scholarly journals Cryptocurrency Market Consolidation in 2020–2021

Entropy ◽  
2021 ◽  
Vol 23 (12) ◽  
pp. 1674
Author(s):  
Jarosław Kwapień ◽  
Marcin Wątorek ◽  
Stanisław Drożdż
Keyword(s):  
Time Scales ◽  
Spanning Trees ◽  
Topological Analysis ◽  
Commodity Markets ◽  
Traditional Markets ◽  
Long Time ◽  
Cross Correlations ◽  
Market Consolidation ◽  
Short Time ◽  
Minimal Spanning Trees

Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are investigated for the presence of detrended cross-correlations. A spectral analysis of the detrended correlation matrix and a topological analysis of the minimal spanning trees calculated based on this matrix are applied for different positions of a moving window. The cryptocurrencies become more strongly cross-correlated among themselves than they used to be before. The average cross-correlations increase with time on a specific time scale in a way that resembles the Epps effect amplification when going from past to present. The minimal spanning trees also change their topology and, for the short time scales, they become more centralized with increasing maximum node degrees, while for the long time scales they become more distributed, but also more correlated at the same time. Apart from the inter-market dependencies, the detrended cross-correlations between the cryptocurrency market and some traditional markets, like the stock markets, commodity markets, and Forex, are also analyzed. The cryptocurrency market shows higher levels of cross-correlations with the other markets during the same turbulent periods, in which it is strongly cross-correlated itself.

The Spread of Pollutants from Harbour Sludge Depots

1984 ◽  
Vol 16 (3-4) ◽  
pp. 623-633
Author(s):  
M Loxham ◽  
F Weststrate
Keyword(s):  
Time Scales ◽  
Molecular Diffusion ◽  
Near Field ◽  
Parameter Analysis ◽  
Migration Patterns ◽  
Long Time ◽  
Dilution Effects ◽  
Short Time ◽  
Harbour Sludge

It is generally agreed that both the landfill option, or the civil techniques option for the final disposal of contaminated harbour sludge involves the isolation of the sludge from the environment. For short time scales, engineered barriers such as a bentonite screen, plastic sheets, pumping strategies etc. can be used. However for long time scales the effectiveness of such measures cannot be counted upon. It is thus necessary to be able to predict the long term environmenttal spread of contaminants from a mature landfill. A model is presented that considers diffusion and adsorption in the landfill site and convection and adsorption in the underlaying aquifer. From a parameter analysis starting form practical values it is shown that the adsorption behaviour and the molecular diffusion coefficient of the sludge, are the key parameters involved in the near field. The dilution effects of the far field migration patterns are also illustrated.

scholarly journals Nonlinearities of heart rate variability in animal models of impaired cardiac control: contribution of different time scales

2017 ◽  
Vol 123 (2) ◽  
pp. 344-351 ◽  
Author(s):  
Luiz Eduardo Virgilio Silva ◽  
Renata Maria Lataro ◽  
Jaci Airton Castania ◽  
Carlos Alberto Aguiar Silva ◽  
Helio Cesar Salgado ◽  
...  
Keyword(s):  
Nonlinear Dynamics ◽  
Heart Rate ◽  
Heart Rate Variability ◽  
Time Scales ◽  
Multiscale Entropy ◽  
Time Frequency ◽  
Cardiac Control ◽  
Long Time ◽  
Nonlinear Features ◽  
Short Time

