Long-term memory in financial prices: evidence from the Dutch stock market returns

Prepared for presentation at the Portuguese Finance Network International Conference 2014, Vilamoura, Portugal, June 18-20

Study of behavioural and neural bases of visuo-spatial working memory with an fMRI paradigm based on an n-back task

The goal of this study was to propose a new functional magnetic resonance imaging (fMRI) paradigm using a language-free adaptation of a 2-back working memory task to avoid cultural and educational bias. We additionally provide an index of the validity of the proposed paradigm and test whether the experimental task discriminates the behavioural performances of healthy participants from those of individuals with working memory deficits. Ten healthy participants and nine patients presenting working memory (WM) deficits due to acquired brain injury (ABI) performed the developed task. To inspect whether the paradigm activates brain areas typically involved in visual working memory (VWM), brain activation of the healthy participants was assessed with fMRIs. To examine the task's capacity to discriminate behavioural data, performances of the healthy participants in the task were compared with those of ABI patients. Data were analysed with GLM-based random effects procedures and t-tests. We found an increase of the BOLD signal in the specialized areas of VWM. Concerning behavioural performances, healthy participants showed the predicted pattern of more hits, less omissions and a tendency for fewer false alarms, more self-corrected responses, and faster reaction times, when compared with subjects presenting WM impairments. The results suggest that this task activates brain areas involved in VWM and discriminates behavioural performances of clinical and non-clinical groups. It can thus be used as a research methodology for behavioural and neuroimaging studies of VWM in block-design paradigms.

A framework for memory contention analysis in multi-core platforms

The last decade has witnessed a major shift towards the deployment of embedded applications on multi-core platforms. However, real-time applications have not been able to fully benefit from this transition, as the computational gains offered by multi-cores are often offset by performance degradation due to shared resources, such as main memory. To efficiently use multi-core platforms for real-time systems, it is hence essential to tightly bound the interference when accessing shared resources. Although there has been much recent work in this area, a remaining key problem is to address the diversity of memory arbiters in the analysis to make it applicable to a wide range of systems. This work handles diverse arbiters by proposing a general framework to compute the maximum interference caused by the shared memory bus and its impact on the execution time of the tasks running on the cores, considering different bus arbiters. Our novel approach clearly demarcates the arbiter-dependent and independent stages in the analysis of these upper bounds. The arbiter-dependent phase takes the arbiter and the task memory-traffic pattern as inputs and produces a model of the availability of the bus to a given task. Then, based on the availability of the bus, the arbiter-independent phase determines the worst-case request-release scenario that maximizes the interference experienced by the tasks due to the contention for the bus. We show that the framework addresses the diversity problem by applying it to a memory bus shared by a fixed-priority arbiter, a time-division multiplexing (TDM) arbiter, and an unspecified work-conserving arbiter using applications from the MediaBench test suite. We also experimentally evaluate the quality of the analysis by comparison with a state-of-the-art TDM analysis approach and consistently showing a considerable reduction in maximum interference.

Mode-Controlled Data-Flow Modeling of Real-Time Memory Controllers

Accepted in 13th IEEE Symposium on Embedded Systems for Real-Time Multimedia (ESTIMedia 2015), Amsterdam, Netherlands.

Protein-responsive polymers for point-of-care detection of cardiac biomarker

This work describes a novel use for the polymeric film, poly(o-aminophenol) (PAP) that was made responsive to a specific protein. This was achieved through templated electropolymerization of aminophenol (AP) in the presence of protein. The procedure involved adsorbing protein on the electrode surface and thereafter electroploymerizing the aminophenol. Proteins embedded at the outer surface of the polymeric film were digested by proteinase K and then washed away thereby creating vacant sites. The capacity of the template film to specifically rebind protein was tested with myoglobin (Myo), a cardiac biomarker for ischemia. The films acted as biomimetic artificial antibodies and were produced on a gold (Au) screen printed electrode (SPE), as a step towards disposable sensors to enable point-of-care applications. Raman spectroscopy was used to follow the surface modification of the Au-SPE. The ability of the material to rebind Myo was measured by electrochemical techniques, namely electrochemical impedance spectroscopy (EIS) and square wave voltammetry (SWV). The devices displayed linear responses to Myo in EIS and SWV assays down to 4.0 and 3.5 μg/mL, respectively, with detection limits of 1.5 and 0.8 μg/mL. Good selectivity was observed in the presence of troponin T (TnT) and creatine kinase (CKMB) in SWV assays, and accurate results were obtained in applications to spiked serum. The sensor described in this work is a potential tool for screening Myo in point-of-care due to the simplicity of fabrication, disposability, short time response, low cost, good sensitivity and selectivity.

