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Journal articles on the topic 'Frequency jumps'

Author: Grafiati

Published: 25 June 2021

Last updated: 1 February 2022

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1

Jurdi, Doureige. "Intraday Jumps, Liquidity, and U.S. Macroeconomic News: Evidence from Exchange Traded Funds." Journal of Risk and Financial Management 13, no. 6 (June 5, 2020): 118. http://dx.doi.org/10.3390/jrfm13060118.

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This paper uses two highly liquid S&P 500 and gold exchange-traded funds (ETFs) to evaluate the impact of liquidity and macroeconomic news surprises on the frequency of observing intraday jumps. It explicitly addresses market microstructure noise-induced biases in realized estimators used in jump detection tests and applies non-parametric intraday jump detection tests. The results show a significant increase in trading costs and elevated levels of information asymmetry before observing jumps. Depth, resiliency, and trading activity are associated with the frequency of observing intraday jumps and cojumps. The ability of liquidity variables to predict intraday jumps persists after controlling for news surprises. Results show that intraday jump realizations affect the price discovery of ETFs.

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2

Nkwoma, Inekwe John. "FUTURES-BASED MEASURES OF MONETARY POLICY AND JUMP RISK." Macroeconomic Dynamics 21, no. 2 (May 23, 2016): 384–405. http://dx.doi.org/10.1017/s1365100515000553.

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We estimate the effects of anticipated and unanticipated monetary policy changes on jump variation by employing high-frequency nonparametric jump detection methods. We find that anticipated changes in the Fed funds have no significant effect on jumps. In contrast, jump variation in the price of financial market data increases with monetary policy surprises. We document evidence of asymmetries in the response of jumps to monetary policy changes. Monetary policy surprises and positive changes in the Fed target rate induce increments in jumps. Similar results exist in the sector analysis. In addition, this study uncovers no evidence of endogenous response between jumps and monetary policy surprises.

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3

Lima, Ricardo Franco, José M. Palao, and Filipe Manuel Clemente. "Jump Performance During Official Matches in Elite Volleyball Players: A Pilot Study." Journal of Human Kinetics 67, no. 1 (July 5, 2019): 259–69. http://dx.doi.org/10.2478/hukin-2018-0080.

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AbstractThe purpose of this pilot study was to assess the types and intensity of the jumps that professional male volleyball players executed. Seven male elite volleyball players participated in this study. The sample was composed of 1599 jumps performed in 15 sets of five official matches of the regular season of a professional team. A descriptive pilot study design was implemented to analyze the types of jumps and jump heights by particular playing positions (outside hitters, setter, and middle blockers). The jump height was recorded using an inertial measurement device. No significant differences in the heights of jumps were found between the sets of the matches. Different players’ roles had different frequencies for different types of jumps and jump intensities. The data provide reference values of the type of jumps performed, their frequency, and intensity by particular playing positions in competition. The results confirm the need to individualize the practice and training of volleyball players according to the players’ roles. Extensive studies are needed to provide more information about repeated jump ability in volleyball players.

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LU, XINHONG, KEN-ICHI KAWAI, and KOICHI MAEKAWA. "ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005." Asia-Pacific Journal of Operational Research 27, no. 02 (April 2010): 287–300. http://dx.doi.org/10.1142/s0217595910002697.

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This paper analyzes the behavior of one-minute high-frequency time-series data of exchange rates for five currencies (Japanese Yen, Australian Dollar, Canadian Dollar, Euro, and Pound Sterling) against the US Dollar when the Chinese Yuan was revalued on July 21st, 2005. The data show the following distinctive features: (1) There is a large jump in the exchange rates time series at the time of the Yuan revaluation. (2) Large volatility in the returns of exchange rates is observed for a while after the jump. (3) There are many other jumps, possibly correlated, in each exchange rate time series. To capture these features we fit the following models to the data: (i) a univariate GARCH-Jump model with a large jump that is influential on volatility, and (ii) a bivariate GARCH-Jump model with correlated Poisson jumps. For comparison, we also estimate these GARCH models without the associated jumps. The model performance is evaluated based on Value-at-Risk (VaR).

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5

Janszky, J., and P. Adam. "Strong squeezing by repeated frequency jumps." Physical Review A 46, no. 9 (November 1, 1992): 6091–92. http://dx.doi.org/10.1103/physreva.46.6091.

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6

Maćkała, Krzysztof, Marek Fostiak, and Kacper Kowalski. "Selected Determinants of Acceleration in the 100m Sprint." Journal of Human Kinetics 45, no. 1 (March 1, 2015): 135–48. http://dx.doi.org/10.1515/hukin-2015-0014.

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Abstract The goal of this study was to examine the relationship between kinematics, motor abilities, anthropometric characteristics, and the initial (10 m) and secondary (30 m) acceleration phases of the 100 m sprint among athletes of different sprinting performances. Eleven competitive male sprinters (10.96 s ± 0.36 for 100 with 10.50 s fastest time) and 11 active students (12.20 s ± 0.39 for 100 m with 11.80 s fastest time) volunteered to participate in this study. Sprinting performance (10 m, 30 m, and 100 m from the block start), strength (back squat, back extension), and jumping ability (standing long jump, standing five-jumps, and standing ten-jumps) were tested. An independent t-test for establishing differences between two groups of athletes was used. The Spearman ranking correlation coefficient was computed to verify the association between variables. Additionally, the Ward method of hierarchical cluster analysis was applied. The recorded times of the 10 and 30 m indicated that the strongest correlations were found between a 1- repetition maximum back squat, a standing long jump, standing five jumps, standing ten jumps (r = 0.66, r = 0.72, r = 0.66, and r = 0.72), and speed in the 10 m sprint in competitive athletes. A strong correlation was also found between a 1-repetition maximum back squat and a standing long jump, standing five jumps, and standing ten jumps (r = 0.88, r = 0.87 and r = 0.85), but again only for sprinters. The most important factor for differences in maximum speed development during both the initial and secondary acceleration phase among the two sub-groups was the stride frequency (p<0.01).