Heart rate variability (HRV) has been extensively explored by traditional linear approaches (e.g., spectral analysis); however, several studies have pointed to the presence of nonlinear features in HRV, suggesting that linear tools might fail to account for the complexity of the HRV dynamics. Even though the prevalent notion is that HRV is nonlinear, the actual presence of nonlinear features is rarely verified. In this study, the presence of nonlinear dynamics was checked as a function of time scales in three experimental models of rats with different impairment of the cardiac control: namely, rats with heart failure (HF), spontaneously hypertensive rats (SHRs), and sinoaortic denervated (SAD) rats. Multiscale entropy (MSE) and refined MSE (RMSE) were chosen as the discriminating statistic for the surrogate test utilized to detect nonlinearity. Nonlinear dynamics is less present in HF animals at both short and long time scales compared with controls. A similar finding was found in SHR only at short time scales. SAD increased the presence of nonlinear dynamics exclusively at short time scales. Those findings suggest that a working baroreflex contributes to linearize HRV and to reduce the likelihood to observe nonlinear components of the cardiac control at short time scales. In addition, an increased sympathetic modulation seems to be a source of nonlinear dynamics at long time scales. Testing nonlinear dynamics as a function of the time scales can provide a characterization of the cardiac control complementary to more traditional markers in time, frequency, and information domains. NEW & NOTEWORTHY Although heart rate variability (HRV) dynamics is widely assumed to be nonlinear, nonlinearity tests are rarely used to check this hypothesis. By adopting multiscale entropy (MSE) and refined MSE (RMSE) as the discriminating statistic for the nonlinearity test, we show that nonlinear dynamics varies with time scale and the type of cardiac dysfunction. Moreover, as complexity metrics and nonlinearities provide complementary information, we strongly recommend using the test for nonlinearity as an additional index to characterize HRV.

scholarly journals Stratified Flows over and around Long Dynamically Tall Mountain Ridges

2019 ◽  
Vol 76 (5) ◽  
pp. 1265-1287 ◽  
Author(s):  
Arjun Jagannathan ◽  
Kraig Winters ◽  
Laurence Armi
Keyword(s):  
Time Scales ◽  
Time Scale ◽  
Stratified Flows ◽  
Half Width ◽  
Short Time Scale ◽  
Late Time ◽  
Low Level ◽  
Long Time ◽  
Flow Splitting ◽  
Short Time

Abstract Uniformly stratified flows approaching long and dynamically tall ridges develop two distinct flow components over disparate time scales. The fluid upstream and below a “blocking level” is stagnant in the limit of an infinite ridge and flows around the sides when the ridge extent is finite. The streamwise half-width of the obstacle at the blocking level arises as a natural inner length scale for the flow, while the excursion time over this half-width is an associated short time scale for the streamwise flow evolution. Over a longer time scale, low-level horizontal flow splitting leads to the establishment of an upstream layerwise potential flow beneath the blocking level. We demonstrate through numerical experiments that for sufficiently long ridges, crest control and streamwise asymmetry are seen on both the short and long time scales. On the short time scale, upstream blocking is established quickly and the flow is well described as a purely infinite-ridge overflow. Over the long time scale associated with flow splitting, low-level flow escapes around the sides, but the overflow continues to be hydraulically controlled and streamwise asymmetric in the neighborhood of the crest. We quantify this late-time overflow by estimating its volumetric transport and then briefly demonstrate how this approach can be extended to predict the overflow across nonuniform ridge shapes.

scholarly journals Optical variability of quasars: a damped random walk

2013 ◽  
Vol 9 (S304) ◽  
pp. 395-398 ◽  
Author(s):  
Željko Ivezić ◽  
Chelsea MacLeod
Keyword(s):  
Random Walk ◽  
Time Scales ◽  
Model Parameters ◽  
Optical Wavelength ◽  
Long Time ◽  
Asymptotic Variability ◽  
Short Time ◽  
Quasar Variability ◽  
Best Fit

AbstractA damped random walk is a stochastic process, defined by an exponential covariance matrix that behaves as a random walk for short time scales and asymptotically achieves a finite variability amplitude at long time scales. Over the last few years, it has been demonstrated, mostly but not exclusively using SDSS data, that a damped random walk model provides a satisfactory statistical description of observed quasar variability in the optical wavelength range, for rest-frame timescales from 5 days to 2000 days. The best-fit characteristic timescale and asymptotic variability amplitude scale with the luminosity, black hole mass, and rest wavelength, and appear independent of redshift. In addition to providing insights into the physics of quasar variability, the best-fit model parameters can be used to efficiently separate quasars from stars in imaging surveys with adequate long-term multi-epoch data, such as expected from LSST.

scholarly journals Slow Decay of Impact in Equity Markets: Insights from the ANcerno Database

