| 1. |
- Brodin, Erik, 1975, et al.
(author)
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Modelling, estimation and visualization of multivariate dependence for high-frequency data
- 2010
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In: Statistical Modelling and Regression Structures: Festschrift in Honour of Ludwig Fahrmeir. - Heidelberg : Physica-Verlag HD. - 9783790824124 ; , s. 267-300
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Book chapter (other academic/artistic)abstract
- Dependence modelling and estimation is a key issue in the assessment of financial risk. It is common knowledge meanwhile that the multivariate normal model with linear correlation as its natural dependence measure is by no means an ideal model. We suggest a large class of models and a dependence function, which allows us to capture the complete extreme dependence structure of a portfolio. We also present a simple nonparametric estimation procedure of this function. To show our new method at work we apply it to a financial data set of high-frequency stock data and estimate the extreme dependence in the data. Among the results in the investigation we show that the extreme dependence is the same for different time scales. This is consistent with the result on high-frequency FX data reported in Hauksson et al. (2001). Hence, the different asset classes seem to share the same time scaling for extreme dependence. This time scaling property of high-frequency data is also explained from a theoretical point of view.
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| 2. |
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| 3. |
- Dodig-Crnkovic, Gordana, 1955
(author)
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Biological Information and Natural Computation
- 2010
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In: Thinking Machines and the Philosophy of Computer Science. - : IGI Global. - 9781616920142 ; , s. 1-27
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Book chapter (peer-reviewed)abstract
- http://www.mrtc.mdh.se/~gdc/work/Biological%20Information%2520and%20Natural%20Computation.pdf
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| 4. |
- Dodig-Crnkovic, Gordana, 1955
(author)
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Constructive Research and Info-computational Knowledge Generation
- 2010
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In: Model-Based Reasoning in Science and Technology. Studies in Computational Intelligence. - Berlin Heidelberg : Springer. - 9783642152221 ; , s. 359-380
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Book chapter (peer-reviewed)abstract
- It is usual when writing on research methodology in dissertations and thesis work within Software Engineering to refer to Empirical Methods, Grounded Theory and Action Research. Analysis of Constructive Research Methods which are fundamental for all knowledge production and especially for concept formation, modeling and the use of artifacts is seldom given, so the relevant first-hand knowledge is missing. This article argues for introducing of the analysis of Constructive Research Methods, as crucial for understanding of research process and knowledge production. The paper provides characterization of the Constructive Research Method and its relations to Action Research and Grounded Theory. Illustrative examples from Software Engineering, Cognitive Science and Brain Simulation are presented. Finally, foundations of Constructive Research are analyzed within the framework of Info-Computationalism.
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| 5. |
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| 6. |
- Edgar, Boo, 1948
(author)
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Framing the claim
- 2010
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In: Sustainable Business Development. - Göteborg. ; , s. 58-67
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Book chapter (other academic/artistic)abstract
- There is a growing recognition that effective communication around a scientific issue, a new technology, and around disruptive ideas require initiatives that sponsor dialogue, trust, relationships, and public participation across a diversity of social settings and media platforms. In 2001 this was not present. There was not even a common plan within the stem cell community. No learning’s from the Gene Modified Crops debates a few years earlier was considered. From the companies involved, neither the perspective nor the potentials for framing was not at all present, partly due to the discussion on in vitro fertilisation taken place 15 years earlier or the understanding that a accepted word, embryonic, could be understood in the wrong way. The communication did not take place between researchers and policymakers nor toward the general public. There were some references to the ongoing debate but that was all.
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| 8. |
- Geijer, Cecilia, 1980, et al.
(author)
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Saccharomyces cerevisiae Spore Germination
- 2010
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In: Dormancy and Resistance in Harsh Environments, Topics in Current Genetics, Volume 21/2010; editors: Esther Lubzens, Joan Cerda and Melody Clark. - Berlin Heidelberg : Springer. - 9783642124211 ; , s. 29-41
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Book chapter (other academic/artistic)abstract
- Saccharomyces cerevisiae spore germination is the process in which dormant spores resume growth. Upon exposure to glucose and other essential nutrients, the spore gradually loses its spore characteristics and starts acquiring properties of a vegetative cell. Translation and transcription are initiated early in the germination process. Global gene expression analysis has revealed that germination can be divided into two stages prior to the first cell cycle. During the first stage, the transcriptional programme resembles the general response of yeast cells to glucose. During the second stage, the spores sense and respond also to other nutrients than glucose. In addition, genes involved in conjugation are upregulated in germinating spores and mating is initiated before the first mitotic cell cycle. Here, we review the current understanding of the cellular rearrangements and the genes and proteins involved in germination.
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| 9. |
- Hammarström, Harald, 1977
(author)
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Rarities in Numeral Systems
- 2010
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In: Rara and Rarissima: Collecting and interpreting unusual characteristics of human languages. - Berlin : Mouton de Gruyter. ; , s. 7-55, s. 11-60
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Book chapter (other academic/artistic)
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| 10. |
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