| 11. |
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| 12. |
- Hotz, Ingrid, et al.
(författare)
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Isometric Embedding for a Discrete Metric
- 2004. - 1
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Ingår i: Geometric Modeling for Scientific Visualization. - Berlin, Heidelberg : Springer. - 9783540401162 - 9783642072635 ; , s. 19-36
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Bokkapitel (refereegranskat)
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| 13. |
- Hotz, Ingrid, et al.
(författare)
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Tensor Field Reconstruction Based on Eigenvector and Eigenvalue Interpolation
- 2010
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Ingår i: Dagstuhl Follow-Ups. - : Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik GmbH. - 1868-8977. ; 1, s. 110-123
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Tidskriftsartikel (refereegranskat)abstract
- Interpolation is an essential step in the visualization process. While most data from simulations or experiments are discrete many visualization methods are based on smooth, continuous data approximation or interpolation methods. We introduce a new interpolation method for symmetrical tensor fields given on a triangulated domain. Differently from standard tensor field interpolation, which is based on the tensor components, we use tensor invariants, eigenvectors and eigenvalues, for the interpolation. This interpolation minimizes the number of eigenvectors and eigenvalues computations by restricting it to mesh vertices and makes an exact integration of the tensor lines possible. The tensor field topology is qualitatively the same as for the component wise-interpolation. Since the interpolation decouples the “shape” and “direction” interpolation it is shape-preserving, what is especially important for tracing fibers in diffusion MRI data.
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| 14. |
- Hotz, Ingrid, et al.
(författare)
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Tensor-fields Visualization using a Fabric like Texture on Arbitrary two-dimensional Surfaces
- 2009
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Ingår i: Mathematical Foundations of Scientific Visualization. - Berlin, Heidelberg : Springer. - 9783540250760 - 9783540499268 ; , s. 139-155
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Bokkapitel (refereegranskat)abstract
- We present a visualization method that for three-dimensional tensor fields based on the idea of a stretched or compressed piece of fabric used as a “texture” for a two-dimensional surfaces. The texture parameters as the fabric density reflect the physical properties of the tensor field. This method is especially appropriate for the visualization of stress and strain tensor fields that play an important role in many application areas including mechanics and solid state physics. To allow an investigation of a three-dimensional field we use a scalar field that defines a one-parameter family of iso-surfaces controlled by their iso-value. This scalar-field can be a “connected” scalar field, for example, pressure or an additional scalar field representing some symmetry or inherent structure of the dataset. Texture generation consists basically of three steps. The first is the transformation of the tensor field into a positive definite metric. The second step is the generation of an input for the final texture generation using line integral convolution (LIC). This input image consists of “bubbles” whose shape and density are controlled by the eigenvalues of the tensor field. This spot image incorporates the entire information content defined by the three eigenvalue fields. Convolving this input texture in direction of the eigenvector fields provides a continuous representation. This method supports an intuitive distinction between positive and negative eigenvalues and supports the additional visualization of a connected scalar field.
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| 15. |
- Hotzy, Cosima, et al.
(författare)
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Evolutionary history of sexual selection affects microRNA profiles in Drosophila sperm
- 2022
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Ingår i: Evolution. - : John Wiley & Sons. - 0014-3820 .- 1558-5646. ; 76:2, s. 310-319
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Tidskriftsartikel (refereegranskat)abstract
- The presence of small RNAs in sperm is a relatively recent discovery and little is currently known about their importance and functions. Environmental changes including social conditions and dietary manipulations are known to affect the composition and expression of some small RNAs in sperm and may elicit a physiological stress response resulting in an associated change in gamete miRNA profiles. Here, we tested how microRNA profiles in sperm are affected by variation in both sexual selection and dietary regimes in Drosophila melanogaster selection lines. The selection lines were exposed to standard versus low yeast diet treatments and three different population sex ratios (male-biased, female-biased, or equal sex) in a full-factorial design. After 38 generations of selection, all males were maintained on their selected diet and in a common garden male-only environment prior to sperm sampling. We performed transcriptome analyses on miRNAs in purified sperm samples. We found 11 differentially expressed miRNAs with the majority showing differences between male- and female-biased lines. Dietary treatment only had a significant effect on miRNA expression levels in interaction with sex ratio. Our findings suggest that long-term adaptation may affect miRNA profiles in sperm and that these may show varied interactions with short-term environmental changes.
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| 16. |
- Hotzy, Cosima, et al.
