A Resampling Algorithm for Chaotic Time Series

In the field of chaotic time series analysis, there is a lack of a distributional theory for the main quantities used to characterize the underlying data generating process (DGP). In this paper a method for resampling time series generated by a chaotic dynamical system is proposed. The basic idea is to develop an algorithm for building trajectories which lie on the same attractor of the true DGP, that is with the same dynamical and geometrical properties of the original data. We performed some numerical experiments on some short noise-free and high-noise series confirming that we are able to correctly reproduce the distribution of the largest finite-time Lyapunov exponent and of the correlation dimension.     

Chile: has social security privatisation fostered economic development?

The purpose of this paper is to provide a critical analysis of the impact of the privatisation of social security on Chile's economy and society. The paper also includes a brief discussion of Chile's current economic problems, and suggestions for integrating the social security system into the future development of the country. Its central argument is that social security should be able to provide adequate benefits not only to a privileged group of people, but to the entire society. In the case of Chile, the privatised system has created new sources of inequities, reduced the population coverage, and it has had a limited impact on economic development.     

Impulsivity and Gambling Type Among Treatment-Seeking Disordered Gamblers: An Explorative Study

Several studies have found that certain traits of impulsivity are associated with gambling disorder, and influence its severity. Furthermore, it has been suggested that some forms of gambling, particularly electronic gambling machines, are particularly widespread among pathological gamblers. In the present, exploratory study, we aim to clarify the role played by impulsivity in influencing the choice of specific gambling activities, by examining the relation between individual dimensions of impulsivity, and the choice of specific gambling activities in a clinical population. 100 consecutively admitted pathological gamblers at the National Problem Gambling Clinic in London (UK) in 2014 were administered the UPPS-P and BIS-11 impulsivity questionnaires, the Problem Gambling Severity Index, and underwent a structured interview concerning their gambling activities in the month and year prior to assessment. The correlation between individual gambling activities and impulsivity dimensions was analyzed both at a bivariate level, and using logistic regression. We found a significant correlation between Negative Urgency, Motor impulsivity and low-stakes machine gambling on multivariate analysis. Negative urgency (i.e. the tendency to act impulsively in response to negative affect), and Motor impulsivity (a tendency to rash action and restlessness) might be mediating factors in the choice of electronic gambling machines, particularly among patients whose gambling is escape-oriented. Structural and situational characteristics of gambling machines, particularly the widespread availability of low-stakes—rather than high-stakes—gaming machines, might concur to the choice of this form of gambling among individuals who present higher negative urgency and restlessness.     

Credit risk assessment with Bayesian model averaging

Many credit risk models are based on the selection of a single logistic regression model, on which to base parameter estimation. When many competing models are available, and without enough guidance from economical theory, model averaging represents an appealing alternative to the selection of single models. Despite model averaging approaches have been present in statistics for many years, only recently they are starting to receive attention in economics and finance applications. This contribution shows how Bayesian model averaging can be applied to credit risk estimation, a research area that has received a great deal of attention recently, especially in the light of the global financial crisis of the last few years and the correlated attempts to regulate international finance. The paper considers the use of logistic regression models under the Bayesian Model Averaging paradigm. We argue that Bayesian model averaging is not only more correct from a theoretical viewpoint, but also slightly superior, in terms of predictive performance, with respect to single selected models.     

Box–Cox symmetric distributions and applications to nutritional data

AStA Advances in Statistical Analysis - We introduce and study the Box–Cox symmetric class of distributions, which is useful for modeling positively skewed, possibly heavy-tailed, data. The...     

Honesty and Dishonesty Don’t Move Together: Trait Content Information Influences Behavioral Synchrony

Emerging evidence revealed that honesty and trustworthiness are important drivers of the impression-formation process. Questions remain, however, regarding the role of these moral attributes in guiding real and concrete behaviors. Filling this gap, the present study investigated the influence of honesty on a nonverbal behavior that regulates social interactions: behavioral synchrony. Movements were recorded while participants interacted with a partner who was depicted as honest (versus dishonest) or as friendly (versus unfriendly). Results showed that synchrony was affected only by the honesty of the partner. Specifically, the more the interaction partner lacked honesty, the lower the perceived similarity between the self and the interaction partner, which in turn diminished the promptness to engage in behavioral synchrony. Our findings connected the literature on behavioral synchrony with that on the implication of morality for social perception, revealing the key role of the honesty facet of moral character in shaping nonverbal behaviors.     

