Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

A vaccination game based on public health actions and personal decisions

Susceptible-infective-removed (SIR) models are commonly used for representing the spread of contagious diseases. A SIR model can be described in terms of a probabilistic cellular automaton (PCA), where each individual (corresponding to a cell of the PCA lattice) is connected to others by a random network favoring local contacts. Here, this framework is employed for investigating the consequences of applying vaccine against the propagation of a contagious infection, by considering vaccination as a game, in the sense of game theory. In this game, the players are the government and the susceptible newborns. In order to maximize their own payoffs, the government attempts to reduce the costs for combating the epidemic, and the newborns may be vaccinated only when infective individuals are found in their neighborhoods and/or the government promotes an immunization program. As a consequence of these strategies supported by cost-benefit analysis and perceived risk, numerical simulations show that the disease is not fully eliminated and the government implements quasi-periodic vaccination campaigns. (C) 2011 Elsevier B.V. All rights reserved.

The game to play: expanding the co-opetition proposal through the strategic games matrix

Purpose - Using Brandenburger and Nalebuff`s 1995 co-opetition model as a reference, the purpose of this paper is to seek to develop a tool that, based on the tenets of classical game theory, would enable scholars and managers to identify which games may be played in response to the different conflict of interest situations faced by companies in their business environments. Design/methodology/approach - The literature on game theory and business strategy are reviewed and a conceptual model, the strategic games matrix (SGM), is developed. Two novel games are described and modeled. Findings - The co-opetition model is not sufficient to realistically represent most of the conflict of interest situations faced by companies. It seeks to address this problem through development of the SGM, which expands upon Brandenburger and Nalebuff`s model by providing a broader perspective, through incorporation of an additional dimension (power ratio between players) and three novel, respectively, (rival, individualistic, and associative). Practical implications - This proposed model, based on the concepts of game theory, should be used to train decision- and policy-makers to better understand, interpret and formulate conflict management strategies. Originality/value - A practical and original tool to use game models in conflict of interest situations is generated. Basic classical games, such as Nash, Stackelberg, Pareto, and Minimax, are mapped on the SGM to suggest in which situations they Could be useful. Two innovative games are described to fit four different types of conflict situations that so far have no corresponding game in the literature. A test application of the SGM to a classic Intel Corporation strategic management case, in the complex personal computer industry, shows that the proposed method is able to describe, to interpret, to analyze, and to prescribe optimal competitive and/or cooperative strategies for each conflict of interest situation.

Adjusting prices in the multiple-partners assignment game

Starting with an initial price vector, prices are adjusted in order to eliminate the excess demand and at the same time to keep the transfers to the sellers as low as possible. In each step of the auction, to which set of sellers should those transfers be made is the key issue in the description of the algorithm. We assume additively separable utilities and introduce a novel distinction by considering multiple sellers owing multiple identical objects and multiple buyers with an exogenously defined quota, consuming more than one object but at most one unit of a seller`s good and having multi-dimensional payoffs. This distinction induces a necessarily more complicated construction of the over-demanded sets than the constructions of these sets for the other assignment games. For this approach, our mechanism yields the buyer-optimal competitive equilibrium payoff, which equals the buyer-optimal stable payoff. The symmetry of the model allows to getting the seller-optimal stable payoff and the seller-optimal competitive equilibrium payoff can then be also derived.

A game theoretical approach to the evolution of structured communication codes

Structured meaning-signal mappings, i.e., mappings that preserve neighborhood relationships by associating similar signals with similar meanings, are advantageous in an environment where signals are corrupted by noise and sub-optimal meaning inferences are rewarded as well. The evolution of these mappings, however, cannot be explained within a traditional language evolutionary game scenario in which individuals meet randomly because the evolutionary dynamics is trapped in local maxima that do not reflect the structure of the meaning and signal spaces. Here we use a simple game theoretical model to show analytically that when individuals adopting the same communication code meet more frequently than individuals using different codes-a result of the spatial organization of the population-then advantageous linguistic innovations can spread and take over the population. In addition, we report results of simulations in which an individual can communicate only with its K nearest neighbors and show that the probability that the lineage of a mutant that uses a more efficient communication code becomes fixed decreases exponentially with increasing K. These findings support the mother tongue hypothesis that human language evolved as a communication system used among kin, especially between mothers and offspring.

