Letter: Causality Violating Geodesics in Bonnor's Rotating Dust Metric

We exhibit timelike geodesic paths for a metric, introduced by Bonnor [11] and considered also by Steadman [13], and show that coordinate time runs backward along a portion of these geodesics.     

Space-Time Topology (II)—Causality, the Fourth Stiefel–Whitney Class and Space-Time as a Boundary

We show that stable causality is related to the vanishing of the top Stiefel–Whitney class of a space-time manifold M, and that if M is a stably causal space-time manifold, then it is the boundary of a five-dimensional space-time. We then propose a scheme for making it both a necessary and sufficient condition.     

沪深股市回报率、波动率和交易量关系的实证研究

本文首先对回报率与交易量之间的关系进行了研究,发现并不存在非对称的数量关系,但存在双向的葛兰杰因果关系;同时将交易量对波动率的解释能力进行了研究,发现在沪市交易量对波动率具有解释力,而在深市交易量对波动率没有解释力。     

A Characterization of Cosmological Time Functions

A characterization of time functions on a spacetime is made by using theMöbius equation. It is shown that a time function characterized in this wayyields past timelike geodesic incompleteness and local Lorentzian warpedproduct decomposition of spacetime, provided that the stress-energy tensoris a fluid. Also, by imposing additional assumptions on the stress-energytensor and global analytic structure of the spacetime, more restrictivedecompositions closer to Robertson–Walker spacetimes are obtained.     

Nonlocality as a feature of the physical world

Aprediction puzzle leads to a form ofnecessary realism which forces the rejection of a central tenet of the Copenhagen interpretation. This leads to reconsidering conceptual difficulties related to Bell's locality premise. It is shown that aparadox of elementary probability theory puts new light on Bell's assumption that causality and statistical independence are mutually incompatible. Nemo dat quod non habet : No one can offer more than he has ability to give; in that spirit, this paper is dedicated to the memory of J.S. Bell.     

Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis

The Granger causality test is essential for detecting lead–lag relationships between time series. Traditionally, one uses a linear version of the test, essentially based on a linear time series regression, itself being based on autocorrelations and cross-correlations of the series. In the present paper, we employ a local Gaussian approach in an empirical investigation of lead–lag and causality relations. The study is carried out for monthly recorded financial indices for ten countries in Europe, North America, Asia and Australia. The local Gaussian approach makes it possible to examine lead–lag relations locally and separately in the tails and in the center of the return distributions of the series. It is shown that this results in a new and much more detailed picture of these relationships. Typically, the dependence is much stronger in the tails than in the center of the return distributions. It is shown that the ensuing nonlinear Granger causality tests may detect causality where traditional linear tests fail.     

Quantum Information in Relativity: The Challenge of QFT Measurements

Proposed quantum experiments in deep space will be able to explore quantum information issues in regimes where relativistic effects are important. In this essay, we argue that a proper extension of quantum information theory into the relativistic domain requires the expression of all informational notions in terms of quantum field theoretic (QFT) concepts. This task requires a working and practicable theory of QFT measurements. We present the foundational problems in constructing such a theory, especially in relation to longstanding causality and locality issues in the foundations of QFT. Finally, we present the ongoing Quantum Temporal Probabilities program for constructing a measurement theory that (i) works, in principle, for any QFT, (ii) allows for a first- principles investigation of all relevant issues of causality and locality, and (iii) it can be directly applied to experiments of current interest.     

Information Network Modeling for U.S. Banking Systemic Risk

In this work we investigate whether information theory measures like mutual information and transfer entropy, extracted from a bank network, Granger cause financial stress indexes like LIBOR-OIS (London Interbank Offered Rate-Overnight Index Swap) spread, STLFSI (St. Louis Fed Financial Stress Index) and USD/CHF (USA Dollar/Swiss Franc) exchange rate. The information theory measures are extracted from a Gaussian Graphical Model constructed from daily stock time series of the top 74 listed US banks. The graphical model is calculated with a recently developed algorithm (LoGo) which provides very fast inference model that allows us to update the graphical model each market day. We therefore can generate daily time series of mutual information and transfer entropy for each bank of the network. The Granger causality between the bank related measures and the financial stress indexes is investigated with both standard Granger-causality and Partial Granger-causality conditioned on control measures representative of the general economy conditions.     

基因调控网络推断研究进展

随着高通量技术的发展,越来越多的生物医学组学数据亟需处理与分析,基于运筹优化的生物信息学方法是有效解析高维生物医学数据的重要途径之一。综述了近年来在基因调控网络推断方面的研究进展。针对不同类型的转录组学数据和研究目的,分别建立了相应的基因调控网络推断方法,主要包括先验基因调控网络数据库的建立、基于条件互信息的因果网络推断、基于微分方程的动态基因调控网络推断、转录调控和转录后调控协同作用的网络推断以及基因调控网络活性评价等,并展望了基因调控网络推断的重要研究方向。