Volatility smile extrapolation with an artificial neural network

I use a multi-layer feedforward perceptron, with backpropagation learning implemented via stochastic gradient descent, to extrapolate the volatility smile of Euribor derivatives over low-strikes by training the network on parametric prices.

On-farm animal welfare assessment in dairy cattle: improved lameness detection

Estudi realitzat a partir d’una estada a la University of British Columbia, Canada, entre 2010 i 2012. Primerament es va desenvolupar una escala per mesurar coixeses (amb valors de l’1 al 5). Aquesta escala es va utilitzar per estudiar l’associació entre factors de risc a nivell de granja (disseny de le instal.lacions i maneig) i la prevalencia de coixeses a Nord America. Les dades es van recollir en un total de 40 granges al Nord Est dels E.E.U.U (NE) i 39 a California (CA) . Totes les vaques del group mes productiu es van categoritzar segons la severitat de les coixeses: sanes, coixes i severament coixes. La prevalencia de coixeses en general fou del 55 % a NE i del 31% a CA. La prevalencia de coixeses severes fou del 8% a NE i del 4% a Ca. A NE, les coixeses en general increntaren amb la presencia de serradura als llits i disminuiren en granjes grans, amb major quantitat de llit i acces a pastura. Les coixeses mes severes incrementaren amb la falta d’higiene als llit i amb la presencia de serradura als llits, i disminuiren amb la quantitat de llit proveit, l’us de sorra als llits i amb la mida de la granja. A CA, les coixeses en general incrementaren amb la falta d’higiene al llit, i disminuiren amb la mida de la granja, la presencia de terres de goma, l’increment d’espai als cubicles , l’espai a l’abeuredor i la desinfeccio de les peulles. Les coixeses severes incrementaren amb la falta d’higiene al llit i disminuixen amb la frequencia de neteja del corral. En conclusio, canvis en el maneig i el disseny de les instal.lacions poden ajudar a disminuir la prevalencia de coixeses, tot i que les estrategies a seguir variaran segons la regio.

Entorn de programació pel robot Stäubli mitjantçant MatLab, aplicació a un sistema de recol·lecció de peces basat en visió artificial

Els objectius del projecte són: realitzar un intèrpret de comandes en VAL3 que rebi les ordres a través d’una connexió TCP/IP; realitzar una toolbox de Matlab per enviar diferents ordres mitjançant una connexió TCP/IP; adquirir i processar mitjançant Matlab imatges de la càmera en temps real i detectar la posició d’objectes artificials mitjançant la segmentació per color i dissenyar i realitzar una aplicació amb Matlab que reculli peces detectades amb la càmera. L’abast del projecte inclou: l’estudi del llenguatge de programació VAL3 i disseny de l’ intèrpret de comandes, l’estudi de les llibreries de Matlab per comunicació mitjançant TCP/IP, per l’adquisició d’imatges, pel processament d’imatges i per la programació en C; el disseny de la aplicació recol·lectora de peces i la implementació de: un intèrpret de comandes en VAL3, la toolbox pel control del robot STAUBLI en Matlab i la aplicació recol·lectora de peces mitjançant el processament d’imatges en temps real també en Matlab

On the artificial creation of the EL2 center by means of boron implantation in gallium arsenide

In the present work, an analysis of the dark and optical capacitance transients obtained from Schottky Au:GaAs barriers implanted with boron has been carried out by means of the isothermal transient spectroscopy (ITS) and differential and optical ITS techniques. Unlike deep level transient spectroscopy, the use of these techniques allows one to easily distinguish contributions to the transients different from those of the usual deep trap emission kinetics. The results obtained show the artificial creation of the EL2, EL6, and EL5 defects by the boron implantation process. Moreover, the interaction mechanism between the EL2 and other defects, which gives rise to the U band, has been analyzed. The existence of a reorganization process of the defects involved has been observed, which prevents the interaction as the temperature increases. The activation energy of this process has been found to be dependent on the temperature of the annealing treatment after implantation, with values of 0.51 and 0.26 eV for the as‐implanted and 400 °C annealed samples, respectively. The analysis of the optical data has corroborated the existence of such interactions involving all the observed defects that affect their optical parameters

Integer filling facfor phases and isospin in vertical diatomic artificial molecules

Integer filling factor phases of many-electron vertically coupled diatomic artificial quantum dot molecules are investigated for different values of the interdot coupling. The experimental results are analyzed within local-spin density functional theory for which we have determined a simple lateral confining potential law that can be scaled for the different coupling regimes, and Hartree-Fock theory. Maximum density droplets composed of electrons in both bonding and antibonding or just bonding states are revealed, and interesting isospin-flip physics appears for weak interdot coupling when the systematic depopulation of antibonding states leads to changes in isospin.

