STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

Bayesian Estimation for Performance Measures of Two Diagnostic Tests in the Presence of Verification Bias

Sensitivity and specificity are measures that allow us to evaluate the performance of a diagnostic test. In practice, it is common to have situations where a proportion of selected individuals cannot have the real state of the disease verified, since the verification could be an invasive procedure, as occurs with biopsy. This happens, as a special case, in the diagnosis of prostate cancer, or in any other situation related to risks, that is, not practicable, nor ethical, or in situations with high cost. For this case, it is common to use diagnostic tests based only on the information of verified individuals. This procedure can lead to biased results or workup bias. In this paper, we introduce a Bayesian approach to estimate the sensitivity and the specificity for two diagnostic tests considering verified and unverified individuals, a result that generalizes the usual situation based on only one diagnostic test.

Dynamic picture of the inner asteroid belt: implications for the density, size and taxonomic distributions of real objects

In this paper, we construct a dynamic portrait of the inner asteroidal belt. We use information about the distribution of test particles, which were initially placed on a perfectly rectangular grid of initial conditions, after 4.2 Myr of gravitational interactions with the Sun and five planets, from Mars to Neptune. Using the spectral analysis method introduced by Michtchenko et al., the asteroidal behaviour is illustrated in detail on the dynamical, averaged and frequency maps. On the averaged and frequency maps, we superpose information on the proper elements and proper frequencies of real objects, extracted from the data base, AstDyS, constructed by Milani and Knezevic. A comparison of the maps with the distribution of real objects allows us to detect possible dynamical mechanisms acting in the domain under study; these mechanisms are related to mean-motion and secular resonances. We note that the two- and three-body mean-motion resonances and the secular resonances (strong linear and weaker non-linear) have an important role in the diffusive transportation of the objects. Their long-lasting action, overlaid with the Yarkovsky effect, may explain many observed features of the density, size and taxonomic distributions of the asteroids.

Detection of hantaviruses in Brazilian rodents by SYBR-Green-based real-time RT-PCR

Current knowledge of the pathogenic hantavirus indicates that wild rodents are its primary natural reservoir. Specific primers to detect the presence of viral genomes were developed using an SYBR-Green-based real-time RT-PCR protocol. One hundred sixty-four rodents native to the Atlantic Forest biome were captured in So Paulo State, Brazil, and their tissues were tested. The presence of hantavirus RNA was detected in sixteen rodents: three specimens of Akodon montensis, three of Akodon cursor, two of Necromys lasiurus, one of Juliomys sp., one of Thaptomys nigrita, five of Oligoryzomys nigripes, and one of Oryzomys sp. This SYBR Green real-time RT-PCR method for detection of hantavirus may be useful for surveying hantaviruses in Brazil.

Sleep deprivation of rats: The hyperphagic response is real

Study Objectives: Chronic sleep deprivation of rats causes hyperphagia without body weight gain. Sleep deprivation hyperphagia is prompted by changes in pathways governing food intake; hyperphagia may be adaptive to sleep deprivation hypermetabolism. A recent paper suggested that sleep deprivation might inhibit ability of rats to increase food intake and that hyperphagia may be an artifact of uncorrected chow spillage. To resolve this, a palatable liquid diet (Ensure) was used where spillage is insignificant. Design: Sleep deprivation of male Sprague Dawley rats was enforced for 10 days by the flowerpot/platform paradigm. Daily food intake and body weight were measured. On day 10, rats were transcardially perfused for analysis of hypothalamic mRNA expression of the orexigen, neuropeptide Y (NPY). Setting: Morgan State University, sleep deprivation and transcardial perfusion; University of Maryland, NPY in situ hybridization and analysis. Measurements and Results: Using a liquid diet for accurate daily measurements, there was no change in food intake in the first 5 days of sleep deprivation. Importantly, from days 6-10 it increased significantly, peaking at 29% above baseline. Control rats steadily gained weight but sleep-deprived rats did not. Hypothalamic NPY mRNA levels were positively correlated to stimulation of food intake and negatively correlated with changes in body weight. Conclusion: Sleep deprivation hyperphagia may not be apparent over the short term (i.e., <= 5 days), but when extended beyond 6 days, it is readily observed. The timing of changes in body weight and food intake suggests that the negative energy balance induced by sleep deprivation prompts the neural changes that evoke hyperphagia.

Selecting salient objects in real scenes: An oscillatory correlation model

Attention is a critical mechanism for visual scene analysis. By means of attention, it is possible to break down the analysis of a complex scene to the analysis of its parts through a selection process. Empirical studies demonstrate that attentional selection is conducted on visual objects as a whole. We present a neurocomputational model of object-based selection in the framework of oscillatory correlation. By segmenting an input scene and integrating the segments with their conspicuity obtained from a saliency map, the model selects salient objects rather than salient locations. The proposed system is composed of three modules: a saliency map providing saliency values of image locations, image segmentation for breaking the input scene into a set of objects, and object selection which allows one of the objects of the scene to be selected at a time. This object selection system has been applied to real gray-level and color images and the simulation results show the effectiveness of the system. (C) 2010 Elsevier Ltd. All rights reserved.