Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes

2020 ◽  
Vol 07 (02) ◽  
pp. 2050006
Author(s):  
Sukriye Tuysuz
Keyword(s):  
High Frequency ◽  
Low Frequency ◽  
Stock Index ◽  
High Frequency Part ◽  
Dynamic Relation ◽  
The Relationship

This paper examines the relationship between 10 Global sectoral conventional and Islamic assets. For each sector, a conventional, an Islamic stock index and a bond are retained. The analyzed relations are done by taking into account diverse investment horizons by using MODWT and GARCH-DCC-type models. Our results indicate that adding bond indexes into a portfolio composed with conventional stock or Islamic stock is efficient. As for the correlations between conventional and Islamic sectoral indexes, they depend on the sector. Relations between returns of securities are quite similar to the relations between high-frequency part of these series and are very volatile at low frequency.

Role of Dominance Status in Shock-Stimulated Agonistic Behavior

1971 ◽  
Vol 29 (3) ◽  
pp. 768-770 ◽  
Author(s):  
G. McA. Kimbrell ◽  
D. Chesler
Keyword(s):  
High Frequency ◽  
Agonistic Behavior ◽  
Defensive Behavior ◽  
Low Frequency ◽  
Behavior Patterns ◽  
Dominance Status ◽  
Very Low Frequency ◽  
The Relationship ◽  
Shock Situation

To clarify the relationship between dominance status and frequency of specific sub-classes of agonistic behavior in response to foot shock, 30 mice were selected on the basis of high- or low-dominance status and paired in a foot-shock situation. Dominant pairs exhibit a high frequency of defensive behavior patterns whereas submissive pairs exhibit a very low frequency of defensive patterns.

Implied volatility smirk and future stock returns: evidence from the German market

2015 ◽  
Vol 41 (12) ◽  
pp. 1357-1379
Author(s):  
Di Mo ◽  
Neda Todorova ◽  
Rakesh Gupta
Keyword(s):  
High Frequency ◽  
Implied Volatility ◽  
Stock Index ◽  
High Frequency Data ◽  
Frequency Data ◽  
European Options ◽  
German Market ◽  
Content Type ◽  
The Relationship ◽  
Option Market

Purpose – The purpose of this paper is to investigate the relationship between option’s implied volatility smirk (IVS) and excess returns in the Germany’s leading stock index Deutscher-Aktien Index (DAX) 30. Design/methodology/approach – The study defines the IVS as the difference in implied volatility derived from out-of-the-money put options and at-the-money call options. This study employs the ordinary least square regression with Newey-West correction to analyse the relationship between IVS and excess DAX 30 index returns in Germany. Findings – The authors find that the German market adjusts information in an efficient way. Consequently, there is no information linkage between option volatility smirk and market index returns over the nine years sample period after considering the control variables, global financial crisis dummies, and the subsample test. Research limitations/implications – This study finds that the option market and the DAX 30 index are informationally efficient. Implications of the findings are that the investors cannot profit from the information contained in the IVS since the information is simultaneously incorporated into option prices and the stock index prices. The findings of this study are applicable to other markets with European options and for market participants who seek to exploit short-term market divergence from efficiency. Originality/value – The relationship between IVS and stock price changes has not been investigated sufficiently in academic literature. This study looks at this relationship in the context of European options using high-frequency transactions data. Prior studies look at this relationship for only American options using daily data. Pricing efficiency of the European option market using high-frequency data have not been studied in the prior literature. The authors find different results for the German market based on this high-frequency data set.

Non-uniform dependence on initial data for the generalized Degasperis–Procesi equation on the line

2016 ◽  
Vol 27 (03) ◽  
pp. 1650026
Author(s):  
Yanggeng Fu ◽  
Zanping Yu ◽  
Jianhe Shen
Keyword(s):  
Initial Data ◽  
Sobolev Spaces ◽  
High Frequency ◽  
Low Frequency ◽  
Approximate Solutions ◽  
Solution Map ◽  
High Frequency Part ◽  
Uniformly Continuous

In this paper, we show that the solution map of the generalized Degasperis–Procesi (gDP) equation is not uniformly continuous in Sobolev spaces [Formula: see text] for [Formula: see text]. Our proof is based on the estimates for the actual solutions and the approximate solutions, which consist of a low frequency and a high frequency part. It also exploits the fact that the gDP equation conserves a quantity which is equivalent to the [Formula: see text] norm.