Folate: a possible role in erectile dysfunction?

A growing body of evidence suggests a role for homocysteine (Hcys) and folate (FA) in erectile function (EF): Hcys appears to impair EF affecting endothelium via several mechanism whereas the role of FA remains to be elucidated, besides decreasing Hcys. To assess correlation between erectile dysfunction (ED) and serum levels of FA, Hcys, and B12, we enrolled 31 patients affected by ED (Group A; age 52.83?±?11.89 years) and 31 healthy adults (Group B; age 49.14?±?13.63 years). Fasting blood samples were taken for each subject. ED was assessed by the International Index of Erectile Function-5 (IIEF-5). IIEF-5 mean score was significantly lower in Group A than in Group B (10.71?±?4.24 versus 23.32?±?1.33, p?p?p?相似文献   

Musculoskeletal symptoms and work ability among agricultural machinery operators

Those subjects whose employment has physical demands present more frequently musculoskeletal symptoms than others. The agricultural sector activities include tasks with important physical demands that may have a negative impact in the workers health. The aim of this study was to evaluate the presence of musculoskeletal symptoms and its association with work ability in agricultural machinery operators. It is a cross-sectional study. The participants (n = 204) answered a self-administered questionnaire on demographics, work and lifestyle characteristics, Work Ability Index and the Nordic Musculoskeletal Symptoms Questionnaire. The response rate was 89.78%. The mean age of the workers was 32.3 years, and 47.1% of them reported musculoskeletal symptoms at least one body part over the past 12 months. Those subjects who presented work ability index <37 points, 87.5% reported some kind of musculoskeletal symptom. This study showed that the work ability was significantly (p ≤ 0.05) correlated to musculoskeletal symptoms presence. It is recommended that measures to promote and improve the work ability are designed and deployed based on musculoskeletal disorders prevention.     

Bayesian networks of customer satisfaction survey data

A Bayesian network (BN) is a probabilistic graphical model that represents a set of variables and their probabilistic dependencies. Formally, BNs are directed acyclic graphs whose nodes represent variables, and whose arcs encode the conditional dependencies among the variables. Nodes can represent any kind of variable, be it a measured parameter, a latent variable, or a hypothesis. They are not restricted to represent random variables, which form the “Bayesian” aspect of a BN. Efficient algorithms exist that perform inference and learning in BNs. BNs that model sequences of variables are called dynamic BNs. In this context, [A. Harel, R. Kenett, and F. Ruggeri, Modeling web usability diagnostics on the basis of usage statistics, in Statistical Methods in eCommerce Research, W. Jank and G. Shmueli, eds., Wiley, 2008] provide a comparison between Markov Chains and BNs in the analysis of web usability from e-commerce data. A comparison of regression models, structural equation models, and BNs is presented in Anderson et al. [R.D. Anderson, R.D. Mackoy, V.B. Thompson, and G. Harrell, A bayesian network estimation of the service–profit Chain for transport service satisfaction, Decision Sciences 35(4), (2004), pp. 665–689]. In this article we apply BNs to the analysis of customer satisfaction surveys and demonstrate the potential of the approach. In particular, BNs offer advantages in implementing models of cause and effect over other statistical techniques designed primarily for testing hypotheses. Other advantages include the ability to conduct probabilistic inference for prediction and diagnostic purposes with an output that can be intuitively understood by managers.     

The family of cost monotonic and cost additive rules in minimum cost spanning tree problems

In this article, we define a new family of rules in minimum cost spanning tree problems related with Kruskal’s algorithm. We characterize this family with a cost monotonicity property and a cost additivity property.