In this paper, we provide a simple, “generic” interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as recently observed in Ref. [20], naturally emerge. We then propose a simple solvable “stochastic volatility” model for return fluctuations. This model is able to reproduce mos...

An important strand of inquiry in second language acquisition (SLA) research is that devoted to the investigation of language learners’ successive approximations of the target language, referred to as interlanguage (IL) in the SLA literature. Similarly to the practice in other kinds of linguistic investigation, SLA researchers are concerned with empirical description of various kinds of interla...

Does religious pluralism decrease religious participation or increase it? Secularization theorists claim the former, while religious economies proponents claim the latter, and each side has used estimated pluralism-participation correlations to support its argument. Using a formal game theoretic model, this article shows how religious market forces and regulations generate plausible pluralism-p...

Vul, Harris, Winkielman, and Pashler (2009), (this issue) argue that correlations in many cognitive neuroscience studies are grossly inflated due to a widespread tendency to use nonindependent analyses. In this article, I argue that Vul et al.'s primary conclusion is correct, but for different reasons than they suggest. I demonstrate that the primary cause of grossly inflated correlations in wh...

Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where it would otherwise be impractical. However, variational inference can be finicky when different variational parameters control variables that are strongly correlated under the model. Traditional natural gradients that use the variational approximation fail t...

Serial correlations in the trading volume of the US stock market are investigated in this paper. The use of the detrended fluctuation analysis implemented within a rolling window indicated that, for the period 1929–2011, the strength of correlations exhibits important temporal variations with a trend shift by the 1990s, and 4-year and 21-year cycles. These empirical findings are compared to tho...

Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-established deviations from the Gaussian random walk, such as an approximate scaling and heavy tails of the return distributions, long-ranged volatility-volatility correlations (volatility clustering) and return-volatility c...

How the activity of sensory neurons elicits perceptions and guides behavior is central to our understanding of the brain and is a subject of intense investigation in neuroscience. Correlations between the activity of sensory neurons and behavior have been widely observed and are sometimes used to infer how neurons are used to guide a certain behavior. This view is challenged firstly by theoreti...

A database integrating 90 years of empirical studies reporting intercorrelations among rated job performance dimensions was used to test the hypothesis of a general factor in job performance. After controlling for halo error and 3 other sources of measurement error, there remained a general factor in job performance ratings at the construct level accounting for 60% of total variance. Construct-...

An analysis of a comprehensive survey of radio luminosities for RS CVn binary systems is given. A comparison is made between the rotation-activity correlations found using the usual semi-empirical Rossby number and a Rossby number deduced from detailed convection zone models. The use of a non-empirically derived Rossby number does not signiicantly improve the rotation-activity correlation. Alth...