Label-free Detection of Microcystin-LR in Waters Using Real-Time Potentiometric Biosensors Based on Single-Walled Carbon Nanotubes Imprinted Polymers

Microcystin-LR (MC-LR) is a dangerous toxin found in environmental waters, quantified by high performance liquid chromatography and/or enzyme-linked immunosorbent assays. Quick, low cost and on-site analysis is thus required to ensure human safety and wide screening programs. This work proposes label-free potentiometric sensors made of solid-contact electrodes coated with a surface imprinted polymer on the surface of Multi-Walled Carbon NanoTubes (CNTs) incorporated in a polyvinyl chloride membrane. The imprinting effect was checked by using non-imprinted materials. The MC-LR sensitive sensors were evaluated, characterized and applied successfully in spiked environmental waters. The presented method offered the advantages of low cost, portability, easy operation and suitability for adaptation to flow methods.

Determination of Microcystin-LR in waters in the subnanomolar range by sol–gel imprinted polymers on solid contact electrodes

The present work reports new sensors for the direct determination of Microcystin-LR (MC-LR) in environmental waters. Both selective membrane and solid contact were optimized to ensure suitable analytical features in potentiometric transduction. The sensing layer consisted of Imprinted Sol–Gel (ISG) materials capable of establishing surface interactions with MC-LR. Non-Imprinted Sol–Gel (NISG) membranes were used as negative control. The effects of an ionic lipophilic additive, time of sol–gel polymerization, time of extraction of MC-LR from the sensitive layer, and pH were also studied. The solid contact was made of carbon, aluminium, titanium, copper or nickel/chromium alloys (80 : 20 or 90 : 10). The best ISG sensor had a carbon solid contact and displayed average slopes of 211.3 mV per decade, with detection limits of 7.3 1010 M, corresponding to 0.75 mg L1 . It showed linear responses in the range of 7.7 1010 to 1.9 109 M of MC-LR (corresponding to 0.77–2.00 mg L1 ), thus including the limiting value for MC-LR in waters (1.0 mg L1 ). The potentiometric-selectivity coefficients were assessed by the matched potential method for ionic species regularly found in waters up to their limiting levels. Chloride (Cl) showed limited interference while aluminium (Al3+), ammonium (NH4 + ), magnesium (Mg2+), manganese (Mn2+), sodium (Na+ ), and sulfate (SO4 2) were unable to cause the required potential change. Spiked solutions were tested with the proposed sensor. The relative errors and standard deviation obtained confirmed the accuracy and precision of the method. It also offered the advantages of low cost, portability, easy operation and suitability for adaptation to flow methods.

Biomimetic sensors of molecularly-imprinted polymers for chlorpromazine determination

A new man-tailored biomimetic sensor for Chlorpromazine host-guest interactions and potentiometric transduction is presented. The artificial host was imprinted within methacrylic acid, 2-vinyl pyridine and 2-acrylamido-2-methyl-1-propanesulfonic acid based polymers. Molecularly imprinted particles were dispersed in 2-nitrophenyloctyl ether and entrapped in a poly(vinyl chloride) matrix. Slopes and detection limits ranged 51–67 mV/decade and 0.46–3.9 μg/mL, respectively, in steady state conditions. Sensors were independent from the pH of test solutions within 2.0–5.5. Good selectivity was observed towards oxytetracycline, doxytetracycline, ciprofloxacin, enrofloxacin, nalidixic acid, sulfadiazine, trimethoprim, glycine, hydroxylamine, cysteine and creatinine. Analytical features in flowing media were evaluated on a double-channel manifold, with a carrier solution of 5.0 × 10−2 mol/L phosphate buffer. Near-Nernstian response was observed over the concentration range 1.0 × 10−4 to 1.0 × 10−2 mol/L. Average slopes were about 48 mV/decade. The sensors were successfully applied to field monitoring of CPZ in fish samples, offering the advantages of simplicity, accuracy, automation feasibility and applicability to complex samples.