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7

Vortelinos, Dimitrios, and Konstantinos Gkillas. "The effect of the european economic news releases to the US financial markets in the crisis period." Investment Management and Financial Innovations 13, no. 4 (December 15, 2016): 33–57. http://dx.doi.org/10.21511/imfi.13(4).2016.04.

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This paper evaluates the effect of all European economic news releases on the US financial markets for the main crisis period from June 2007 up to October 2011. Evaluation concerns Sharpe ratios, as well as magnitude and frequency of volatility jumps for the periods before and after a news release. Sharpe ratios are examined with the risk of the excess returns being estimated by the flat-top Bartlett kernel estimator of Barndorff-Nielsen et al. (2008) with an optimal (in a finite sample) choice for the number of autocovariances, as suggested by Bandi and Russell (2011). Volatility jumps are detected according to the jump detection scheme of Ait-Sahalia and Jacod (2009). Keywords: European economic news releases,crisis; macroeconomic variables, Sharpe ratio,jumps. JEL Classification: G01, G15

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8

Newhouse, Randal, Justine Minish, and Gary S. Collins. "Diffusion in Binary and Pseudo-Binary L1₂ Indides, Stannides, Gallides and Aluminides of Rare-Earth Elements as Studied Using Perturbed Angular Correlation of ¹¹¹In/Cd." Defect and Diffusion Forum 323-325 (April 2012): 447–52. http://dx.doi.org/10.4028/www.scientific.net/ddf.323-325.447.

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Diffusional jumps can produce fluctuating electric field gradients at nuclei of jumping atoms. Using perturbed angular correlation of gamma rays (PAC), jumps of probe atoms cause nuclear quadrupole relaxation that can be fitted to obtain the mean jump frequency. An overview is given of the application of this approach to highly ordered intermetallic compounds having the L12(Cu3Au) crystal structure. New results are then presented for jump frequencies of111In/Cd probe atoms in pseudo-binary L12compounds of the forms In3(La1-xPrx) and (In1-xSnx)3La. For the mixed rare-earth system, jump frequencies are found to scale with composition between jump frequencies of the end-member phases In3La and In3Pr. However, for the mixed sp-element system, a large decrease in jump frequency is observed as Sn atoms substitute for In-atoms. This difference in behavior appears to depend on whether atomic disorder is on the diffusion sublattice (In-Sn substitution), as opposed to a neighboring sublattice (La-Pr substitution), whether or not there is a difference in diffusion mechanism between end-member phases, and/or whether or not there is a valence difference between the mixing atoms. All three conditions apply for only (In1-xSnx)3La.

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9

Gosain, K. L., D. K. Chaturvedi, Irina V. Belova, and Graeme E. Murch. "Tracer Diffusion by Six-Jump-Cycles in Nonstoichiometric B2 Intermetallic Compounds." Defect and Diffusion Forum 247-248 (December 2005): 9–20. http://dx.doi.org/10.4028/www.scientific.net/ddf.247-248.9.

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Tracer diffusion in non-stoichiometric B2 intermetallic compounds having antistructural disorder is investigated using the six-jump-cycle (6JC) as a fundamental diffusion unit. For non-stoichiometric compositions, the antistructural atoms are assumed to be isolated and located at one of the six [110]-type and [100]-type sites (as only these sites are involved in the 6JC or 2JC). The jump frequencies for the 6JC involving a perfectly ordered configuration are calculated in terms of a four-frequency-model, using the meanfirst- passage concept of Arita et al. The jump frequency of an antistructural atom at [110] or [100]-type sites is taken to be the harmonic mean of frequencies of two successive nearestneighbour jumps of the same kind of atoms. The expressions for the tracer diffusion coefficients are derived for both atomic components at deviations from stoichiometry, assuming that the 6JC mechanism is valid. The results are compared with Monte Carlo simulations based on single vacancy jumps and found to be in fair agreement for compositions close to stoichiometry.

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10

Catania, Leopoldo, and Mads Sandholdt. "Bitcoin at High Frequency." Journal of Risk and Financial Management 12, no. 1 (February 15, 2019): 36. http://dx.doi.org/10.3390/jrfm12010036.

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This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns starting from tick-by-tick price changes traded at the Bitstamp and Coinbase exchanges. We find evidence of a smooth intra-daily seasonality pattern, and an abnormal trade- and volatility intensity at Thursdays and Fridays. We find no predictability for Bitcoin returns at or above one day, though, we find predictability for sample frequencies up to 6 h. Predictability of Bitcoin returns is also found to be time–varying. We also study the behaviour of the realized volatility of Bitcoin. We document a remarkable high percentage of jumps above 80 % . We also find that realized volatility exhibits: (i) long memory; (ii) leverage effect; and (iii) no impact from lagged jumps. A forecast study shows that: (i) Bitcoin volatility has become more easy to predict after 2017; (ii) including a leverage component helps in volatility prediction; and (iii) prediction accuracy depends on the length of the forecast horizon.

