High Frequency Analysis. XI

High gene frequency of factor XI (PTA) deficiency in Ashkenazi Jews.

Factor Xi deficiency has previously been observed mainly in Jews. For 34 of 36 probands with factor XI deficiency in Israel, reliable information on ethnic background was obtained. Of 34 probands 33 were of definite Ashkenazi Jewish origin; 1 was of probable Ashkenazi origin. From a survey of factor Xi levels among 428 unrelated healthy Ashkenazi Jews, 35 had partial factor XI deficiency (facto...

The site-frequency spectrum associated with Xi-coalescents

1 We give recursions for the expected site-frequency spectrum associated with so2 called Xi-coalescents, that is exchangeable coalescents which admit simultaneous multi3 ple mergers of ancestral lineages. Xi-coalescents arise, for example, in association with 4 population models of skewed o spring distributions with diploidy, recurrent advanta5 geous mutations, or strong bottlenecks. In contras...

Analysis of High Frequency Financial Data

Dynamical models of high-frequency data analysis

To treat with social phenomena, statistical and mathematical physics provides a powerful and rigorous method [1], and several papers have studied the models of social phenomena based on stochastic processes. Many researchers in econometrics or biometrics have proposed that the discrete choice including binary analysis may be formulated as the AR (autoregressive), logit, and probit models [2]. I...

Spectral Analysis of High-Frequency Finance

Popular across a wide range of fields, spectral analysis is a powerful technique for studying the behavior of complex systems. It decomposes a signal into many different periodic components, each associated with a specific cycle length. We argue that the application of spectral analysis to finance leads to natural interpretations in terms of horizon-specific behaviors. A spectral framework prov...