Dissociation of vertical semiconductor diatomic artificial molecules

We investigate the dissociation of few-electron circular vertical semiconductor double quantum dot artificial molecules at 0 T as a function of interdot distance. A slight mismatch introduced in the fabrication of the artificial molecules from nominally identical constituent quantum wells induces localization by offsetting the energy levels in the quantum dots by up to 2 meV, and this plays a crucial role in the appearance of the addition energy spectra as a function of coupling strength particularly in the weak coupling limit.

Magnetoresistance at artificial interfaces in the itinerant SrRuO3 ferromagnet

The magnetoresistance across interfaces in the itinerant ferromagnetic oxide SrRuO3 have been studied. To define appropriately the interfaces, epitaxial thin films have been grown on bicrystalline and laser-patterned SrTiO3 substrates. Comparison is made with results obtained on similar experiments using the double-exchange ferromagnetic oxide La2/3Sr1/3MnO3. It is found that in SrRuO3, interfaces induce a substantial negative magnetoresistance, although no traces of the low-field spin tunneling magnetoresistance are found. We discuss these results on the basis of the distinct degree of spin polarization in ruthenates and manganites and the different nature of the surface magnetic layer formed at interfaces.

Enhanced polyhydroxyalkanoates accumulation by Halomonas spp. in artificial biofilms of alginate beads.

Microbial mats are complex but stable, multi-layered and multi-functional biofilms, which are the most frequent bacterial formations in nature. The functional strategies and physiological versatility of the bacterial populations growing in microbial mats allow bacteria to resist changing conditions within their environment. One of these strategies is the accumulation of carbon- and energy-rich polymers that permit the recovery of metabolic activities when favorable conditions are restored. In the present study, we systematically screened microbial mats for bacteria able to accumulate large amounts of the ester carbon polymers polyhydroxyalkanoates (PHA). Several of these strains were isolated from Ebro Delta microbial mats and their ability to accumulate PHA up to 40-60 % of their dry weight was confirmed. According to two identification approaches (16S rRNA and ropD genes), these strains were identified as Halomonas alkaliphila (MAT-7, -13, -16), H. neptunia (MAT-17), and H. venusta (MAT-28). To determine the mode of growth yielding maximum PHA accumulation, these three different species were cultured in an artificial biofilm in which the cells were immobilized on alginate beads. PHA accumulation by cells that had detached from the biofilm was compared with that of their planktonic counterparts. Experiments in different culture media showed that PHA accumulation, measured as the relative fluorescence intensity after 48 h of incubation at 30 °C, was higher in immobilized than in planktonic cells, with the exception of cells growing in 5 % NaCl, in which PHA accumulation was drastically lower in both. Therefore, for obtaining high PHA concentrations, the use of immobilized cells may be a good alternative to the PHA accumulation by bacteria growing in the classical, planktonic mode. From the ecological point of view, increased PHA accumulation in detached cells from biofilms would be a natural strategy to improve bacterial dispersion capacity and, consequently, to increase survival in stressed environments.

Enhanced polyhydroxyalkanoates accumulation by Halomonas spp. in artificial biofilms of alginate beads.

Microbial mats are complex but stable, multi-layered and multi-functional biofilms, which are the most frequent bacterial formations in nature. The functional strategies and physiological versatility of the bacterial populations growing in microbial mats allow bacteria to resist changing conditions within their environment. One of these strategies is the accumulation of carbon- and energy-rich polymers that permit the recovery of metabolic activities when favorable conditions are restored. In the present study, we systematically screened microbial mats for bacteria able to accumulate large amounts of the ester carbon polymers polyhydroxyalkanoates (PHA). Several of these strains were isolated from Ebro Delta microbial mats and their ability to accumulate PHA up to 40-60 % of their dry weight was confirmed. According to two identification approaches (16S rRNA and ropD genes), these strains were identified as Halomonas alkaliphila (MAT-7, -13, -16), H. neptunia (MAT-17), and H. venusta (MAT-28). To determine the mode of growth yielding maximum PHA accumulation, these three different species were cultured in an artificial biofilm in which the cells were immobilized on alginate beads. PHA accumulation by cells that had detached from the biofilm was compared with that of their planktonic counterparts. Experiments in different culture media showed that PHA accumulation, measured as the relative fluorescence intensity after 48 h of incubation at 30 °C, was higher in immobilized than in planktonic cells, with the exception of cells growing in 5 % NaCl, in which PHA accumulation was drastically lower in both. Therefore, for obtaining high PHA concentrations, the use of immobilized cells may be a good alternative to the PHA accumulation by bacteria growing in the classical, planktonic mode. From the ecological point of view, increased PHA accumulation in detached cells from biofilms would be a natural strategy to improve bacterial dispersion capacity and, consequently, to increase survival in stressed environments.

