139 results on '"jump"'
Search Results
2. Forward Starting Option Pricing under Double Fractional Stochastic Volatilities and Jumps
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Sumei Zhang, Haiyang Xiao, and Hongquan Yong
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forward starting option ,fractional stochastic volatility ,jump ,forward characteristic function ,pricing ,Thermodynamics ,QC310.15-319 ,Mathematics ,QA1-939 ,Analysis ,QA299.6-433 - Abstract
This paper aims to provide an effective method for pricing forward starting options under the double fractional stochastic volatilities mixed-exponential jump-diffusion model. The value of a forward starting option is expressed in terms of the expectation of the forward characteristic function of log return. To obtain the forward characteristic function, we approximate the pricing model with a semimartingale by introducing two small perturbed parameters. Then, we rewrite the forward characteristic function as a conditional expectation of the proportion characteristic function which is expressed in terms of the solution to a classic PDE. With the affine structure of the approximate model, we obtain the solution to the PDE. Based on the derived forward characteristic function and the Fourier transform technique, we develop a pricing algorithm for forward starting options. For comparison, we also develop a simulation scheme for evaluating forward starting options. The numerical results demonstrate that the proposed pricing algorithm is effective. Exhaustive comparative experiments on eight models show that the effects of fractional Brownian motion, mixed-exponential jump, and the second volatility component on forward starting option prices are significant, and especially, the second fractional volatility is necessary to price accurately forward starting options under the framework of fractional Brownian motion.
- Published
- 2024
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3. Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning
- Author
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Xianfei Hui, Baiqing Sun, Indranil SenGupta, Yan Zhou, and Hui Jiang
- Subjects
stochastic volatility modeling ,jump ,lévy process ,high-frequency data ,machine learning and deep learning ,Mathematics ,QA1-939 ,Applied mathematics. Quantitative methods ,T57-57.97 - Abstract
This paper models stochastic process of price time series of $ CSI $ $ 300 $ index in Chinese financial market, analyzes volatility characteristics of intraday high-frequency price data. In the new generalized Barndorff-Nielsen and Shephard model, the lag caused by asynchrony of market information and market microstructure noises are considered, and the problem of lack of long-term dependence is solved. To speed up the valuation process, several machine learning and deep learning algorithms are used to estimate parameter and evaluate forecast results. Tracking historical jumps of different magnitudes offers promising avenues for simulating dynamic price processes and predicting future jumps. Numerical results show that the deterministic component of stochastic volatility processes would always be captured over short and longer-term windows. Research finding could be suitable for influence investors and regulators interested in predicting market dynamics based on high-frequency realized volatility.
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- 2023
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4. Khasminskii-type theorem for a class of stochastic functional differential equations
- Author
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Ma Li, Wang Ru, and Yan Liangqing
- Subjects
stochastic functional differential equation ,markovian switching ,jump ,khasminskii-type conditions ,existence and uniqueness of solution ,60h101 ,60f99 ,Mathematics ,QA1-939 - Abstract
This paper is concerned with the existence and uniqueness theorems for stochastic functional differential equations with Markovian switching and jump, where the linear growth condition is replaced by more general Khasminskii-type conditions in terms of a pair of Lyapunov-type functions.
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- 2022
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5. Pricing European Vulnerable Options with Jumps and Stochastic Default Obstacles Barrier under Regime Switching
- Author
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Xiangdong Liu and Zanbin Zhang
- Subjects
regime-switching ,jump ,default barrier ,european vulnerable option ,credit risk ,Mathematics ,QA1-939 - Abstract
In this paper, we propose an enhanced model for pricing vulnerable options. Specifically, our model assumes that parameters such as interest rates, jump intensity, and asset value volatility are governed by an observable continuous-time finite-state Markov chain. We take into account European vulnerable options that are exposed to both default risk and rare shocks from underlying and counterparty assets. We also consider stochastic default barriers driven by a regime-switching model and geometric Brownian motion, thus improving upon the assumption of fixed default barriers. The risky assets follow a related jump-diffusion process, whereas the default barriers are influenced by a geometric Brownian motion correlated with the risky assets. Within the framework of our model, we derive an explicit pricing formula for European vulnerable options. Furthermore, we conduct numerical simulations to examine the effects of default barriers and other related parameters on option prices. Our findings indicate that stochastic default barriers increase credit risk, resulting in a decrease in option prices. By considering the aforementioned factors, our research contributes to a better understanding of pricing vulnerable options in the context of counterparty credit risk in over-the-counter trading.
- Published
- 2023
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6. Option Pricing with Fractional Stochastic Volatilities and Jumps
- Author
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Sumei Zhang, Hongquan Yong, and Haiyang Xiao
- Subjects
fractional stochastic volatility ,fractional Riccati equation ,fractional Brownian motion ,jump ,option pricing ,Thermodynamics ,QC310.15-319 ,Mathematics ,QA1-939 ,Analysis ,QA299.6-433 - Abstract
Empirical studies suggest that asset price fluctuations exhibit “long memory”, “volatility smile”, “volatility clustering” and asset prices present “jump”. To fit the above empirical characteristics of the market, this paper proposes a fractional stochastic volatility jump-diffusion model by combining two fractional stochastic volatilities with mixed-exponential jumps. The characteristic function of the log-return is expressed in terms of the solution of two-dimensional fractional Riccati equations of which closed-form solution does not exist. To obtain the explicit characteristic function, we approximate the pricing model by a semimartingale and convert fractional Riccati equations into a classic PDE. By the multi-dimensional Feynman-Kac theorem and the affine structure of the approximate model, we obtain the solution of the PDE with which the explicit characteristic function and its cumulants are derived. Based on the derived characteristic function and Fourier cosine series expansion, we obtain approximate European options prices. By differential evolution algorithm, we calibrate our approximate model and its two nested models to S&P 500 index options and obtain optimal parameter estimates of these models. Numerical results demonstrate the pricing method is fast and accurate. Empirical results demonstrate our approximate model fits the market best among the three models.
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- 2023
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7. Multistability and Jump in the Harmonically Excited SD Oscillator
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Zhenhua Wang and Huilin Shang
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SD oscillator ,multistability ,jump ,hidden attractor ,basin of attraction ,fractal ,Thermodynamics ,QC310.15-319 ,Mathematics ,QA1-939 ,Analysis ,QA299.6-433 - Abstract
Coexisting attractors and the consequent jump in a harmonically excited smooth and discontinuous (SD) oscillator with double potential wells are studied in detail herein. The intra-well periodic solutions in the vicinity of the nontrivial equilibria and the inter-well periodic solutions are generated theoretically. Then, their stability and conditions for local bifurcation are discussed. Furthermore, the point mapping method is utilized to depict the fractal basins of attraction of the attractors intuitively. Complex hidden attractors, such as period-3 responses and chaos, are found. It follows that jumps among multiple attractors can be easily triggered by an increase in the excitation level or a small disturbance of the initial condition. The results offer an opportunity for a more comprehensive understanding and better utilization of the multistability characteristics of the SD oscillator.
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- 2023
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8. Jump and Initial-Sensitive Excessive Motion of a Class of Relative Rotation Systems and Their Control via Delayed Feedback
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Ziyin Cui and Huilin Shang
- Subjects
relative rotation ,jump ,safe basin ,fractal ,heteroclinic bifurcation ,delayed feedback ,Mathematics ,QA1-939 - Abstract
Jump and excessive motion are undesirable phenomena in relative rotation systems, causing a loss of global integrity and reliability of the systems. In this work, a typical relative rotation system is considered in which jump, excessive motion, and their suppression via delayed feedback are investigated. The Method of Multiple Scales and the Melnikov method are applied to analyze critical conditions for bi-stability and initial-sensitive excessive motion, respectively. By introducing the fractal of basins of attraction and the erosion of the safe basin to depict jump and initial-sensitive excessive motion, respectively, the point mapping approach is used to present numerical simulations which are in agreement with the theoretical prediction, showing the validity of the analysis. It is found that jump between bistable attractors can be due to saddle–node bifurcation, while initial-sensitive excessive motion can be due to heteroclinic bifurcation. Under a positive coefficient of the gain, the types of delayed feedback can both be effective in reducing jump and initial-sensitive excessive motion. The results may provide some reference for the performance improvement of rotors and main bearings.
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- 2022
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9. Nonparametric jump variation measures from options
- Author
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Viktor Todorov
- Subjects
Economics and Econometrics ,Laplace transform ,Applied Mathematics ,05 social sciences ,Monte Carlo method ,Nonparametric statistics ,01 natural sciences ,Measure (mathematics) ,010104 statistics & probability ,0502 economics and business ,Jump ,Applied mathematics ,0101 mathematics ,Volatility (finance) ,050205 econometrics ,Parametric statistics ,Mathematics ,Second derivative - Abstract
This paper proposes a novel nonparametric method for estimating tail jump variation measures from short-dated options, which can achieve rate-efficiency and works in a general infinite jump activity setting, avoiding parametric or semiparametric assumptions for the jump measure. The method is based on expressing the measures of interest as integrals of the Laplace transforms of the jump compensator and developing methods for recovering nonparametrically the latter from the available option data. The separation of volatility from jumps is done in a novel way by making use of the second derivative of the Laplace transform of the returns, de-biased using either the value of the Laplace transform or of its second derivative evaluated at high frequencies. A Monte Carlo study shows the superiority of the newly-developed method over existing ones in empirically realistic settings. In an empirical application to S&P 500 index options, we find risk-neutral negative market tail jump variation that is on average smaller than previous estimates of it, is generated by smaller-sized jumps, and has less dependence on the level of diffusive volatility.
