Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.

Effects of different tillage treatments on labile soil organic matter pools and stabilization processes

An improved understanding of soil organic carbon (Corg) dynamics in interaction with the mechanisms of soil structure formation is important in terms of sustainable agriculture and reduction of environmental costs of agricultural ecosystems. However, information on physical and chemical processes influencing formation and stabilization of water stable aggregates in association with Corg sequestration is scarce. Long term soil experiments are important in evaluating open questions about management induced effects on soil Corg dynamics in interaction with soil structure formation. The objectives of the present thesis were: (i) to determine the long term impacts of different tillage treatments on the interaction between macro aggregation (>250 µm) and light fraction (LF) distribution and on C sequestration in plots differing in soil texture and climatic conditions. (ii) to determine the impact of different tillage treatments on temporal changes in the size distribution of water stable aggregates and on macro aggregate turnover. (iii) to evaluate the macro aggregate rebuilding in soils with varying initial Corg contents, organic matter (OM) amendments and clay contents in a short term incubation experiment. Soil samples were taken in 0-5 cm, 5-25 cm and 25-40 cm depth from up to four commercially used fields located in arable loess regions of eastern and southern Germany after 18-25 years of different tillage treatments with almost identical experimental setups per site. At each site, one large field with spatially homogenous soil properties was divided into three plots. One of the following three tillage treatments was carried in each plot: (i) Conventional tillage (CT) with annual mouldboard ploughing to 25-30 cm (ii) mulch tillage (MT) with a cultivator or disc harrow 10-15 cm deep, and (iii) no tillage (NT) with direct drilling. The crop rotation at each site consisted of sugar beet (Beta vulgaris L.) - winter wheat (Triticum aestivum L.) - winter wheat. Crop residues were left on the field and crop management was carried out following the regional standards of agricultural practice. To investigate the above mentioned research objectives, three experiments were conducted: Experiment (i) was performed with soils sampled from four sites in April 2010 (wheat stand). Experiment (ii) was conducted with soils sampled from three sites in April 2010, September 2011 (after harvest or sugar beet stand), November 2011 (after tillage) and April 2012 (bare soil or wheat stand). An incubation study (experiment (iii)) was performed with soil sampled from one site in April 2010. Based on the aforementioned research objectives and experiments the main findings were: (i) Consistent results were found between the four long term tillage fields, varying in texture and climatic conditions. Correlation analysis of the yields of macro aggregate against the yields of free LF ( ≤1.8 g cm-3) and occluded LF, respectively, suggested that the effective litter translocation in higher soil depths and higher litter input under CT and MT compensated in the long term the higher physical impact by tillage equipment than under NT. The Corg stocks (kg Corg m−2) in 522 kg soil, based on the equivalent soil mass approach (CT: 0–40 cm, MT: 0–38 cm, NT: 0–36 cm) increased in the order CT (5.2) = NT (5.2) < MT (5.7). Significantly (p ≤ 0.05) highest Corg stocks under MT were probably a result of high crop yields in combination with reduced physical tillage impact and effective litter incorporation, resulting in a Corg sequestration rate of 31 g C-2 m-2 yr-1. (ii) Significantly higher yields of macro aggregates (g kg-2 soil) under NT (732-777) and MT (680-726) than under CT (542-631) were generally restricted to the 0-5 cm sampling depth for all sampling dates. Temporal changes on aggregate size distribution were only small and no tillage induced net effect was detectable. Thus, we assume that the physical impact by tillage equipment was only small or the impact was compensated by a higher soil mixing and effective litter translocation into higher soil depths under CT, which probably resulted in a high re aggregation. (iii) The short term incubation study showed that macro aggregate yields (g kg-2 soil) were higher after 28 days in soils receiving OM (121.4-363.0) than in the control soils (22.0-52.0), accompanied by higher contents of microbial biomass carbon and ergosterol. Highest soil respiration rates after OM amendments within the first three days of incubation indicated that macro aggregate formation is a fast process. Most of the rebuilt macro aggregates were formed within the first seven days of incubation (42-75%). Nevertheless, it was ongoing throughout the entire 28 days of incubation, which was indicated by higher soil respiration rates at the end of the incubation period in OM amended soils than in the control soils. At the same time, decreasing carbon contents within macro aggregates over time indicated that newly occluded OM within the rebuilt macro aggregates served as Corg source for microbial biomass. The different clay contents played only minor role in macro aggregate formation under the particular conditions of the incubation study. Overall, no net changes on macro aggregation were identified in the short term. Furthermore, no indications for an effective Corg sequestration on the long term under NT in comparison to CT were found. The interaction of soil disturbance, litter distribution and the fast re aggregation suggested that a distinct steady state per tillage treatment in terms of soil aggregation was established. However, continuous application of MT with a combination of reduced physical tillage impact and effective litter incorporation may offer some potential in improving the soil structure and may therefore prevent incorporated LF from rapid decomposition and result in a higher C sequestration on the long term.