(författare)
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Phenotypic Engineering Unveils the Function of Genital Morphology
- 2012
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Ingår i: Current Biology. - : Elsevier BV. - 0960-9822 .- 1879-0445. ; 22:23, s. 2258-2261
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Tidskriftsartikel (refereegranskat)abstract
- The rapidly evolving and often extraordinarily complex appearance of male genital morphology of internally fertilizing animals has been recognized for centuries [1]. Postcopulatory sexual selection is regarded as the likely evolutionary engine of this diversity [2], but direct support for this hypothesis is limited. We used two complementary approaches, evolution through artificial selection and microscale laser surgery, to experimentally manipulate genital morphology in an insect model system. We then assessed the competitive fertilization success of these phenotypically manipulated males and studied the fate of their ejaculate in females using high-resolution radioisotopic labeling of ejaculates. Males with longer genital spines were more successful in gaining fertilizations, providing experimental evidence that male genital morphology influences success in postcopulatory reproductive competition. Furthermore, a larger proportion of the ejaculate moved from the reproductive tract into the female body following mating with males with longer spines, suggesting that genital spines increase the rate at which seminal fluid passes into the female hemolymph. Our results show that genital morphology affects male competitive fertilization success and imply that sexual selection on genital morphology may be mediated in part through seminal fluid [3].
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| 17. |
- HOU, Ai Jun
(författare)
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Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach
- 2007
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- The unique characteristics of the Chinese stock markets make it difficult to assume a particular distribution for innovations in returns and the specification form of the volatility process when modeling return volatility with the parametric GARCH family models. This paper therefore applies a generalized additive nonparametric smoothing technique to examine the volatility of the Chinese stock markets. The empirical results indicate that an asymmetric effect of negative news exists in the Chinese stock markets. Furthermore, compared with other parametric and nonparametric models, the generalized additive nonparametric model demonstrates a better performance for return volatility forecasts, particularly for the out-of-sample forecast. The generalized additive nonparametric technique has the potential to be widely applied to other emerging stock markets that have similar characteristics to the Chinese stock markets.
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| 18. |
- HOU, Ai Jun
(författare)
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Essays on Financial Market Volatility
- 2011
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. Chapter 1 gives a brief introduction to the parametric and nonparametric volatility models, as well as the estimation methods used in this thesis. Chapter 2 applies a nonparametric smoothing technique to examine the volatility of the Chinese stock markets due to the unique characteristics of the Chinese markets. The results suggest that the leverage effect exists in the Chinese stock markets: Bad news does affect the return volatility more than good news. Further, compared with the superior performance of the nonparametric model in the in-sample and out-of-sample forecast, the parametric models tend to overestimate the volatility process in turbulent periods and yield larger estimation errors. The results also suggest that the nonparametric model is a more appropriate tool to use in estimating the Chinese stock-return volatility than the parametric GARCH models. Chapter 3 proposes a semi-parametric procedure to estimate the volatility of the weekly three-month U.S. Treasury bills. The new approach accommodates asymmetry, levels effect and serial dependence in the conditional variance and the volatility is estimated by a nonparametric smoothing technique. Results from our Monte Carlo simulation illustrate the robustness of the semiparametric approach when estimating short-rate volatility with misspecification in the short-rate drift function and the underlying innovation distribution. The empirical application to three-month U.S. Treasury bill yields suggests that the semiparametric estimation procedure provides superior in-sample and out-of-sample volatility forecasts compared to the widely used diffusion volatility models. Finally, we demonstrate that the semiparametric approach has pertinent implications for pricing long-dated and path-dependent interest-rate derivatives. Chapter 4 examines the equity-return volatility and the spillover effects from short-term interest rates in the EMU area. The empirical study is carried out by estimating an extended Markov switching GJR-in-mean model with a Bayesian-based Markov chain Monte Carlo methodology. Our results suggest that two regimes exist in the EURO area stock markets; a high-mean low-variance (bull) market and a low-mean high-volatility (bear) market. Most of the EURO countries have the same regime-switching status between the bull and bear markets. Our results also suggest that bad news from unexpected stock returns (negative residuals from returns) has an asymmetrically larger effect on the returns and the volatility than good news has. Such an impact is larger in the bear market than in the bull market. As implied in the news-impact surface, we find that changes in short-term interest rates only significantly affect stock market volatility in the bear period in most of the EMU countries.
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| 19. |
- Hou, Ai Jun, et al.
(författare)
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Pricing Cryptocurrency Options
- 2020
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Ingår i: Journal of Financial Econometrics. - : Oxford University Press (OUP). - 1479-8409 .- 1479-8417. ; 18:2, s. 250-279
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Tidskriftsartikel (refereegranskat)abstract
- Cryptocurrencies (CCs), especially bitcoin (BTC), which comprises a new digital asset class, have drawn extraordinary worldwide attention. The characteristics of the CC/BTC include a high level of speculation, extreme volatility and price discontinuity. We propose a pricing mechanism based on a stochastic volatility with a correlated jump (SVCJ) model and compare it to a flexible cojump model by Bandi and Renò (2016). The estimation results of both models confirm the impact of jumps and cojumps on options obtained via simulation and an analysis of the implied volatility curve. We show that a sizeable proportion of price jumps is significantly and contemporaneously anticorrelated with jumps in volatility. Our study comprises pioneering research on pricing BTC options. We show how the proposed pricing mechanism underlines the importance of jumps in CC markets.
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| 20. |
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