Reliance on Visual Imagery and its Relation to Mental Rotation

1997 ◽  
Vol 85 (2) ◽  
pp. 431-434 ◽  
Author(s):  
Doris C. Weatherly ◽  
Steven E. Ball ◽  
James R. Stacks
Keyword(s):  
Mental Rotation ◽  
Response Latency ◽  
High Frequency ◽  
Visual Imagery ◽  
Learning Effect ◽  
Low Frequency ◽  
Computer Screen ◽  
The Right ◽  
Relationship Of ◽  
The Relationship

The relationship of habitual use of visual imagery and mental rotation was investigated. Reliance on Visual Imagery scores were used to define subjects as high frequency or low frequency visualizers. During the mental rotation task, subjects indicated if a pair of 2-dimensional stimulus figures displayed on a computer screen were identical or mirror-images. Figures on the right were rotated in relation to those on the left by 0, 60, 120, or 180°. Data supported the prediction that subjects who report high use of imagery would perform the task with greater accuracy ( z=1.97, p<.05) than subjects who reported low use. The imagery groups did not differ in response latency ( z = .91, p<.36). A comparison of performance on Trials 1 to 24 with performance on Trials 115-138 indicated a learning effect in both accuracy ( z = 7.58, p<.01) and latency ( z = 9.72, p<.01) for all subjects.

Feature Analysis of Mechanical Fault Signals Based on the Wavelet Transform Technique

2010 ◽  
Vol 139-141 ◽  
pp. 2502-2505
Author(s):  
Bing Cheng Wang ◽  
Zhao Hui Ren
Keyword(s):  
High Frequency ◽  
Amplitude Spectrum ◽  
Low Frequency ◽  
Feature Analysis ◽  
Oil Whip ◽  
Frequency Components ◽  
Quantitative Manner ◽  
Beat Phenomenon ◽  
The Impact ◽  
The Relationship

Simulated four different fault signals in the lab, the authors then used wavelet scalogram and amplitude spectrum to make analysis on the above four fault signals and abstract each spectrum characteristics. Wavelet scalogram was able to extract the characteristic’s frequency, show the impact components caused by rub-impact, show the beat phenomenon caused by oil whip and show the irreducible high frequency components as well as the complex low-frequency components. Amplitude spectrum was able to show the energy size distribution at various frequency bands and able to analyze and calculate the relationship between various frequency components. Thus they express the relationship between various frequency banks from a quantitative manner. Therefore, combining the wavelet scalogram and amplitude spectrum when making analysis, as they complement and verify each other, it will enhance the reliability when extract and analyze the characteristics of fault signal.

Effect of Auricular Acupuncture on Gastrointestinal Motility and Its Relationship with Vagal Activity

2013 ◽  
Vol 31 (1) ◽  
pp. 57-64 ◽  
Author(s):  
Han Li ◽  
Yin-Ping Wang
Keyword(s):  
Vagus Nerve ◽  
High Frequency ◽  
Low Frequency ◽  
Autonomic Nerve ◽  
Auricular Acupuncture ◽  
Vagal Activity ◽  
Nerve Function ◽  
Gi Transit ◽  
The Relationship ◽  
Gi Motility

Background Vagus nerve stimulation is capable of regulating autonomic nerve function. In Traditional Chinese Medicine, the effect of auricular acupuncture (AA) is mediated by the vagus. This study was designed to investigate the effect of AA on gastrointestinal (GI) motility and the relationship of this effect with the vagus nerve. Methods 50 rats were divided into five groups for observation of the effects of different types of acupuncture and influencing factors: control, AA, somatic acupuncture (SA), atropine and atropine+AA. The acupuncture points used for AA were ST (Stomach) and SI (Small intestine), while the acupuncture point used for SA was ST36. Electroacupuncture was performed for 15 min. A model of reduced GI motility was established using ethanol, and GI transit rate was used to measure GI motility. Heart rate variability (HRV) and the effect of atropine administration were investigated to study the relationship between AA and vagal activity. Results The GI transit rate increased in both the AA and SA groups compared with control, and no significant difference was found between their effects. In addition, after atropine administration, AA was found to be ineffective in influencing the GI transit rate. In the HRV analysis, no significant differences were found in the absolute low frequency normalised units, high frequency normalised units or the low frequency/high frequency component ratio in the AA or SA groups compared with control. After administration of atropine AA still had no effect on HRV. Conclusions The function of AA in improving GI motility is similar to that of SA, and this effect can be blocked by the presence of atropine, indicating that this effect is regulated by the vagus. However, HRV did not reflect the acupuncture-induced changes in vagal nerve function.

