scholarly journals Strategic Diversification for Asynchronous Asset Trading: Insights from Generalized Coherence Analysis of Cryptocurrency Price Movements

Ledger ◽  
2021 ◽  
Vol 6 ◽  
Author(s):  
Nirvik Sinha ◽  
Yuan Yang

Non-linear interactions between cryptocurrency price movements can elicit cross-frequency coupling (CFC) wherein one set of frequencies in the 1st timeseries is coupled to another set of frequencies in the 2nd timeseries. To investigate this, we use a generalized coherence approach to detect and quantify both linear (i.e., iso-frequency coupling, IFC) and non-linear coherence (CFC) and the associated phase relationships between the intra-day price changes of various pairs of cryptocurrencies for the year 2020. Using this information, we further assess the risk reduction associated with diversification of portfolios between each pair of a small market capital and a large market capital cryptocurrency, for both synchronous and asynchronous trading conditions. While mean pairwise IFC values were lower for smaller cryptocurrencies, pairwise CFC values were more heterogeneous and had no correlation with the market capital size. Diversification of portfolios resulted in reduced risk for synchronously-traded pairs of those cryptocurrencies which had low IFC. For asynchronous trading conditions, if the larger market capital cryptocurrency was traded at a higher frequency, diversification almost always reduced risk. Thus, the novel approach used in this study reveals important insights into the complex dynamics that govern the price trends of cryptocurrencies.

2012 ◽  
Vol 490-495 ◽  
pp. 1888-1892
Author(s):  
Fan Wu Meng ◽  
Chun Guang Xu ◽  
Juan Hao

It is a non-linear problem to evaluate the minimum zone spatial (3-D) straightness. Because of the disadvantages of evaluating spatial straightness error with traditional method, such as difficulty in solving the non-linear equation, the evaluating precision is lower. This paper develops a solution that can transform the non-linear problem into a linear problem. The solution can obtain more exact results than traditional method using results of LSC as initial conditions. This methodology can also be applied to the problems of computing the minimum circumscribed cylinder and the maximum inscribed cylinder. The effectiveness and efficiency of the novel approach are illustrated by two examples.


2020 ◽  
Author(s):  
Elaine Gallagher ◽  
Bas Verplanken ◽  
Ian Walker

Social norms have been shown to be an effective behaviour change mechanism across diverse behaviours, demonstrated from classical studies to more recent behaviour change research. Much of this research has focused on environmentally impactful actions. Social norms are typically utilised for behaviour change in social contexts, which facilitates the important element of the behaviour being visible to the referent group. This ensures that behaviours can be learned through observation and that deviations from the acceptable behaviour can be easily sanctioned or approved by the referent group. There has been little focus on how effective social norms are in private or non-social contexts, despite a multitude of environmentally impactful behaviours occurring in the home, for example. The current study took the novel approach to explore if private behaviours are important in the context of normative influence, and if the lack of a referent groups results in inaccurate normative perceptions and misguided behaviours. Findings demonstrated variance in normative perceptions of private behaviours, and that these misperceptions may influence behaviour. These behaviours are deemed to be more environmentally harmful, and respondents are less comfortable with these behaviours being visible to others, than non-private behaviours. The research reveals the importance of focusing on private behaviours, which have been largely overlooked in the normative influence literature.


Author(s):  
Shishir Kumar Gujrati

Stock markets are always taken as the barometer of the economy. The price movement of their indices reflects every ups and downs of the economy. Although seem to be random, these price movements do follow a certain track which can be identified using appropriate tool over long range data. One such method is of Technical Analysis wherein future price trends are forecasted using past data. Momentum Oscillators are the important tools of technical analysis. The current paper aims to identify the previous price movements of sensex by using Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) tools and also aims to check whether these tools are appropriate in forecasting the price trends or not.


Author(s):  
Mark O Sullivan ◽  
Carl T Woods ◽  
James Vaughan ◽  
Keith Davids

As it is appreciated that learning is a non-linear process – implying that coaching methodologies in sport should be accommodative – it is reasonable to suggest that player development pathways should also account for this non-linearity. A constraints-led approach (CLA), predicated on the theory of ecological dynamics, has been suggested as a viable framework for capturing the non-linearity of learning, development and performance in sport. The CLA articulates how skills emerge through the interaction of different constraints (task-environment-performer). However, despite its well-established theoretical roots, there are challenges to implementing it in practice. Accordingly, to help practitioners navigate such challenges, this paper proposes a user-friendly framework that demonstrates the benefits of a CLA. Specifically, to conceptualize the non-linear and individualized nature of learning, and how it can inform player development, we apply Adolph’s notion of learning IN development to explain the fundamental ideas of a CLA. We then exemplify a learning IN development framework, based on a CLA, brought to life in a high-level youth football organization. We contend that this framework can provide a novel approach for presenting the key ideas of a CLA and its powerful pedagogic concepts to practitioners at all levels, informing coach education programs, player development frameworks and learning environment designs in sport.