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11

Legg, Sonya, and Jody Klymak. "Internal Hydraulic Jumps and Overturning Generated by Tidal Flow over a Tall Steep Ridge." Journal of Physical Oceanography 38, no. 9 (September 1, 2008): 1949–64. http://dx.doi.org/10.1175/2008jpo3777.1.

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Abstract Recent observations from the Hawaiian Ridge indicate episodes of overturning and strong dissipation coupled with the tidal cycle near the top of the ridge. Simulations with realistic topography and stratification suggest that this overturning has its origins in transient internal hydraulic jumps that occur below the shelf break at maximum ebb tide, and then propagate up the slope as internal bores when the flow reverses. A series of numerical simulations explores the parameter space of topographic slope, barotropic velocity, stratification, and forcing frequency to identify the parameter regime in which these internal jumps are possible. Theoretical analysis predicts that the tidally driven jumps may occur when the vertical tidal excursion is large, which is shown to imply steep topographic slopes, such that dh/dxN/ω > 1. The vertical length scale of the jumps is predicted to depend on the flow speed such that the jump Froude number is of order unity. The numerical results agree with the theoretical predictions, with finite-amplitude internal hydraulic jumps and overturning forming during strong offslope tidal flow over steep slopes. These results suggest that internal hydraulic jumps may be an important mechanism for local tidally generated mixing at tall steep topography.

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12

Gualco, Gabriele, Marco Grisi, and Giovanni Boero. "Frequency jumps in single chip microwave LC oscillators." Applied Physics Letters 105, no. 24 (December 15, 2014): 242102. http://dx.doi.org/10.1063/1.4904417.

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13

Aït-Sahalia, Yacine, Jean Jacod, and Jia Li. "Testing for jumps in noisy high frequency data." Journal of Econometrics 168, no. 2 (June 2012): 207–22. http://dx.doi.org/10.1016/j.jeconom.2011.12.004.

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14

Christensen, Kim, Roel C. A. Oomen, and Mark Podolskij. "Fact or friction: Jumps at ultra high frequency." Journal of Financial Economics 114, no. 3 (December 2014): 576–99. http://dx.doi.org/10.1016/j.jfineco.2014.07.007.

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15

Mancini, Cecilia, and Fabio Gobbi. "IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS." Econometric Theory 28, no. 2 (January 19, 2012): 249–73. http://dx.doi.org/10.1017/s0266466611000326.

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When the covariance between the risk factors of asset prices is due to both Brownian and jump components, the realized covariation (RC) approaches the sum of the integrated covariation (IC) with the sum of the co-jumps, as the observation frequency increases to infinity, in a finite and fixed time horizon. In this paper the two components are consistently separately estimated within a semimartingale framework with possibly infinite activity jumps. The threshold (or truncated) estimator $I\hat C_n $ is used, which substantially excludes from RC all terms containing jumps. Unlike in Jacod (2007, Universite de Paris-6) and Jacod (2008, Stochastic Processes and Their Applications 118, 517–559), no assumptions on the volatilities’ dynamics are required. In the presence of only finite activity jumps: 1) central limit theorems (CLTs) for $I\hat C_n $ and for further measures of dependence between the two Brownian parts are obtained; the estimation error asymptotic variance is shown to be smaller than for the alternative estimators of IC in the literature; 2) by also selecting the observations as in Hayashi and Yoshida (2005, Bernoulli 11, 359–379), robustness to nonsynchronous data is obtained. The proposed estimators are shown to have good finite sample performances in Monte Carlo simulations even with an observation frequency low enough to make microstructure noises’ impact on data negligible.

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16

Traser, Louisa, Fabian Burk, Ali Caglar Özen, Michael Burdumy, Michael Bock, Daniela Blaser, Bernhard Richter, and Matthias Echternach. "Respiratory kinematics and the regulation of subglottic pressure for phonation of pitch jumps – a dynamic MRI study." PLOS ONE 15, no. 12 (December 31, 2020): e0244539. http://dx.doi.org/10.1371/journal.pone.0244539.

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The respiratory system is a central part of voice production as it contributes to the generation of subglottic pressure, which has an impact on voice parameters including fundamental frequency and sound pressure level. Both parameters need to be adjusted precisely during complex phonation tasks such as singing. In particular, the underlying functions of the diaphragm and rib cage in relation to the phonation of pitch jumps are not yet understood in detail. This study aims to analyse respiratory movements during phonation of pitch jumps using dynamic MRI of the lungs. Dynamic images of the breathing apparatus of 7 professional singers were acquired in the supine position during phonation of upwards and downwards pitch jumps in a high, medium, and low range of the singer’s tessitura. Distances between characteristic anatomical landmarks in the lung were measured from the series of images obtained. During sustained phonation, the diaphragm elevates, and the rib cage is lowered in a monotonic manner. During downward pitch jumps the diaphragm suddenly changed its movement direction and presented with a short inspiratory activation which was predominant in the posterior part and was associated with a shift of the cupola in an anterior direction. The magnitude of this inspiratory movement was greater for jumps that started at higher compared to lower fundamental frequency. In contrast, expiratory movement of the rib cage and anterior diaphragm were simultaneous and continued constantly during the jump. The data underline the theory of a regulation of subglottic pressure via a sudden diaphragm contraction during phonation of pitch jumps downwards, while the rib cage is not involved in short term adaptations. This strengthens the idea of a differentiated control of rib cage and diaphragm as different functional units during singing phonation.

