1,664 research outputs found
Author Lev Raphael reads from his work at the Michigan Writers Series
Internationally acclaimed author and Greater Lansing resident, Lev Raphael, reads from his memoir "My Germany". He recounts his travels to the NAZI labor camp where his mother was held during World War II and coming to terms with his mother's traumatic past. Introduced by Michigan State University Librarian Michael Rodriguez at an event held at the MSU Main Library. Part of the Michigan State University Libraries' Michigan Writers Series
Parametrizing analog multi-compartment neurons with genetic algorithms [version 2; peer review: 1 approved, 2 approved with reservations]
Background Finding appropriate model parameters for multi-compartmental neuron models can be challenging. Parameters such as the leak and axial conductance are not always directly derivable from neuron observations but are crucial for replicating desired observations. The objective of this study is to replicate the attenuation behavior of an excitatory postsynaptic potential (EPSP) traveling along a linear chain of compartments on the analog BrainScaleS-2 neuromorphic hardware platform. Methods In the present publication we use genetic algorithms to find suitable model parameters. They promise parameterization without domain knowledge of the neuromorphic substrate or underlying neuron model. To validate the results of the genetic algorithms, a comprehensive grid search was conducted. Furthermore, trial-to-trial variations in the analog system are counteracted utilizing spike-triggered averaging. Results and conclusions The algorithm successfully replicated the desired EPSP attenuation behavior in both single and multi-objective searches illustrating the applicability of genetic algorithms to parameterize analog neuromorphic hardware
Momentum in stock market returns: Implications for risk premia on foreign currencies
Momentum in foreign stock market returns is exploitable as signal of currency excess returns. Past stock market winner currencies offer higher returns than past stock market loser currencies. This finding is unrelated to interest rate differentials. Funding liquidity risk explains the time series variation in foreign stock market momentum sorted currency portfolio returns. Their cross-sectional dispersion is hardly rationalized by systematic risk factors in contrast to forward discount and currency momentum sorted currency portfolios. This latter finding reflects that fundamentals driving stock market momentum based currency portfolio returns are not related to recently proposed currency risk factors in the cross-section.currency returns, expected return news, intrinsic value, momentum, risk premia,stock market returns
Does the weather affect stock market volatility?
This paper investigates the empirical association between stock market volatility and investor mood-proxies related to the weather (cloudiness, temperature and precipitation) and the environment (nighttime length). Overall, our results suggest that cloudiness and length of nighttime are inversely related to historical, implied and realized measures of volatility. The strength of association seems to vary with the location of an exchange on Earth with respect to the equator. Weather deviations from seasonal norms and dummies representing extreme weather conditions do not offer additional explanatory power in our datasets.Stock market anomalies; Volatility; Sunshine effect; SAD effect; Behavioral Finance
Deep machine learning of topological states of quantum matter
author: Raphael KaubrueggerMasterarbeit Universität Innsbruck 201
Deep machine learning of topological states of quantum matter
author: Raphael KaubrueggerMasterarbeit Universität Innsbruck 201
Deep machine learning of topological states of quantum matter
author: Raphael KaubrueggerMasterarbeit Universität Innsbruck 201
Vocabulario Portuguez & Latino, Antico ... : Tomo VIII
Contén ademáis: Diccionario Castellano y Portuguez para facilitar ... la noticia de la lengua Latina ... Author el P. D. Raphael Blutea
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