Validation of an experimental polyurethane model for biomechanical studies on implant supported prosthesis - tension tests

OBJECTIVES: The complexity and heterogeneity of human bone, as well as ethical issues, frequently hinder the development of clinical trials. The purpose of this in vitro study was to determine the modulus of elasticity of a polyurethane isotropic experimental model via tension tests, comparing the results to those reported in the literature for mandibular bone, in order to validate the use of such a model in lieu of mandibular bone in biomechanical studies. MATERIAL AND METHODS: Forty-five polyurethane test specimens were divided into 3 groups of 15 specimens each, according to the ratio (A/B) of polyurethane reagents (PU-1: 1/0.5, PU-2: 1/1, PU-3: 1/1.5). RESULTS: Tension tests were performed in each experimental group and the modulus of elasticity values found were 192.98 MPa (SD=57.20) for PU-1, 347.90 MPa (SD=109.54) for PU-2 and 304.64 MPa (SD=25.48) for PU-3. CONCLUSION: The concentration of choice for building the experimental model was 1/1.

Validation of an experimental polyurethane model for biomechanical studies on implant-supported prosthesis: compression tests

OBJECTIVES: The complexity and heterogeneity of human bone, as well as ethical issues, most always hinder the performance of clinical trials. Thus, in vitro studies become an important source of information for the understanding of biomechanical events on implant-supported prostheses, although study results cannot be considered reliable unless validation studies are conducted. The purpose of this work was to validate an artificial experimental model based on its modulus of elasticity, to simulate the performance of human bone in vivo in biomechanical studies of implant-supported prostheses. MATERIAL AND METHODS: In this study, fast-curing polyurethane (F16 polyurethane, Axson) was used to build 40 specimens that were divided into five groups. The following reagent ratios (part A/part B) were used: Group A (0.5/1.0), Group B (0.8/1.0), Group C (1.0/1.0), Group D (1.2/1.0), and Group E (1.5/1.0). A universal testing machine (Kratos model K - 2000 MP) was used to measure modulus of elasticity values by compression. RESULTS: Mean modulus of elasticity values were: Group A - 389.72 MPa, Group B - 529.19 MPa, Group C - 571.11 MPa, Group D - 470.35 MPa, Group E - 437.36 MPa. CONCLUSION: The best mechanical characteristics and modulus of elasticity value comparable to that of human trabecular bone were obtained when A/B ratio was 1:1.

Lesion of the subthalamic nucleus reverses motor deficits but not death of nigrostriatal dopaminergic neurons in a rat 6-hydroxydopamine-lesion model of Parkinson's disease

The objective of the present study was to determine whether lesion of the subthalamic nucleus (STN) promoted by N-methyl-D-aspartate (NMDA) would rescue nigrostriatal dopaminergic neurons after unilateral 6-hydroxydopamine (6-OHDA) injection into the medial forebrain bundle (MFB). Initially, 16 mg 6-OHDA (6-OHDA group) or vehicle (artificial cerebrospinal fluid - aCSF; Sham group) was infused into the right MFB of adult male Wistar rats. Fifteen days after surgery, the 6-OHDA and SHAM groups were randomly subdivided and received ipsilateral injection of either 60 mM NMDA or aCSF in the right STN. Additionally, a control group was not submitted to stereotaxic surgery. Five groups of rats were studied: 6-OHDA/NMDA, 6-OHDA/Sham, Sham/NMDA, Sham/Sham, and Control. Fourteen days after injection of 6-OHDA, rats were submitted to the rotational test induced by apomorphine (0.1 mg/kg, ip) and to the open-field test. The same tests were performed again 14 days after NMDA-induced lesion of the STN. The STN lesion reduced the contralateral turns induced by apomorphine and blocked the progression of motor impairment in the open-field test in 6-OHDA-treated rats. However, lesion of the STN did not prevent the reduction of striatal concentrations of dopamine and metabolites or the number of nigrostriatal dopaminergic neurons after 6-OHDA lesion. Therefore, STN lesion is able to reverse motor deficits after severe 6-OHDA-induced lesion of the nigrostriatal pathway, but does not protect or rescue dopaminergic neurons in the substantia nigra pars compacta.

