The divergent predictions of 2 models of dual-task performance are investigated. The central bottleneck and central capacity sharing models argue that a central stage of information processing is capacity limited, whereas stages before and after are capacity free. The models disagree about the nature of this central capacity limitation. The central bottleneck model claims that central processin...

Some studies suggest that dual-task processing impairs sequence learning; others suggest it does not. The reason for this discrepancy remains obscure. It may have to do with the dual-task procedure often used. Many dual-task sequence learning studies pair the serial reaction time (SRT) task with a tone-counting secondary task. The tone-counting task, however, is not ideal for studying the cogni...

In this paper we give various equivalent characterizations of upper estimates of heat kernels of regular, conservative and local Dirichlet forms on doubling spaces, from both the analytic and probabilistic points of view. The first part of this paper uses purely analytic arguemtn, while the second part focuses on the probabilistic aspects where the exit time plays an important role.

Value at Risk (VaR) is a tool widely used in financial applications to assess portfolio risk. The historical stock return data used in calculating VaR may be sensitive to rare news events that occur during the sampled period and cause trend disruptions. Therefore, in this paper, we measure the effects of various news events on stock prices. Subsequently, we identify irregular events using a Poi...

Using the correlation matrix formalism we study the temporal aspects of the Warsaw Stock Market evolution as represented by the WIG20 index. The high frequency (1 min) WIG20 recordings over the time period between January 2001 and October 2005 are used. The entries of the correlation matrix considered here connect different distinct periods of the stock market dynamics, like days or weeks. Such...

Using the correlation matrix formalism we study the temporal aspects of the Warsaw Stock Market evolution as represented by the WIG20 index. The high frequency (1 min) WIG20 recordings over the time period between January 2001 and October 2005 are used. The entries of the correlation matrix considered here connect different distinct periods of the stock market dynamics, like days or weeks. Such...

Recent studies in financial markets suggest that technical analysis can be a very useful tool in predicting the trend. Trading systems are widely used for market assessment however parameter optimization of these systems has adopted little concern. In this paper, to explore the potential power of digital trading, we present a new MATLAB tool based on genetic algorithms, which specializes in par...

Using the correlation matrix formalism we study the temporal aspects of the Warsaw Stock Market evolution as represented by the WIG20 index. The high frequency (1 min) WIG20 recordings over the time period between January 2001 and October 2005 are used. The entries of the correlation matrix considered here connect different distinct periods of the stock market dynamics, like days or weeks. Such...

In the psychological refractory period (PRP) paradigm, two unmasked targets are presented, each of which requires a speeded response. Response times to the second target (T2) are slowed when T2 is presented shortly after the first target (T1). Electrophysiological studies have previously shown that the P3 event-related potential component is not delayed during T2 response slowing in the PRP par...