As part of my analysis of heavy-tailed time series of company returns, I would like to check whether extreme returns exhibit serial dependence, i.e. if extreme events are followed by extreme events.

For now, I am only interested in testing uni-variate time series, i.e. I just want to check if an extreme return of company A has an impact on the returns of company A in the following days.

Since the autocorrelation function (ACF) of a time is looking at the whole return series (not only the extremes), it has limited value in assessing dependence dependence between extreme events.

In my search so far, I have found recent papers about the "extremogram" (http://arxiv.org/abs/1001.1821 and http://www.uis.no/getfile.php/Konferanser/paper_RichardDavis.pdf), something they view as the extreme-value analog of the ACF of a stationary process.

They also write that the extremogram is similar to the tail dependence coefficient of a uni-variate time series. While looking for more information about the tail dependence coefficient, I think tail dependence coefficients are mostly used in the analysis of co-movements in the tails of two distributions - which I am not interested in (for now).

Now finally my question:

  1. Are there any other methods available for estimating extremal serial dependence?
  2. Are there any implementations of the extremogram available in R/MATLAB? (Note: I have also contacted the authors and asked if they can share their code with me.)
  3. If there is no implementation available for the extremogram, are there any other applications available? (e.g. how could I calculate the tail dependence coefficient of a univariate time series in R/MATLAB).

Edit: Author of the extremogram papers replid to me and told me there is no "official" implementation of the extremogram in R/MATLAB yet, but he assured me that it is easy to implement. Will be working on my own implementation for the extremogram then.

I was checking some options to track my performance (kms/hr, distance, altitude, etc...), I do MTB and city biking. The first choice is a nokia based tracker (http://www.sports-tracker.com/), I love nokia phones.

Various choices come from this question (What is a good iPhone app for bikers?) and almost all are iphone based.

But, I'm being attracted to a GPS-only gadget. I want to upload my performance to the cloud(internet).

What you guys use for track your ride?

Why kill someone if they are to make a profit from it?

In Gladiator there is a scene where Proximo is giving a speech about how he just bought all these slaves, so that he can profit from their death. But, in the very next scene we see someone killing another man which is obviously in Proximo's house compound. If he is trying to make money why kill someone in what looks to be like training?

I did not pay good money for your company.... I paid it to profit from your death.

The scene where the man is killed at 3:04,

I had completed a paper describing the $q$-Catalan numbers, which is the $q$-analog of the Catalan numbers.

The $n$-th Catalan numbers can be represented by:

$$C_n=\frac{1}{n+1}{2n \choose n}$$

and with the recurrence relation:

$$C_{n+1}=\sum^n_{i=0}C_i C_{n-i}\ \ \ \ \ \forall n\geq 0$$

Now, for the $q$-analog, I know the definition of that can be defined as:

$$\lim_{q\to 1}\frac{1-q^n}{1-q}=n$$

and we know that the definition of the $q$-analog, can be defined like this:

$$[n]_q=\frac{1-q^n}{1-q}=1+q+q^2+q^3+\cdots+q^{n-1}$$

which this is the $q$-analog of $n$.

and that for that $q$-analog of ${2n\choose n}$:

$$C_n(q)=\frac{1}{[n+1]_q}\begin{bmatrix}2n\\ n\end{bmatrix}_q$$

So, everything up to this point I know what I'm doing, and I'm not sure if I did everything correct after this

So, in order to generate the $q$-Catalan Numbers, I will need to use the Lagrange inversion formula.

And, then I got something like this:

$$G(X)=\sum^\infty_{i=0}C_i x^i$$

where $G(x)$ is the generating function, and that

$$G(x)=G_q(x)=\sum^\infty_{i=0}C_n(q)x^n=\sum^\infty_{i=0}C_nx^n=1+x+x^2(1+q)+\cdots$$

Since I know that for Catalan Numbers, it's true:

$$G(x)=(G(x))^2+1$$

So, the $q$-analog will just be:

$$G_q(x)=G(x)G_q(x)+1$$

So the recurrence relation for the $q$-analog Catalan Numbers:

$$C_{n+1}(q)=\sum^n_{i=0}C_i C_{n-1}q^i$$

It just doesn't sound right here...