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17

Lalowicz, Z. T., and S. F. Sagnowski. "Multiaxial Reorientationsof ND+4 Ions Studied by 2H-NMR Spectroscopy." Zeitschrift für Naturforschung A 46, no. 10 (October 1, 1991): 829–40. http://dx.doi.org/10.1515/zna-1991-1001.

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AbstractThe density matrix formalism is used to simulate motional averaging in the 2H-NMR spectra of reorienting ND+4 ions. The development of the spectra under increasing jump frequency about a single C3 or C2 axis is followed. Next we assume a hierarchy of axes in terms of activation energies sufficient to reach extreme narrowing conditions for some axes before activating jumps about a next one. Primary reorientations about the fastest C3 or C2 symmetry axes define the shape of spectra, the width of which is then stepwise reduced by fast reorientations about the subsequent axes in a postulated sequence of statistically uncorrelated jumps.

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18

Shih, Po Jen, and Shang Hao Cai. "Frequency Response of Carbon Nanotube Probes during Tapping Mode of Atomic Force Microscopy." Applied Mechanics and Materials 378 (August 2013): 466–71. http://dx.doi.org/10.4028/www.scientific.net/amm.378.466.

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The dynamic behaviors of carbon nanotube probes applied in Atomic Force Microscope measurement are of interest in advanced nanoscalar topography. In this paper, we developed the characteristic equations and applied the model analysis to solve the eigenvalues of the microcantilever and the carbon nanotube. The eigenvalues were then used in the tapping mode system to predict the frequency responses against the tip-sample separations. It was found that the frequency drop steeply if the separation was less than certain distances. This instability of frequency is deduced from the jump of microcantilever or the jump of the carbon nanotube. Various lengths and binding angles of the carbon nanotube were considered, and the results indicated that the binding angle dominated the frequency responses and jumps.

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19

Perona, Paolo, Edoardo Daly, Benoît Crouzy, and Amilcare Porporato. "Stochastic dynamics of snow avalanche occurrence by superposition of Poisson processes." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 468, no. 2148 (October 3, 2012): 4193–208. http://dx.doi.org/10.1098/rspa.2012.0396.

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We study the dynamics of systems with deterministic trajectories randomly forced by instantaneous discontinuous jumps occurring according to two different compound Poisson processes. One process, with constant frequency, causes instantaneous positive random increments, whereas the second process has a state-dependent frequency and describes negative jumps that force the system to restart from zero (renewal jumps). We obtain the probability distributions of the state variable and the magnitude and intertimes of the jumps to zero. This modelling framework is used to describe snow-depth dynamics on mountain hillsides, where the positive jumps represent snowfall events, whereas the jumps to zero describe avalanches. The probability distributions of snow depth, together with the statistics of avalanche magnitude and occurrence, are used to explain the correlation between avalanche occurrence and snowfall as a function of hydrologic, terrain slope and aspect parameters. This information is synthesized into a ‘prediction entropy’ function that gives the level of confidence of avalanche occurrence prediction in relation to terrain properties.

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20

Koike, Yuta. "ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS." Econometric Theory 32, no. 3 (April 8, 2015): 533–611. http://dx.doi.org/10.1017/s0266466614000954.

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We propose a new estimator for the integrated covariance of two Itô semimartingales observed at a high frequency. This new estimator, which we call the pre-averaged truncated Hayashi–Yoshida estimator, enables us to separate the sum of the co-jumps from the total quadratic covariation even in the case that the sampling schemes of two processes are nonsynchronous and the observation data are polluted by some noise. We also show the asymptotic mixed normality of this estimator under some mild conditions allowing infinite activity jump processes with finite variations, some dependency between the sampling times and the observed processes as well as a kind of endogenous observation error. We examine the finite sample performance of this estimator using a Monte Carlo study and we apply our estimators to empirical data, highlighting the importance of accounting for jumps even in an ultra-high frequency framework.

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21

Kirman, Marina, and Roman Morgunov. "Effect of spin-orbital interaction on continuous and jumpwise reversal magnetization in [Mn(II)(HL)(H2O)][Mn(III)(CN)6]·2H2O molecular ferrimagnet." EPJ Web of Conferences 185 (2018): 04016. http://dx.doi.org/10.1051/epjconf/201818504016.

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Magnetic jumps were revealed during the magnetization reversal of [Mn(II)(HL)(H2O)][Mn(III)(CN)6]·2H2O molecular ferrimagnet. Amplitudes of the jumps were 0.01 – 0.1 % of the saturation magnetization. Fourier transform of the time series of jumps magnetization indicates that frequency spectrum is close to the white noise. Statistic distribution of the jumps versus time reveals the appearance of the most jumps at the beginning of the demagnetization. Effect of spin-orbit coupling on statistical distribution of magnetization jumps was considered by comparison of two compounds with different single ion anisotropies. The increase of spin-orbit interaction leads to the decrease of power of spectral density of magnetization jumps.

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22

Rudlosky, Scott D., and Henry E. Fuelberg. "Documenting Storm Severity in the Mid-Atlantic Region Using Lightning and Radar Information." Monthly Weather Review 141, no. 9 (August 28, 2013): 3186–202. http://dx.doi.org/10.1175/mwr-d-12-00287.1.

