This paper proposes an improvement to the method for clustering exchange rates given by D. J. Fenn et al, in Quantitative Finance, 12 (10) 2012, pp.1493-1520. To deal with the potentially non linear nature of currency time series dependence, we propose two alternative similarity metrics to use instead of the one used in the aforementioned paper based on Pearson correlation. Our proposed similar...

This paper describes the iLab-Edinburgh Sentiment Analysis system, winner of the Arabic Twitter Task 7 in SemEval-2016. The system employs a hybrid approach of supervised learning and rule-based methods to predict a sentiment intensity (SI) score for a given Arabic Twitter phrase. First, the supervised method uses an ensemble of trained linear regression models to produce an initial SI score fo...

The non-parametric Mann-Kendall method and Sliding t-test were applied in this study to analyze the spatial and temporal patterns of trends of the precipitation in the Loess Plateau from 1958 to 2007. The main trends of the precipitation in this region is downward, only four upward time series have not reach the significant level. Most of the abrupt changes happened in northeast of Loess Platea...

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and Tweedie, and from estimates using coupling, although we start from essentially the same assumptions of a drift condition towards a “small set”. The estimates sh...

While in an earlier commentary (Honing & Ladinig, 2008) we stressed the potential of Web-delivered experiments for music perception research, the ongoing discussion on Web-based versus lab-based studies seems to circle around issues of method and control (Mehler, 1999; Kendall, 2008). We agree with the importance of these issues from a methodological point of view. However, we continue to stres...

Gaussian graphical lasso is a tool for estimating sparse graphs using a Gaussian log-likelihood with an 1 penalty on the inverse covariance matrix. This paper proposes a generalization to meta-elliptical distributions. Conditional uncorrelatedness is characterized in meta-elliptical families. The proposed metaelliptical and re-weighted Kendall graphical lassos are computed from pseudo-observati...

The correlation between the acute, invasive diffusible [14C]iodoantipyrine technique for cerebral blood flow and the noninvasive xenon-enhanced computed tomographic method has been assessed by simultaneous measurements in the baboon. Blood flows in small tissue volumes (about 0.125 cm3) were directly compared in normal and low flow states. These studies demonstrate a statistically significant a...

KENDALL ATKINSON∗ AND OLAF HANSEN† Abstract. Consider being given a mapping φ : Sd−1 1−1 −→ onto ∂Ω, with ∂Ω the (d− 1)-dimensional smooth boundary surface for a bounded open simply-connected region Ω in Rd, d ≥ 2. We consider the problem of constructing an extension Φ : Bd 1−1 −→ onto Ω with Bd the open unit ball in Rd. The mapping is also required to be continuously differentiable with a non-...