919 resultados para working-correlation-structure
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We analyse time series from 100 patients with bipolar disorder for correlates of depression symptoms. As the sampling interval is non-uniform, we quantify the extent of missing and irregular data using new measures of compliance and continuity. We find that uniformity of response is negatively correlated with the standard deviation of sleep ratings (ρ = -0.26, p = 0.01). To investigate the correlation structure of the time series themselves, we apply the Edelson-Krolik method for correlation estimation. We examine the correlation between depression symptoms for a subset of patients and find that self-reported measures of sleep and appetite/weight show a lower average correlation than other symptoms. Using surrogate time series as a reference dataset, we find no evidence that depression is correlated between patients, though we note a possible loss of information from sparse sampling. © 2013 The Author(s).
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Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on portfolio selection and performance measure have been based upon the mean-variance framework. However, several researchers (e.g., Arditti (1967, and 1971), Samuelson (1970), and Rubinstein (1973)) argue that the higher moments cannot be neglected unless there is reason to believe that: (i) the asset returns are normally distributed and the investor's utility function is quadratic, or (ii) the empirical evidence demonstrates that higher moments are irrelevant to the investor's decision. Based on the same argument, this dissertation investigates the impact of higher moments of return distributions on three issues concerning the 14 international stock markets.^ First, the portfolio selection with skewness is determined using: the Polynomial Goal Programming in which investor preferences for skewness can be incorporated. The empirical findings suggest that the return distributions of international stock markets are not normally distributed, and that the incorporation of skewness into an investor's portfolio decision causes a major change in the construction of his optimal portfolio. The evidence also indicates that an investor will trade expected return of the portfolio for skewness. Moreover, when short sales are allowed, investors are better off as they attain higher expected return and skewness simultaneously.^ Second, the performance of international stock markets are evaluated using two types of performance measures: (i) the two-moment performance measures of Sharpe (1966), and Treynor (1965), and (ii) the higher-moment performance measures of Prakash and Bear (1986), and Stephens and Proffitt (1991). The empirical evidence indicates that higher moments of return distributions are significant and relevant to the investor's decision. Thus, the higher moment performance measures should be more appropriate to evaluate the performances of international stock markets. The evidence also indicates that various measures provide a vastly different performance ranking of the markets, albeit in the same direction.^ Finally, the inter-temporal stability of the international stock markets is investigated using the Parhizgari and Prakash (1989) algorithm for the Sen and Puri (1968) test which accounts for non-normality of return distributions. The empirical finding indicates that there is strong evidence to support the stability in international stock market movements. However, when the Anderson test which assumes normality of return distributions is employed, the stability in the correlation structure is rejected. This suggests that the non-normality of the return distribution is an important factor that cannot be ignored in the investigation of inter-temporal stability of international stock markets. ^
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Thesis (Master's)--University of Washington, 2016-08
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A combined experimental and theoretical study of the absorption spectra of a group of closely related pyrylium perchlorates 1-11 are presented. Minor changes in the position of the substituents lead to drastic changes in the absorption spectra in this series of compounds. We have attempted to explain the observed changes using the x,y-band notation developed by Balaban and co-workers. Absorption spectra of all compounds are compared with results from time-dependent density functional theory (TDDFT) and Zerner’s intermediate neglect of differential overlap (ZINDO/S) level calculations. Results of the calculations are in good agreement with experimental observations and an interesting correlation between Balaban’s notations and the MO transitions are obtained for simple derivatives. It is suggested that for more complex systems such as R- and â-naphthyl substituted systems, the empirical method is not appropriate.
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Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.
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We define a pair-correlation function that can be used to characterize spatiotemporal patterning in experimental images and snapshots from discrete simulations. Unlike previous pair-correlation functions, the pair-correlation functions developed here depend on the location and size of objects. The pair-correlation function can be used to indicate complete spatial randomness, aggregation or segregation over a range of length scales, and quantifies spatial structures such as the shape, size and distribution of clusters. Comparing pair-correlation data for various experimental and simulation images illustrates their potential use as a summary statistic for calibrating discrete models of various physical processes.
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Background The genome of a wide variety of prokaryotes contains the luxS gene homologue, which encodes for the protein S-ribosylhomocysteinelyase (LuxS). This protein is responsible for the production of the quorum sensing molecule, AI-2 and has been implicated in a variety of functions such as flagellar motility, metabolic regulation, toxin production and even in pathogenicity. A high structural similarity is present in the LuxS structures determined from a few species. In this study, we have modelled the structures from several other species and have investigated their dimer interfaces. We have attempted to correlate the interface features of LuxS with the phenotypic nature of the organisms. Results The protein structure networks (PSN) are constructed and graph theoretical analysis is performed on the structures obtained from X-ray crystallography and on the modelled ones. The interfaces, which are known to contain the active site, are characterized from the PSNs of these homodimeric proteins. The key features presented by the protein interfaces are investigated for the classification of the proteins in relation to their function. From our analysis, structural interface motifs are identified for each class in our dataset, which showed distinctly different pattern at the interface of LuxS for the probiotics and some extremophiles. Our analysis also reveals potential sites of mutation and geometric patterns at the interface that was not evident from conventional sequence alignment studies. Conclusion The structure network approach employed in this study for the analysis of dimeric interfaces in LuxS has brought out certain structural details at the side-chain interaction level, which were elusive from the conventional structure comparison methods. The results from this study provide a better understanding of the relation between the luxS gene and its functional role in the prokaryotes. This study also makes it possible to explore the potential direction towards the design of inhibitors of LuxS and thus towards a wide range of antimicrobials.
