The cross-correlations between price fluctuations of 201 frequently traded stocks in the National Stock Exchange (NSE) of India are analyzed in this paper. We use daily closing prices for the period 1996-2006, which coincides with the period of rapid transformation of the market following liberalization. The eigenvalue distribution of the cross-correlation matrix, C, of NSE is found to be simil...

How data-network effects create opportunities and inflate expectations.

Reproductive traits from 7642 ewes were recorded from 1975 to 1983. The ewes were of five breeds (Dorset (D), Finnsheep (F), Rambouillet (R), Suffolk (S) and Targhee (T)) and two composite lines [C1 (1=2F þ 1=4R þ 1=4D) and C2 (1=2F þ 1=4S þ 1=4T)]. Genetic parameters were estimated for six basic and seven composite traits. The basic traits were conception rate (CR), total number of lamb born (...

Generalized linear mixed models(GLMMs) are frequently used for the analysis of longitudinal categorical data when the subject-specific effects is of interest. In GLMMs, the structure of the random effects covariance matrix is important for the estimation of fixed effects and to explain subject and time variations. The estimation of the matrix is not simple because of the high dimension and the ...

1. INTRODUCTION The modelling problem addressed in this paper has been called correlated failure-time modelling, multivariate survival modelling, multiple spells modelling, or a recurrent events problem, and is studied in biomedical Generally this type of modelling is required for data that arise in time-to-event studies when two or more events happen to the same subject. In such a case, the fa...