2021 ◽  
Vol 11 (2) ◽  
pp. 674
Author(s):  
Marianna Koctúrová ◽  
Jozef Juhár

With the ever-progressing development in the field of computational and analytical science the last decade has seen a big improvement in the accuracy of electroencephalography (EEG) technology. Studies try to examine possibilities to use high dimensional EEG data as a source for Brain to Computer Interface. Applications of EEG Brain to computer interface vary from emotion recognition, simple computer/device control, speech recognition up to Intelligent Prosthesis. Our research presented in this paper was focused on the study of the problematic speech activity detection using EEG data. The novel approach used in this research involved the use visual stimuli, such as reading and colour naming, and signals of speech activity detectable by EEG technology. Our proposed solution is based on a shallow Feed-Forward Artificial Neural Network with only 100 hidden neurons. Standard features such as signal energy, standard deviation, RMS, skewness, kurtosis were calculated from the original signal from 16 EEG electrodes. The novel approach in the field of Brain to computer interface applications was utilised to calculated additional set of features from the minimum phase signal. Our experimental results demonstrated F1 score of 86.80% and 83.69% speech detection accuracy based on the analysis of EEG signal from single subject and cross-subject models respectively. The importance of these results lies in the novel utilisation of the mobile device to record the nerve signals which can serve as the stepping stone for the transfer of Brain to computer interface technology from technology from a controlled environment to the real-life conditions.


Energies ◽  
2021 ◽  
Vol 14 (12) ◽  
pp. 3604
Author(s):  
Hady H. Fayek ◽  
Panos Kotsampopoulos

This paper presents load frequency control of the 2021 Egyptian power system, which consists of multi-source electrical power generation, namely, a gas and steam combined cycle, and hydro, wind and photovoltaic power stations. The simulation model includes five generating units considering physical constraints such as generation rate constraints (GRC) and the speed governor dead band. It is assumed that a centralized controller is located at the national control center to regulate the frequency of the grid. Four controllers are applied in this research: PID, fractional-order PID (FOPID), non-linear PID (NPID) and non-linear fractional-order PID (NFOPID), to control the system frequency. The design of each controller is conducted based on the novel tunicate swarm algorithm at each operating condition. The novel method is compared to other widely used optimization techniques. The results show that the tunicate swarm NFOPID controller leads the Egyptian power system to a better performance than the other control schemes. This research also presents a comparison between four methods to self-tune the NFOPID controller at each operating condition.


ChemInform ◽  
2015 ◽  
Vol 46 (17) ◽  
pp. no-no
Author(s):  
Hajime Yokoyama ◽  
Takayoshi Kubo ◽  
Yosuke Matsumura ◽  
Junichi Hosokawa ◽  
Masahiro Miyazawa ◽  
...  

Nutrients ◽  
2021 ◽  
Vol 13 (3) ◽  
pp. 815
Author(s):  
Przemysław Domaszewski ◽  
Paweł Pakosz ◽  
Mariusz Konieczny ◽  
Dawid Bączkowicz ◽  
Ewa Sadowska-Krępa

Studies on muscle activation time in sport after caffeine supplementation confirmed the effectiveness of caffeine. The novel approach was to determine whether a dose of 9 mg/kg/ body mass (b.m.) of caffeine affects the changes of contraction time and the displacement of electrically stimulated muscle (gastrocnemius medialis) in professional athletes who regularly consume products rich in caffeine and do not comply with the caffeine discontinuation period requirements. The study included 40 professional male handball players (age = 23.13 ± 3.51, b.m. = 93.51 ± 15.70 kg, height 191 ± 7.72, BMI = 25.89 ± 3.10). The analysis showed that in the experimental group the values of examined parameters were significantly reduced (p ≤ 0.001) (contraction time: before = 20.60 ± 2.58 ms/ after = 18.43 ± 3.05 ms; maximal displacement: before = 2.32 ± 0.80 mm/after = 1.69 ± 0.51 mm). No significant changes were found in the placebo group. The main achievement of this research was to demonstrate that caffeine at a dose of 9 mg/kg in professional athletes who regularly consume products rich in caffeine has a direct positive effect on the mechanical activity of skeletal muscle stimulated by an electric pulse.


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