Abstract The popularity of social media facilitates the dissemination private information, which has significant implications for investors’ behavior and market efficiency. This paper examines dynamic dependence between internet postings herd in China’s open-end fund by applying DCC-GARCH TVP-SV-VAR models. results show that relationship is time-varying asymmetric. Specifically, have a negative...

Aimed at high resolution, an asymmetric point spread function has been obtained with good and bad sides by introducing three level asymmetric pupil functions. The good side has decreased side lobes while the bad side has increased side lobes. The asymmetry has been found to increase with the width of the edge strips within the slit aperture. On the other hand, there does not appear dependence o...

The in-plane spin splitting of conduction-band electron has been investigated in an asymmetric (001) GaAs/AlxGa1-xAs quantum well by time-resolved Kerr rotation technique under a transverse magnetic field. The distinctive anisotropy of the spin splitting was observed while the temperature is below approximately 200 K. This anisotropy emerges from the combined effect of Dresselhaus spin-orbit co...

This paper presents empirical evidence of long range dependence in returns and volatility for banking indices for 41 different countries. We employ the Rescaled Hurst analysis and develop a formal statistical procedure to test for long range dependence. This procedure allows to rank these countries by relative inefficiency, which can provide guidance for investors and portfolio managers. Keywor...

A commonly accepted traffic model for a large population of Internet users consists of a multiplex of Poisson-arriving heavy-tailed streams with the same constant rate (M/G/ ). We show that even though such regular model provides an accurate description of long-range dependence, the marginal distribution variance is underestimated, resulting in erroneous calculation of overflow probability in n...

In this paper, we present a general data clustering algorithm which is based on the asymmetric pairwise measure of Markov random walk hitting time on directed graphs. Unlike traditional graph based clustering methods, we do not explicitly calculate the pairwise similarities between points. Instead, we form a transition matrix of Markov random walk on a directed graph directly from the data. Our...

Currently a new version of the distance education platform WeLearn [3] to be combined with an agent system ([1], also developed locally) for providing advanced services [2] is under development. In a previous stage of the project software was created to automatically derive keywords from documents, either from the different versions of metadata already contained (various Microsoft file formats,...

As our ability to store information increases, the mechanisms we employ to access that information become ever more important. In this paper, we present Archosum, a prototype of an organizational system that attempts to encapsulate the benefits of both hierarchical and keyword systems. By introducing abstract entities, Archosum provides a simple interface with which users can build and maintain...