scholarly journals Correlation and network topologies in global and local stock indices

2014 ◽  
Vol 378 (34) ◽  
pp. 2482-2489 ◽  
Author(s):  
Ashadun Nobi ◽  
Sungmin Lee ◽  
Doo Hwan Kim ◽  
Jae Woo Lee
2020 ◽  
Vol 16 (1) ◽  
pp. 55-67
Author(s):  
Ivan Blahun ◽  
Ivan Blahun

2021 ◽  
Author(s):  
Natalia Favila ◽  
David Madrigal-Trejo ◽  
Daniel Legorreta ◽  
Jazmín Sánchez-Pérez ◽  
Laura Espinosa-Asuar ◽  
...  

Understanding both global and local patterns in the structure and interplay of microbial communities has been a fundamental question in ecological research. In this paper, we present a python toolbox that combines two emerging techniques that have been proposed as useful when analyzing compositional microbial data. On one hand, we introduce a visualization module that incorporates the use of UMAP, a recent dimensionality reduction technique that focuses on local patterns, and HDBSCAN, a clustering technique based on density. On the other hand, we have included a module that runs an enhanced version of the SparCC code, sustaining larger datasets than before, and we couple this with network theory analyses to describe the resulting co-occurrence networks, including several novel analyses, such as structural balance metrics and a proposal to discover the underlying topology of a co-occurrence network. We validated the proposed toolbox on 1) a simple and well described biological network of kombucha, consisting of 48 ASVs, and 2) using simulated community networks with known topologies to show that we are able to discern between network topologies. Finally, we showcase the use of the MicNet toolbox on a large dataset from Archean Domes, consisting of more than 2,000 ASVs. Our toolbox is freely available as a github repository (https://github.com/Labevo/MicNetToolbox), and it is accompanied by a web dashboard (http://micnetapplb-1212130533.us-east-1.elb.amazonaws.com) that can be used in a simple and straightforward manner with relative abundance data.


2000 ◽  
Vol 179 ◽  
pp. 155-160
Author(s):  
M. H. Gokhale

AbstractData on sunspot groups have been quite useful for obtaining clues to several processes on global and local scales within the sun which lead to emergence of toroidal magnetic flux above the sun’s surface. I present here a report on such studies carried out at Indian Institute of Astrophysics during the last decade or so.


2009 ◽  
Author(s):  
Paul van den Broek ◽  
Ben Seipel ◽  
Virginia Clinton ◽  
Edward J. O'Brien ◽  
Philip Burton ◽  
...  

2021 ◽  
Vol 657 ◽  
pp. 123-133
Author(s):  
JR Hancock ◽  
AR Barrows ◽  
TC Roome ◽  
AS Huffmyer ◽  
SB Matsuda ◽  
...  

Reef restoration via direct outplanting of sexually propagated juvenile corals is a key strategy in preserving coral reef ecosystem function in the face of global and local stressors (e.g. ocean warming). To advance our capacity to scale and maximize the efficiency of restoration initiatives, we examined how abiotic conditions (i.e. larval rearing temperature, substrate condition, light intensity, and flow rate) interact to enhance post-settlement survival and growth of sexually propagated juvenile Montipora capitata. Larvae were reared at 3 temperatures (high: 28.9°C, ambient: 27.2°C, low: 24.5°C) for 72 h during larval development, and were subsequently settled on aragonite plugs conditioned in seawater (1 or 10 wk) and raised in different light and flow regimes. These juvenile corals underwent a natural bleaching event in Kāne‘ohe Bay, O‘ahu, Hawai‘i (USA), in summer 2019, allowing us to opportunistically measure bleaching response in addition to survivorship and growth. This study demonstrates how leveraging light and flow can increase the survivorship and growth of juvenile M. capitata. In contrast, larval preconditioning and substrate conditioning had little overall effect on survivorship, growth, or bleaching response. Importantly, there was no optimal combination of abiotic conditions that maximized survival and growth in addition to bleaching tolerances. This study highlights the ability to tailor sexual reproduction for specific restoration goals by addressing knowledge gaps and incorporating practices that could improve resilience in propagated stocks.


Author(s):  
Tomas Kačerauskas

The paper deals with the indices of creative cities. Author analyses the different creativity indices suggested by both the followers and the critics of R. Florida. The author criticizes the Florida’s indices such as Bohemian, Melting pot, Gay, High tech, Innovation, Talent indices, as well as Minor integrative (diversity) and Major integrative indices. The indices of other authors presuppose the questions about the role of the region in defining certain creativity indices. The author makes conclusion that the uniform formula of creativity indices is impossible for two reasons. First, the creativity indices depend on the region of a city. Second, the very strategy to have the uniform creativity indices makes the cities similar to each other and no more unique, consequently, no more creative; as result, this strategy is anti-creative.


2019 ◽  
Vol 12 (3) ◽  
pp. 37-47
Author(s):  
I. Ya. Lukasevich

The implementation of the May presidential decree aimed at Russia’s joining the top five global economies and achieving economic growth rates above the world’s average while maintaining macroeconomic stability requires a highly developed and efficient stock market ensuring the accumulation of capital and its deployment in the most promising and productive sectors of the economy.The subject of the research is timing anomalies in the Russian stock market in 2012–2018. The relevance of the research is due to the information inefficiency of the Russian stock market and its imperfections leading to significant price deviations from the «fair» value of assets and depriving investors of the opportunity to form various strategies for deriving additional revenues not related to fundamental economic factors and objective processes occurring in the global and local economies and the economy of an individual business entity. Based on the trend analysis of the Broad Market USD Index (RUBMI), the paper demonstrates a methodology for simulating the analysis of price anomalies on large arrays of real data using statistical data processing methods and modern information technologies. The paper concludes that though the Russian stock market lacks even the weak form of efficiency, such well-known timing anomalies as the “day-of-the-week” effect and the “month” effect have not been observed in the recent years. Therefore, investors could not use these anomalies to derive regular revenues above the market average.


2019 ◽  
Vol 6 (02) ◽  
Author(s):  
Rony Mahendra ◽  
Erwin Dyah Astawinetu

The research objective is to establish an optimal portfolio and know the difference between risk and return stock index portfolio candidates and non-candidates. Method used in the preparation of this research portfolio is the single index model, while the samples of this study are active world stock indices version of The Wall Street Journal during the period August 2012 - August 2016 and The Global Dow is used as the benchmark stock index. In establishing the optimal portfolio is used two perspectives: the Rupiah perspective and the U.S. Dollar perspective. The results showed there were three stock indices from the perspective of Rupiah and 8 share index menurutperspektif U.S. Dollar that make up the optimal portfolio, with the cut-of-pointsebesar 0,01393menurut Rupiah perspective and the perspective of 0.0078 US Dollars Based on the perspective of return expectations Rupiah obtained by 0.0258 with a risk of 0.06512. Berdarkan perspective of US Dollars, obtained return expectations at 0.0154 with a risk of 0.0292. From the test results showed that the hypothesis, the return on both perspectives there are significant differences between the index of the candidate, with a non-candidate. Then the risk of stock index, among the candidates, with a non-candidate, the Rupiah perspective there is no difference, but in the perspective of US Dollars, there are significant differences.Keywords: Single Index Model, candidate portfolio, optimal portfolio, expected return, excess return to beta, cut-off-point


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