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Ultraviolet irradiation of crystalline molecular inclusion complexes of deoxycholic acid with di-tert-butyl thioketone results in no reaction. The structure of the above complex has been determined via X-ray diffraction. The absence of expected photoreactions. namely, photoreduction and photooxidation, is rationalized on the basis of the X-ray structure analysis of the complex.
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In this study, a series of seeondary- and tertiary-amino-substituted diaryl diselenides were synthesized and studied for their glutathione peroxidase (GPx) like antioxidant activities with H2O2, cumene hydroperoxide, or tBuOOH as substrates and with PhSH or glutathione (GSH) as thiol cosubstrates. This study reveals that replacement of the tert-amino groups in benzylamine-based diselenides by sec-amino moieties drastically enhances the catalytic activities in both the aromatic thiol (PhSH) and GSH assay systems. Particularly, the N-propyl- and N-isopropylamino-substituted diselenides are 8-18 times more active than the corresponding N,N-dipropyl- and N,N-diisopropylamine-based compounds in all three peroxide systems when GSH is used as the thiol cosubstrate. Although the catalytic mechanism of sec-amino-substituted disclenides is similar to that of the tert-amine-based compounds, differences in the stability and reactivity of some of the key intermediates account for the differences in the GPx-like activities. it is observed that the sec-amino groups are better than the tert-amino moieties for generating the catalytically active selenols. This is due to the absence of any significant thiol-exchange reactions in the selenenyl sulfides derived from sec-amine-based diselenides. Furthermore, the seleninic acids (RSeO2H) derived from the sec-amine-based compounds are more stable toward further reactions with peroxides than their tert-amine-based analogues.
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Background: Opiod dependence is a chronic severe brain disorder associated with enormous health and social problems. The relapse back to opioid abuse is very high especially in early abstinence, but neuropsychological and neurophysiological deficits during opioid abuse or soon after cessation of opioids are scarcely investigated. Also the structural brain changes and their correlations with the length of opioid abuse or abuse onset age are not known. In this study the cognitive functions, neural basis of cognitive dysfunction, and brain structural changes was studied in opioid-dependent patients and in age and sex matched healthy controls. Materials and methods: All subjects participating in the study, 23 opioid dependents of whom, 15 were also benzodiazepine and five cannabis co-dependent and 18 healthy age and sex matched controls went through Structured Clinical Interviews (SCID) to obtain DSM-IV axis I and II diagnosis and to exclude psychiatric illness not related to opioid dependence or personality disorders. Simultaneous magnetoencephalography (MEG) and electroencephalography (EEG) measurements were done on 21 opioid-dependent individuals on the day of hospitalization for withdrawal therapy. The neural basis of auditory processing was studied and pre-attentive attention and sensory memory were investigated. During the withdrawal 15 opioid-dependent patients participated in neuropsychological tests, measuring fluid intelligence, attention and working memory, verbal and visual memory, and executive functions. Fifteen healthy subjects served as controls for the MEG-EEG measurements and neuropsychological assessment. The brain magnetic resonance imaging (MRI) was obtained from 17 patients after approximately two weeks abstinence, and from 17 controls. The areas of different brain structures and the absolute and relative volumes of cerebrum, cerebral white and gray matter, and cerebrospinal fluid (CSF) spaces were measured and the Sylvian fissure ratio (SFR) and bifrontal ratio were calculated. Also correlation between the cerebral measures and neuropsychological performance was done. Results: MEG-EEG measurements showed that compared to controls the opioid-dependent patients had delayed mismatch negativity (MMN) response to novel sounds in the EEG and P3am on the contralateral hemisphere to the stimulated ear in MEG. The equivalent current dipole (ECD) of N1m response was stronger in patients with benzodiazepine co-dependence than those without benzodiazepine co-dependence or controls. In early abstinence the opioid dependents performed poorer than the controls in tests measuring attention and working memory, executive function and fluid intelligence. Test results of the Culture Fair Intelligence Test (CFIT), testing fluid intelligence, and Paced Auditory Serial Addition Test (PASAT), measuring attention and working memory correlated positively with the days of abstinence. MRI measurements showed that the relative volume of CSF was significantly larger in opioid dependents, which could also be seen in visual analysis. Also Sylvian fissures, expressed by SFR were wider in patients, which correlated negatively with the age of opioid abuse onset. In controls the relative gray matter volume had a positive correlation with composite cognitive performance, but this correlation was not found in opioid dependents in early abstinence. Conclusions: Opioid dependents had wide Sylvian fissures and CSF spaces indicating frontotemporal atrophy. Dilatation of Sylvian fissures correlated with the abuse onset age. During early withdrawal cognitive performance of opioid dependents was impaired. While intoxicated the pre-attentive attention to novel stimulus was delayed and benzodiazepine co-dependence impaired sound detection. All these changes point to disturbances on frontotemporal areas.
