Related papers: Interpolation and Prewar-Postwar Output Volatility…
We study the heartbeat activity of healthy individuals at rest and during exercise. We focus on correlation properties of the intervals formed by successive peaks in the pulse wave and find significant scaling differences between rest and…
We generalize a method of control of chaos which uses delayed feedback at the period of an unstable orbit to stabilize that orbit. The generalization consists of substituting some portion of the nonlinear dynamical system with a delayed…
In the absence of synaptic coupling, two or more neural oscillators may become synchronized by virtue of the statistical correlations in their noisy input streams. Recent work has shown that the degree of correlation transfer from input…
Is the elasticity of intertemporal substitution (EIS) more or less than one? This question can be answered by confronting theoretical results of asset pricing models with investor behaviour during episodes of stock market panic. If we…
In the context of core-collapse supernova explosions (CCSNe), the interaction of standing accretion shocks with upstream vorticity perturbations is investigated by linear theory analysis. The endothermic effect associated to the nuclear…
Traditional approaches to interpolate/extrapolate frames in a video sequence require accurate pixel correspondences between images, e.g., using optical flow. Their results stem on the accuracy of optical flow estimation, and could generate…
Seamless forecasts are based on a combination of different sources to produce the best possible forecasts. Statistical multimodel postprocessing helps to combine various sources to achieve these seamless forecasts. However, when one of the…
We study the impact of volatility on intraday serial correlation, at time scales of less than 20 minutes, exploiting a data set with all transaction on SPX500 futures from 1993 to 2001. We show that, while realized volatility and intraday…
The nonlinear evolution of unstable C-type shocks in weakly ionized plasmas is studied by means of time-dependent magnetohydrodynamical simulations. This study is limited to shocks in magnetically dominated plasmas (in which the Alfven…
We study the disequilibrium dynamics of a stylised model of production networks in which firms use perishable and non-substitutable intermediate inputs, so that adverse idiosyncratic productivity shocks can trigger downstream shortages and…
A retrieval model should not only interpolate the training data but also extrapolate well to the queries that are different from the training data. While neural retrieval models have demonstrated impressive performance on ad-hoc search…
We investigate the effects of ambipolar diffusion and the Hall effect on the stability of weakly-ionized, magnetized planar shear flows. Employing a local approach similar to the shearing-sheet approximation, we solve for the evolution of…
This paper investigates how productivity dispersion relates to input misallocation in European manufacturing. The model features staggered productivity shocks that create wedges between anticipated and realized productivity for any…
Analytic scaling relations are derived for a phenomenological model of the plasmoid instability in an evolving current sheet, including the effects of reconnection outflow. Two scenarios are considered, where the plasmoid instability can be…
Can uncertainty about credit availability trigger a slowdown in real activity? This question is answered by using a novel method to identify shocks to uncertainty in access to credit. Time-variation in uncertainty about credit availability…
Convective instabilities in the advanced stages of nuclear shell burning can play an important role in neutrino-driven supernova explosions. In our previous work, we studied the interaction of vorticity and entropy waves with the supernova…
Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, $u_i$, can be detected and quantified by studying the correlations in the magnitude series $|u_i|$, i.e., the ``volatility''. However,…
With historic misses in the 2016 and 2020 US Presidential elections, interest in measuring polling errors has increased. The most common method for measuring directional errors and non-sampling excess variability during a postmortem for an…
The financial turmoil surrounding the Great Recession called for unprecedented intervention by Central Banks: unconventional policies affected various areas in the economy, including stock market volatility. In order to evaluate such…
This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state field approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via…