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- 2022
10. Testing for the presence of jump components in jump diffusion models
- Author
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Bin Wang and Xu Zheng
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Normal distribution ,Moment (mathematics) ,Economics and Econometrics ,Applied Mathematics ,Monte Carlo method ,Jump diffusion ,Kernel density estimation ,Test statistic ,Jump ,Applied mathematics ,Diffusion (business) ,Mathematics - Abstract
In this paper we propose a nonparametric test to determine whether an underlying jump diffusion process indeed contains jump component, or equivalently, is indeed a diffusion. Our test is based upon a robust threshold estimation of diffusive volatility and the kernel estimation of the conditional moment function of the squared instantaneous increments of the underlying process. We show that our test statistic has asymptotic standard normal distribution under the null hypothesis of no jumps, is consistent against fixed alternatives, and may detect local alternatives that shrink to diffusions at certain convergence rates, when sampling interval shrinks to zero and time span is either fixed or expands. We only assume that the jump diffusion process is recurrent, thus allowing for both stationary and nonstationary cases. In addition, we provide a regression bootstrap test and establish its validity. A Monte Carlo simulation is conducted to examine the finite sample performances of our test, and an empirical illustration is also provided.
- Published
- 2022
11. Stabilization of Discrete-Time Hidden Semi-Markov Jump Singularly Perturbed Systems With Partially Known Emission Probabilities
- Author
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Shengyuan Xu, Feng Li, and Wei Xing Zheng
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Discrete time and continuous time ,Control and Systems Engineering ,Control theory ,Mean square stability ,Detector ,Jump ,Stabilizing controller ,State (functional analysis) ,Electrical and Electronic Engineering ,Value (mathematics) ,Computer Science Applications ,Markov jump ,Mathematics - Abstract
This paper considers the stabilization problem of discrete-time semi-Markov jump singularly perturbed systems, in which the system operation mode is hidden but can be estimated by a detector with some emission probabilities. To model this circumstance, the hidden semi-Markov model with partially known emission probabilities is introduced, where the hidden state represents the real system operation mode while the emitted value represents the estimated value of the system operation mode and is available for the stabilizing controller. Based on the introduced hidden semi-Markov model, the stabilizing controller which only relies on the estimated value is designed to guarantee the $\delta$ -error mean square stability of the closed-loop system. A numerical example is used to verify the usefulness of the obtained results.
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- 2022
12. Model-Based Fuzzy $l_{2}-l_{\infty }$ Filtering for Discrete-Time Semi-Markov Jump Nonlinear Systems Using Semi-Markov Kernel
- Author
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Lei Su, Yigang Zhang, Hao Shen, Jing Wang, and Ju H. Park
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Lyapunov stability ,Markov kernel ,Applied Mathematics ,Fuzzy logic ,Nonlinear system ,Computational Theory and Mathematics ,Discrete time and continuous time ,Artificial Intelligence ,Control and Systems Engineering ,Kernel (statistics) ,Jump ,Filtering problem ,Applied mathematics ,Mathematics - Abstract
This paper concentrates on the $l_{2}-l_{\infty }$ filtering problem of discrete-time fuzzy semi-Markov jump nonlinear system. The random jumps among the studied system are governed by the discrete-time semi-Markov process. Therefore, the storage characteristics of the transition probability between systems are fully considered. To analyze $\sigma$ -mean-square stability of the filtering error system, a filter, which is mode-dependent, based on the discrete-time fuzzy semi-Markov jump model is constructed to estimate the state of the system. Thereafter, based on the Lyapunov stability theory and the discrete-time semi-Markov kernel concept, a set of criteria to ensure the are proposed. In addition, by using Takagi-Sugeno fuzzy model, the nonlinear problem is effectively solved. Ultimately, an illustrative example of a tunnel diode circuit and a numerical example effectively and practicability reveal the developed filtering strategy.
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- 2022
13. Variation and efficiency of high-frequency betas
- Author
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Viktor Todorov, George Tauchen, Jia Li, and Congshan Zhang
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Economics and Econometrics ,Applied Mathematics ,05 social sciences ,Type test ,01 natural sciences ,010104 statistics & probability ,Fixed time ,0502 economics and business ,Adaptive estimator ,Jump ,Econometrics ,0101 mathematics ,Volatility (finance) ,050205 econometrics ,Mathematics - Abstract
This paper studies the efficient estimation of betas from high-frequency return data on a fixed time interval. Under an assumption of equal diffusive and jump betas, we derive the semiparametric efficiency bound for estimating the common beta and develop an adaptive estimator that attains the efficiency bound. We further propose a Hausman type test for deciding whether the common beta assumption is true from the high-frequency data. In our empirical analysis we provide examples of stocks and time periods for which a common market beta assumption appears true and ones for which this is not the case. We further quantify empirically the gains from the efficient common beta estimation developed in the paper.
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- 2022
14. Observer-based H∞ control design for singular switching semi-Markovian jump systems with random sensor delays
- Author
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Cunchen Gao, Bo Li, Baoping Jiang, and Zhengtian Wu
- Subjects
0209 industrial biotechnology ,Applied Mathematics ,020208 electrical & electronic engineering ,Process (computing) ,02 engineering and technology ,State (functional analysis) ,medicine.disease_cause ,Upper and lower bounds ,Computer Science Applications ,Set (abstract data type) ,020901 industrial engineering & automation ,Jumping ,Control and Systems Engineering ,Control theory ,Full state feedback ,0202 electrical engineering, electronic engineering, information engineering ,medicine ,Jump ,State observer ,Electrical and Electronic Engineering ,Instrumentation ,Mathematics - Abstract
This paper studies the problem of H ∞ control design for a class of singular switching semi-Markovian jump systems, in which the transition rates of jumping process are uncertain and the output measurements suffer from random sensor delays. Firstly, a Luenberger observer is designed to estimate the system state components, based on which an error dynamic is obtained. Then, stochastic stability analysis for the overall closed-loop system is given based on the upper and lower bounds of transition rates. Further, the state feedback controller gain matrices are given by solving a set of sufficient conditions in terms of strict linear matrix inequalities (LMIs), which also guarantee the closed-loop system to be stochastically stabilizable and has a prescribed H ∞ performance index γ . Finally, a numerical example is provided to verify the effectiveness of the obtained result.
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- 2022
15. Stability Analysis of Semi-Markov Jump Stochastic Nonlinear Systems
- Author
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Peng Shi, Xiaotai Wu, Yang Tang, Feng Qian, and Shuai Mao
- Subjects
Lyapunov function ,Exponential distribution ,Markov chain ,Stochastic process ,Stability (probability) ,Computer Science Applications ,Nonlinear system ,symbols.namesake ,Exponential stability ,Control and Systems Engineering ,Jump ,symbols ,Applied mathematics ,Electrical and Electronic Engineering ,Mathematics - Abstract
This paper is concerned with the problem of exponential stability for semi-Markov jump stochastic nonlinear systems. It is well known that the semi-Markov chain is an extension of the Markov chain, whose sojourn time distribution depends on the current and next state, and is no longer limited to the exponential distribution. However, in existing works, the independence and the distribution function limitation are imposed on the sojourn time of semi-Markov jump systems. In this paper, by developing a new stochastic analysis method, the problem of exponential stability is investigated for semi- Markov jump stochastic nonlinear systems without additional constraints for the sojourn time. In addition, mode-dependent linear comparable relationships are assumed among Lyapunov like functions, which can effectively reduce the conservatism caused by mode-independent case. Two examples are presented to demonstrate the effectiveness of the proposed results.