Enhanced polyhydroxyalkanoates accumulation by Halomonas spp. in artificial biofilms of alginate beads.

Microbial mats are complex but stable, multi-layered and multi-functional biofilms, which are the most frequent bacterial formations in nature. The functional strategies and physiological versatility of the bacterial populations growing in microbial mats allow bacteria to resist changing conditions within their environment. One of these strategies is the accumulation of carbon- and energy-rich polymers that permit the recovery of metabolic activities when favorable conditions are restored. In the present study, we systematically screened microbial mats for bacteria able to accumulate large amounts of the ester carbon polymers polyhydroxyalkanoates (PHA). Several of these strains were isolated from Ebro Delta microbial mats and their ability to accumulate PHA up to 40-60 % of their dry weight was confirmed. According to two identification approaches (16S rRNA and ropD genes), these strains were identified as Halomonas alkaliphila (MAT-7, -13, -16), H. neptunia (MAT-17), and H. venusta (MAT-28). To determine the mode of growth yielding maximum PHA accumulation, these three different species were cultured in an artificial biofilm in which the cells were immobilized on alginate beads. PHA accumulation by cells that had detached from the biofilm was compared with that of their planktonic counterparts. Experiments in different culture media showed that PHA accumulation, measured as the relative fluorescence intensity after 48 h of incubation at 30 °C, was higher in immobilized than in planktonic cells, with the exception of cells growing in 5 % NaCl, in which PHA accumulation was drastically lower in both. Therefore, for obtaining high PHA concentrations, the use of immobilized cells may be a good alternative to the PHA accumulation by bacteria growing in the classical, planktonic mode. From the ecological point of view, increased PHA accumulation in detached cells from biofilms would be a natural strategy to improve bacterial dispersion capacity and, consequently, to increase survival in stressed environments.

Mecánica de la succión: comparación entre la lactancia artificial y la lactancia materna

Introducción: Hay poco conocimiento sobre la similitud de la mecánica entre la lactancia materna y la artificial. Evaluamos la mecánica de la succión en neonatos con lactancia materna exclusiva, lactancia artificial exclusiva y lactancia mixta. Nuestra hipótesis fue que el patrón fisiológico de los movimientos de succión varía según el tipo de alimentación. Según esta hipótesis, los niños con lactancia materna exclusiva realizan unos movimientos al mamar distintos a los de la succión de una tetina, realizados por niños con lactancia artificial. Los niños con lactancia mixta mezclan ambos tipos de movimientos de succión. Métodos: Estudio transversal de neonatos de 21-28 días de edad con lactancia materna o artificial exclusiva (124 parejas madre-hijo), y ensayo de campo, abierto, cruzado y aleatorizado, realizado en neonatos de 21-28 días (110 parejas madre-hijo) y en lactantes de 3-5 meses de edad (125 parejas madre-hijo) con lactancia mixta. Las variables principales fueron los movimientos de succión y las pausas. Resultados: Los neonatos de 21-28 días de edad alimentados con lactancia artificial exclusiva mostraron un menor número de movimientos de succión y el mismo número de pausas, pero de mayor duración, que los neonatos con lactancia materna exclusiva. Entre los niños que recibieron lactancia mixta, el número de movimientos de succión al recibir alimentación con biberón fue similar y las pausas menos numerosas y de menor duración respecto a lo observado al amamantar, tanto a los 21-28 días como a los 3-5 meses de edad. En este grupo de lactancia mixta, la cifra media de tomas de lactancia materna fue de 5,83 ± 1,93 a los 21-28 días de vida y de 4,42 ± 1,67 a los 3-5 meses de edad. En el análisis de equivalencia, realizado sobre los niños que recibieron lactancia mixta, el intervalo de confianza del 95% de la razón de movimientos con lactancia artificial y con lactancia materna se situó fuera del rango de equivalencia, indicó un número de movimientos de succión menor en un 5,9-8,7% al tomar el biberón, así como un menor número de pausas y una duración más breve de ellas en este mismo grupo. Conclusiones: En la lactancia mixta, la comparación entre las tomas de biberón y las de pecho se situó fuera del rango de equivalencia, aunque las diferencias fueron pequeñas. Los niños con lactancia mixta mezclan ambos tipos de movimientos (lactancia materna y lactancia artificial) durante la fase de aprendizaje y adoptan su propio patrón.

