring for research purposes using a contemporary online approach is feasible. Challenges have included: (i) variation in participants’ technological ability; (ii) management of requests for clinical advice based on mood scores within a research setting; and, (iii) resources required to provide access and on-going support for participants using True Colours. We continue to expand recruitment to True Colours within BDRN, and plan to trial email invitations in the next phase of recruitment.

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Thesis (Ph.D.)--University of Washington, 2016-08

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This purely theoretical thesis covers aspects of two contemporary research fields: the non-equilibrium dynamics in quantum systems and the electronic properties of three-dimensional topological insulators. In the first part we investigate the non-equilibrium dynamics in closed quantum systems. Thanks to recent technologies, especially from the field of ultracold quantum gases, it is possible to realize such systems in the laboratory. The focus is on the influence of hydrodynamic slow modes on the thermalization process. Generic systems in equilibrium, either classical or quantum, in equilibrium are described by thermodynamics. This is characterized by an ensemble of maximal entropy, but constrained by macroscopically conserved quantities. We will show that these conservation laws slow down thermalization and the final equilibrium state can be approached only algebraically in time. When the conservation laws are violated thermalization takes place exponential in time. In a different study we calculate probability distributions of projective quantum measurements. Newly developed quantum microscopes provide the opportunity to realize new measurement protocols which go far beyond the conventional measurements of correlation functions. The second part of this thesis is dedicated to a new class of materials known as three-dimensional topological insulators. Also here new experimental techniques have made it possible to fabricate these materials to a high enough quality that their topological nature is revealed. However, their transport properties are not fully understood yet. Motivated by unusual experimental results in the optical conductivity we have investigated the formation and thermal destruction of spatially localized electron- and hole-doped regions. These are caused by charged impurities which are introduced into the material in order to make the bulk insulating. Our theoretical results are in agreement with the experiment and can explain the results semi-quantitatively. Furthermore, we study emergent lengthscales in the bulk as well as close to the conducting surface.

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This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.