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- 2022
16. Filter for Positive Stochastic Nonlinear Switching Systems With Phase-Type Semi-Markov Parameters and Application
- Author
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Wenhai Qi, Jinde Cao, Ju H. Park, Jun Cheng, and Guangdeng Zong
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Lyapunov function ,0209 industrial biotechnology ,Markov chain ,02 engineering and technology ,Fuzzy logic ,Computer Science Applications ,Human-Computer Interaction ,Filter design ,Nonlinear system ,symbols.namesake ,020901 industrial engineering & automation ,Control and Systems Engineering ,0202 electrical engineering, electronic engineering, information engineering ,symbols ,Jump ,Applied mathematics ,020201 artificial intelligence & image processing ,Electrical and Electronic Engineering ,Jump process ,Software ,Membership function ,Mathematics - Abstract
In this article, the issue of positive L₁ filter design is investigated for positive nonlinear stochastic switching systems subject to the phase-type semi-Markov jump process. Many complicated factors, such as semi-Markov jump parameters, positivity, T-S fuzzy strategy, and external disturbance, are taken into consideration. Practical systems under positivity constraint conditions and unpredictable structural changes are characterized by positive semi-Markov jump systems (S-MJSs). First, by the key properties of the supplementary variable and the plant transformation technique, phase-type S-MJSs are transformed into Markov jump systems (MJSs), which means that, to an extent, these two kinds of stochastic switching systems are mutually represented. Second, with the help of the normalized membership function, the associated nonlinear MJSs are transformed into the local linear MJSs with specific T-S fuzzy rules. Third, by choosing the linear copositive Lyapunov function (LCLF), stochastic stability (SSY) criteria are given for the corresponding system with L₁ performance. Some solvability conditions for positive L₁ filter are constructed under a linear programming framework. Finally, an epidemiological model illustrates the effectiveness of the theoretical findings.
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- 2022
17. Is the $F_{10.7cm}$ -- Sunspot Number relation linear and stable ?
- Author
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Frédéric Clette
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Atmospheric Science ,Polynomial ,010504 meteorology & atmospheric sciences ,sun ,FOS: Physical sciences ,Scale (descriptive set theory) ,lcsh:QC851-999 ,01 natural sciences ,0103 physical sciences ,Statistics ,solar cycle ,Range (statistics) ,solar irradiance (radio) ,Proxy (statistics) ,010303 astronomy & astrophysics ,Solar and Stellar Astrophysics (astro-ph.SR) ,0105 earth and related environmental sciences ,Mathematics ,Series (mathematics) ,Regression ,Solar cycle ,Astrophysics - Solar and Stellar Astrophysics ,Space and Planetary Science ,Jump ,lcsh:Meteorology. Climatology ,solar indices ,solar activity - Abstract
The $F_{10.7cm}$ radio flux and the Sunspot Number are the most widely used long-term indices of solar activity. They are strongly correlated, which led to the publication of many proxy relations allowing to convert one index onto the other. However, those existing proxies show significant disagreements, in particular at low solar activity. Our aim is to bring a global clarification of those many issues. We compute new polynomial regressions up to degree 4, in order to obtain a more accurate proxy. We also study the role of temporal averaging on the regression, and we investigate the issue of the all-quiet $F_{10.7}$ background flux. Finally, we check for any change in the $F_{10.7}$ -- sunspot number relation over the entire period 1947 -- 2015. We find that, with a $4^{th}$-degree polynomial, we obtain a more accurate proxy relation than all previous published ones, and we derive a formula giving standard errors. The relation is different for daily, monthly and yearly mean values, and it proves to be fully linear for raw non-averaged daily data. By a simple two-component model for daily values, we show how temporal averaging leads to non-linear proxy relations. We also show that the quiet-Sun $F_{10.7}$ background is not absolute and actually depends on the duration of the spotless periods. Finally, we find that the $F_{10.7cm}$ time series is inhomogeneous, with an abrupt 10.5% upward jump occurring between 1980 and 1981. Our new proxy relations show the importance of temporal scale for choosing the appropriate proxy and the $F_{10.7}$ quiet-Sun background level. From historical evidence, we conclude that the 1981 jump is most likely due to a unique change in the $F_{10.7}$ scientific team and the data processing, and that the newly re-calibrated sunspot number (version2) will probably provide the only possible reference to correct this inhomogeneity., 51 pages, 27 figures, 10 tables
- Published
- 2023
18. From Undetectable Equals Untransmittable (U=U) to Breastfeeding: Is the Jump Short?
- Author
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Adriana Sanfilippo, Tullio Prestileo, Lorenza Di Marco, Antonina Argo, and Tullio Prestileo, Adriana Sanfilippo, Lorenza Di Marco, Antonina Argo
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U=U ,obstetrics_gynaecology ,Settore MED/17 - Malattie Infettive ,breastfeeding ,Breastfeeding ,freedom of choice ,HIV ,Infectious Diseases ,Settore MED/43 - Medicina Legale ,pregnancy ,vertical transmission ,Jump ,Demography ,Mathematics - Abstract
Background: Vertical transmission of HIV infection may occur during pregnancy, at childbirth or through breastfeeding. Recommendations on the safety of breastfeeding of HIV-infected women on effective antiretroviral treatment are not univocal among international guidelines (WHO 2010, EACS 2017, DHHS 2017), leaving space for variability at the patient’s level. Methods: We collected clinical, laboratory and outcome data from 13 HIV-infected pregnant women who, between March 2017 and June 2021, elected to breastfeed their children against specific medical advice. All mothers were on antiretroviral therapy with darunavir or raltegravir plus emtricitabine/tenofovir disoproxil and remained HIV-RNA undetectable and >400 cells/mmc CD4+ lymphocytes during pregnancy and breastfeeding. Prophylactic antiretroviral therapy (zidovudine for 4 weeks) was started immediately after birth in all newborns. The mean duration of breastfeeding was 5.4 months. Newborns were tested for HIV-RNA multiple times: at birth, 1, 3, and 6 months after birth, and 1, 3 and 6 months after the end of breastfeeding. Results: None of the infants were infected by HIV. Conclusions: Our experience, gathered in the setting of freedom of choice on the patient’s side, while insufficient to address the eventual safety of breastfeeding in HIV-infected mothers since the represented cohort is numerically irrelevant, supports the extension of the U=U (Undetectable Equals Untransmittable) paradigm to this setting. Since breastfeeding is often requested by women with HIV planning pregnancy, more extensive comparative studies should be performed.
- Published
- 2022
19. Mixed H∞/passivity based stability analysis of fractional-order gene regulatory networks with variable delays
- Author
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P. Balasubramaniam and N. Padmaja
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Numerical Analysis ,General Computer Science ,Applied Mathematics ,Passivity ,Linear matrix inequality ,Regular polygon ,Classification of discontinuities ,Stability (probability) ,Theoretical Computer Science ,Fractional calculus ,Modeling and Simulation ,Jump ,Applied mathematics ,Variable (mathematics) ,Mathematics - Abstract
In this paper, we derive delay and fractional-order dependent sufficient conditions for fractional-order gene regulatory networks (FOGRNs) with time-varying delays to be stable with H ∞ /passivity performance. Distinct from the existing works on delayed FOGRNs, the Lyapunov-Krasovskii functional (LKF) is suitably structured so that the delay functions can be non-differentiable or even have jump type discontinuities. Further, the positive-definiteness condition is relaxed for the matrices involved in LKF. A new set of linear matrix inequality (LMI) conditions that ensure the stability of FOGRNs with certain H ∞ /passivity performance level is derived using various results on fractional derivatives/integrals and convex property of LMIs. Finally, the results obtained are verified with existing FOGRNs via numerical simulations.
- Published
- 2022
20. Association between vertical and horizontal force-velocity-power profiles in netball players
- Author
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Filipe Almeida Viana-da-Conceição, Pedro Jiménez-Reyes, Juan Antonio Escobar-Álvarez, and Juan Pedro Fuentes-García
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medicine.medical_specialty ,velocity ,Horizontal and vertical ,Velocity ,030209 endocrinology & metabolism ,Physical Therapy, Sports Therapy and Rehabilitation ,medicine.disease_cause ,03 medical and health sciences ,0302 clinical medicine ,Jumping ,Physical medicine and rehabilitation ,medicine ,Educación Física y Deportiva ,Power output ,netball ,Association (psychology) ,app ,Force ,Mathematics ,profile ,030229 sport sciences ,Power (physics) ,Netball ,Sprint ,Sports medicine ,Jump ,Profile ,App ,force ,RC1200-1245 ,Force velocity - Abstract
Netball is a collective sport characterized by intermittent high-intensity actions. Therefore, the players must develop high levels of relative bilateral and unilateral strength and power for both improve performance and also reduce injury risk. The purpose of this study was (i) to provide a reference about the mechanical outputs obtained in the vertical (jumping) and horizontal force-velocity-power (FVP) profile and (ii) observe their relationship, besides the performance in jumping and sprinting in amateur female netball players (age = 24.3 ± 3.2 years, BM = 64.5 ± 5 Kg, height = 172.5 ± 6.2 cm). The variables for both FVP profiles (theoretical maximal force (F0), theoretical maximal velocity (V0) and theoretical maximal power output (Pmax)) were measured with two scientifically validated apps for iOS (My Jump 2 and My Sprint). Our results in regards to the vertical FVP suggest that netball players have low force deficit (36.2 ± 14.6%) and individualized training based on F-V profiling could be beneficial to address their deficit. The moderate correlations found for performance, V0 and Pmax suggest that the improvement in one of the skills (jumping or sprinting) may produce some positive adaptation to the other. However, no association was found in the force production (F0) of the lower limbs for both FVP. Therefore, we recommend that netball players must train specifically ballistic actions in the vertical (jumping) and horizontal direction (sprinting) due to the specificity of both skills and the consequent impact of them on netball performance. Ministry of Economy and Infrastructure of the Junta de Extremadura through the European Regional Development Fund. A way to make Europe. (GR18129).
