Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities

Published also as: Documento de Trabajo Banco de España 0504/2005.

Design, Construction and Testing of a Hydraulic Power Take-Off for Wave Energy Converters

This paper presents the construction, mathematical modeling and testing of a scaled universal hydraulic Power Take-Off (PTO) device for Wave Energy Converters (WECs). A specific prototype and test bench were designed and built to carry out the tests. The results obtained from these tests were used to adjust an in-house mathematical model. The PTO was initially designed to be coupled to a scaled wave energy capture device with a low speed and high torque oscillating motion and high power fluctuations. Any Energy Capture Device (ECD) that fulfils these requirements can be coupled to this PTO, provided that its scale is adequately defined depending on the rated power of the full scale prototype. The initial calibration included estimation of the pressure drops in the different components, the pressurization time of the oil inside the hydraulic cylinders and the volumetric efficiency of the complete circuit. Since the overall efficiency measured during the tests ranged from 0.69 to 0.8 and the dynamic performance of the PTO was satisfactory, the results are really promising and it is believed that this solution might prove effective in real devices.

Testing the performance and feasibility of Bluetooth communications in pervasive systems

Smart and mobile environments require seamless connections. However, due to the frequent process of ''discovery'' and disconnection of mobile devices while data interchange is happening, wireless connections are often interrupted. To minimize this drawback, a protocol that enables an easy and fast synchronization is crucial. Bearing this in mind, Bluetooth technology appears to be a suitable solution to carry on such connections due to the discovery and pairing capabilities it provides. Nonetheless, the time and energy spent when several devices are being discovered and used at the same time still needs to be managed properly. It is essential that this process of discovery takes as little time and energy as possible. In addition to this, it is believed that the performance of the communications is not constant when the transmission speeds and throughput increase, but this has not been proved formally. Therefore, the purpose of this project is twofold: Firstly, to design and build a framework-system capable of performing controlled Bluetooth device discovery, pairing and communications. Secondly, to analyze and test the scalability and performance of the \emph{classic} Bluetooth standard under different scenarios and with various sensors and devices using the framework developed. To achieve the first goal, a generic Bluetooth platform will be used to control the test conditions and to form a ubiquitous wireless system connected to an Android Smartphone. For the latter goal, various stress-tests will be carried on to measure the consumption rate of battery life as well as the quality of the communications between the devices involved.

SNPs in microRNAs and susceptibility to Late-Onset Alzheimer´s disease

Case-control association study of SNPs in microRNAs and susceptibility to Late-Onset Alzheimer´s disease.

The Interplay between Natural Selection and Susceptibility to Melanoma on Allele 374F of SLC45A2 Gene in a South European Population

We aimed to study the selective pressures interacting on SLC45A2 to investigate the interplay between selection and susceptibility to disease. Thus, we enrolled 500 volunteers from a geographically limited population (Basques from the North of Spain) and by resequencing the whole coding region and intron 5 of the 34 most and the 34 least pigmented individuals according to the reflectance distribution, we observed that the polymorphism Leu374Phe (L374F, rs16891982) was statistically associated with skin color variability within this sample. In particular, allele 374F was significantly more frequent among the individuals with lighter skin. Further genotyping an independent set of 558 individuals of a geographically wider population with known ancestry in the Spanish population also revealed that the frequency of L374F was significantly correlated with the incident UV radiation intensity. Selection tests suggest that allele 374F is being positively selected in South Europeans, thus indicating that depigmentation is an adaptive process. Interestingly, by genotyping 119 melanoma samples, we show that this variant is also associated with an increased susceptibility to melanoma in our populations. The ultimate driving force for this adaptation is unknown, but it is compatible with the vitamin D hypothesis. This shows that molecular evolution analysis can be used as a useful technology to predict phenotypic and biomedical consequences in humans.

