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Mapping Psychopathology with fMRI and Effective Connectivity Analysis

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Book Series: Frontiers Research Topics ISSN: 16648714 ISBN: 9782889452071 Year: Pages: 140 DOI: 10.3389/978-2-88945-207-1 Language: English
Publisher: Frontiers Media SA
Subject: Neurology --- Science (General)
Added to DOAB on : 2017-10-13 14:57:01
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There is a growing appreciation that many psychiatric (and neurological) conditions can be understood as functional disconnection syndromes – as reflected in aberrant functional integration and synaptic connectivity. This Research Topic considers recent advances in understanding psychopathology in terms of aberrant effective connectivity – as measured noninvasively using functional magnetic resonance imaging (fMRI).Recently, there has been increasing interest in inferring directed connectivity (effective connectivity) from fMRI data. Effective connectivity refers to the influence that one neural system exerts over another and quantifies the directed coupling among brain regions – and how they change with pathophysiology. Compared to functional connectivity, effective connectivity allows one to understand how brain regions interact with each other in terms of context sensitive changes and directed coupling – and therefore may provide mechanistic insights into the neural basis of psychopathology.Established models of effective connectivity include psychophysiological interaction (PPI), structural equation modeling (SEM) and dynamic causal modelling (DCM). DCM is unique because it explicitly models the interaction among brain regions in terms of latent neuronal activity. Moreover, recent advances in DCM such as stochastic and spectral DCM, make it possible to characterize the interaction between different brain regions both at rest and during a cognitive task.

Budgetary Policy Modelling

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Book Series: Routledge New International Studies in Economic Modelling ISBN: 9780203979372 9780415142359 9781134766055 9781134766048 9781134766000 Year: DOI: 10.4324/9780203979372 Language: English
Publisher: Taylor & Francis
Subject: Business and Management --- Economics
Added to DOAB on : 2019-11-08 11:21:29
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The focus of this volume is on the European context of public budget policy and a variety of different approaches are used - theoretical modelling, econometrics and applied general equilibrium modelling. Empirical evidence and case studies of European countries are contained in all the papers. The papers cover the four general themes of public budget policy: * economic stabilization, in view of the Economic and Monetary Union in the European Community * reinforcing structural change, involved in market liberalization and harmonization of economic structures * its distributional effects and implications for social equity * endogenous economic growth.

Information-based methods for neuroimaging: analyzing structure, function and dynamics

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Book Series: Frontiers Research Topics ISSN: 16648714 ISBN: 9782889195022 Year: Pages: 191 DOI: 10.3389/978-2-88919-502-2 Language: English
Publisher: Frontiers Media SA
Subject: Neurology --- Science (General)
Added to DOAB on : 2015-12-03 13:02:24
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The aim of this Research Topic is to discuss the state of the art on the use of Information-based methods in the analysis of neuroimaging data. Information-based methods, typically built as extensions of the Shannon Entropy, are at the basis of model-free approaches which, being based on probability distributions rather than on specific expectations, can account for all possible non-linearities present in the data in a model-independent fashion.Mutual Information-like methods can also be applied on interacting dynamical variables described by time-series, thus addressing the uncertainty reduction (or information) in one variable by conditioning on another set of variables.In the last years, different Information-based methods have been shown to be flexible and powerful tools to analyze neuroimaging data, with a wide range of different methodologies, including formulations-based on bivariate vs multivariate representations, frequency vs time domains, etc. Apart from methodological issues, the information bit as a common unit represents a convenient way to open the road for comparison and integration between different measurements of neuroimaging data in three complementary contexts: Structural Connectivity, Dynamical (Functional and Effective) Connectivity, and Modelling of brain activity. Applications are ubiquitous, starting from resting state in healthy subjects to modulations of consciousness and other aspects of pathophysiology.Mutual Information-based methods have provided new insights about common-principles in brain organization, showing the existence of an active default network when the brain is at rest. It is not clear, however, how this default network is generated, the different modules are intra-interacting, or disappearing in the presence of stimulation. Some of these open-questions at the functional level might find their mechanisms on their structural correlates. A key question is the link between structure and function and the use of structural priors for the understanding of the functional connectivity measures. As effective connectivity is concerned, recently a common framework has been proposed for Transfer Entropy and Granger Causality, a well-established methodology originally based on autoregressive models. This framework can open the way to new theories and applications.This Research Topic brings together contributions from researchers from different backgrounds which are either developing new approaches, or applying existing methodologies to new data, and we hope it will set the basis for discussing the development and validation of new Information-based methodologies for the understanding of brain structure, function, and dynamics.

Transfer Entropy

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ISBN: 9783038429197 9783038429203 Year: Pages: VIII, 326 Language: Englisch
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Computer Science
Added to DOAB on : 2018-08-24 17:15:19
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Statistical relationships among the variables of a complex system reveal a lot about its physical behavior. Therefore, identification of the relevant variables and characterization of their interactions are crucial for a better understanding of a complex system. Linear methods, such as correlation, are widely used to identify these relationships. However, information-theoretic quantities, such as mutual information and transfer entropy, have been proven to be superior in the case of nonlinear dependencies. Mutual information quantifies the amount of information obtained about one random variable through the other random variable, and it is symmetric. As an asymmetrical measure, transfer entropy quantifies the amount of directed (time-asymmetric) transfer of information between random processes and, thus, it is related to concepts, such as the Granger causality. This Special Issue includes 16 papers elucidating the state of the art of data-based transfer entropy estimation techniques and applications, in areas such as finance, biomedicine, fluid dynamics and cellular automata. Analytical derivations in special cases, improvements on the estimation methods and comparisons between certain techniques are some of the other contributions of this Special Issue. The diversity of approaches and applications makes this book unique as a single source of invaluable contributions from experts in the field.