- Published
- 2022
21. Jump ability in relation to ball speed during windmill pitching by female softball pitchers
- Author
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Ayano Toyoda, Yasushi Kariyama, and Hiroaki Fujii
- Subjects
Center of gravity ,Focus (computing) ,Ball (bearing) ,Jump ,STRIDE ,Mechanics ,Ground reaction force ,Mathematics ,Windmill - Published
- 2022
22. Biomechanical Comparison of Dominant and Non-Dominant Limbs During Leap-Landings in Contemporary Style Female Dancers
- Author
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John R. Harry, John Krzyszkowski, Tanya Calamoneri, Ali Duffy, Ryan Lanier, Brandon Nunley, Isabella Gonzales, and Luke D. Chowning
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Adult ,musculoskeletal diseases ,Orthodontics ,Knee Joint ,Movement ,Vertical ground reaction force ,General Medicine ,Kinematics ,Trunk ,Sagittal plane ,Biomechanical Phenomena ,Young Adult ,medicine.anatomical_structure ,Coronal plane ,medicine ,Jump ,Loading rate ,Humans ,Female ,Hip Joint ,Dancing ,Ankle ,Ankle Joint ,Mathematics - Abstract
The execution strategy of technical dance movements is constrained by aesthetic and qualitative artistic requirements. As such, there are limited leap-landing strategies that may be used by dancers when executing a grand jeté or saut de chat. The purpose of this study was to determine potential differences in lower extremity angular positioning and joint loading when performing a dance-style leap landing. Fifteen female dancers (age: 20 ± 1 years; height: 1.61 ± 0.13 m; weight: 58.00 ± 11.89 kg) completed six leap-landing trials during which three-dimensional kinematics and kinetics data were collected. Paired-samples t-tests (α = 0.05) and Cohen's d effect sizes (ES; large ≥ 0.8) were used to compare the following variables: jump height; peak vertical ground reaction force; loading time; loading rate; joint angular positioning of the ankle, knee, hip, and trunk in the frontal and sagittal planes; and joint angular impulse of the ankle, knee, and hip in the frontal and sagittal planes between the dominant and non-dominant limbs. Frontal plane hip angular impulse was significantly greater in the dominant limb (p = 0.023, ES = 1.53). While no other statistically significant differences were observed between dominant and non-dominant limbs, moderate effect sizes were observed for the hip and trunk angles in the frontal plane along with hip impulse in the sagittal plane. This study indicates that dancers might slightly alter their landing strategy at the hip joint when leap-landing onto the dominant limb. Frontal plane hip mechanics should be considered to minimize overuse injury potential in the dominant limb.
- Published
- 2021
23. H− index for Itô stochastic systems with Possion jump
- Author
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Yan Li, Xikui Liu, and Ji-Jing Zhuang
- Subjects
Index (economics) ,Computer Networks and Communications ,Applied Mathematics ,Poisson distribution ,Fault detection and isolation ,Square (algebra) ,symbols.namesake ,Filter design ,Control and Systems Engineering ,Signal Processing ,Jump ,symbols ,Riccati equation ,Applied mathematics ,Differential (infinitesimal) ,Mathematics - Abstract
This paper studies the H − index problem for stochastic systems with Wiener processes and Poisson jumps. A necessary and sufficient condition is established for finite horizon Poisson jump stochastic systems to show that H − index lager than a given prescribed level γ > 0 implies the existence of the solution of the corresponding generalized differential Riccati equation (GDRE). Accordingly, the corresponding results are extended to infinite horizon H − index problems for time-invariant square systems. As the direct application of our results, the fault detection filter design is realized in evaluating the fault detection performance.
- Published
- 2021
24. ℒ₁ Control of Positive Semi-Markov Jump Systems With State Delay
- Author
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Hamid Reza Karimi, Guangdeng Zong, and Wenhai Qi
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0209 industrial biotechnology ,Linear programming ,Stochastic process ,Multiple integral ,02 engineering and technology ,State (functional analysis) ,Computer Science Applications ,Matrix decomposition ,Human-Computer Interaction ,020901 industrial engineering & automation ,Control and Systems Engineering ,Control theory ,Mutation (knot theory) ,0202 electrical engineering, electronic engineering, information engineering ,Jump ,Applied mathematics ,020201 artificial intelligence & image processing ,Electrical and Electronic Engineering ,Software ,Mathematics - Abstract
In this article, the issue of $\mathscr {L}_{1}$ control design is addressed for a class of delayed stochastic jump systems subject to semi-Markov jump parameters. The stochastic jump systems in the presence of positivity constraints are described by positive semi-Markov jump systems (S-MJSs). By constructing new linear Lyapunov functional dependent double integral, some sojourn-time-dependent sufficient conditions are established to realize the corresponding stochastic stability with a prescribed $\mathscr {L}_{1}$ -gain performance index. Then, a switching controller via gain matrix decomposition is designed to achieve positivity and stochastic stabilization with a prescribed $\mathscr {L}_{1}$ -gain performance, which can be solved with the help of linear programming approach. Finally, the virus mutation treatment model verifies the effectiveness of the theoretical results.
- Published
- 2021
25. Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options
- Author
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Viktor Todorov
- Subjects
Statistics and Probability ,Leverage (finance) ,Semimartingale ,Characteristic function (probability theory) ,Applied Mathematics ,Modeling and Simulation ,Jump ,Estimator ,Applied mathematics ,Volatility (finance) ,Asymptotic expansion ,Brownian motion ,Mathematics - Abstract
In this paper, we derive a higher-order asymptotic expansion of characteristic functions of an Ito semimartingale over asymptotically shrinking time intervals. The leading term in the expansion is determined by the value of the diffusive coefficient at the beginning of the interval. The higher-order terms are determined by the jump compensator as well as the coefficients appearing in the diffusion dynamics. The result is applied to develop a nearly rate-efficient estimator of the leverage coefficient of an asset price, i.e., the coefficient in its volatility dynamics that appears in front of the Brownian motion that drives also the asset price.
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- 2021
26. Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data
- Author
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Christian-Oliver Ewald and Yihan Zou
- Subjects
Moment (mathematics) ,Economics and Econometrics ,Stochastic volatility ,Monte Carlo method ,Jump diffusion ,Jump ,Statistical physics ,Volatility (finance) ,Jump process ,Finance ,Generalized method of moments ,Mathematics - Abstract
In this article we introduce a linear–quadratic volatility model with co-jumps and show how to calibrate this model to a rich dataset. We apply GMM and more specifically match the moments of realized power and multi-power variations, which are obtained from high-frequency stock market data. Our model incorporates two salient features: the setting of simultaneous jumps in both return process and volatility process and the superposition structure of a continuous linear–quadratic volatility process and a Levy-driven Ornstein–Uhlenbeck process. We compare the quality of fit for several models, and show that our model outperforms the conventional jump diffusion or Bates model. Besides that, we find evidence that the jump sizes are not normally distributed and that our model performs best when the distribution of jump-sizes is only specified through certain (co-) moment conditions. Monte Carlo experiments are employed to confirm this.
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- 2021
27. FIFA 11+ Kids program effects on jump kinetics in soccer players – A randomized controlled clinical trial
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Erica L. Marcelino, Vitória A. Teixeira, Isadora V. Leão, Thiago Moisés Queiróz, Daniel Ferreira Moreira Lobato, and Lucas D. G. Innecco
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Baseline values ,Vertical jump ,medicine.medical_specialty ,Physical medicine and rehabilitation ,Jump ,medicine ,Physical Therapy, Sports Therapy and Rehabilitation ,Orthopedics and Sports Medicine ,Force platform ,human activities ,Mathematics - Abstract
This study aimed to analyse the effects of the FIFA 11+ Kids programme on jump kinetics in soccer players. Twenty-four athletes (aged 9-11 years) were randomly allocated to the following groups: 1) the FIFA 11+ Kids programme (FT, n = 12), and 2) control training (CT, n = 12). Kinetic assessments of vertical jump (VJ), drop landing (DL), and anterior jump + maximum vertical jump (AJ) were performed on a force platform before and after eight weeks of training. Post-intervention impulse peak force and maximum impulse force (VJ) were significantly greater than the baseline values in the FT group (P
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- 2021
28. Zero Black–Derman–Toy Interest Rate Model
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Grzegorz Krzyżanowski, Ernesto Mordecki, and Andrés Sosa
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Economics and Econometrics ,Bond ,media_common.quotation_subject ,Zero interest-rate policy ,Interest rate ,Bond valuation ,Short-rate model ,Econometrics ,Jump ,Finance ,Decision tree model ,Black–Derman–Toy model ,Mathematics ,media_common - Abstract
We propose a modification of the classical Black-Derman-Toy (BDT) interest rate tree model, which includes the possibility of a jump with a small probability at each step to a practically zero interest rate. The corresponding BDT algorithms are consequently modified to calibrate the tree containing zero interest rate scenarios. This modification is motivated by the recent 2007–2008 crisis in the United States and it quantifies the risk of future crises in bond prices and derivatives. The proposed model can be useful to price derivatives. A comparison of option prices and implied volatilities on US Treasury bonds computed with both the proposed and the classical tree model is provided in six different scenarios along the different periods comprising the years 2002–2017. Key Findings ▪ The modification of the classical Black-Derman-Toy model reflecting the Zero Interest Rate Policy is proposed. ▪ The empirical analysis corresponding to the period 2002-2017 is presented. ▪ The novel model returns more accurate option prices in pre crisis period than its classical equivalent.