scholarly journals Effect of moderate physical exercises on the relationship of variability of the heart rhythm with the level of blood pressure and hemodynamic functions in women with essential hypertension

2020 ◽  
pp. 64-73
Author(s):  
Б.И. Кузник ◽  
Ю.Н. Смоляков ◽  
Е.С. Гусева ◽  
С.О. Давыдов ◽  
И.В. Файн
Keyword(s):  
Blood Pressure ◽  
Heart Rate ◽  
Blood Flow ◽  
Heart Rate Variability ◽  
Essential Hypertension ◽  
High Frequency ◽  
Low Frequency ◽  
Mean Square ◽  
Positive Correlations ◽  
The Relationship

Цель исследования - выявление взаимосвязи между показателями вариабельности сердечного ритма (ВСР), кровяным давлением и гемодинамическими функциями у женщин, страдающих гипертонической болезнью (ГБ) и находящихся на медикаментозной терапии (ГБ-1), либо в дополнение к этому, проходящих регулярные курсы кинезитерапии (ГБ-2). Методика. Наблюдения проведены на 72 женщинах, страдающих артериальной гипертензией II стадии. В группу ГБ-1 вошли 37 женщин с ГБ, находящихся на медикаментозной терапии, в группу ГБ-2 - 35 женщин с ГБ, которые, помимо медикаментозной терапии, регулярно проходили на протяжении 2-3 лет по 3-4 полуторамесячных курса кинезитерапии (управляемые умеренные физические нагрузки). Для изучения гемодинамики был использован датчик динамического рассеяния света (miniature Dynamic Light Scattering - mDLS) от Elfi-Tech (Rehovot, Israel), измеряющий сигналы, инициированные кожным кровотоком, и использующий методику разложения сигнала на частотные компоненты, связанные с разными гемодинамическими источниками. Из пульсовой компоненты mDLS сигнала извлекалась информация о вариабельности RR-интервалов и рассчитывались индикаторы вариабельности сердечного ритма. Введен показатель «гемодинамический индекс» (Hemodynamic Index - HI). Зависимость HI от скорости сдвига интерпретируется путем сопоставления каждой полосе частот определенной скорости сдвига (HI1 - низкочастотный, HI2 - промежуточный, HI3 - высокочастотный). Использованы следующие относительные (RHI, Relative Hemodynamic Index) и осцилляторные (OHI, Oscillatory Hemodynamic Indexes) гемодинамические индексы: нейрологический (NEUR), Майера (MAYER), дыхательный (RESP) и пульсовой (PULSE). ВСР показатели включали: HR (Heart Rate), PWR (Power) - общую мощность колебаний, LF (Low Frequency), HF (High Frequency), SDNN (Standard Deviation of the Normal-to-Normal), RMSSD (Root Mean Square of the Successive Differences), а также индексы: CVI (Cardiac Vagal Index) и CSI (Cardiac Sympathetic Index). Результаты. У женщин, находящихся исключительно на медикаментозной терапии (ГБ-1), выявляются отрицательные взаимосвязи LF и LF/HF с систолическим, средним и пульсовым давлением. При ГБ-2 проявляются отрицательные связи PWR, LF, HF с пульсовым давлением. При ГБ-1 обнаружены положительные взаимосвязи между HR и гемодинамическими индексами HI1, RHI2 и отрицательная взаимосвязь с RHI3, а также между RMSSD и RHI3 и между HF и HI1/HI3. У пациенток ГБ-2 обнаружена отрицательная корреляция SDNN и RHI1, а также PWR и RHI1; положительные взаимосвязи между PWR и HI2, HI3, RHI2, HF и RHI3 и LF/HF с HI1/HI3; отрицательные связи HF c HI1/HI3 и с RHI1, а также между LF/HF и RHI3, CSI и RHI3. У больных ГБ-1 имеются прямые связи между SDNN, PWR, LF, HF, CVI и NEUR_HI1, что свидетельствует о действии этих факторов на эндотелиальный кровоток (HI1). В группе ГБ-2 установлено наличие лишь положительных связей между LF, HF и NEUR_HI3. У больных ГБ-1 на уровень АД влияют все без исключения осцилляторные ритмы, которые могут оказывать как отрицательное (с MAYER_HI1, PULSE_HI2), так и положительное (MAYER_HI2, RESP_HI3) влияние. У больных ГБ-2 взаимосвязи АД с осцилляторными индексами не обнаружены. Заключение. Уменьшение в группе ГБ-2 по сравнению с больными группы