On the asymptotic expansion of the colored Jones polynomial for torus knots

In the asymptotic expansion of the hyperbolic specification of the colored Jones polynomial of torus knots, we identify different geometric contributions, in particular Chern-Simons invariant and Reidemeister torsion.

Dynamic properties of Lennard Jones fluids and liquid metals

The dependence of the dynamic properties of liquid metals and Lennard-Jones fluids on the characteristics of the interaction potentials is analyzed. Molecular-dynamics simulations of liquids in analogous conditions but assuming that their particles interact either through a Lennard-Jones or a liquid-metal potential were carried out. The Lennard-Jones potentials were chosen so that both the effective size of the particles and the depth of the potential well were very close to those of the liquid-metal potentials. In order to investigate the extent to which the dynamic properties of liquids depend on the short-range attractive interactions as well as on the softness of the potential cores, molecular-dynamics simulations of the same systems but assuming purely repulsive interactions with the same potential cores were also performed. The study includes both singleparticle dynamic properties, such as the velocity autocorrelation functions, and collective dynamic properties, such as the intermediate scattering funcfunctions, and collective dynamic properties, such as the intermediate scattering functions, the dynamic structure factors, the longitudinal and transverse current correlations, and the transport coefficients.

Equilibrium points and central configurations for the Lennard-Jones 2-and 3-body problems

Abstract. In this paper we study the relative equilibria and their stability for a system of three point particles moving under the action of a Lennard{Jones potential. A central con guration is a special position of the particles where the position and acceleration vectors of each particle are proportional, and the constant of proportionality is the same for all particles. Since the Lennard{Jones potential depends only on the mutual distances among the particles, it is invariant under rotations. In a rotating frame the orbits coming from central con gurations become equilibrium points, the relative equilibria. Due to the form of the potential, the relative equilibria depend on the size of the system, that is, depend strongly of the momentum of inertia I. In this work we characterize the relative equilibria, we nd the bifurcation values of I for which the number of relative equilibria is changing, we also analyze the stability of the relative equilibria.

Estratègies per a l'increment del Russeting en pera Conference

La qualitat del fruit és un concepte multidisciplinari i complex de determinar amb claredat i precisió degut a que intervenen factors lligats a la varietat, al mercat, al consumidor final o factors de seguretat agroalimentària. En el cas de poma Golden, la fruita de primera categoria està definida per criteris com calibre de més de 70 mm i sense russeting, malgrat això hi ha mercats del nord d’Espanya que aprecien més la presencia de russeting. Un altre exemple seria el cas de préssec o nectarina, es considera com a criteri de qualitat la coloració homogènia i vermella-fosca, però al mercat nacional s’aprecien els calibres grans, mentre que certs mercats europeus prefereixen els calibres més petits. En el cas de pera Conference hi ha una sèrie de criteris que la seva importància ve condicionada pel mercat o pel consumidor, com són el calibre, la forma, el color de la pell o el russeting. De tots aquests factors, probablement la presencia de russeting sigui un dels criteris que està més estès en la majoria dels mercats o consumidors que coneixen la pera Conference, la qual cosa implica la necessitat de produir Conference amb russeting. Des del punt de vista comercial el russeting presenta una altre avantatge com es una major rusticitat de la pell, la qual cosa redueix els problemes de manipulació i les pèrdues degudes a l’escaldat que apareix quan la fruita està a l’expositor dels supermercats. El russeting és una alteració de l’epidermis dels fruits, degut a la cicatrització de petites lesions que es produeixen a les primeres etapes de la formació dels fruits. L’aparició s’afavoreix per humitats altes i temperatures baixes durant les primeres setmanes posteriors a la floració. Els anys que no es donen aquestes condicions es fa necessari realitzar tractaments amb productes que afavoreixen l’aparició del russeting. L’objectiu d’aquest estudi es determinar quines son els productes i el calendari d’aplicació més eficaces per afavorir l’aparició de russeting en pera Conference, així com el seu efecte sobre els paràmetres productius.