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- 2021
29. Análisis biomecánico del salto vertical en deportistas de halterofilia. Estudio por niveles y género
- Author
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Excehomo Gabriel Coral Apolo and Jefferson Salomón Arteaga Ruiz
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Vertical jump ,biology ,Athletes ,Statistics ,Jump ,biology.organism_classification ,Motor execution ,Mathematics - Abstract
Introducción: El análisis biomecánico de la técnica deportiva permite conocer deficiencias y posibles soluciones en la ejecución motriz, de importancia en la modelación del entrenamiento en deportes eminentemente técnicos como la halterofilia, permitiendo la observación de las magnitudes para reflejar la efectividad o deficiencia motriz. Objetivo: Analizar biomecánicamente la habilidad de salto vertical de deportistas de halterofilia por género y nivel de rendimiento. Métodos: Investigación descriptiva-correlacional, estudiando el salto vertical en una muestra de 16 deportistas de halterofilia (9 hombres y 7 mujeres, 15-20 años), comparando en ambos géneros la altura máxima (AM), el ángulo de la rodilla-cadera (ARC), la velocidad (V), la aceleración (A) y el ángulo final del salto vertical (AFSV), incluyendo en dicha comparación el nivel de rendimiento presentado (Avanzado e Iniciación). Resultados: Las medias en hombres son mayores en la variable AM (2,65 cm) que en mujeres (2,54 cm), con una mayor velocidad (6,52 m/s) y aceleración (0,30m/s²), y un menor ángulo de la rodilla-cadera (88,89°) y ángulo final de salto (175,56°) que en el género femenino (V=5,16 m/s; A=0,46 m/s²; ARC=94,14°; AFSV=177,86°). Igualmente, los valores por nivel de rendimiento presentaron diferencias a favor del grupo de Avanzados. Conclusiones: Se concluye que la práctica de la halterofilia produce un efecto positivo al momento de ejecutar un salto, dado que a mayor nivel del deportista mayor será su potencia de salto vertical, independientemente del género.
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- 2021
30. Delineating the potential of the vertical and horizontal force-velocity profile for optimizing sport performance: A systematic review
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Manuel A. Rodríguez-Pérez, Amador García-Ramos, Alberto Soriano-Maldonado, Pablo García-Mateo, and Andrés Baena-Raya
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Web of science ,Horizontal and vertical ,biology ,Athletes ,Physical Therapy, Sports Therapy and Rehabilitation ,Athletic Performance ,biology.organism_classification ,Running ,Correlation ,Sprint ,Statistics ,Jump ,Humans ,Orthopedics and Sports Medicine ,Force velocity ,Mathematics - Abstract
The aims of this systematic review were to synthetize the current evidence about (i) the force-velocity (FV) profile parameters (maximal values of force [F0], velocity (V0), and power [Pmax]) obtained from the Samozino's method in different sports; (ii) the association of the FV profile parameters with sport performance outcomes; and (iii) the effects of specific training programmes on the FV profile parameters. PubMed, SportDiscus, Web of Science, and Medline databases were searched for articles published between October 2008 (conception of the Samozino's method) and October 2020. Twenty-one studies (10 descriptive, 6 correlational, and 5 longitudinal) met the inclusion criteria. The main findings revealed greater F0, Pmax, and V0 values and better jump/sprint performance for high-level athletes compared to their low-level counterparts. The vertical Pmax showed the highest correlation with jump height. The horizontal F0, Pmax, and V0 were nearly perfectly correlated with 5/10-m, 10/20-m and 30/40-m sprint times, respectively. Training programmes using heavy- or light-loads specifically enhanced F0 and V0, respectively. These results suggest that the FV profile parameters discriminate between athletes of different sport disciplines and levels of practice, present significant correlations with a number of sport performance outcomes, and can be modified after short-term training programmes.
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- 2021
31. Homogenization of a quasilinear elliptic problem in a two-component domain with L1 data
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Rheadel G. Fulgencio, Olivier Guibé, and Patrizia Donato
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Sobolev space ,Component (thermodynamics) ,Applied Mathematics ,Bounded function ,Mathematical analysis ,Jump ,Boundary (topology) ,Uniqueness ,Homogenization (chemistry) ,Domain (mathematical analysis) ,Mathematics - Abstract
In the present paper, we study the homogenization of a class of quasilinear elliptic problems in a two-component domain (one connected and the other a disconnected union of small sets) with a jump of the solution on the interface, proportional to the flux. We prescribe $$L^1$$ data and coefficient periodic matrix fields A(y, t) only bounded for bounded t, which implies that we cannot use the variational setting for our problem. We instead use the adapted framework of renormalized solution, where the solution is suitably defined, and does not belong to the $$H^1$$ Sobolev space but only their truncated functions are in $$H^1$$ . To study the homogenization of the problem, we use the periodic unfolding method, which we can only apply to the truncated solutions, which are in $$H^1$$ . Nevertheless, we are able to identify the homogenized problem, which also has only a renormalized solution. The main difficulty here is managing the boundary integral that results from the jump on the interface, and the study of the properties of the solution in the disconnected component. Conditions for the uniqueness of both problems, the oscillating one and the homogenized are also stated.
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- 2021
32. Admissibilization for Implicit Jump Systems With Mixed Retarded Delays Based on Reciprocally Convex Integral Inequality and Barbalat’s Lemma
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Guangming Zhuang, Jianwei Xia, Jun-e Feng, Baoyong Zhang, and Wei Sun
- Subjects
0209 industrial biotechnology ,Lemma (mathematics) ,020209 energy ,02 engineering and technology ,Computer Science Applications ,Inverted pendulum ,Matrix decomposition ,Human-Computer Interaction ,020901 industrial engineering & automation ,Transformation matrix ,Exponential stability ,Control and Systems Engineering ,Control theory ,Full state feedback ,Singular value decomposition ,0202 electrical engineering, electronic engineering, information engineering ,Jump ,Electrical and Electronic Engineering ,Software ,Mathematics - Abstract
This article considers admissibility analysis and stabilization for implicit Markovian jump systems (IMJSs) with retarded discrete-distributed delays. Admissibility analysis is investigated for the unforced delay IMJSs by virtue of reciprocally convex integral inequality technique and Barbalat’s lemma. State feedback controller is designed via the matrix transformation technique to realize the stabilization of the delayed closed-loop IMJSs. By selecting comprehensive L-K functional with modes and delays information, admissibilization conditions are presented in terms of LMIs. Two illustrative examples including an inverted pendulum controlled by a direct current motor (DCMCIP) system are utilized to certify the effectiveness and practicality of the admissibilization technique.
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- 2021
33. Inter-Rater Reliability and Intra-Rater Reliability Testing of My Jump 2 Mobile Application in Measuring Countermovement Jump
- Author
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Muhammad Faiz Alias, Hosni Hasan, Mohd Syafiq Miswan, and Daniyal Donny Man
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Inter-rater reliability ,Jumping ,Statistics ,medicine ,Countermovement jump ,Jump ,Validity ,Intra-rater reliability ,medicine.disease_cause ,Confidence interval ,Reliability (statistics) ,Mathematics - Abstract
My Jump 2 is a mobile application that is objectively valid and reliable to measure vertical jumping height. The objectives of this study are to find the inter-rater and intra-rater reliability of the My Jump 2 mobile application in measuring countermovement jump (CMJ) height. A total of 25 male recreational athletes performed CMJ for five attempts and was recorded by using iPhone 7 Plus in 240 frames per second. The videos were then rated by three raters and rated again seven days later using the My Jump 2 mobile application. An excellent degree of reliability was found between rater measurements. The average measure ICC was 1.00 with a 95% confidence interval from 1.00 to 1.000 (F(124,248)= 18867201.171, p
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- 2021
34. Objective classification of countermovement jump force-time curve modality: within athlete-consistency and associations with jump performance
- Author
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Quinette Louw, John Cockcroft, Helen Bayne, and Aneurin Robyn
- Subjects
Modality (human–computer interaction) ,Physical Therapy, Sports Therapy and Rehabilitation ,Concentric ,medicine.disease_cause ,Jumping ,Consistency (statistics) ,Statistics ,Countermovement jump ,medicine ,Jump ,Orthopedics and Sports Medicine ,Ground reaction force ,Mathematics ,Force time curve - Abstract
Force-time curves produced during a countermovement jump (CMJ) have traditionally been classified by visual observation as either unimodal (one concentric phase peak) or bimodal (two peaks). The association between CMJ modality and jump performance remains unclear and future studies may benefit from standardising and expanding modality classification. This study described a numerical method based on the timing and relative magnitude of concentric force-time curve prominences. Adult male elite rugby union players (n = 214) performed six CMJs on a force-instrumented treadmill and an algorithm using turning-point logic was applied to categorise jumps and define modality sub-groups. A sensitivity analysis demonstrated that the minimum prominence threshold (MPT) affected categorisation, as the proportion of bimodal jumps decreased with each 1% increase in MPT. Within-athlete consistency was also affected; between 43% and 63% of participants were consistently categorised as bimodal or unimodal depending on the selected MPT. Modified reactive strength index (RSImod), but not jump height or take-off momentum, was greater in unimodal jumps. Take-off momentum and RSImod were greater in subcategories where maximum force occurred early in the concentric phase. Future research should implement objective classification methods to enhance transparency and comparability and consider subcategories to investigate CMJ force production strategies.