Plastic Analysis and Testing of multidirectional SFRC flag slabs

This paper presents a theoretical and experimental study of multidirectional steel fibers reinforced concrete slabs (SFRC). The study is based on a real building application using SFRC flag slabs. For the evaluation of the slabs bearing capacity, plastic calculations are performed both at section and structure levels. The section analysis uses the perfect plastic stress-strain diagram, with reference to the values of the strength characteristics of SFRC based on previous jobs that used similar fibers and dosages. In the structure analysis the plastic yield lines method has been used. This method relates the section last bearing moment and the plastic collapse load. The experimental campaign has consisted of the testing of six 2 m. diameter circular shaped slabs prototypes, and has allowed to verify the reference resistance used in the calculations.

Involvement of ANXA5 and ILKAP in Susceptibility to Malignant Melanoma

Single nucleotide-polymorphisms (SNPs) are a source of diversity among human population, which may be responsible for the different individual susceptibility to diseases and/or response to drugs, among other phenotypic traits. Several low penetrance susceptibility genes associated with malignant melanoma (MM) have been described, including genes related to pigmentation, DNA damage repair and oxidative stress pathways. In the present work, we conducted a candidate gene association study based on proteins and genes whose expression we had detected altered in melanoma cell lines as compared to normal melanocytes. The result was the selection of 88 loci and 384 SNPs, of which 314 fulfilled our quality criteria for a case-control association study. The SNP rs6854854 in ANXA5 was statistically significant after conservative Bonferroni correction when 464 melanoma patients and 400 controls were analyzed in a discovery Phase I. However, this finding could not be replicated in the validation phase, perhaps because the minor allele frequency of SNP rs6854854 varies depending on the geographical region considered. Additionally, a second SNP (rs6431588) located on ILKAP was found to be associated with melanoma after considering a combined set of 1,883 MM cases and 1,358 disease-free controls. The OR was 1.29 (95% CI 1.12-1.48; p-value= 4x10(-4)). Both SNPs, rs6854854 in ANXA5 and rs6431588 in ILKAP, show population structure, which, assuming that the Spanish population is not significantly structured, suggests a role of these loci on a specific genetic adaptation to different environmental conditions. Furthermore, the biological relevance of these genes in MM is supported by in vitro experiments, which show a decrease in the transcription levels of ANXA5 and ILKAP in melanoma cells compared to normal melanocytes.

Human Endogenous Retrovirus HERV-Fc1 Association with Multiple Sclerosis Susceptibility: A Meta-Analysis

Background: Human endogenous retroviruses (HERVs) are repetitive sequences derived from ancestral germ-line infections by exogenous retroviruses and different HERV families have been integrated in the genome. HERV-Fc1 in chromosome X has been previously associated with multiple sclerosis (MS) in Northern European populations. Additionally, HERV-Fc1 RNA levels of expression have been found increased in plasma of MS patients with active disease. Considering the North-South latitude gradient in MS prevalence, we aimed to evaluate the role of HERV-Fc1on MS risk in three independent Spanish cohorts. Methods: A single nucleotide polymorphism near HERV-Fc1, rs391745, was genotyped by Taqman chemistry in a total of 2473 MS patients and 3031 ethnically matched controls, consecutively recruited from: Northern (569 patients and 980 controls), Central (883 patients and 692 controls) and Southern (1021 patients and 1359 controls) Spain. Our results were pooled in a meta-analysis with previously published data. Results: Significant associations of the HERV-Fc1 polymorphism with MS were observed in two Spanish cohorts and the combined meta-analysis with previous data yielded a significant association [rs391745 C-allele carriers: p(M-H) = 0.0005; ORM-H (95% CI) = 1.27 (1.11-1.45)]. Concordantly to previous findings, when the analysis was restricted to relapsing remitting and secondary progressive MS samples, a slight enhancement in the strength of the association was observed [p(M-H) = 0.0003, ORM-H (95% CI) = 1.32 (1.14-1.53)]. Conclusion: Association of the HERV-Fc1 polymorphism rs391745 with bout-onset MS susceptibility was confirmed in Southern European cohorts.