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Abstract Storm severity in the mid-Atlantic region of the United States is examined using lightning, radar, and model-derived information. Automated Warning Decision Support System (WDSS) procedures are developed to create grids of lightning and radar parameters, cluster individual storm features, and data mine the lightning and radar attributes of 1252 severe and nonsevere storms. The study first examines the influence of serial correlation and uses autocorrelation functions to document the persistence of lightning and radar parameters. Decorrelation times are found to vary by parameter, storm severity, and mathematical operator, but the great majority are between three and six lags, suggesting that consecutive 2-min storm samples (following a storm) are effectively independent after only 6–12 min. The study next describes the distribution of lightning jumps in severe and nonsevere storms, differences between various types of severe storms (e.g., severe wind only), and relationships between lightning and radar parameters. The 2σ lightning jump algorithm (with a 10 flashes min−1 activation threshold) yields 0.92 jumps h−1 for nonsevere storms and 1.44 jumps h−1 in severe storms. Applying a 10-mm maximum expected size of hail (MESH) threshold to the 2σ lightning jump algorithm reduces the frequency of lightning jumps in nonsevere storms to 0.61 jumps h−1. Although radar-derived parameters are comparable between storms that produce severe wind plus hail and those that produce tornadoes, tornadic storms exhibit much greater intracloud (IC) and cloud-to-ground (CG) flash rates. Correlations further illustrate that lightning data provide complementary storm-scale information to radar-derived measures of storm intensity.

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23

Aït-Sahalia, Yacine, and Jean Jacod. "Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data." Journal of Economic Literature 50, no. 4 (December 1, 2012): 1007–50. http://dx.doi.org/10.1257/jel.50.4.1007.

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This paper reports some of the recent developments in the econometric analysis of semimartingales estimated using high frequency financial returns. It describes a simple yet powerful methodology to decompose asset returns sampled at high frequency into their base components (continuous, small jumps, large jumps), determine the relative magnitude of the components, and analyze the finer characteristics of these components such as the degree of activity of the jumps. We incorporate to effect of market microstructure noise on the test statistics, apply the methodology to high frequency individual stock returns, transactions and quotes, stock index returns and compare the qualitative features of the estimated process for these different data and discuss the economic implications of the results.(JEL C58, G12, G13)

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Huang, Xinming, Hang Gong, and Gang Ou. "Detection of weak frequency jumps for GNSS onboard clocks." IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control 61, no. 5 (May 2014): 747–55. http://dx.doi.org/10.1109/tuffc.2014.2967.

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Xinming Huang, Hang Gong, and Gang Ou. "Detection of weak frequency jumps for GNSS onboard clocks." IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control 61, no. 5 (May 2014): 747–55. http://dx.doi.org/10.1109/tuffc.2014.6805689.

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Kulzer, F., R. Kettner, S. Kummer, and Th Basché. "Single molecule spectroscopy: Spontaneous and light-induced frequency jumps." Pure and Applied Chemistry 69, no. 4 (January 1, 1997): 743–48. http://dx.doi.org/10.1351/pac199769040743.

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Hoffer, L. M., G. L. Lippi, N. B. Abraham, and Paul Mandel. "Phase and frequency jumps in a bidirectional ring laser." Optics Communications 66, no. 4 (May 1988): 219–24. http://dx.doi.org/10.1016/0030-4018(88)90265-9.

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Mouro, João, Paolo Paoletti, Michele Basso, and Bruno Tiribilli. "Measuring Viscosity Using the Hysteresis of the Non-Linear Response of a Self-Excited Cantilever." Sensors 21, no. 16 (August 19, 2021): 5592. http://dx.doi.org/10.3390/s21165592.

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A self-oscillating microcantilever in a feedback loop comprised of a gain, a saturator, and an adjustable phase-shifter is used to measure the viscosity of Newtonian fluids. Shifting the signal of the loop with the adjustable phase-shifter causes sudden jumps in the oscillation frequency of the cantilever. The exact position of these jumps depends on whether the shift imposed by the phase-shifter is increasing or decreasing and, therefore, the self-excited cantilever exhibits a hysteretic non-linear response. This response was studied and the system modeled by a delay differential equation of motion where frequency-dependent added mass and damping terms accounted for the density and the viscosity of the medium. Experimental data were obtained for solutions with different concentrations of glycerol in water and used to validate the model. Two distinct sensing modalities were proposed for this system: the sweeping mode, where the width of the observed hysteresis depends on the viscosity of the medium, and the threshold mode, where a sudden jump of the oscillation frequency is triggered by an arbitrarily small change in the viscosity of the medium.

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Pakdaman, K., M. Thieullen, and G. Wainrib. "Fluid limit theorems for stochastic hybrid systems with application to neuron models." Advances in Applied Probability 42, no. 03 (September 2010): 761–94. http://dx.doi.org/10.1017/s0001867800050436.

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In this paper we establish limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamics coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump Markov processes. We prove a functional law of large numbers with exponential convergence speed, derive a diffusion approximation, and establish a functional central limit theorem. We apply these results to neuron models with stochastic ion channels, as the number of channels goes to infinity, estimating the convergence to the deterministic model. In terms of neural coding, we apply our central limit theorems to numerically estimate the impact of channel noise both on frequency and spike timing coding.

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Pakdaman, K., M. Thieullen, and G. Wainrib. "Fluid limit theorems for stochastic hybrid systems with application to neuron models." Advances in Applied Probability 42, no. 3 (September 2010): 761–94. http://dx.doi.org/10.1239/aap/1282924062.