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- 2021
35. Data-Driven Determination of the Number of Jumps in Regression Curves
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Guanghui Wang, Changliang Zou, and Peihua Qiu
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Statistics and Probability ,False discovery rate ,Statistics::Theory ,Applied Mathematics ,Uniform convergence ,Classification of discontinuities ,Cross-validation ,Regression ,Statistics::Computation ,Nonparametric regression ,Data-driven ,Statistics::Machine Learning ,Modeling and Simulation ,Jump ,Statistics::Methodology ,Applied mathematics ,Mathematics - Abstract
In nonparametric regression with jump discontinuities, one major challenge is to determine the number of jumps in a regression curve. Most existing methods to solve that problem are based on either a sequence of hypothesis tests or model selection, by introducing some extra tuning parameters that may not be easy to determine in practice. This article aims to develop a data-driven new methodology for determining the number of jumps, using an order-preserved sample-splitting strategy together with a cross-validation-based criterion. Statistical consistency of the determined number of jumps by our proposed method is established. More interestingly, the proposed method allows us to move beyond just point estimation, and it can quantify uncertainty of the proposed estimate. The key idea behind our method is the construction of a series of statistics with marginal symmetry property and this property can be used for choosing a data-driven threshold to control the false discovery rate of our method. The proposed method is computationally efficient. Numerical experiments indicate that it has a reliable performance in finite-sample cases. An R package jra is developed to implement the proposed method.
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- 2021
36. Kinematics Study of Depth Jump on Male Triple Jumpers with Slope Run-Up
- Author
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Youbao Ma
- Subjects
Article Subject ,General Mathematics ,General Engineering ,Kinematics ,Engineering (General). Civil engineering (General) ,Training methods ,Geodesy ,Range (aeronautics) ,QA1-939 ,Jump ,Force platform ,Takeoff ,TA1-2040 ,Vertical velocity ,Mathematics ,Intensity (heat transfer) ,Geology - Abstract
Objective. To explore the training methods of developing the special strength of Chinese male triple jumpers through the experimental study of nine male triple-jumpers who performed step takeoff and depth long jump on the force platform. Methods. Through the combination of high-velocity shooting and a three-dimensional force measuring platform, the data of the athletes’ full run-up and depth jump landing, horizontal velocity, vertical velocity, takeoff time, landing angle, takeoff angle, and strength were obtained. In this study, the kinematics characteristics of four slopes with different slopes of 25 cm and 35 cm were studied. Kinematics’ data was measured by a high-velocity video camera. Results. The vertical velocity of the 35 cm platform is obviously less than that of the 25 cm platform p < 0.01 . The 25 cm platform is better at developing vertical, rapid takeoff ability, especially the fourth slope of this height, which is the fastest from horizontal velocity and vertical speed. All the depth jump practice ground angles are larger than the whole step jump, and the off-ground angle is smaller than the step jump, the takeoff time is larger than the step jump, which indicates that the athletes takeoff range is larger and the takeoff time is longer, and the results are in greater stimulation intensity of lower limb muscles. Conclusion. The 25 cm high platform depth jump exercise has achieved a better takeoff effect. Among the four slope depth jump exercises on this high platform, the 6.84 slope takeoff effect is the best.
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- 2021
37. Conditional Probability of Jumps in Oil Prices
- Author
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Arturo Lorenzo-Valdes
- Subjects
Stylized fact ,Volatility clustering ,Multivariate statistics ,050208 finance ,020209 energy ,05 social sciences ,Double exponential function ,Conditional probability ,02 engineering and technology ,0502 economics and business ,0202 electrical engineering, electronic engineering, information engineering ,Econometrics ,Jump ,General Earth and Planetary Sciences ,Asset (economics) ,Volatility (finance) ,General Environmental Science ,Mathematics - Abstract
The objective of this research is to model the behavior of oil returns. The volatility of oil returns is described through a TGARCH process. Conditional probability jumps are incorporated through uniform, double exponential and normal jump intensity distributions. We found that the volatility of oil returns follows the stylized facts of leptokurtosis, leverage effect and volatility clustering. The abnormal information that causes the jumps, can cause another type of unexpected changes in the following period and the intensity of the jumps has a negative effect on the probability of jumps in the next period. The dynamic model proposed can be extended to other markets and to multivariate time series modeling considering the dependence among the markets’ returns. The main contribution of this work is the estimation of the conditional probability of jumps depending on the previous behavior leading to a better description of the stochastic dynamics of crude oil prices. This will be useful for making better decisions regarding oil as an underlying asset in derivatives or in the formulation of better public policies.
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- 2021
38. DEGREE SPECTRA OF ANALYTIC COMPLETE EQUIVALENCE RELATIONS
- Author
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Dino Rossegger
- Subjects
Pure mathematics ,Reduction (recursion theory) ,Degree (graph theory) ,Relation (database) ,Logic ,Mathematics::General Topology ,Mathematics - Logic ,Computer Science::Computational Geometry ,Spectrum (topology) ,Graph ,Spectral line ,03C75, 03D45, 03E15 ,Mathematics::Logic ,Philosophy ,FOS: Mathematics ,Jump ,Mathematics::Metric Geometry ,Equivalence relation ,Logic (math.LO) ,Mathematics - Abstract
We study the bi-embeddability and elementary bi-embeddability relation on graphs under Borel reducibility and investigate the degree spectra realized by these relations. We first give a Borel reduction from embeddability on graphs to elementary embeddability on graphs. As a consequence we obtain that elementary bi-embeddability on graphs is a $\boldsymbol {\Sigma }^1_1$ complete equivalence relation. We then investigate the algorithmic properties of this reduction. We obtain that elementary bi-embeddability on the class of computable graphs is $\Sigma ^1_1$ complete with respect to computable reducibility and show that the elementary bi-embeddability and bi-embeddability spectra realized by graphs are related.
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- 2021
39. Selection of the Best Swimming Athletes using MCDM-AHP and VIKOR Methods
- Author
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Adhi Dharma Surianto, Nandang Iriadi, Andi Arfian, Sidik Sidik, and Akmaludin Akmaludin
- Subjects
biology ,Athletes ,Analytic hierarchy process ,biology.organism_classification ,Test (assessment) ,Statistics ,Jump ,Plyometrics ,Breaststroke ,Club ,Athlete, AHP, Plyometrics, Swimming style, VIKOR ,human activities ,Selection (genetic algorithm) ,Mathematics - Abstract
The process of selecting the best swimming athletes is carried out in several test stages, the first is the ability in the four basic swimming styles which often contested in international competitions and the second test is the basic physical abilities possessed by a number of swimming athletes. The tests related to the swimming style consist of breaststroke swimming, butterfly swimming, backstroke swimming and crawlstroke swimming, while the plyometrics test consists of banded knee jump, squat jump, jump to side, and dept jump, Due to the large number of selections, a test is required for every athlete. The purpose of this selection is to find the best swimming athletes who will be competed in the international swimming class event. The nine athletes of millenium aquatic swimming club that were selected previously, they are the forerunners of the selected swimming athletes and will be evaluated on a representative basis, which is the best among the nine athletes. The method used in the evaluation and selection process uses two continuous methods, namely the AHP and VIKOR methods. From the results selection assessment, it was found that the best three of the nine nominations selected, the first position selected was AT2 with an index 0.00, the second position was AT8 with an index 0.25 and the third position was AT7 with an index 0.61. Thus it can be concluded that the AHP and VIKOR methods can be used as decision support to determine optimally in the optimal selection process for swimming athletes.
