Spot inversion in the Heston model

We analyse the Heston stochastic volatility model under an inversion of spot. The result is that under the appropriate measure changes the resulting process is again a Heston type process whose parameters can be explicitly determined from those of the original process. This behaviour can be interpreted as some measure of sanity of the Heston model but does not seem to be a general feature of stochastic volatility processes.

Inversion Analytics: Análisis sobre rentabilidad de inversiones mediante VAN y TIR

Inversion Analytics es una herramienta para facilitar el análisis en inversiones que se planteen en pequeñas, medianas y grandes empresas, en el que se plasmará toda la información necesaria para determinar los valores que entran en juego en la inversión. La aplicación realiza esta función mediante el cálculo de VAN (Valor Actual Neto) y TIR (Tasa Interna de Rentabilidad) de una inversión determinada, a partir de la información introducida por el usuario y teniendo en cuenta los distintos métodos de amortización de la inversión inicial, así como los distintos enfoques o supuestos en el que clasificaremos el horizonte temporal de la misma.

Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities

This paper shows that certain quotients of entire functions are characteristic functions. Under some conditions, we provide expressions for the densities of such characteristic functions which turn out to be generalized Dirichlet series which in turn can be expressed as an infinite linear combination of exponential or Laplace densities. We apply these results to several examples.

Quantified set inversion with applications to control

This paper describes a new reliable method, based on modal interval analysis (MIA) and set inversion (SI) techniques, for the characterization of solution sets defined by quantified constraints satisfaction problems (QCSP) over continuous domains. The presented methodology, called quantified set inversion (QSI), can be used over a wide range of engineering problems involving uncertain nonlinear models. Finally, an application on parameter identification is presented

Nucleotide, cytogenetic and expression impact of the human chromosome 8p23.1 inversion polymorphism

Background: The human chromosome 8p23.1 region contains a 3.8–4.5 Mb segment which can be found in different orientations (defined as genomic inversion) among individuals. The identification of single nucleotide polymorphisms (SNPs) tightly linked to the genomic orientation of a given region should be useful to indirectly evaluate the genotypes of large genomic orientations in the individuals. Results: We have identified 16 SNPs, which are in linkage disequilibrium (LD) with the 8p23.1 inversion as detected by fluorescent in situ hybridization (FISH). The variability of the 8p23.1 orientation in 150 HapMap samples was predicted using this set of SNPs and was verified by FISH in a subset of samples. Four genes (NEIL2, MSRA, CTSB and BLK) were found differentially expressed (p<0.0005) according to the orientation of the 8p23.1 region. Finally, we have found variable levels of mosaicism for the orientation of the 8p23.1 as determined by FISH. Conclusion: By means of dense SNP genotyping of the region, haplotype-based computational analyses and FISH experiments we could infer and verify the orientation status of alleles in the 8p23.1 region by detecting two short haplotype stretches at both ends of the inverted region, which are likely the relic of the chromosome in which the original inversion occurred. Moreover, an impact of 8p23.1 inversion on gene expression levels cannot be ruled out, since four genes from this region have statistically significant different expression levels depending on the inversion status. FISH results in lymphoblastoid cell lines suggest the presence of mosaicism regarding the 8p23.1 inversion.

Short- and long-term changes in chromosomal inversion polymorphism and global warming: Drosophila subobscura from the Balkans

The chromosomal inversion polymorphism of Drosophila subobscura is adaptive to environmental changes. The population of Petnica, Serbia, was chosen to analyze short- and long-term changes in this polymorphism. Short-term changes were studied in the samples collected in May, June, and August of 1995. The inversion polymorphism varied over these months, although various interpretations are possible. To analyze long-term changes, samples obtained in May 1995 and May 2010 were compared. The frequency of the 'cold' adapted inversions (Ast, Jst, Ust, Est, and Ost) decreased and that of the 'warm' adapted inversions (A2, J1, U1+2, and O3+4) increased, from 1995 to 2010. These changes are consistent with the general increase in temperature recorded in Petnica for the same period. Finally, the possible response of chromosomal polymorphism to global warming was analyzed at the regional level (Balkan peninsula). This polymorphism depends on the ecological conditions of the populations, and the changes observed appear to be consistent with global warming expectations. Natural selection seems to be the main mechanism responsible for the evolution of this chromosomal polymorphism.

Short- and long-term changes in chromosomal inversion polymorphism and global warming: Drosophila subobscura from the Balkans

The chromosomal inversion polymorphism of Drosophila subobscura is adaptive to environmental changes. The population of Petnica, Serbia, was chosen to analyze short- and long-term changes in this polymorphism. Short-term changes were studied in the samples collected in May, June, and August of 1995. The inversion polymorphism varied over these months, although various interpretations are possible. To analyze long-term changes, samples obtained in May 1995 and May 2010 were compared. The frequency of the 'cold' adapted inversions (Ast, Jst, Ust, Est, and Ost) decreased and that of the 'warm' adapted inversions (A2, J1, U1+2, and O3+4) increased, from 1995 to 2010. These changes are consistent with the general increase in temperature recorded in Petnica for the same period. Finally, the possible response of chromosomal polymorphism to global warming was analyzed at the regional level (Balkan peninsula). This polymorphism depends on the ecological conditions of the populations, and the changes observed appear to be consistent with global warming expectations. Natural selection seems to be the main mechanism responsible for the evolution of this chromosomal polymorphism.