Trimethoprim-selective electrodes with molecularly imprinted polymers acting as ionophores and potentiometric transduction on graphite solid-contact

This work proposes a new biomimetic sensor material for trimethoprim. It is prepared by means of radical polymerization, having trimethylolpropane trimethacrylate as cross-linker, benzoyl peroxide as radicalar iniciator, chloroform as porogenic solvent, and methacrylic acid and 2-vinyl pyridine as monomers. Different percentages of sensor in a range between 1 and 6% were studied. Their behavior was compared to that obtained with ion-exchanger quaternary ammonium salt (additive tetrakis(p-chlorophenyl)borate or tetraphenylborate). The effect of an anionic additive in the sensing membrane was also tested. Trimethoprim sensors with 1% of imprinted particles from methacrylic acid monomers showed the best response in terms of slope (59.7 mV/decade) and detection limit (4.01 × 10− 7 mol/L). These electrodes displayed also a good selectivity towards nickel, manganese aluminium, ammonium, lead, potassium, sodium, iron, chromium, sulfadiazine, alanine, cysteine, tryptophan, valine and glycine. The sensors were not affected by pH changes from 2 to 6. They were successfully applied to the analysis of water from aquaculture.

New sensing materials of molecularly-imprinted polymers for the selective recognition of Chlortetracycline

As a result of the stressful conditions in aquaculture facilities there is a high risk of bacterial infections among cultured fish. Chlortetracycline (CTC) is one of the antimicrobials used to solve this problem. It is a broad spectrum antibacterial active against a wide range of Gram-positive and Gram-negative bacteria. Numerous analytical methods for screening, identifying, and quantifying CTC in animal products have been developed over the years. An alternative and advantageous method should rely on expeditious and efficient procedures providing highly specific and sensitive measurements in food samples. Ion-selective electrodes (ISEs) could meet these criteria. The only ISE reported in literature for this purpose used traditional electro-active materials. A selectivity enhancement could however be achieved after improving the analyte recognition by molecularly imprinted polymers (MIPs). Several MIP particles were synthesized and used as electro-active materials. ISEs based in methacrylic acid monomers showed the best analytical performance according to slope (62.5 and 68.6 mV/decade) and detection limit (4.1 × 10−5 and 5.5 × 10−5 mol L−1). The electrodes displayed good selectivity. The ISEs are not affected by pH changes ranging from 2.5 to 13. The sensors were successfully applied to the analysis of serum, urine and fish samples.

The Persistence of Memory

This paper analyzes several natural and man-made complex phenomena in the perspective of dynamical systems. Such phenomena are often characterized by the absence of a characteristic length-scale, long range correlations and persistent memory, which are features also associated to fractional order systems. For each system, the output, interpreted as a manifestation of the system dynamics, is analyzed by means of the Fourier transform. The amplitude spectrum is approximated by a power law function and the parameters are interpreted as an underlying signature of the system dynamics. The complex systems under analysis are then compared in a global perspective in order to unveil and visualize hidden relationships among them.

Non-preemptive and SRP-based fullypreemptive scheduling of real-time Software Transactional Memory

Recent embedded processor architectures containing multiple heterogeneous cores and non-coherent caches renewed attention to the use of Software Transactional Memory (STM) as a building block for developing parallel applications. STM promises to ease concurrent and parallel software development, but relies on the possibility of abort conflicting transactions to maintain data consistency, which in turns affects the execution time of tasks carrying transactions. Because of this fact the timing behaviour of the task set may not be predictable, thus it is crucial to limit the execution time overheads resulting from aborts. In this paper we formalise a FIFO-based algorithm to order the sequence of commits of concurrent transactions. Then, we propose and evaluate two non-preemptive and one SRP-based fully-preemptive scheduling strategies, in order to avoid transaction starvation.