2018 ◽  
Vol 04 (03n04) ◽  
pp. 1950006
Author(s):  
Frédéric Bucci ◽  
Michael Benzaquen ◽  
Fabrizio Lillo ◽  
Jean-Philippe Bouchaud
Keyword(s):  
Empirical Study ◽  
Time Scales ◽  
Equity Markets ◽  
Equity Market ◽  
Slow Decay ◽  
The Us ◽  
Long Time ◽  
Power Law Function ◽  
Short Time ◽  
The Impact

We present an empirical study of price reversion after the executed metaorders. We use a dataset with more than 8 million metaorders executed by institutional investors in the US equity market. We show that relaxation takes place as soon as the metaorder ends: while at the end of the same day, it is on average [Formula: see text] of the peak impact, the decay continues for the next few days, following a power-law function at short-time scales, and converges to a non-zero asymptotic value at long-time scales ([Formula: see text] days) equal to [Formula: see text] of the impact at the end of the first day, that is [Formula: see text] of peak impact. Due to a significant, multiday correlation of the sign of executed metaorders, a careful deconvolution of the observed impact must be performed to extract the estimate of the impact decay of isolated metaorders.

scholarly journals Failure through expanding voids in bacterial streamers

2017 ◽  
Author(s):  
Ishita Biswas ◽  
Ranajay Ghosh ◽  
Mohtada Sadrzadeh ◽  
Aloke Kumar
Keyword(s):  
Time Scales ◽  
Void Growth ◽  
Growth Time ◽  
Long Time ◽  
Void Propagation ◽  
Growth Of Voids ◽  
Micro Pillars ◽  
Fracture Arrest ◽  
Short Time ◽  
Strong Contrast

AbstractWe investigate the failure of thick bacterial floc-mediated streamers in a microfluidic device with micro-pillars. We found that streamers could fail due to the growth of voids in the biomass that originate near the pillar walls. The quantification of void growth was made possible by the use of 200 nm fluorescent polystyrene beads. The beads get trapped in the extra-cellular matrix of the streamer biomass and act as tracers. Void growth time-scales could be characterized into short-time scales and long time-scales and the crack/void propagation showed several instances of fracture-arrest ultimately leading to a catastrophic failure of the entire streamer structure. This mode of fracture stands in strong contrast to necking-type instability observed before in streamers.

scholarly journals A-current and type I/type II transition determine collective spiking from common input

2012 ◽  
Vol 108 (6) ◽  
pp. 1631-1645 ◽  
Author(s):  
Andrea K. Barreiro ◽  
Evan L. Thilo ◽  
Eric Shea-Brown
Keyword(s):  
Time Scales ◽  
Cell Populations ◽  
Type I ◽  
Time Lags ◽  
Type Ii ◽  
Neuron Models ◽  
Common Input ◽  
Time Constants ◽  
Long Time ◽  
Short Time

The mechanisms and impact of correlated, or synchronous, firing among pairs and groups of neurons are under intense investigation throughout the nervous system. A ubiquitous circuit feature that can give rise to such correlations consists of overlapping, or common, inputs to pairs and populations of cells, leading to common spike train responses. Here, we use computational tools to study how the transfer of common input currents into common spike outputs is modulated by the physiology of the recipient cells. We focus on a key conductance, gA, for the A-type potassium current, which drives neurons between “type II” excitability (low gA), and “type I” excitability (high gA). Regardless of gA, cells transform common input fluctuations into a tendency to spike nearly simultaneously. However, this process is more pronounced at low gA values. Thus, for a given level of common input, type II neurons produce spikes that are relatively more correlated over short time scales. Over long time scales, the trend reverses, with type II neurons producing relatively less correlated spike trains. This is because these cells' increased tendency for simultaneous spiking is balanced by an anticorrelation of spikes at larger time lags. These findings extend and interpret prior findings for phase oscillators to conductance-based neuron models that cover both oscillatory (superthreshold) and subthreshold firing regimes. We demonstrate a novel implication for neural signal processing: downstream cells with long time constants are selectively driven by type I cell populations upstream and those with short time constants by type II cell populations. Our results are established via high-throughput numerical simulations and explained via the cells' filtering properties and nonlinear dynamics.

scholarly journals Multiscale Information Decomposition Dissects Control Mechanisms of Heart Rate Variability at Rest and During Physiological Stress