Applied Econometrics

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ISBN: 9783038979265 / 9783038979272 Year: Pages: 222 DOI: 10.3390/books978-3-03897-927-2 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Mathematics
Added to DOAB on : 2019-06-26 08:44:06
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Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.

Keywords

inflation --- postage stamps --- price recovery --- historical time series --- EGARCH --- FHA loan --- home mortgage --- foreclosure --- default and prepayment --- unobserved heterogeneity --- duration models --- competing risks --- earnings forecasts --- earnings announcements --- financial markets --- financial analysts --- nonparametric time series modeling --- nonlinearity --- unified time series algorithm --- exploratory diagnostics --- control environment --- budgetary system and strategies --- operational control --- company performance --- economic growth --- economic freedom --- foreign direct investment --- panel data --- cash payments --- efficiency --- denomination range --- JEL Classification --- E42 --- E58 --- managing of financial health --- risk of bankruptcy --- prediction methods --- post-communist countries --- Misery Index --- inflation --- unemployment --- Probit and Logit models --- Okun’s law --- multivariate regression models --- heavy-tailed data --- Mahalanobis distances --- maximum likelihood estimator --- independent multivariate Student distribution --- uncorrelated multivariate Student distribution --- derivatives market --- economic development --- Granger-causality tests --- vector error correction model (VECM) --- DOLS --- FMOLS --- income inequality --- economic growth --- middle income countries --- Granger causality test --- system GMM --- oil price --- exchange rate --- trade balance --- cointegration --- frequency domain causality --- Nigeria --- Fama-French factor model --- market microstructure --- trading behavior --- panel data factor model --- social network model --- risk spillover --- abnormal returns

Risk Measures with Applications in Finance and Economics

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ISBN: 9783038974437 / 9783038974444 Year: Pages: 536 DOI: 10.3390/books978-3-03897-444-4 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2019-08-28 11:21:27
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Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.

Keywords

falsified products --- medication --- health risk --- low-income country --- regular vine copulas --- tree structures --- co-dependence modelling --- European stock markets --- carbon emissions --- fossil fuels --- crude oil --- coal --- low carbon targets --- green energy --- spot and futures prices --- Granger causality --- volatility spillovers --- quasi likelihood ratio (QLR) test --- diagonal BEKK --- full BEKK --- dynamic hedging --- socially responsible investment --- multivariate regime-switching --- time-varying correlations --- volatility transmission --- conscientiousness --- openness to experience --- perceived ease of use --- perceived usefulness --- online purchase intention --- dynamic conditional correlation --- generalized autoregressive score functions --- time-varying copula function --- CoVaR --- utility --- credit derivatives --- stochastic volatility --- asymptotic approximation --- risk aversion --- portfolio selection --- need hierarchy theory --- two-level optimization --- variance --- coherent risk measures --- probability of default --- bank risk --- banking regulation --- SYMBOL --- financial stability --- China’s food policy --- sustainable food security system --- japonica rice production --- two-level CES function --- technological progress --- Project Financing --- Mezzanine Financing --- option value --- Monte Carlo Simulations --- probabilistic cash flow --- optimizing financial model --- risks mitigation --- investment profitability --- financial hazard map --- random forests --- early warning system --- bank failure --- B-splines --- inflation forecast --- monthly CPI data --- out-of-sample forecast --- the sudden stop of capital inflow --- financial security --- the optimal scale of foreign exchange reserve --- utility maximization --- finance risk --- liquidity premium --- uncertainty termination --- investment horizon --- Amihud’s illiquidity ratio --- factor models --- diversification --- bank profitability --- bank risk --- dynamic panel --- European banking system --- sustainability of economic recovery --- Bayesian approach --- conjugate prior --- cartel --- leniency program --- policy simulation --- S&P 500 index options --- gain-loss ratio --- risk-neutral distribution --- binomial tree --- risk management --- market timing --- moving averages --- risk-free rate --- returns and volatility --- financial risk --- bankruptcy --- regression model --- sustainable development --- Slovak enterprises --- sentiment analysis --- polarity --- scientific verification --- emotion --- joy --- sadness --- climate change --- GMC --- VIX --- RV5MIN --- causal path --- ANN --- sovereign credit default swap (SCDS) --- emerging market --- markov regime switching --- credit risk --- risk assessment --- risk measures --- IPO underpricing --- financial crisis --- information asymmetry --- financial risks --- business groups --- financial performance --- group-affiliated --- institutional voids --- production frontier function --- stochastic frontier model --- specification testing --- wild bootstrap --- smoothing process --- empirical process --- simulations --- stakeholder theory --- sustainability --- risk --- social efficiency --- banking --- cooperative banks --- Data Envelopment Analysis (DEA) --- corporate sustainability --- news release --- stakeholder theory --- stock return volatility --- EGARCH-m --- life insurance --- term life insurance --- whole life insurance --- self-perceived health --- objective health status --- future health risk --- SHARE --- national health system

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