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.

Bilinear models for spatio-temporal point distribution analysis: application to extrapolation of left ventricular, biventricular and whole heart cardiac dynamics

In this work we describe the usage of bilinear statistical models as a means of factoring the shape variability into two components attributed to inter-subject variation and to the intrinsic dynamics of the human heart. We show that it is feasible to reconstruct the shape of the heart at discrete points in the cardiac cycle. Provided we are given a small number of shape instances representing the same heart atdifferent points in the same cycle, we can use the bilinearmodel to establish this. Using a temporal and a spatial alignment step in the preprocessing of the shapes, around half of the reconstruction errors were on the order of the axial image resolution of 2 mm, and over 90% was within 3.5 mm. From this, weconclude that the dynamics were indeed separated from theinter-subject variability in our dataset.

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.

Brownian pump powered by a white-noise flasing ratchet

A Brownian pump of particles powered by a stochastic flashing ratchet mechanism is studied. The pumping device is embedded in a finite region and bounded by particle reservoirs. In the steady state, we exactly calculate the spatial density profile, the concentration ratio between both reservoirs and the particle flux. We propose a simulation framework for the consistent evaluation of such observable quantities.

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.