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Contagion arising from clustering of multiple time series like those in the stock market indicators can further complicate the nature of volatility, rendering a parametric test (relying on asymptotic distribution) to suffer from issues on size and power. We propose a test on volatility based on the bootstrap method for multiple time series, intended to account for possible presence of contagion effect. While the test is fairly robust to distributional assumptions, it depends on the nature of volatility. The test is correctly sized even in cases where the time series are almost nonstationary |
This essay deals with the construction of the church of San Francesco della Vigna in Venice. This church is an interesting case of proportions applied to architecture. The author analyzes the design, verifies the proportions, virtually reconstructs the unrealized facade by Jacopo Sansovino and compares it with the one built by Andrea Palladio. |
The aluminum alloys belonging to the 7000 series are high-strength alloys used in a wide variety of products for weight reduction. They are primarily used in the field of transportation and aerospace. Among these, the A7075 alloy has the highest strength and is expected to be applicable in a wide range of fields, such as aircraft components and sports equipment. However, it has high deformation resistance and is prone to surface defects, which is called tearing. Tearing typically occurs at high temperatures and high ram speeds, and adversely affects productivity. The localized melting of Zn and additive compounds, due to the heat generated during the process, is considered to cause tearing. In this study, the effect of friction, heat, and tearing at the tool—metal interface was miti... |
This contribution deals with the late 17th century baroque church of San Lorenzo in Turin, designed by Guarino Guarini; it discusses the geometry and possible sources of the vaults of the church, including stellated polygons, raised oval arches and conical approximations to the oval intrados of these arches. |
This open access book presents the outcomes of the “Design for Future – Managed Software Evolution” priority program 1593, which was launched by the German Research Foundation (“Deutsche Forschungsgemeinschaft (DFG)”) to develop new approaches to software engineering with a specific focus on long-lived software systems. The different lifecycles of software and hardware platforms lead to interoperability problems in such systems. Instead of separating the development, adaptation and evolution of software and its platforms, as well as aspects like operation, monitoring and maintenance, they should all be integrated into one overarching process. Accordingly, the book is split into three major parts, the first of which includes an introduction to the nature of software evolution, follow... |
Sleep plays an important role in people's physical and mental health [1]. Good sleep can not only effectively enhance the brain's ability to remove harmful substances, but also help maintain brain function [2], including mental health, supporting learning and memory, and regulating synaptic plasticity, in the process of which genes involved in sleep, especially those expressions with the circadian rhythm in brain, are crucial regulators [3]. Recent research evidence has shown circadian regulation of sleep-dependent gene expression produces short-term or even long-term changes in brain behavior and function [4]. Conversely, sleep deprivation (SD) may damage the brain by disrupting gene expression related to the sleep–wake cycle of synaptic proteins [3, 5]. SD can affect gene expressi... |
Land systems combine land use and land cover, considering that their changes have important consequences for the local environment and human well-being and are pervasive factors of regional and global environmental change. More specifically, land consumption (LC), due to the occupation of originally agricultural, natural, or semi-natural areas, implies a progressive loss of key environmental resources and ecosystem services (ESs), reducing the individual well-being. Furthermore, policy makers need data on the benefits of public goods in monetary terms to support well-being-oriented decision-making. This work seeks to demonstrate that life satisfaction approach (LSA) can be applied to a practical assessment goal with the intention to give a monetary value to the LC and consequently t... |
We consider the dynamics of a virus spreading through a population that produces a mutant strain with the ability to infect individuals that were infected with the established strain. Temporary cross-immunity is included using a time delay, but is found to be a harmless delay. We provide some sufficient conditions that guarantee local and global asymptotic stability of the disease-free equilibrium and the two boundary equilibria when the two strains outcompete one another. It is shown that, due to the immune evasion of the emerging strain, the reproduction number of the emerging strain must be significantly lower than that of the established strain for the local stability of the established-strain-only boundary equilibrium. |
Innovative enterprises may undertake innovation activity in the form of research and development (R&D) or the acquisition of already developed technology (imitative innovation). Both types of innovation may influence economic growth or catching-up processes in different ways. Therefore, in the research presented, various types of innovation activity are analysed based on Community Innovation Survey data. The question is how the regional environment, characterised based on the data on intangible assets, affects R&D activity and the acquisition of machinery and software. The analysis was conducted for the years 2004–2014 in 16 Polish regions. Intangible assets were measured using the intellectual capital index. Panel data econometric models were applied to test the relations between v... |
In this paper, we characterize those positive Borel measurable symbols μ on Cn that induce the Toeplitz operators Tαμ to be bounded or compact between different Fock–Sobolev–type spaces Fpα and F∞α with 0 |