Viability of using enamel and dentin from bovine origin as a substitute for human counterparts in an intraoral erosion model

This study ascertained whether under dental erosion models that closely mimics the real-life situation enamel and root dentin from bovine origin would be reliable substitutes for human counterparts. Through a 2x2 crossover design, in a first trial, 14 volunteers wore a palatal device containing slabs of bovine and human enamel. Half of the participants ingested (4x daily, for 10 days) orange juice first, crossing over to mineral water, while the remainder received the reverse sequence. In a second trial, volunteers wore devices with slabs of bovine and human root dentin. Except for the duration of each intraoral phase, which lasted 2 rather 10 days, the experiment with root dentin run exactly as for enamel. Dental substrates were analyzed for surface microhardness. Two-way ANOVAs (α=0.05) indicated no difference between the microhardness values recorded for human and bovine enamel (p=0.1350), but bovine root dentin had lower microhardness compared to its human counterpart (p=0.0432). While bovine enamel can reliably substitute its human counterpart in in situ dental erosion models, bovine root dentin does not seem to be a viable alternative to the corresponding human tissue.

An experimental model for the study of craniofacial deformities

PURPOSE: To develop an experimental surgical model in rats for the study of craniofacial abnormalities. METHODS: Full thickness calvarial defects with 10x10-mm and 5x8-mm dimensions were created in 40 male NIS Wistar rats, body weight ranging from 320 to 420 g. The animals were equally divided into two groups. The periosteum was removed and dura mater was left intact. Animals were killed at 8 and 16 weeks postoperatively and cranial tissue samples were taken from the defects for histological analysis. RESULTS: Cranial defects remained open even after 16 weeks postoperatively. CONCLUSION: The experimental model with 5x8-mm defects in the parietal region with the removal of the periosteum and maintenance of the integrity of the dura mater are critical and might be used for the study of cranial bone defects in craniofacial abnormalities.

Validation of the Deardorff model for estimating energy balance components for a sugarcane crop

The quantification of the available energy in the environment is important because it determines photosynthesis, evapotranspiration and, therefore, the final yield of crops. Instruments for measuring the energy balance are costly and indirect estimation alternatives are desirable. This study assessed the Deardorff's model performance during a cycle of a sugarcane crop in Piracicaba, State of São Paulo, Brazil, in comparison to the aerodynamic method. This mechanistic model simulates the energy fluxes (sensible, latent heat and net radiation) at three levels (atmosphere, canopy and soil) using only air temperature, relative humidity and wind speed measured at a reference level above the canopy, crop leaf area index, and some pre-calibrated parameters (canopy albedo, soil emissivity, atmospheric transmissivity and hydrological characteristics of the soil). The analysis was made for different time scales, insolation conditions and seasons (spring, summer and autumn). Analyzing all data of 15 minute intervals, the model presented good performance for net radiation simulation in different insolations and seasons. The latent heat flux in the atmosphere and the sensible heat flux in the atmosphere did not present differences in comparison to data from the aerodynamic method during the autumn. The sensible heat flux in the soil was poorly simulated by the model due to the poor performance of the soil water balance method. The Deardorff's model improved in general the flux simulations in comparison to the aerodynamic method when more insolation was available in the environment.

Study of the equatorial Atlantic Ocean mixing layer using a one-dimensional turbulence model

The General Ocean Turbulence Model (GOTM) is applied to the diagnostic turbulence field of the mixing layer (ML) over the equatorial region of the Atlantic Ocean. Two situations were investigated: rainy and dry seasons, defined, respectively, by the presence of the intertropical convergence zone and by its northward displacement. Simulations were carried out using data from a PIRATA buoy located on the equator at 23º W to compute surface turbulent fluxes and from the NASA/GEWEX Surface Radiation Budget Project to close the surface radiation balance. A data assimilation scheme was used as a surrogate for the physical effects not present in the one-dimensional model. In the rainy season, results show that the ML is shallower due to the weaker surface stress and stronger stable stratification; the maximum ML depth reached during this season is around 15 m, with an averaged diurnal variation of 7 m depth. In the dry season, the stronger surface stress and the enhanced surface heat balance components enable higher mechanical production of turbulent kinetic energy and, at night, the buoyancy acts also enhancing turbulence in the first meters of depth, characterizing a deeper ML, reaching around 60 m and presenting an average diurnal variation of 30 m.

