Results 61 to 70 of about 19,320 (310)

Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market

, 2011
Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and ...
Admati, Bouchaud, Bouchaud, Cajueiro, Challet, Chan, Cont, Dacorogna, Daniels, Eguiluz, Farmer, Farmer, Giardina, Gopikrishnan, Gu, Gu, Guang Chen, Halsey, Harris, Horvatic, Huang, Jiang, Laloux, Li-Xin Zhong, Lillo, Lillo, Liu, Lux, Mantegna, Mcinish, Mike, Miskiewicz, Moyano, Ni, Peng, Peng, Plerou, Podobnik, Podobnik, Podobnik, Potters, Qiu, Qiu, Qiu, Ren, Roll, Stauffer, Stoll, Tenenbaum, Tian Qiu, Tóth, Tóth, Wang, Wei, Wood, Xiao-Run Wu, Zhao, Zhou, Zhou, Zhou, Zunino   +60 more
core   +1 more source

Scaling behavior of an artificial traffic model on scale-free networks [PDF]

, 2006
In this article, we investigate an artificial traffic model on scale-free networks. Instead of using the routing strategy of the shortest path, a generalized routing algorithm is introduced to improve the transportation throughput, which is measured by ...
Albert, Barabási, Bing-Hong Wang, Braunstein, Bunde, Cai, Chen, Crovella, Echenique, Erramilli, Faloutsos, Feldmann, Fukuda, Gang Yan, Guimerá, Holme, Holt, Huitema, Karagiannis, Leland, Leland, Leland, Li, Liu, Liu, Newman, Park, Pastor-Satorras, Paxson, Pei-Ling Zhou, Peng, Peng, Percacci, Shi-Min Cai, Tadić, Tadić, Tadić, Takayasu, Takayasu, Takayasu, Tanenbaum, Tao Zhou, Taqqu, Wang, Wang, Watts, Xu, Yan, Yang, Yang, Yin, Zhao, Zhong-Qian Fu, Zhou, Zhou, Zhou   +55 more
core   +2 more sources

A High‐Throughput Live Imaging Platform to Investigate Circuit‐Dependent Regulation of Circadian Rhythms in Brain Tissue

Advanced Science, EarlyView.
Biological rhythms coordinate physiology, from genes to behavior. Study of circadian rhythms in brain tissue is constrained by limited throughput and spatial and temporal information quality. A new platform for high‐throughput, long‐term multiplexed fluorescent live imaging of circadian rhythms in brain slices is introduced.
Marco Ferrari, Natalie Ness, Julieta Acosta, Marco Brancaccio   +3 more
wiley   +1 more source

Parallel detrended fluctuation analysis for fast event detection on massive PMU data [PDF]

, 2000
("(c) 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or ...
Khan, M, Ashton, PM, Li, M, Taylor, GA, Pisica, I, Liu, J   +5 more
core   +1 more source

Self‐Adhesive Conductive Elastomers for Gel‐Free Biopotential Recording

Advanced Electronic Materials, EarlyView.
σPOMaC, a self‐adhesive conductive citrate elastomer incorporating PEDOT:PSS and DBSA, enables gel‐free biopotential electrodes with stable conductivity and intrinsic skin adhesion. The composite exhibits low resistivity (∼ 0.02 Ω·cm), robust electrical performance during repeated use, and reliable on‐body ECG acquisition comparable to Ag/AgCl ...
Kirstie M. K. Queener, Alec Brewer, He Sun, Jack Twiddy, Vladimir A. Pozdin, Koji Sode, Alper Bozkurt, Michael Daniele   +7 more
wiley   +1 more source

Investigating detrended fluctuation analysis with structural breaks [PDF]

Physica A: Statistical Mechanics and its Applications, 2019
Abstract Detrended Fluctuation Analysis has been used in several fields of science to study the statistical properties of trend stationary and nonstationary time-series. Its application to financial data has produced important results concerning long-range correlations and long-memory.
Menezes, R., Oliveira, A., Portela, S.
openaire   +2 more sources

Temperature Sensitivity and Adaptation of Cereal Yields: Empirical Evidence From Italy

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This paper investigates the evolving temperature sensitivity and climate adaptation of cereal yields in Italy from 1952 to 2023, using province‐level data for maize, common wheat, and durum wheat. Employing panel data econometric methods, we estimate yield responses to heat exposure, changes in sensitivity over time, and adaptation to climate ...
Paolo Nota, Giacomo Coughlan, Alessandro Olper   +2 more
wiley   +1 more source

Monetary and Macroprudential Policy and Welfare in an Estimated Four‐Agent New Keynesian Model

Journal of Money, Credit and Banking, EarlyView., 2023
Abstract We examine the social and agent‐specific welfare effects of monetary and macroprudential policy in a four‐agent estimated macro‐economic model comprising “banked simple households,” “underbanked simple households,” “firm owners,” and “bank owners.” Optimal capital requirement and loan loss provisions ratios improve all agent‐specific and ...
GEORGE J. BRATSIOTIS, KASUN D. PATHIRAGE
wiley   +1 more source

Task-dependent fractal patterns of information processing in working memory

Scientific Reports, 2022
We applied detrended fluctuation analysis, power spectral density, and eigenanalysis of detrended cross-correlations to investigate fMRI data representing a diurnal variation of working memory in four visual tasks: two verbal and two nonverbal.
Jeremi K. Ochab, Marcin Wątorek, Anna Ceglarek, Magdalena Fafrowicz, Koryna Lewandowska, Tadeusz Marek, Barbara Sikora-Wachowicz, Paweł Oświęcimka   +7 more
doaj   +1 more source

Detrended Fluctuation Analysis of Systolic Blood Pressure Control Loop

, 2009
We use detrended fluctuation analysis (DFA) to study the dynamics of blood pressure oscillations and its feedback control in rats by analyzing systolic pressure time series before and after a surgical procedure that interrupts its control loop. We found,
, Afifi A K, Bernardi L, C E C Galhardo, Carretta R, da Silva Soares P P, Echeverría J C, Eke A, Galhardo C E C Penna T J P de Menezes M A Soares P P, Guyton A C, Jacob F, Krieger E M, Langewitz W, M Argollo de Menezes, Mancia G, P P S Soares, Pagani M, Pagani M, Press W, Schreihofer A M, Smyth H S, T J P Penna, Virginia L B   +22 more
core   +1 more source