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Statistical control of artifacts in dense array EEG/MEG studies (2000)

Junghöfer, Markus ; Elbert, Thomas ; Tucker, Don M. ; [et al.]

Oxford, UK : Blackwell Publishing

Psychophysiology 37 (2000), S. 0

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ISSN: 1469-8986

Source: Blackwell Publishing Journal Backfiles 1879-2005

Topics: Medicine , Psychology

Notes: With the advent of dense sensor arrays (64–256 channels) in electroencephalography and magnetoencephalography studies, the probability increases that some recording channels are contaminated by artifact. If all channels are required to be artifact free, the number of acceptable trials may be unacceptably low. Precise artifact screening is necessary for accurate spatial mapping, for current density measures, for source analysis, and for accurate temporal analysis based on single-trial methods. Precise screening presents a number of problems given the large datasets. We propose a procedure for statistical correction of artifacts in dense array studies (SCADS), which (1) detects individual channel artifacts using the recording reference, (2) detects global artifacts using the average reference, (3) replaces artifact-contaminated sensors with spherical interpolation statistically weighted on the basis of all sensors, and (4) computes the variance of the signal across trials to document the stability of the averaged waveform. Examples from 128-channel recordings and from numerical simulations illustrate the importance of careful artifact review in the avoidance of analysis errors.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1111/1469-8986.3740523

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Dividend Forecast Biases in Index Option Valuation (2000)

Chance, Don M. ; Kumar, Raman ; Rich, Don

Springer

Review of derivatives research 4 (2000), S. 285-303

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ISSN: 1573-7144

Keywords: index options ; option pricing ; dividend forecasting

Source: Springer Online Journal Archives 1860-2000

Topics: Economics

Notes: Abstract Since the early days of option pricing theory,the assumption that the dividends on the underlying stock orindex over the life of the contract are known has not been challenged.We examine the sensitivity of index option prices to the assumptionof dividend uncertainty. We consider a number of issues relatedto the forecasting of dividends and build a dividend forecastingmodel that passes several rigorous tests for unbiasedness. Wethen generate option prices using contemporary market levelsand interest rates. We find that prices generated with the actualdividends are unbiased with respect to those generated usingthe forecasted dividends. The magnitudes of the forecast errors,however, are sufficiently large to suggest a concern, but thepercentage errors are consistently small, typically amountingto less than two percent of the option price. We conclude thatthe convenient assumption that the stream of future dividendsis known is probably innocuous.