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A systematic structure analysis of the correlation functions of statistical quantum optics is carried out. From a suitably defined auxiliary two‐point function we are able to identify the excited modes in the wave field. The relative simplicity of the higher order correlation functions emerge as a byproduct and the conditions under which these are made pure are derived. These results depend in a crucial manner on the notion of coherence indices and of unimodular coherence indices. A new class of approximate expressions for the density operator of a statistical wave field is worked out based on discrete characteristic sets. These are even more economical than the diagonal coherent state representations. An appreciation of the subtleties of quantum theory obtains. Certain implications for the physics of light beams are cited.
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Effects of basis set and electron correlation on the equilibrium geometry, force constants and vibrational spectra of BH3NH3 have been studied. A series of basis sets ranging from double zeta to triple zeta including polarization and diffuse functions have been utilized. All the SCF based calculations overestimate the dative B-N bond distance and considerable improvement occurs when the treatment for electron correlation is introduced. Detailed vibrational analysis for BH3NH3 has been carried out. The mean absolute percentage deviation of the ab initio predicted vibration frequencies of (BH3NH3)-B-11 from the experiment is about 10% for the SCF based calculations and the MP2 method shows better agreement, the overall deviation being 5-6%. The ground state effective force constants of BH3NH3 were obtained using RECOVES procedure. The RECOVES sets of force constants are found to be highly satisfactory for the prediction of the vibrational frequencies of different isotopomers of BH3NH3. The mean absolute percentage deviation of the calculated frequencies of different isotopomers from the experiment is much less than 1%. The RECOVES-MP2/augDZP set of force constants was found to be the best set among the different sets for this molecule. Theoretical infrared intensities are in fair agreement with the observed spectral features.
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Asymmetrically dibridged dicopper(II) complexes, [Cu-2(OH)(O2CC6H4-p-Me)(tmen)(2)(H2O)](ClO4)(2) (1) and [Cu-2(OH)(O2CC6H4-p-OMe)(tmen)(2)(H2O)](ClO4)(2) (2) (tmen = N,N,N',N'-tetramethylethane-1,2-diamine), were prepared and structurally characterized. Complex 1 crystallizes in the monoclinic space group P2(1)/a with a = 17.718(2), b = 9.869(1), c = 19.677(2) Angstrom, beta = 115.16(1)degrees, V = 3114.3(6) Angstrom(3) and Z = 4. The structure was refined to R(wR(2)) = 0.067(0.178). Complex 2 crystallizes in the monoclinic space group P2(1)/a with a = 17.695(3), b = 9.574(4), c = 20.104(2) Angstrom, beta = 114.18(1)degrees, V = 3107(1) Angstrom(3) and Z = 4. The final residuals are R(wR(2)) = 0.067(0.182). The complexes have a [Cu-2(mu-OH)(mu-OH)(mu-O2CAr)](2+) core with tmen Ligands occupying the terminal sites of the core. In addition, one copper is axially bound to a water molecule. The Cu ... Cu distances and the Cu-OH Cu angles in the core are 3.394(1) Angstrom, 124.4(2)degrees for 1 and 3.374(1) Angstrom, 123.3(3)degrees for 2. The complexes show axial X-band EPR spectral features in methanol glass at 77 K giving g(perpendicular to) = 2.02, g(parallel to) = 2.3 (A(parallel to) = 165 x 10(-4) cm(-1)) and a visible band near similar to 630 nm in methanol. The complexes are weakly antiferromagnetic. A theoretical fit of the magnetic susceptibility data in the temperature range 40-295 K gives -J = 10 cm(-1), g = 2.05 for 1 and -J = 10 cm(-1), g = 2.0 for 2. Plots of -2J versus the Cu-OH-Cu angle (phi) in this class of asymmetrically dibridged dicopper(II) complexes having d(x2-y2)-d(x2-y2) magnetic orbitals show a linear magneto-structural correlation: -2J(cm(-1)) = 11.48 phi(deg) - 1373.
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This paper deals with surface profilometry, where we try to detect a periodic structure, hidden in randomness using the matched filter method of analysing the intensity of light, scattered from the surface. From the direct problem of light scattering from a composite rough surface of the above type, we find that the detectability of the periodic structure can be hindered by the randomness, being dependent on the correlation function of the random part. In our earlier works, we had concentrated mainly on the Cauchy-type correlation function for the rough part. In the present work, we show that this technique can determine the periodic structure of different kinds of correlation functions of the roughness, including Cauchy, Gaussian etc. We study the detection by the matched filter method as the nature of the correlation function is varied.