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In this paper we establish limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamics coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump Markov processes. We prove a functional law of large numbers with exponential convergence speed, derive a diffusion approximation, and establish a functional central limit theorem. We apply these results to neuron models with stochastic ion channels, as the number of channels goes to infinity, estimating the convergence to the deterministic model. In terms of neural coding, we apply our central limit theorems to numerically estimate the impact of channel noise both on frequency and spike timing coding.

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31

Apparaju, Vinay Kumar, Ashwani Kumar, and Ritu Yadav. "Stock Price Jumps and News Sentiment: A Case of Investor Overreaction." Journal of Prediction Markets 11, no. 2 (January 19, 2018): 20–37. http://dx.doi.org/10.5750/jpm.v11i2.1355.

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The research paper develops an understanding on how news based sentiment capture investor behaviour reflected in price jumps in stock markets. It compares the impact on two models of stock price jumps; the non-parametric model proposed by BNS and the wavelet based method. The study is also a perspective on the semi strong form of market efficiencyUsing the high frequency data from the stock and options market along with the actual high frequency news data from Bloomberg, the two alternative methodologies of jumps have been tested. In addition, options trades have been simulated to see whether profits can be earned from the news sentiment captured by jumps.Methodologically, jumps based on wavelets were found to be better related with the news sentiment compared to the BNS method. Also, the news sentiment based jumps were found to present opportunities in the simulated trades that could be exploited for earning profits suggesting that investors overreact.The paper uses an innovative method for computation of the news based sentiment. To the best of our knowledge, the paper is the first to evaluate jumps and news sentiment using the actual news data. A perspective on the semi strong form of market efficiency is presented, that too by departing from the event study based models.

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32

Skurvydas, Albertas, Marius Brazaitis, Tomas Venckūnas, and Sigitas Kamandulis. "Predictive value of strength loss as an indicator of muscle damage across multiple drop jumps." Applied Physiology, Nutrition, and Metabolism 36, no. 3 (June 2011): 353–60. http://dx.doi.org/10.1139/h11-023.

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The aim of the present study was to compare the time-course of indirect symptoms of exercise-induced muscle damage after 50 and 100 drop jumps. A high-force, low intensity exercise protocol was used to avoid discrepancies regarding metabolic fatigue immediately after exercise. Healthy untrained men performed 50 (“50 group”, n = 13) or 100 (“100 group”, n = 13) intermittent (30-s interval between each jump) drop jumps, respectively, from the height of 0.5 m with a counter-movement to a 90° knee flexion angle and immediate maximal rebound. Voluntary and electrically evoked knee extensor strength was assessed using an isokinetic dynamometer immediately before and at 2 min after exercise, as well as 3, 7, and 14 days after exercise. Creatine kinase (CK) activity and muscle soreness within 7 days after exercise were also determined. The results showed that the decrease in voluntary isometric and isokinetic torque as well as 100 Hz stimulation torque at the end of the 50 and 100 drop jumps was very similar, while substantial differences were found in low-frequency fatigue, shift in optimal knee joint angle, muscle soreness, and CK activity. In addition, there was slower muscle strength recovery after the 100 drop jumps. It is concluded that the predictive value of strength loss immediately after exercise as an indicator of muscle damage decreases as the jump number increases. Still, stimuli must be large enough for muscle torque to reach the reduction plateau. Therefore, magnitude of exercise becomes a major factor in accuracy of muscle damage predictions.

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Chen, Guojin, Xiaoqun Liu, Peilin Hsieh, and Xiangqin Zhao. "Realized Jump Risk and Equity Return in China." Discrete Dynamics in Nature and Society 2014 (2014): 1–13. http://dx.doi.org/10.1155/2014/721635.

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We utilize the realized jump components to explore a new jump (including nonsystematic jump and systematic jump) risk factor model. After estimating daily realized jumps from high-frequency transaction data of the Chinese A-share stocks, we calculate monthly jump size, monthly jump standard deviation, and monthly jump arrival rate and then use those monthly jump factors to explain the return of the following month. Our empirical results show that the jump tail risk can explain the equity return. For the large capital-size stocks, large cap stock portfolios, and index, one-month lagged jump risk factor significantly explains the asset return variation. Our results remain the same even when we add the size and value factors in the robustness tests.

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Liner, Christopher L., and Bernhard G. Bodmann. "The Wolf ramp: Reflection characteristics of a transition layer." GEOPHYSICS 75, no. 5 (September 2010): A31—A35. http://dx.doi.org/10.1190/1.3476312.

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The modern use of spectral decomposition has shown that reflection events in practice are always frequency dependent, a phenomenon called reflectivity dispersion. Often, this can be attributed to strong interference effects from neighboring reflection coefficients of the classical type (i.e., parameter discontinuities or jumps). However, an intrinsic frequency dependence from a single layer is possible if the contact is not a jump discontinuity but a gradual transition. We have expanded the normal-incidence theory of a linear velocity transition zone (termed a Wolf ramp) and have shown how it leads to frequency-dependent reflectivity. The development of waveform forward modeling in turn has led to a ramp detection method that we have tested on migrated field data.

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Yu, Chao, Jianxin Bi, and Xujie Zhao. "Modeling Financial Intraday Jump Tail Contagion with High Frequency Data Using Mutually Exciting Hawkes Process." Discrete Dynamics in Nature and Society 2020 (May 20, 2020): 1–10. http://dx.doi.org/10.1155/2020/7940647.