La pera Abate Fetel: Importància, característiques i solucions tècniques al problema del quallat

El conreu del perer a Europa es caracteritza pel fet que els principals països productors aglutinen la major part de la producció d’una varietat, per exemple, el 90% de Blanquilla es produeix a Espanya, el 50% de Llimonera a França, el 100% de Rocha a Portugal i el 99% d’Abate Fetel a Itàlia. Aquesta preponderància varietal per països solament presenta una excepció; es tracta de Conference. Aquesta varietat era conreada fonamentalment a Holanda i Bèlgica, però actualment el 29% es produeix a Espanya, seguida de Bèlgica amb un 24% i Holanda i Itàlia amb un 20% cadascun. En el cas d’Espanya, Conference es va començar a introduir a finals dels anys 70, i en menys de 30 anys s’ha convertit en el major productor de pera Conference. Aquesta situació guarda un cert paral·lelisme amb la conjuntura actual d’Abate Fetel. Itàlia és el principal productor, els preus de liquidació són bastant favorables i és una varietat poc coneguda. En el cas del perer, és important remarcar la manca de noves varietats, en part degut als pocs programes de millora, la qual cosa fa que hi hagi poques alternatives per omplir el període de collita, això fa que Abate Fetel pugui ser una opció interessant també per la seva època de recol·lecció. Actualment les plantacions d’Abate Fetel a casa nostra, tret d’algunes experiències amb èxit, en general presenten dos problemes agronòmics claus. Per un costat, una entrada en producció lenta i per l’altre, baix rendiment productiu, ambdós problemes deguts a una falta de quallat dels fruits. A més, els arbres són vigorosos i molt sensibles a clorosi fèrrica. Tots aquestos elements fan que Abate Fetel sigui per una part problemàtica des del punt de vista agronòmic, però al mateix temps molt interessant des de una vessant econòmica pels elevats preus de liquidació, i més encara en l’espècie perer per la que pràcticament no hi ha innovació varietal. Des de fa 4 anys a les Estacions Experimentals de l’IRTA a Lleida i Mas Badia s’han dut a terme una sèrie de experiments per abordar els problemes d’entrada en producció lenta i rendiments productius baixos, estudiant l’efecte de l’aplicació de fitohormones i del tipus d’esporga. L’objectiu general és posar a punt les tècniques de cultiu per tal de que Abate Fetel sigui una varietat alternativa a les nostres zones de producció.

Eigen Faces: Detecció, Classificació/Reconeixement de cares

En aquest projecte es pretén utilitzar mètodes coneguts com ara Viola&Jones (detecció) i EigenFaces (reconeixement) per a detectar i reconèixer cares dintre d’imatges de vídeo. Per a aconseguir aquesta tasca cal partir d’un conjunt de dades d’entrenament per a cada un dels mètodes (base de dades formada per imatges i anotacions manuals). A partir d’aquí, l’aplicació, ha de ser capaç de detectar cares en noves imatges i reconèixer-les (identificar de quina cara es tracta)

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

Bradykinin, but not muscarinic, inhibition of M-current in rat sympathetic ganglion neurons involves phospholipase C-β4

Rat superior cervical ganglion (SCG) neurons express low-threshold noninactivating M-type potassium channels (I-K(M)), which can be inhibited by activation of M-1 muscarinic receptors (M-1 mAChR) and bradykinin (BK) B-2 receptors. Inhibition by the M1 mAChR agonist oxotremorine methiodide (Oxo-M) is mediated, at least in part, by the pertussis toxin-insensitive G-protein G alpha (q) (Caulfield et al., 1994; Haley et al., 1998a), whereas BK inhibition involves G alpha (q) and/or G alpha (11) (Jones et al., 1995). G alpha (q) and G alpha (11) can stimulate phospholipase C-beta (PLC-beta), raising the possibility that PLC is involved in I-K(M) inhibition by Oxo-M and BK. RT-PCR and antibody staining confirmed the presence of PLC-beta1, - beta2, - beta3, and - beta4 in rat SCG. We have tested the role of two PLC isoforms (PLC-beta1 and PLC-beta4) using antisense-expression constructs. Antisense constructs, consisting of the cytomegalovirus promoter driving antisense cRNA corresponding to the 3'-untranslated regions of PLC-beta1 and PLC-beta4, were injected into the nucleus of dissociated SCG neurons. Injected cells showed reduced antibody staining for the relevant PLC-beta isoform when compared to uninjected cells 48 hr later. BK inhibition of I-K(M) was significantly reduced 48 hr after injection of the PLC-beta4, but not the PLC-beta1, antisense-encoding plasmid. Neither PLC-beta antisense altered M-1 mAChR inhibition by Oxo-M. These data support the conclusion of Cruzblanca et al. (1998) that BK, but not M-1 mAChR, inhibition of I-K(M) involves PLC and extends this finding by indicating that PLC-beta4 is involved.