Entropy ◽  
2019 ◽  
Vol 21 (5) ◽  
pp. 526 ◽  
Author(s):  
Jana Krohova ◽  
Luca Faes ◽  
Barbora Czippelova ◽  
Zuzana Turianikova ◽  
Nikoleta Mazgutova ◽  
...  
Keyword(s):  
Heart Rate ◽  
Heart Rate Variability ◽  
Time Scales ◽  
Information Transfer ◽  
Physiological Stress ◽  
Short Time Scale ◽  
Control Mechanisms ◽  
Sinus Arrhythmia ◽  
Long Time ◽  
Short Time

Heart rate variability (HRV; variability of the RR interval of the electrocardiogram) results from the activity of several coexisting control mechanisms, which involve the influence of respiration (RESP) and systolic blood pressure (SBP) oscillations operating across multiple temporal scales and changing in different physiological states. In this study, multiscale information decomposition is used to dissect the physiological mechanisms related to the genesis of HRV in 78 young volunteers monitored at rest and during postural and mental stress evoked by head-up tilt (HUT) and mental arithmetics (MA). After representing RR, RESP and SBP at different time scales through a recently proposed method based on multivariate state space models, the joint information transfer T RESP , SBP → RR is decomposed into unique, redundant and synergistic components, describing the strength of baroreflex modulation independent of respiration ( U SBP → RR ), nonbaroreflex ( U RESP → RR ) and baroreflex-mediated ( R RESP , SBP → RR ) respiratory influences, and simultaneous presence of baroreflex and nonbaroreflex respiratory influences ( S RESP , SBP → RR ), respectively. We find that fast (short time scale) HRV oscillations—respiratory sinus arrhythmia—originate from the coexistence of baroreflex and nonbaroreflex (central) mechanisms at rest, with a stronger baroreflex involvement during HUT. Focusing on slower HRV oscillations, the baroreflex origin is dominant and MA leads to its higher involvement. Respiration influences independent on baroreflex are present at long time scales, and are enhanced during HUT.

scholarly journals LADL: Light-activated dynamic looping for endogenous gene expression control

2018 ◽  
Author(s):  
Mayuri Rege ◽  
Ji Hun Kim ◽  
Jacqueline Valeri ◽  
Margaret C. Dunagin ◽  
Aryeh Metzger ◽  
...  
Keyword(s):  
Time Scales ◽  
Single Molecule ◽  
Large Population ◽  
Protein Subunit ◽  
Endogenous Gene ◽  
Guide Rnas ◽  
Gene Expression Control ◽  
Long Time ◽  
Cryptochrome 2 ◽  
Short Time

AbstractMammalian genomes are folded into tens of thousands of long-range looping interactions1,2. The cause and effect relationship between looping and genome function is poorly understood, and the extent to which chromatin loops are dynamic on short time scales remains a fundamental unanswered question. Currently available strategies for loop engineering involve synthetic transcription factors tethered to dCas93,4 or zinc fingers5,6, which are constitutively expressed5,6 or induced on long time scales by the presence of a small molecule3. Here we report a new class of 3-D optoepigenetic tools for the directed rearrangement of 3-D chromatin looping on short time scales using blue light. We create synthetic architectural proteins by fusing the CIBN protein subunit from Arabidopsis thaliana with enzymatically dead Cas9 (dCas9). We target our light-activated dynamic looping system (LADL) to two genomic anchors with CRISPR guide RNAs and engineer their spatial co-localization via light-induced heterodimerization of the cryptochrome 2 (CRY2) protein with dCas9-CIBN. We apply LADL to redirect a stretch enhancer (SE) away from its endogenous Klf4 target gene and to the Zfp462 promoter. Looping changes occur as early as four hours after light induction. Using single molecule RNA FISH, we observe a LADL-induced increase in the total nascent Zfp462 transcripts and the number of Zfp462 alleles expressing simultaneously per cell. Moreover, LADL also increased synchronous Sox2 expression after reinforcement of a known Sox2-SE looping interaction. LADL facilitates loop synchronization across a large population of cells without exogenous chemical cofactors and can enable future efforts to engineer reversible and oscillatory looping on short time scales.

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