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Financial extreme jumps in asset price may propagate across stock markets and lead to the market-wide crashes, which severely threatens the stability of the financial system. In order to analyzing the contagion features of jump tail risk, this paper proposes a mutually exciting contagion model based on Hawkes process with intraday high frequency data. We use a simple two-stage method that first extracts the jump component nonparametrically from the high frequency data and then models the intraday jump tail using mutually exciting Hawkes process. Moreover, we take both the occurrence time and magnitude of jump into account in modeling the conditional intensity of Hawkes process. The proposed method is applied to the five-minute high frequency data of the Chinese stock market. The empirical results show that, for the two main Chinese stock markets, only background intensity is significant in the Shanghai stock market, while mutually exciting effect is significant in the Shenzhen stock market. Both the location and size of jump in the Shanghai stock market have significant stimulation to the next occurrences of jump in the Shenzhen stock market. Furthermore, the proposed model performs very well in predicting the future jump tail events.

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36

Li, Ying, and Tengfei Jiang. "Jumps in High-Frequency Data on the Chinese Stock Market." Journal of Mathematical Finance 07, no. 02 (2017): 467–90. http://dx.doi.org/10.4236/jmf.2017.72025.

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Bajgrowicz, Pierre, Olivier Scaillet, and Adrien Treccani. "Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News." Management Science 62, no. 8 (August 2016): 2198–217. http://dx.doi.org/10.1287/mnsc.2015.2234.

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38

Galleani, L., and P. Tavella. "Detection of atomic clock frequency jumps with the Kalman filter." IEEE Transactions on Ultrasonics, Ferroelectrics and Frequency Control 59, no. 3 (March 2012): 504–9. http://dx.doi.org/10.1109/tuffc.2012.2221.

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39

Formichella, Valerio, James Camparo, and Patrizia Tavella. "Mitigation of Lamplight-Induced Frequency Jumps in Space Rubidium Clocks." IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control 65, no. 6 (June 2018): 911–18. http://dx.doi.org/10.1109/tuffc.2018.2792779.

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Bibinger, Markus, and Lars Winkelmann. "Common price and volatility jumps in noisy high-frequency data." Electronic Journal of Statistics 12, no. 1 (2018): 2018–73. http://dx.doi.org/10.1214/18-ejs1444.

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Bibinger, Markus, and Lars Winkelmann. "Econometrics of co-jumps in high-frequency data with noise." Journal of Econometrics 184, no. 2 (February 2015): 361–78. http://dx.doi.org/10.1016/j.jeconom.2014.10.004.

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42

Fleming, Jeff, and Bradley S. Paye. "High-frequency returns, jumps and the mixture of normals hypothesis." Journal of Econometrics 160, no. 1 (January 2011): 119–28. http://dx.doi.org/10.1016/j.jeconom.2010.03.024.

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43

Bruening, Dustin A., and James G. Richards. "The Effects of Articulated Figure Skates on Jump Landing Forces." Journal of Applied Biomechanics 22, no. 4 (November 2006): 285–95. http://dx.doi.org/10.1123/jab.22.4.285.

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Lower extremity injuries in figure skating have long been linked to skating boot stiffness, and recent increases in jump practice time may be influencing the frequency and seriousness of these injuries. It is hypothesized that stiff boots compromise skaters' abilities to attenuate jump landing forces. Decreasing boot stiffness by adding an articulation at the ankle may reduce the rate and magnitude of landing forces. Prototype articulated figure skating boots were tested in this study to determine their effectiveness in enabling skaters to land with lower peak impact forces. Nine competitive figure skaters, who trained in standard boots and subsequently in articulated boots, performed off-ice jump simulations and on-ice axels, double toe loops, and double axels. Analysis of the off-ice simulations showed decreases in peak heel force and loading rate with use of the articulated boot, although the exact kinematic mechanisms responsible for these decreases are still unclear. Analysis of the on-ice jumps revealed few kinematic differences between boot types, implying that the skaters did not use the articulation. Greater adaptation and training time is likely needed for the results seen off-ice to transfer to difficult on-ice jumps.

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Sandhu, I. S., D. K. Chaturvedi, Irina V. Belova, and Graeme E. Murch. "Collective Correlation Factors in Random Non-Stoichiometric Inermetallic Compounds." Defect and Diffusion Forum 247-248 (December 2005): 1–8. http://dx.doi.org/10.4028/www.scientific.net/ddf.247-248.1.

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In this paper Manning random alloy model has been extended to the binary nonstoichiometric intermetallic compound of the B2 structure. Two sub-lattices, that are dynamically independent in six-jump cycle (6JC) mechanism, are coupled together by taking into consideration the vacancy motion as a sequence of nearest neighbour jumps in random directions. The linear response expressions for the phenomenological transport coefficients are evaluated making use of the kinetic equation approach. The expressions for collective correlation factors are derived in terms of the equilibrium partial atomic concentrations and jump frequencies. Results are compared with Monte Carlo simulation results using the four-frequency model.

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45

Pańtak, Marek. "Dynamic forces with random amplitudes from rhythmic jumps and squats." MATEC Web of Conferences 211 (2018): 09004. http://dx.doi.org/10.1051/matecconf/201821109004.

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In the paper the load models of the dynamic forces generated during jumps and squats taking into account random changes in the amplitudes of the forces are presented. The models were elaborated on the basis of series of laboratory measurements of continuously and rhythmically performed jumps and squats in frequency range 1.40-3.80 Hz.