Strategic Delegations in Monetary Unions

In monetary unions, monetary policy is typically made by delegates of the member countries. This procedure raises the possibility of strategic delegation - that countries may choose the types of delegates to influence outcomes in their favor. We show that without commitment in monetary policy, strategic delegation arises if and only if three conditions are met: shocks affecting individual countries are not perfectly correlated, risk-sharing across countries is imperfect, and the Phillips Curve is nonlinear. Moreover, inflation rates are inefficiently high. We argue that ways of solving the commitment problem, including the emphasis on price stability in the agreements constituting the European Union are especially valuable when strategic delegation is a problem.

Strategic delegation in monetary unions

In monetary unions, monetary policy is typically made by delegates of the member countries. This procedure raises the possibility of strategic delegation - that countries may choose the types of delegates to influence outcomes in their favor. We show that without commitment in monetary policy, strategic delegation arises if and only if three conditions are met: shocks affecting individual countries are not perfectly correlated, risk-sharing across countries is imperfect, and the Phillips Curve is nonlinear. Moreover, inflation rates are inefficiently high. We argue that ways of solving the commitment problem, including the emphasis on price stability in the agreements constituting the European Union are especially valuable when strategic delegation is a problem.

Allowing for heterogeneity in the decomposition of measures of inequality in health

This paper shows how recently developed regression-based methods for the decomposition ofhealth inequality can be extended to incorporate heterogeneity in the responses of health to the explanatory variables. We illustrate our method with an application to the GHQ measure of psychological well-being taken from the British Household Panel Survey. The results suggest that there is an important degree of heterogeneity in the association of health to explanatory variables across birth cohorts and genders which, in turn, accounts for a substantial percentage of the inequality in observed health.

Measurement and explanation of socioeconomic inequality in health with longitudinal data

This paper presents a method for the measurement of changes in health inequality and income-related health inequality over time in a population.For pure health inequality (as measured by the Gini coefficient) andincome-related health inequality (as measured by the concentration index),we show how measures derived from longitudinal data can be related tocross section Gini and concentration indices that have been typicallyreported in the literature to date, along with measures of health mobilityinspired by the literature on income mobility. We also show how thesemeasures of mobility can be usefully decomposed into the contributions ofdifferent covariates. We apply these methods to investigate the degree ofincome-related mobility in the GHQ measure of psychological well-being inthe first nine waves of the British Household Panel Survey (BHPS). Thisreveals that dynamics increase the absolute value of the concentrationindex of GHQ on income by 10%.

The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression

This paper shows how recently developed regression-based methods for thedecomposition of health inequality can be extended to incorporateindividual heterogeneity in the responses of health to the explanatoryvariables. We illustrate our method with an application to the CanadianNPHS of 1994. Our strategy for the estimation of heterogeneous responsesis based on the quantile regression model. The results suggest that thereis an important degree of heterogeneity in the association of health toexplanatory variables which, in turn, accounts for a substantial percentageof inequality in observed health. A particularly interesting finding isthat the marginal response of health to income is zero for healthyindividuals but positive and significant for unhealthy individuals. Theheterogeneity in the income response reduces both overall health inequalityand income related health inequality.

Tax reforms and inequality: theoretical and empirical implications

In this paper we examine the effect of tax policy on the relationship between inequality and growth in a two-sector non-scale model. With non-scale models, the longrun equilibrium growth rate is determined by technological parameters and it is independent of macroeconomic policy instruments. However, this fact does not imply that fiscal policy is unimportant for long-run economic performance. It indeed has important effects on the different levels of key economic variables such as per capita stock of capital and output. Hence, although the economy grows at the same rate across steady states, the bases for economic growth may be different.The model has three essential features. First, we explicitly model skill accumulation, second, we introduce government finance into the production function, and we introduce an income tax to mirror the fiscal events of the 1980¿s and 1990¿s in the US. The fact that the non-scale model is associated with higher order dynamics enables it to replicate the distinctly non-linear nature of inequality in the US with relative ease. The results derived in this paper attract attention to the fact that the non-scale growth model does not only fit the US data well for the long-run (Jones, 1995b) but also that it possesses unique abilities in explaining short term fluctuations of the economy. It is shown that during transition the response of the relative simulated wage to changes in the tax code is rather non-monotonic, quite in accordance to the US inequality pattern in the 1980¿s and early 1990¿s.More specifically, we have analyzed in detail the dynamics following the simulation of an isolated tax decrease and an isolated tax increase. So, after a tax decrease the skill premium follows a lower trajectory than the one it would follow without a tax decrease. Hence we are able to reduce inequality for several periods after the fiscal shock. On the contrary, following a tax increase, the evolution of the skill premium remains above the trajectory carried on by the skill premium under a situation with no tax increase. Consequently, a tax increase would imply a higher level of inequality in the economy