Immune cells and oxidative stress in the endotoxin tolerance mouse model

Sepsis is a systemic inflammatory response that can lead to tissue damage and death. In order to increase our understanding of sepsis, experimental models are needed that produce relevant immune and inflammatory responses during a septic event. We describe a lipopolysaccharide tolerance mouse model to characterize the cellular and molecular alterations of immune cells during sepsis. The model presents a typical lipopolysaccharide tolerance pattern in which tolerance is related to decreased production and secretion of cytokines after a subsequent exposure to a lethal dose of lipopolysaccharide. The initial lipopolysaccharide exposure also altered the expression patterns of cytokines and was followed by an 8- and a 1.5-fold increase in the T helper 1 and 2 cell subpopulations. Behavioral data indicate a decrease in spontaneous activity and an increase in body temperature following exposure to lipopolysaccharide. In contrast, tolerant animals maintained production of reactive oxygen species and nitric oxide when terminally challenged by cecal ligation and puncture (CLP). Survival study after CLP showed protection in tolerant compared to naive animals. Spleen mass increased in tolerant animals followed by increases of B lymphocytes and subpopulation Th1 cells. An increase in the number of stem cells was found in spleen and bone marrow. We also showed that administration of spleen or bone marrow cells from tolerant to naive animals transfers the acquired resistance status. In conclusion, lipopolysaccharide tolerance is a natural reprogramming of the immune system that increases the number of immune cells, particularly T helper 1 cells, and does not reduce oxidative stress.

Cardioprotective effect of ornitho-kinin in an anesthetized, open-chest chicken model of acute coronary occlusion

The generation of bradykinin (BK; Arg-Pro-Pro-Gly-Phe-Ser-Pro-Phe-Arg) in blood and kallidin (Lys-BK) in tissues by the action of the kallikrein-kinin system has received little attention in non-mammalian vertebrates. In mammals, kallidin can be generated by the coronary endothelium and myocytes in response to ischemia, mediating cardioprotective events. The plasma of birds lacks two key components of the kallikrein-kinin system: the low molecular weight kininogen and a prekallikrein activator analogous to mammalian factor XII, but treatment with bovine plasma kallikrein generates ornitho-kinin [Thr6,Leu8]-BK. The possible cardioprotective effect of ornitho-kinin infusion was investigated in an anesthetized, open-chest chicken model of acute coronary occlusion. A branch of the left main coronary artery was reversibly ligated to produce ischemia followed by reperfusion, after which the degree of myocardial necrosis (infarct size as a percent of area at risk) was assessed by tetrazolium staining. The iv injection of a low dose of ornitho-kinin (4 µg/kg) reduced mean arterial pressure from 88 ± 12 to 42 ± 7 mmHg and increased heart rate from 335 ± 38 to 402 ± 45 bpm (N = 5). The size of the infarct was reduced by pretreatment with ornitho-kinin (500 µg/kg infused over a period of 5 min) from 35 ± 3 to 10 ± 2% of the area at risk. These results suggest that the physiological role of the kallikrein-kinin system is preserved in this animal model in spite of the absence of two key components, i.e., low molecular weight kininogen and factor XII.

Richards growth model and viability indicators for populations subject to interventions

In this work we study the problem of modeling identification of a population employing a discrete dynamic model based on the Richards growth model. The population is subjected to interventions due to consumption, such as hunting or farming animals. The model identification allows us to estimate the probability or the average time for a population number to reach a certain level. The parameter inference for these models are obtained with the use of the likelihood profile technique as developed in this paper. The identification method here developed can be applied to evaluate the productivity of animal husbandry or to evaluate the risk of extinction of autochthon populations. It is applied to data of the Brazilian beef cattle herd population, and the the population number to reach a certain goal level is investigated.