3D Object Recognition: Symmetry and Virtual Views

Many 3D objects in the world around us are strongly constrained. For instance, not only cultural artifacts but also many natural objects are bilaterally symmetric. Thoretical arguments suggest and psychophysical experiments confirm that humans may be better in the recognition of symmetric objects. The hypothesis of symmetry-induced virtual views together with a network model that successfully accounts for human recognition of generic 3D objects leads to predictions that we have verified with psychophysical experiments.

Exploration of geological variability and possible processes through the use of compositional data analysis: an example using scottish metamorphosed

Developments in the statistical analysis of compositional data over the last two decades have made possible a much deeper exploration of the nature of variability, and the possible processes associated with compositional data sets from many disciplines. In this paper we concentrate on geochemical data sets. First we explain how hypotheses of compositional variability may be formulated within the natural sample space, the unit simplex, including useful hypotheses of subcompositional discrimination and specific perturbational change. Then we develop through standard methodology, such as generalised likelihood ratio tests, statistical tools to allow the systematic investigation of a complete lattice of such hypotheses. Some of these tests are simple adaptations of existing multivariate tests but others require special construction. We comment on the use of graphical methods in compositional data analysis and on the ordination of specimens. The recent development of the concept of compositional processes is then explained together with the necessary tools for a staying- in-the-simplex approach, namely compositional singular value decompositions. All these statistical techniques are illustrated for a substantial compositional data set, consisting of 209 major-oxide and rare-element compositions of metamorphosed limestones from the Northeast and Central Highlands of Scotland. Finally we point out a number of unresolved problems in the statistical analysis of compositional processes

Slides and notes: processes

Slides which explain/elaborate the process and point to the various resources on which you might draw

Disability and Identity Processes

This article presents a reflection about the Disability like a human phenomenon, which needs not only new definitions if not a criticism point of view as a Concept, with the end of indicate representations forms not only for people with disabilities if not for the citizens in general. Considers discourses that identify arguments from social sciences, appearing the Disability like a differentiate condition between human beings, mainly for an exclusion process that announce social behaviors in relations with the persons with disabilities.

Ways of doing : students explore their everyday and classroom processes.

Recurso para que los estudiantes lleguen a trazar sus propios procesos mentales, sus esquemas, sus sistemas de representación, y así ayudarles a construir un nuevo cuerpo de conocimientos profesionales, investigados por los mismos estudiantes. Basado en gran medida en principios humanistas, ofrece más de cien actividades destinadas a animar a los alumnos a pensar, hablar y escribir en inglés sobre áreas que, probablemente, nunca han discutido en su lengua materna. Las actividades, que son adecuadas para una variedad de niveles y edades, se ocupan de: examen de los patrones y procesos de los estudiantes en su vida cotidiana tanto en la exploración de la lengua materna como de la lengua extranjera; dinámica de grupo; formas de aprendizaje; la corrección y la retroalimentación. También hay una sección especial en el desarrollo del profesor.

Effective practices for children with autism : educational and behavioral support interventions that work.

Este manual reúne múltiples perspectivas contemporáneas sobre la eficacia de la intervención en el área de la educación del autismo y de apoyo a la conducta. Presenta una valoración crítica de las normas de la práctica actual, haciendo hincapié en los procedimientos de apoyo empírico y en las aplicaciones de la investigación a la práctica. Es un marco esencial para evaluar los procedimientos educativos y de tratamiento, seleccionando aquellos que son más eficaces, y evaluando los resultados.

The Career Interest Test. A brief, standardised assessment of interests for use in educational and vocational guidance.'El test de intereses profesionales. Un instrumento de diagnóstico breve y estandarizado para su uso en orientación educativa y profesional'.

El Career Interest Test está disponible de forma gratuita para su uso profesional y también se puede acceder al mismo a través de las siguientes direcciones web: www.my future.edu.au ; www.qualifax.ie ; www.smartfutire.edu.au. Resumen tomado de la publicación

Metode.Bach : método para la toma de decisiones académicas y profesionales en el Bachillerato. 'Metode.Bach : method for educational and vocational decisions making within Bachillerato'.

Resumen tomado de la publicación. Con el apoyo económico del departamento MIDE de la UNED

Learner identity : an educational and analytical tool. 'La identidad de aprendiz : una herramienta educativa y analítica'.

Monográfico con el título: 'Identidad y educación'. Resumen basado en el de la publicación

Are discourse comprehension and cognitive processes influenced by the type of language language (English and Spanish)? A cross-language study based on elaborative inferences generation

Resumen basado en el de la publicación