This paper presents a method capable of estimating richly parametrized versions of the dynamic conditional correlation (DCC) model that go beyond the standard scalar case. The algorithm is based on the maximization of a Gaussian quasi-likelihood using a Bregman-proximal trust-region method to handle the various non-linear stationarity and positivity constraints that arise in this context. We co...

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Nonlinear dynamic tools have been statistically validated at the group level to identify subtle differences in system wide regulation of brain meso-circuits, often increasing clinical sensitivity over conventional analyses alone. We explored the feasibility of extracting information at the single-subject level, illustrating two pairs of healthy individuals with psychological differences in stre...

Recent studies in international finance have shown that correlation of international equity returns increases during volatile periods. However, correlation should be used with great care. For example, assuming a multivariate normal distribution with constant correlation, conditional correlation during volatile periods (large absolute returns) is higher than conditional correlation during tranqu...

Time varying correlations are often estimated with Multivariate Garch models that are linear in squares and cross products of returns. A new class of multivariate models called dynamic conditional correlation (DCC) models is proposed. These have the flexibility of univariate GARCH models coupled with parsimonious parametric models for the correlations. They are not linear but can often be estim...

In this paper we extend the conditional correlation attack ([LCPP96]) against the nonlinear filter generator (NLFG) by introducing new conditions and generalisations and present two known-plaintext attacks, called hybrid correlation attack and concentration attack. The NLFG is a well known LFSR-based keystream generator which could be used as a basic building block in a synchronous stream ciphe...

Since the launch of Bitcoin, there has been a lot controversy surrounding what asset class it is. Several authors recognize potential cryptocurrencies but also certain deviations with respect to functions conventional currency. Instead, Bitcoin’s diversifying factor and its high return have generated attention portfolio managers. In this context, understanding how volatility is explained critic...

Infrastructure investment is essential for economic development both developed and developing economies. We analyze the short-term return behavior portfolio characteristics of global, regional, selected Asian countries’ infrastructure indexes during pandemic over sample period 3 July 2018 to 1 2021. According multivariate Glosten, Jagannathan, Runkle (GJR) Generalized Autoregressive Conditional...

In this paper, footless domino logic buffer circuit is proposed. It minimizes redundant switching at the dynamic and the output nodes. This circuit passes propagation of precharge pulse to the dynamic node and avoids precharge pulse to the output node which saves power consumption. Simulation is done using 0. 18μm CMOS technology. We have calculated the power consumption, delay and power delay ...

Given a longitudinal network observed at time points t1 < · · · < tT , tie changes that happen in the interval (th, th+1) typically depend on the networks at t1, . . . , th. In this article we deal with the question whether changes within one interval mutually depend on each other or whether they are conditionally independent, given the previously observed networks. Answering this question for ...