ГБ-1 числа факторов, влияющих на АД и гемодинамику, носит более совершенный и благоприятный характер, что и обеспечивает более быструю и устойчивую нормализацию артериального давления. Aim. To study the relationship between heart rate variability (HRV), blood pressure and hemodynamic functions in women with essential hypertension (EH) receiving a drug therapy alone (EH-1) or in combination with regular courses of kinesitherapy (EH-2). Methods. The study included 72 women with EH. The EH-1 group consisted of 37 women with stage II arterial hypertension. The EH-2 group consisted of 35 women with stage II arterial hypertension who underwent 3-4 1.5-month courses of kinesitherapy (controlled moderate physical activity) on a regular basis for 2-3 years. Hemodynamics was studied with a miniature Dynamic Light Scattering (mDLS) sensor from Elfi-Tech (Rehovot, Israel), which measures signals initiated by the skin blood flow by decomposing the signal into frequency components associated with different hemodynamic sources. Information on the RR interval variability was extracted from the pulse component of mDLS signal, and indicators of heart rate variability were calculated. A Hemodynamic Index (HI) was introduced. The HI dependence on shear rate was interpreted by matching each frequency band with a specific shear rate (HI1, low-frequency; HI2, intermediate; HI3, high-frequency). The following relative (RHI, Relative Hemodynamic Index) and oscillatory (OHI, Oscillatory Hemodynamic Indexes) indexes were used: neurological (NEUR), Mayer (MAYER), respiratory (RESP), and pulse (PULSE) ones. The HRV indexes included HR (Heart Rate), PWR (Power, total oscillation power), LF (Low Frequency), HF (High Frequency), SDNN (Standard Deviation of the Normal-to-Normal), RMSSD (Root Mean Square of the Successive Differences). CVI (Cardiac Vagal Index), and CSI (Cardiac Sympathetic Index). Results. In women who were on drug therapy alone (EH-1), negative relationships were found for LF and LF/HF with systolic, mean and pulse pressure. For EH-2, PWR, LF, and HF negatively correlated with pulse pressure. For EH-1, HR positively correlated with the hemodynamic indices HI1 and RHI2 and negatively correlated with RHI3; RMSSD negatively correlated with RHI3; and HF negatively correlated with HI1/HI3. For patients with EH-2, negative correlations were observed for SDNN and RHI1, PWR and RHI1; positive correlations were found between PWR and HI2; HI3, RHI2, HF and RHI3; and between LF/HF and HI1/HI3. HF negatively correlated with HI1/HI3 and with RHI1. LF/HF negatively correlated with RHI3, and CSI negatively correlated with RHI3. In patients with EH-1, SDNN, PWR, LF, HF, CVI, and NEUR_HI1 were directly related, which indicated an effect of these factors on the endothelial blood flow (HI1). In the EH-2 group, only positive correlations were found between LF, HF, and NEUR_HI3. In EH-1 patients, all oscillatory rhythms influenced BP; this influence could be both negative (for MAYER_HI1, PULSE_HI2) and positive (for MAYER_HI2, RESP_HI3). In EH-2 patients, no relationship was found between blood pressure and oscillatory indices. Conclusion. The smaller number of factors influencing blood pressure and hemodynamics in the EH-2 group compared to the EH-1 group was more beneficial and favorable, which ensured faster and steadier normalization of blood pressure.

scholarly journals Extracting super-resolution details directly from a diffraction-blurred image or part of its frequency spectrum

2019 ◽  
Author(s):  
Edward Y Sheffield
Keyword(s):  
High Frequency ◽  
Simulation Experiment ◽  
Fourier Spectrum ◽  
Low Frequency ◽  
Super Resolution ◽  
Diffraction Limit ◽  
Full Information ◽  
High Frequency Part ◽  
Blurred Image ◽  
Blurred Images