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- 2021
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40. Influence of Strength Level on Performance Enhancement Using Resistance Priming
- Author
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Junichi Okada and Takuya Nishioka
- Subjects
ballistic performance ,Male ,velocity ,Rest ,Posture ,Repetition maximum ,Physical Therapy, Sports Therapy and Rehabilitation ,Squat ,jumping ,Athletic Performance ,power ,Animal science ,Squat jump ,Humans ,Orthopedics and Sports Medicine ,Muscle Strength ,delayed potentiation ,Mathematics ,Original Research ,Median split ,Resistance Training ,General Medicine ,Drop jump ,Jump ,ComputingMethodologies_DOCUMENTANDTEXTPROCESSING ,Performance enhancement ,Priming (psychology) ,force - Abstract
Supplemental Digital Content is Available in the Text., Nishioka, T and Okada, J. Influence of strength level on performance enhancement using resistance priming. J Strength Cond Res 36(1): 37–46, 2022—The current study aimed to investigate (a) whether resistance priming was effective in enhancing jump performance for both stronger and weaker individuals and (b) how resistance priming influences the lower-body force-velocity profile. A total of 20 resistance-trained men performed priming and control conditions 72–144 hours apart in a randomized and counterbalanced order. Jump performances (0 and 40% 1 repetition maximum [1RM] squat jump, 0 and 40% 1RM countermovement jump [CMJ] and drop jump) were assessed before and 24 hours after the priming session, and before and 24 hours after rest (control). Priming session-induced percentage change in 0% 1RM CMJ height was positively correlated with the individual's relative half squat 1RM (r = 0.612, p ≤ 0.05). Using the median split method, subjects were divided into stronger (relative half squat 1RM = 1.93–2.67 kg·kg−1) and weaker (relative half squat 1RM = 1.37–1.92 kg·kg−1) groups and subsequently analyzed. The stronger group showed specific improvement in 0% 1RM CMJ performance 24 hours after the priming session (p ≤ 0.05), whereas the weaker group showed no improvement in any of their jump performances. Moreover, the priming session enhanced the theoretical maximum velocity (p ≤ 0.05), but not the theoretical maximum force during CMJ in the stronger group; whereas none of the force-velocity profile variables were enhanced in the weaker group. These results suggest that stronger individuals are more likely to experience performance enhancement using resistance priming, which may be movement- and velocity-specific.
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- 2021
41. Asynchronous Mean Stabilization of Positive Jump Systems With Piecewise-Homogeneous Markov Chain
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Liqing Wang, Zheng-Guang Wu, and Ying Shen
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symbols.namesake ,Markov chain ,Bernoulli distribution ,Piecewise ,Jump ,symbols ,Applied mathematics ,Probability distribution ,Markov process ,Conditional probability distribution ,Electrical and Electronic Engineering ,Hidden Markov model ,Mathematics - Abstract
In this brief, the mean stabilization of positive Markov jump systems (PMJSs) with piecewise-homogeneous Markov chain with two switching signals simultaneously is considered. Different from the existing results, asynchronous state feedback controllers are considered to achieve the control objective. Based on the hidden Markov model, the closed-loop systems are modeled as hidden Markov jump systems (HMJSs) with piecewise-homogeneous Markov chain. The definitions of positivity and mean stabilization are introduced for the considered system. Some sufficient conditions are derived to ensure that the HMJSs with piecewise-homogeneous Markov chain are positive and mean stable when the Markov chain follows a conditional probability distribution and Bernoulli distribution, respectively. Simulation results are described to demonstrate the effectiveness of our approach.
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- 2021
42. Phase-Specific Force and Time Predictors of Standing Long Jump Distance
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John Krzyszkowski, Luke D. Chowning, Kristof Kipp, and John R. Harry
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Male ,Specific force ,Rehabilitation ,Mathematical analysis ,Biophysics ,Phase (waves) ,030209 endocrinology & metabolism ,Regression analysis ,030229 sport sciences ,Athletic Performance ,Standing long jump ,Concentric ,03 medical and health sciences ,0302 clinical medicine ,Athletes ,Soccer ,Standing Position ,Jump ,Humans ,Eccentric ,Orthopedics and Sports Medicine ,Muscle Strength ,Ground reaction force ,Sports ,Mathematics - Abstract
This study sought to identify potential predictors of standing long jump (SLJ) performance using force–time strategy metrics within the unloading, eccentric yielding, eccentric braking, and concentric phases. Fifteen National Collegiate Athletic Association division 1 male soccer players (19 [1] y, 1.81 [0.94] m, 80.3 [22.4] kg) performed 3 maximum-effort SLJs, while 3-dimensional ground reaction force (GRF) data were obtained. Regularized regression models were used to investigate associations between force–time strategy metrics and 2 metrics of SLJ performance (ie, jump distance and modified reactive strength index). Jump height and eccentric yielding time were the only predictors of jump distance that also demonstrated large correlations to jump distance. Anterior–posterior unloading yank, average concentric vertical force, and concentric phase duration were the only predictors of modified reactive strength index that also demonstrated large correlations to modified reactive strength index. To maximize SLJ distance in high-level soccer athletes, human performance practitioners could design interventions to drive changes in strategy to increase jump height and decrease eccentric yielding time. To improve SLJ explosiveness, interventions to drive changes in unloading and concentric force application and decrease concentric time could be emphasized. Importantly, unique variable combinations can be targeted when training for SLJ distance and explosiveness adaptations.
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- 2021
43. Forecasting Software Using Laplacian AR Model based on Bootstrap-Reversible Jump MCMC: Application on Stock Price Data
- Author
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Tedy Machmud, Hery Suharna, Idrus Alhaddad, Sup arman, Yahya Hairun, and Mohd Saifullah Rusiman
- Subjects
Information Systems and Management ,business.industry ,Markov chain Monte Carlo ,Library and Information Sciences ,Stock price ,Statistics::Computation ,Human-Computer Interaction ,symbols.namesake ,Software ,Autoregressive model ,Jump ,symbols ,Statistics::Methodology ,Applied mathematics ,business ,Laplace operator ,Mathematics - Abstract
The application of the Bootstrap-Metropolis-Hastings algorithm is limited to fixed dimension models. In various fields, data often has a variable dimension model. The Laplacian autoregressive (AR) model includes a variable dimension model so that the Bootstrap-Metropolis-Hasting algorithm cannot be applied. This article aims to develop a Bootstrap reversible jump Markov Chain Monte Carlo (MCMC) algorithm to estimate the Laplacian AR model. The parameters of the Laplacian AR model were estimated using a Bayesian approach. The posterior distribution has a complex structure so that the Bayesian estimator cannot be calculated analytically. The Bootstrap-reversible jump MCMC algorithm was applied to calculate the Bayes estimator. This study provides a procedure for estimating the parameters of the Laplacian AR model. Algorithm performance was tested using simulation studies. Furthermore, the algorithm is applied to the finance sector to predict stock price on the stock market. In general, this study can be useful for decision makers in predicting future events. The novelty of this study is the triangulation between the bootstrap algorithm and the reversible jump MCMC algorithm. The Bootstrap-reversible jump MCMC algorithm is useful especially when the data is large and the data has a variable dimension model. The study can be extended to the Laplacian Autoregressive Moving Average (ARMA) model.