Also, I don't have a clue that what does the $q$-Catalan Numbers count, can anyone help me with that or give me like a clue?

Help appreciated!

I'm trying to override the standard page to a custom visualforce page and as you see in the screen shot I do not see the page that I have created, what I'm missing?

SETUP-->CUSTOMIZE-->ACCOUNTS-->BUTTONS, LINKS AND ACTIONS--> then EDIT LIST

enter image description here

Here is my VFP:

<apex:page standardcontroller="Account" extensions="AccCtrlExt" tabStyle="Account">

   <apex:enhancedList type="Account" height="300" rowsPerPage="10" id="AccountList"/>
 <apex:form >
    <apex:pageBlock >
         //....
    </apex:pageBlock>
</apex:form>
</apex:page>

Controller:

public with sharing class AccCtrlExt
{    
    public AccCtrlExt(ApexPages.StandardController controller) 
    {
    } 
}

I've found out how to have multiple sessions per user, but I need multiple connections to ONE session, like the program TeamViewer is able to do, where multiple people can connect to 1 computer, and see the same windows, etc.

I am running Windows Server 2008 R2.

I'm configuring Snort on Windows 7 with the help of this guy and I'm stuck at the following line in the config file:

List of DNS servers on your network.

I have multiple, how do I separate them? Spaces, tabs, commas or something else?

When and where has the last battle between sail-powered ships been fought? If possible, please include the countries involved as well as the armament and types of ships.

I just ran nMap against my IP address and got the following result:

  • PORT STATE SERVICE
  • 21/tcp open ftp
  • 22/tcp open ssh
  • 23/tcp open telnet
  • 80/tcp open http
  • 443/tcp open https
  • 3389/tcp open ms-term-serv

Which of these are ok to have open, which aren't? If I close 80 and 443 will this afftect my ability to browse the net? Will closing 21 affect my ability to connect to FTP sites etc etc or does closing a port only affect inbound connections?

Thanks

I am trying to iterate over a List and view properties on some items that live within that list, and down one or two levels; this is on a SharePoint 2010 server. So far I have been able to connect to the site and iterate over the Folders and the Items in the top level, but what I want is to be able to iterate over items within the Folders. Out structure is as follows:

site - http://localhost/my_site list - Pages Folder - News ItemB - Article ItemA - Contents

The site is easy enough to connect to, with that I can get the list, Folder and ItemA's and output them so I can see what lives there. What I would like is to be able to view all the ItemB's (and there may be lots of them) under each Folder, there are about 10 Folders in the List with each Folder containing lots of ItemB's.

What's the easiest way to be able to find the Folder and then search under the Folder and get all of its Items to display? My experience with PowerShell and SharePoint in this regard is kind of limited. Any helpful pointers are appreciated.

Here is what I have so far, I'd like to have the part that outputs Content to note the ItemB's.

[string]$url = "http://localhost/my_site"
$totalCount = 0

$site = New-Object Microsoft.SharePoint.SPSite($url) 

$web = $site.OpenWeb()

$list = $web.Lists["Pages"]

foreach ($folderItem in $list.Folders)
{
  Write-Host "Folder: " $folderItem.Name "Count: " $folderItem.Folder.ItemCount
  $totalCount += $folderItem.Folder.ItemCount
}

foreach ($listItem in $list.Items)
{
    Write-Host "    Content: " $listItem.Name "  Folder: " $listItem.Parent
}

Write-Host "Total Items = " $totalCount
$totalFolders = $list.Folders.Count
Write-Host "in a Total Folders of: " $totalFolders
$site.Dispose()