Do the Q-Factors Proxy for Surprises in Economic State Variables?

2020 ◽  
Author(s):  
Suresh Kumar Oad Rajput ◽  
Muhammad Ilyas
Keyword(s):  
State Variables ◽  
Economic State ◽  
Q Factors

scholarly journals Computing the adaptive cycle

2020 ◽  
Vol 10 (1) ◽  
Author(s):  
Wolfgang zu Castell ◽  
Hannah Schrenk
Keyword(s):  
Complex System ◽  
System Dynamics ◽  
Case Studies ◽  
Qualitative Description ◽  
State Variables ◽  
Drivers Of Change ◽  
Adaptive Cycle ◽  
Concrete Realization ◽  
Economic State ◽  
European Economies

Abstract Gunderson’s and Holling’s adaptive cycle metaphor provides a qualitative description of the development of a dynamically evolving complex system. According to the metaphor, a complex system alternately passes through phases of stability and predictability and phases of reorganization and stochasticity. So far, there have been no attempts to quantify the underlying notions in a way which is independent of the concrete realization of the system. We propose a method which can be applied in a generic way to estimate a system’s position within the adaptive cycle as well as to identify drivers of change. We demonstrate applicability and flexibility of our method by three different case studies: Analyzing data obtained from a simulation of a model of interaction of abstract genotypes, we show that our approach is able to capture the nature of these interactions. We then study European economies as systems of economic state variables to illustrate the ability of system comparison. Finally, we identify drivers of change in a plant ecosystem in the prairie-forest. We hereby confirm the conceptual dynamics of the adaptive cycle and thus underline its usability in understanding system dynamics.

scholarly journals Mimicking Portfolios with Conditioning Information

2006 ◽  
Vol 41 (3) ◽  
pp. 607-635 ◽  
Author(s):  
Wayne Ferson ◽  
Andrew F. Siegel ◽  
Pisun (Tracy) Xu
Keyword(s):  
Asset Pricing ◽  
Minimum Variance ◽  
Time Varying ◽  
Potential Importance ◽  
State Variables ◽  
Pricing Research ◽  
Economic State ◽  
Conditioning Information ◽  
Mean Variance ◽  
Over Time

AbstractMimicking portfolios have long been useful in asset pricing research. In most empirical applications, the portfolio weights are assumed to be fixed over time, while in theory they may be functions of the economic state. This paper derives and characterizes mimicking portfolios in the presence of predetermined state variables, or conditioning information. The results generalize and integrate multifactor minimum variance efficiency (Fama (1996)) with conditional and unconditional mean-variance efficiency (Hansen and Richard (1987), Ferson and Siegel (2001)). Empirical examples illustrate the potential importance of time-varying mimicking portfolio weights and highlight challenges in their application.

Plasminogen Depletion during Streptokinase Treatment or Two-Chain Urokinase Incubation Correlates with Decreased Clot Lysability Ex Vivo and In Vitro

1993 ◽  
Vol 70 (06) ◽  
pp. 0998-1004 ◽  
Author(s):  
Páll T Önundarson ◽  
H Magnús Haraldsson ◽  
Lena Bergmann ◽  
Charles W Francis ◽  
Victor J Marder
Keyword(s):  
Myocardial Infarction ◽  
Ex Vivo ◽  
Time Dependent ◽  
State Variables ◽  
Thrombolytic Treatment ◽  
Direct Proportion ◽  
Plasmin Activity ◽  
Plasma Exposure ◽  
The Relationship

SummaryThe relationship between lytic state variables and ex vivo clot lysability was investigated in blood drawn from patients during streptokinase administration for acute myocardial infarction. A lytic state was already evident after 5 min of treatment and after 20 min the plasminogen concentration had decreased to 24%, antiplasmin to 7% and fibrinogen 0.2 g/1. Lysis of radiolabeled retracted clots in the patient plasmas decreased from 37 ± 8% after 5 min to 21 ± 8% at 10 min and was significantly lower (8 ± 9%, p <0.005) in samples drawn at 20, 40 and 80 min. Clot lysability correlated positively with the plasminogen concentration (r = 0.78, p = 0.003), but not with plasmin activity. Suspension of radiolabeled clots in normal plasma pre-exposed to 250 U/ml two-chain urokinase for varying time to induce an in vitro lytic state was also associated with decreasing clot lysability in direct proportion with the duration of prior plasma exposure to urokinase. The decreased lysability correlated with the time-dependent reduction in plasminogen concentration (r = 0.88, p <0.0005). Thus, clot lysability decreases in conjunction with the development of the lytic state and the associated plasminogen depletion. The lytic state may therefore limit reperfusion during thrombolytic treatment.