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- 2021
44. Training Knee Tuck Jump In Order To Increasethe Time To Drill The Ball Than The Split Jump
- Author
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Yovinianus Mbede Wea
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knee tuck jump ,medicine.medical_specialty ,split jump ,LC8-6691 ,Group ii ,Training (meteorology) ,Physical activity ,Control group design ,Special aspects of education ,Recreation. Leisure ,Travel time ,travel time ,Jump ,Physical therapy ,medicine ,Order (group theory) ,dribbling ,GV1-1860 ,After treatment ,Mathematics - Abstract
The capability is necessary not only to exercise but also in situations of physical activity. To achieve this necessary exercise continuous and systematic so easily trained athletes in learning a new movement, such as the knee tuck jump exercise and split jump. The research was conducted with the pretest-posttest control group design in the second semester students PJKR STKIP study program of Citra Bakti, with a sample of 28 people who were divided into two groups and each group numbered 14 people, which are 14 people are control group and 14 people are experimental group. Both groups were given different training carried out for 6 weeks with a frequency of exercise three times a week. The study Results were analyzed descriptively on the variants age, height, weight, body mass index in the two groups for which data was taken before sampling in the implementation of the training. Test using the Shapiro-Wilk normality test and homogeneity test with Leven's tests. Test average travel time to dribble tested with t-paired with a value of p
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- 2021
45. Rectifiability of the jump set of locally integrable functions
- Author
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Giacomo Del Nin
- Subjects
Pure mathematics ,Integrable system ,Measurable function ,Theoretical Computer Science ,Set (abstract data type) ,Mathematics - Analysis of PDEs ,Mathematics (miscellaneous) ,Mathematics - Classical Analysis and ODEs ,Classical Analysis and ODEs (math.CA) ,FOS: Mathematics ,Jump ,Primary: 26B05, Secondary: 26A15, 26B30 ,QA ,Constant (mathematics) ,Analysis of PDEs (math.AP) ,Mathematics - Abstract
In this note we show that for every measurable function on $\mathbb{R}^n$ the set of points where the blowup exists and is not constant is $(n-1)$-rectifiable. In particular, for every $u\in L^1_{loc}(\mathbb{R}^n)$ the jump set $J_u$ is $(n-1)$-rectifiable., Comment: V1: 6 pages V2: 7 pages; added small section; updated reference
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- 2021
46. An Off-season Plyometric and Resistance Training Programme to Improve Vertical Jump Height in Adolescent Female Volleyball Players
- Author
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Kosmas Christoulas, Theodoros M. Bampouras, Spiridon Kellis, and Dimitrios G Balasas
- Subjects
medicine.medical_specialty ,Nutrition and Dietetics ,Physiology ,Rehabilitation ,Significant difference ,Resistance training ,Physical Therapy, Sports Therapy and Rehabilitation ,Intervention studies ,Vertical jump ,Jump ,Physical therapy ,medicine ,Plyometrics ,Orthopedics and Sports Medicine ,Plyometric training ,Training programme ,Mathematics - Abstract
Plyometric training has shown to improve vertical jump height, but the design and implementation of a plyometric training programme for adolescents requires consideration of several variables as well as the time of the season. The purpose of this study was to implement a pragmatic programme that improves vertical jump height, and to monitor the effects of a 15 week off-season plyometric and resistance training programme on the vertical jump height in adolescent female volleyball players. Ten adolescent female volleyball players (age: 15.1 ± 0.9 years, height: 1.71 ± 0.04 m, body mass: 63.6 ± 6.0 kg, volleyball training experience: 5.1 ± 1.4 years) underwent 15 weeks of plyometric and resistance training (twice and once a week, respectively). A single-targeted block periodised approach and a linear periodisation model were applied. Vertical jump height was assessed before the programme (T1), after 4 weeks (T2), after 12 weeks (T3) and at the end of the programme (T4). Jump height significantly increased by 8.8% over the full time of the investigation. No significant difference was found between T1 and T2 but for all other pairwise comparisons. Similarly, leg power was observed to increase by 6.5% (P = 0.001). The 15-weeks training programme showed to improve jump height and leg power. In consideration of its practical nature and its results in comparison with similar intervention studies, the programme suggests practical relevance for coaches.
- Published
- 2021
47. Rotational Medicine Ball Throw Velocity Relates to NCAA Division III College Baseball Player Bat Swing, Batted Baseball, and Pitching Velocity
- Author
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Jun Matsuno, Daiki Taniyama, John Nyland, Kei Yoshida, and Brandon Pyle
- Subjects
Standing broad jump ,Shoulder ,Mathematical analysis ,Torso ,Physical Therapy, Sports Therapy and Rehabilitation ,General Medicine ,Swing ,Division (mathematics) ,Baseball ,Sagittal plane ,Biomechanical Phenomena ,Upper Extremity ,Transverse plane ,medicine.anatomical_structure ,Lower Extremity ,Ball (bearing) ,medicine ,Jump ,Humans ,Orthopedics and Sports Medicine ,Throwing ,Mathematics - Abstract
Taniyama, D, Matsuno, J, Yoshida, K, Pyle, B, and Nyland, J. Rotational medicine ball throw velocity relates to NCAA Division III college baseball player bat swing, batted baseball, and pitching velocity. J Strength Cond Res XX(X): 000-000, 2021-Previous studies have evaluated relationships between baseball batting or pitching and whole-body power tests such as rotational medicine ball throw velocity (RMBTV) (transverse plane), lateral-to-medial hop for distance (frontal plane), and two-legged standing broad jump for distance (sagittal plane). However, no previous report has evaluated all 3 whole-body power tests in the same study to determine their relationship to bat swing velocity or pitching velocity. The purpose of this descriptive study was to determine correlational relationship strength between bat swing velocity, batted baseball velocity, and throwing velocity with 2-legged standing broad jump for distance, lateral-to-medial jump for distance, and RMBTV whole-body power tests in collegiate baseball players. Thirty-five NCAA Division III players (15 pitchers and 23 hitters; 3 players played pitcher and other positions) participated in this study. An alpha value of p < 0.05 was selected to indicate statistical significance. Moderate relationships were observed between bat swing velocity and RMBTV (r = 0.65, p = 0.003), explaining 39% of the variance, and between pitching velocity and RMBTV (r = 0.62, p = 0.02), explaining 38% of the variance. A moderate correlation was also observed between batted baseball velocity and RMBTV (r = 0.53, p = 0.02), explaining 28% of the variance. Only the RMBTV whole-body power test displayed significant relationships with bat swing velocity, batted baseball velocity, and pitching velocity. Significant relationships were not identified for either the two-legged standing broad jump for distance or the lateral-to-medial jump for distance whole-body power tests and bat swing velocity or pitching velocity. Further studies should evaluate whether the coordination developed during RMBTV movements can decrease baseball shoulder and elbow injuries associated with repetitive, poorly timed, sequential lower extremity-trunk-upper extremity whole-body movements.
- Published
- 2021
48. The approach towards the ball, rather than the physical characteristics of the kicker, limits accurate rugby place kicking range
- Author
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Neil E. Bezodis, Grant Trewartha, and Alexandra Atack
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Physical Therapy, Sports Therapy and Rehabilitation ,Kinematics ,Motion (physics) ,body regions ,Position (vector) ,mental disorders ,Statistics ,Principal component analysis ,Ball (bearing) ,Jump ,Range (statistics) ,Orthopedics and Sports Medicine ,Ground reaction force ,Mathematics - Abstract
The aim of this study was to understand how a place kicker's range is limited by their approach to the ball and their physical characteristics. Thirty-three kickers performed maximal place kicks and vertical jumps in a laboratory. Whole-body motion and ground reaction forces during the approach phase of the kicks, jump performance and anthropometric measurements of those whose predicted maximum distance was limited by range (n = 17) rather than accuracy were analysed. Principal component analysis (PCA) reduced the number of variables considered before stepwise regression analyses assessed variance in place kick maximum distance and associated criteria. Four components, explaining 94% of the variance in maximum distance, were extracted from the PCA: width of approach, anterior-posterior body position, centre-of-mass height and lower limb strength. Lower limb strength was a significant predictor of both kicking foot velocity (R2 = 0.55, p = 0.001) and ball velocity magnitude (R2 = 0.57, p
- Published
- 2021
49. Phase-Specific Verbal Cue Effects on Countermovement Jump Performance
- Author
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John Krzyszkowski, John R. Harry, and Luke D. Chowning
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Male ,Force generation ,medicine.medical_specialty ,Phase (waves) ,Physical Therapy, Sports Therapy and Rehabilitation ,General Medicine ,Athletic Performance ,Biomechanical Phenomena ,Vertical jump ,Physical medicine and rehabilitation ,Countermovement ,Paired samples ,Countermovement jump ,Jump ,medicine ,Humans ,Eccentric ,Female ,Attention ,Orthopedics and Sports Medicine ,Muscle Strength ,Cues ,Mathematics - Abstract
Krzyszkowski, J, Chowning, LD, and Harry, JR. Phase-Specific Verbal Cue Effects on Countermovement Jump Performance. J Strength Cond Res XX(X): 000-000, 2021-The aim of this study was to determine whether countermovement vertical jump (CMVJ) phase-specific cues can improve jump performance and phase-specific force-time characteristics. Twenty-nine subjects (14 males and 15 females) performed 15 total CMVJ trials (5 per condition) while being provided with a control and phase-specific (unloading phase and eccentric braking phases) foci of attention. Jump height, reactive strength index-modified, countermovement depth, time-to-takeoff, and CMVJ subphase force-time characteristics were compared between each phase-specific verbal cues and the control condition using paired samples t-tests (α = 0.05) and Cohen's d effect sizes (d; large >1.2). Female (d = 0.242; p = 0.012) and male (d = 1.96; p = 0.047) subjects achieved greater jump heights in the control condition compared with the unloading phase condition. Females demonstrated a faster unloading phase, less unloading force, greater unloading yank, and greater braking force during the unloading condition, as well as greater eccentric braking force during the eccentric braking condition compared with the control condition (p ≤ 0.014; d ≥ 0.242). Males exhibited less body mass unloading, greater unloading yank, faster eccentric braking time, greater eccentric braking force, and greater eccentric braking yank for both the unloading and eccentric braking conditions compared with the control condition (p ≤ 0.047; d ≥ 0.196). Collectively, these results suggest that phase-specific foci of attention do not acutely improve jump performance but can enhance phase-specific force-time characteristics in recreationally active individuals. Specifically, practitioners should consider using an eccentric braking phase instruction for individuals need to improve eccentric braking force generation.
- Published
- 2021
50. Normalised stabilisation for singular semi-Markov jump systems with discontinuous jump states
- Author
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Yunshuai Ren and Guoliang Wang
- Subjects
Human-Computer Interaction ,Control and Optimization ,Artificial Intelligence ,Computer Networks and Communications ,Control and Systems Engineering ,Signal Processing ,Jump ,Statistical physics ,Information Systems ,Mathematics ,Markov jump - Published
- 2021
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