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Lage, Stephanie, and Gary S. Collins. "Motion of Cadmium Tracer Atoms in Al₁₁R₃ Phases (R=La,Ce,Pr)." Defect and Diffusion Forum 289-292 (April 2009): 755–61. http://dx.doi.org/10.4028/www.scientific.net/ddf.289-292.755.

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Jump frequencies of Cd tracer atoms were measured in three phases having the orthorhombic Al11R3 structure, with R= La, Ce, or Pr. The structure has four inequivalent Al-sites and two inequivalent R-sites. 111In/Cd tracer atoms were observed to occupy several sites via the nuclear quadrupole interaction using perturbed angular correlation of gamma rays (PAC). Time-domain PAC spectra became damped as the temperature increased, which is attributed to nuclear relaxation caused by diffusional jumps of Cd tracer atoms leading to changes in orientations and/or magnitudes of electric field gradients (EFG’s). Maximum relaxations were observed near 770 K. A method is proposed for estimating the mean jump frequency at that temperature, giving a mean jump frequency w averaged over all sites of about 100 MHz. At still higher temperatures, damping decreased due to motional averaging, and the quadrupole perturbations evolved into unique signals having lower frequencies and corresponding in each phase to the averages of EFG tensors of all sites visited by the Cd tracer atoms. For Al11La3, the jump frequency at 1073 K was estimated to be 1.9 GHz. Such jump frequencies imply unusually high diffusivities in these phases.

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47

GOVARDHAN, R., and C. H. K. WILLIAMSON. "Modes of vortex formation and frequency response of a freely vibrating cylinder." Journal of Fluid Mechanics 420 (October 10, 2000): 85–130. http://dx.doi.org/10.1017/s0022112000001233.

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In this paper, we study the transverse vortex-induced vibrations of an elastically mounted rigid cylinder in a fluid flow. We use simultaneous force, displacement and vorticity measurements (using DPIV) for the first time in free vibrations. There exist two distinct types of response in such systems, depending on whether one has a high or low combined mass–damping parameter (m*ζ). In the classical high-(m*ζ) case, an ‘initial’ and ‘lower’ amplitude branch are separated by a discontinuous mode transition, whereas in the case of low (m*ζ), a further higher-amplitude ‘upper’ branch of response appears, and there exist two mode transitions.To understand the existence of more than one mode transition for low (m*ζ), we employ two distinct formulations of the equation of motion, one of which uses the ‘total force’, while the other uses the ‘vortex force’, which is related only to the dynamics of vorticity. The first mode transition involves a jump in ‘vortex phase’ (between vortex force and displacement), ϕvortex, at which point the frequency of oscillation (f) passes through the natural frequency of the system in the fluid, f ∼ fNwater. This transition is associated with a jump between 2S [harr ] 2P vortex wake modes, and a corresponding switch in vortex shedding timing. Across the second mode transition, there is a jump in ‘total phase’, phis;total , at which point f ∼ fNvacuum. In this case, there is no jump in ϕvortex, since both branches are associated with the 2P mode, and there is therefore no switch in timing of shedding, contrary to previous assumptions. Interestingly, for the high-(m*ζ) case, the vibration frequency jumps across both fNwater and fNvacuum, corresponding to the simultaneous jumps in ϕvortex and ϕtotal. This causes a switch in the timing of shedding, coincident with the ‘total phase’ jump, in agreement with previous assumptions.For large mass ratios, m* = O(100), the vibration frequency for synchronization lies close to the natural frequency (f* = f/fN ≈ 1.0), but as mass is reduced to m* = O(1), f* can reach remarkably large values. We deduce an expression for the frequency of the lower-branch vibration, as follows:formula herewhich agrees very well with a wide set of experimental data. This frequency equation uncovers the existence of a critical mass ratio, where the frequency f* becomes large: m*crit = 0.54. When m* < m*crit, the lower branch can never be reached and it ceases to exist. The upper-branch large-amplitude vibrations persist for all velocities, no matter how high, and the frequency increases indefinitely with flow velocity. Experiments at m* < m*crit show that the upper-branch vibrations continue to the limits (in flow speed) of our facility.

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Wong, C. K., C. W. Ramcharan, and W. G. Sprules. "Behavioral responses of a herbivorous calanoid copepod to the presence of other zooplankton." Canadian Journal of Zoology 64, no. 7 (July 1, 1986): 1422–25. http://dx.doi.org/10.1139/z86-212.

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Swimming behavior of the herbivorous calanoid copepod Diaptomus minutus consists of periods of rest interrupted by short jumps. Jumping frequency decreased in the presence of predatory copepods and increased in the presence of the herbivorous Daphnia pulex, a potential competitor. Because D. minutus is detected by vibration-sensitive predators when it jumps, its response in the presence of predators may be a prey defense mechanism. Since feeding by D. minutus takes place during the rest period and is interrupted by jumps, the response to the presence of D. pulex may indicate interference competition. The results demonstrate the behavioral flexibility of zooplanktonic organisms.

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Aït-Sahalia, Yacine, and Jean Jacod. "Estimating the degree of activity of jumps in high frequency data." Annals of Statistics 37, no. 5A (October 2009): 2202–44. http://dx.doi.org/10.1214/08-aos640.

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Galleani, Lorenzo, and Patrizia Tavella. "Robust Detection of Fast and Slow Frequency Jumps of Atomic Clocks." IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control 64, no. 2 (February 2017): 475–85. http://dx.doi.org/10.1109/tuffc.2016.2625311.

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