Economic State and Institutional Environment of Russian Industrial Enterprises: The Empirical Analysis of Interrelations

2005 ◽  
pp. 67-86 ◽  
Author(s):  
G. Kleiner ◽  
R. Kachalov ◽  
E. Sushko
Keyword(s):  
Institutional Environment ◽  
Negative Influence ◽  
The State ◽  
Industrial Enterprises ◽  
Strategic Approach ◽  
Market Situation ◽  
Economic State ◽  
Essential Heterogeneity ◽  
The Empirical Analysis ◽  
Weak Influence

The paper presents the analysis of the data received from the survey of heads of industrial enterprises and also experts-researchers in 2003-2004. The data describe the economic state of enterprises and their position in competitive, administrative, intermediary, financial etc. environment. The assumption of essential heterogeneity of the set of industrial enterprises, including enterprises of the same sector or the same territorial formation is confirmed. It is shown that Russian industrial enterprises as a rule do not feel influence of the stock market situation while the condition of the currency market influences the majority of enterprises. The sensitivity of enterprises depends on their economic situation: the better is the state, the stronger is the influence. Weak influence of the investment and administrative environment on the state of enterprises and negative influence of the activity of intermediary organizations are registered. More than 2/3 of the respondents consider important strengthening of the responsibility of large proprietors for inefficient activity of their enterprises. Lack of the strategic approach in the activity of authorities of all levels is ascertained and the necessity of development and realization of industrial policy at all administrative levels, including the municipal one, is shown.

Destructive of deviation and economic deprivation of innovative development of enterprises of Ukraine: displays and possibilities of leveling

2018 ◽  
pp. 57-72
Author(s):  
Irina Tkachenko ◽  
Maryna Lysytsia ◽  
Viktoria Sektymenko
Keyword(s):  
Modern World ◽  
Economic Systems ◽  
Innovative Development ◽  
Economic Deprivation ◽  
Investment Activity ◽  
National Economic ◽  
Innovative Products ◽  
Economic State ◽  
Innovative Potential ◽  
State Of Affairs

Strategy of successful development of the national economic systems of countries-leaders the last years is closely related to leadership in research-anddevelopments, by appearance of new knowledge, development of hi-tech production and creation of mass innovative products. Development of innovative potential is not only a way of dynamic development and success but also backer-up of safety and sovereignty of country, to her competitiveness in the modern world. The necessity of introduction in Ukraine of європейських standards of life and exit of Ukraine on leading positions in the world defined the aim of Strategy of steady development «Ukraine 2020» approved by Decree of President of Ukraine № 5/2015 from January, 12, 2015 and plans of operating under implementation of Agreement about an association from ЕС, by the obligations of Ukraine in relation to the achievement of national Aims of steady development on a period 2030 to The basic displays of origin of economic deprivation and destructive deviation of innovative development of enterprises, lighted up questions that touch maintenance and ways of improvement of strategic management of enterprises innovative activity in the system of institutional structure of forming of innovative behavior, are certain in the article. Reformation of economy of country must take place in the conditions of maintenance of certain calls and risks, in particular, it is a threat of escalation of the battle operating on east, authenticity of worsening of the external economic state of affairs on world commodity markets, migratory processes, braking, destructive deviation and депривація of investment activity. A human capital, and also knowledge and results of scientific researches, must become basis of the Ukrainian innovative competitiveness.

Regular perturbations to the motion of a three-wheeled mobile robot with the front-wheel drive under restricted state variables*

2020 ◽  
Author(s):  
Roman Chertovskih ◽  
Anna Daryina ◽  
Askhat Diveev ◽  
Dmitry Karamzin ◽  
Fernando L. Pereira ◽  
...  
Keyword(s):  
Mobile Robot ◽  
Front Wheel ◽  
Wheeled Mobile Robot ◽  
State Variables ◽  
Wheel Drive

Application of the System Nesting Technology for Studying the Invariance of a Complex Electric System Output in Terms of State Variables

2019 ◽  
Vol 2 (2) ◽  
pp. 26-32
Author(s):  
Kakhraman R. ALLAYEV ◽  
◽  
Akram M. MIRZABAYEV ◽  
Takhir F. MAKHMUDOV ◽  
Temur A. MAKHKAMOV ◽  
...  
Keyword(s):  
State Variables ◽  
Electric System ◽  
System Output
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