Mecánica de la succión: comparación entre la lactancia artificial y la lactancia materna

Introducción: Hay poco conocimiento sobre la similitud de la mecánica entre la lactancia materna y la artificial. Evaluamos la mecánica de la succión en neonatos con lactancia materna exclusiva, lactancia artificial exclusiva y lactancia mixta. Nuestra hipótesis fue que el patrón fisiológico de los movimientos de succión varía según el tipo de alimentación. Según esta hipótesis, los niños con lactancia materna exclusiva realizan unos movimientos al mamar distintos a los de la succión de una tetina, realizados por niños con lactancia artificial. Los niños con lactancia mixta mezclan ambos tipos de movimientos de succión. Métodos: Estudio transversal de neonatos de 21-28 días de edad con lactancia materna o artificial exclusiva (124 parejas madre-hijo), y ensayo de campo, abierto, cruzado y aleatorizado, realizado en neonatos de 21-28 días (110 parejas madre-hijo) y en lactantes de 3-5 meses de edad (125 parejas madre-hijo) con lactancia mixta. Las variables principales fueron los movimientos de succión y las pausas. Resultados: Los neonatos de 21-28 días de edad alimentados con lactancia artificial exclusiva mostraron un menor número de movimientos de succión y el mismo número de pausas, pero de mayor duración, que los neonatos con lactancia materna exclusiva. Entre los niños que recibieron lactancia mixta, el número de movimientos de succión al recibir alimentación con biberón fue similar y las pausas menos numerosas y de menor duración respecto a lo observado al amamantar, tanto a los 21-28 días como a los 3-5 meses de edad. En este grupo de lactancia mixta, la cifra media de tomas de lactancia materna fue de 5,83 ± 1,93 a los 21-28 días de vida y de 4,42 ± 1,67 a los 3-5 meses de edad. En el análisis de equivalencia, realizado sobre los niños que recibieron lactancia mixta, el intervalo de confianza del 95% de la razón de movimientos con lactancia artificial y con lactancia materna se situó fuera del rango de equivalencia, indicó un número de movimientos de succión menor en un 5,9-8,7% al tomar el biberón, así como un menor número de pausas y una duración más breve de ellas en este mismo grupo. Conclusiones: En la lactancia mixta, la comparación entre las tomas de biberón y las de pecho se situó fuera del rango de equivalencia, aunque las diferencias fueron pequeñas. Los niños con lactancia mixta mezclan ambos tipos de movimientos (lactancia materna y lactancia artificial) durante la fase de aprendizaje y adoptan su propio patrón.

Reciprocal Translocations in Cattle: frequency estimation

Chromosomal anomalies, like Robertsonian and reciprocal translocations represent a big problem in cattle breeding as their presence induces, in the carrier subjects, a well documented fertility reduction. In cattle reciprocal translocations (RCPs, a chromosome abnormality caused by an exchange of material between nonhomologous chromosomes) are considered rare as to date only 19 reciprocal translocations have been described. In cattle it is common knowledge that the Robertsonian translocations represent the most common cytogenetic anomalies, and this is probably due to the existence of the endemic 1;29 Robertsonian translocation. However, these considerations are based on data obtained using techniques that are unable to identify all reciprocal translocations and thus their frequency is clearly underestimated. The purpose of this work is to provide a first realistic estimate of the impact of RCPs in the cattle population studied, trying to eliminate the factors which have caused an underestimation of their frequency so far. We performed this work using a mathematical as well as a simulation approach and, as biological data, we considered the cytogenetic results obtained in the last 15 years. The results obtained show that only 16% of reciprocal translocations can be detected using simple Giemsa techniques and consequently they could be present in no less than 0,14% of cattle subjects, a frequency five times higher than that shown by de novo Robertsonian translocations. This data is useful to open a debate about the need to introduce a more efficient method to identify RCP in cattle.