It is usually believed that the low frequency part of a signal’s Fourier spectrum represents its profile, while the high frequency part represents its details. Conventional light microscopes filter out the high frequency parts of image signals, so that people cannot see the details of the samples (objects being imaged) in the blurred images. However, we find that in a certain “resolvable condition”, a signal’s low frequency and high frequency parts not only represent profile and details respectively. Actually, any one of them also contains the full information (including both profile and details) of the sample’s structure. Therefore, for samples with spatial frequency beyond diffraction-limit, even if the image’s high frequency part is filtered out by the microscope, it is still possible to extract the full information from the low frequency part. On the basis of the above findings, we propose the technique of Deconvolution Super-resolution (DeSu-re), including two methods. One method extracts the full information of the sample’s structure directly from the diffraction-blurred image, while the other extracts it directly from part of the observed image’s spectrum (e.g., low frequency part). Both theoretical analysis and simulation experiment support the above findings, and also verify the effectiveness of the proposed methods.

scholarly journals THE AGRO-PASTORAL CONFLICTS AND FORAGE SPECIES PRIZED BY CATTLE: CASE OF THE NORTHERN PERIPHERY OF THE MBAM AND DJEREM NATIONAL PARK (ADAMAOUA-CAMEROON)

2021 ◽  
Vol 9 (02) ◽  
pp. 965-985
Author(s):  
Marie Mvu Njoya ◽  
◽  
Ambahe Duplex Rufin ◽  
Keyword(s):  
High Frequency ◽  
National Park ◽  
Low Frequency ◽  
Partial Solution ◽  
The Other ◽  
Survey Method ◽  
Other Hand ◽  
Forage Species ◽  
The One ◽  
The Relationship

In the outskirts of the northern periphery of Mbam and Djerem National Park, agro-pastoral conflicts have become very frequent in recent years. The resulting damage is so surprising that it leaves no one indifferent. Unfortunately, many writings analyze the causes of these agro-pastoral conflicts without, however, dwelling on the fodder resources which constitute not only the staple food of cattle but also one of the primary factors of these antagonisms. To overcome this knowledge gap, the authors adopted the survey method in order to identify, on the one hand, the attributes of agro-pastoral conflicts and the plant species consumed in all seasons by cattle on the northern periphery of the PNMD and, on the other hand, the relationship between these forage species with the frequency of agro-pastoral conflicts according to the protagonists and the seasons. Thus, from field observations and a questionnaire sent to 44 breeders and 103 farmers in four control villages, it results, after processing the data, that the high frequency of conflicts experienced by the farmers in the dry season (35.9 %) and especially by the breeders (70.5%) is due to the location of the forage species prized in this season at the bottom of the valleys where the herds are concentrated and compete. On the other hand, the low frequency of conflicts experienced during the rainy season especially by breeders, except in Mbitom, is more justified by the extension of fodder registers to woody leaves from the start of this season. Finally, the fodder fields of Brachiaria constitute a partial solution to the shortage of pastures even if it sometimes gives rise to new conflicts between herders.

scholarly journals Refunctionalization and Usage Frequency: An Exploratory Questionnaire Study

Languages ◽  
2018 ◽  
Vol 3 (4) ◽  
pp. 39
Author(s):  
Malte Rosemeyer
Keyword(s):  
High Frequency ◽  
Empirical Investigation ◽  
Low Frequency ◽  
Questionnaire Study ◽  
Usage Frequency ◽  
The Relationship

This paper explores the relationship between refunctionalization and usage frequency. In particular, it argues that (a) refunctionalization is more likely for low-frequency construction than high-frequency constructions, and that (b) high-frequency patterns are more likely candidates as models for refunctionalization processes than low-frequency patterns. It proposes that folk etymology processes be characterized as a type of refunctionalization process because in folk etymology, obsolescent and semantically void morphemes are replaced with morphemes that actually serve a function in language. This assumption allows for an empirical investigation of refunctionalization using an exploratory questionnaire study. The results indicate that usage frequency indeed plays a role in folk etymology processes, and consequently, refunctionalization. In particular, participants were more likely to accept false etymologies when the proposed etymon had a high usage frequency than when it had a low usage frequency. In summary, the present study proposes a way to study refunctionalization processes in synchrony.

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