Fast Approximation of Nonlinearities for improving inversion algorithms of PNL mixtures and Wiener systems

This paper proposes a very fast method for blindly approximating a nonlinear mapping which transforms a sum of random variables. The estimation is surprisingly good even when the basic assumption is not satisfied.We use the method for providing a good initialization for inverting post-nonlinear mixtures and Wiener systems. Experiments show that the algorithm speed is strongly improved and the asymptotic performance is preserved with a very low extra computational cost.

Quasi-Nonparametric Blind Inversion of Wiener Systems

An e cient procedure for the blind inversion of a nonlinear Wiener system is proposed. We proved that the problem can be expressed as a problem of blind source separation in nonlinear mixtures, for which a solution has been recently proposed. Based on a quasi-nonparametric relative gradient descent, the proposed algorithm can perform e ciently even in the presence of hard distortions.

A Canonical Genetic Algorithm for Blind Inversion of Linear Channels

It is well known the relationship between source separation and blind deconvolution: If a filtered version of an unknown i.i.d. signal is observed, temporal independence between samples can be used to retrieve the original signal, in the same manner as spatial independence is used for source separation. In this paper we propose the use of a Genetic Algorithm (GA) to blindly invert linear channels. The use of GA is justified in the case of small number of samples, where other gradient-like methods fails because of poor estimation of statistics.

Initialisation of Nonlinearities for PNL and Wiener systems Inversion

This paper proposes a very fast method for blindly initial- izing a nonlinear mapping which transforms a sum of random variables. The method provides a surprisingly good approximation even when the basic assumption is not fully satis¯ed. The method can been used success- fully for initializing nonlinearity in post-nonlinear mixtures or in Wiener system inversion, for improving algorithm speed and convergence.

Blind Inversion of Wiener Systems

A system in which a linear dynamic part is followed by a non linear memoryless distortion a Wiener system is blindly inverted This kind of systems can be modelised as a postnonlinear mixture and using some results about these mixtures an e cient algorithm is proposed Results in a hard situation are presented and illustrate the e ciency of this algorithm

Affinity distribution functions in multicomponent heterogeneous adsorption. Analytical inversion of isotherms to obtain affinity spectra

An analytical approach for the interpretation of multicomponent heterogeneous adsorption or complexation isotherms in terms of multidimensional affinity spectra is presented. Fourier transform, applied to analyze the corresponding integral equation, leads to an inversion formula which allows the computation of the multicomponent affinity spectrum underlying a given competitive isotherm. Although a different mathematical methodology is used, this procedure can be seen as the extension to multicomponent systems of the classical Sips’s work devoted to monocomponent systems. Furthermore, a methodology which yields analytical expressions for the main statistical properties (mean free energies of binding and covariance matrix) of multidimensional affinity spectra is reported. Thus, the level of binding correlation between the different components can be quantified. It has to be highlighted that the reported methodology does not require the knowledge of the affinity spectrum to calculate the means, variances, and covariance of the binding energies of the different components. Nonideal competitive consistent adsorption isotherm, widely used in metal/proton competitive complexation to environmental macromolecules, and Frumkin competitive isotherms are selected to illustrate the application of the reported results. Explicit analytical expressions for the affinity spectrum as well as for the matrix correlation are obtained for the NICCA case. © 2004 American Institute of Physics.

Vanishing chromosomal inversion clines in Drosophila subobscura from Chile: Is behavioral thermoregulation to blame?

Chromosomal inversion clines paralleling the long-standing ones in native Palearctic populations of Drosophila subobscura evolved swiftly after this species invaded the Americas in the late 1970s and early 1980s. However, the new clines did not consistently continue to converge on the Old World baseline. Our recent survey of Chilean populations of D. subobscura shows that inversion clines have faded or even changed sign with latitude. Here, we investigate the hypothesis that this fading of inversion clines might be due to the Bogert effect, namely, that flies' thermoregulatory behavior has eventually compensated for environmental variation in temperature, thus buffering selection on thermal-related traits. We show that latitudinal divergence in thermal preference (T-p) has evolved in Chile for females, with higher-latitude flies having a lower mean T-p. Plastic responses in T-p also lessen latitudinal thermal variation because flies developed at colder temperatures prefer warmer microclimates. Our results are consistent with the idea that active behavioral thermoregulation might buffer environmental variation and reduce the potential effect of thermal selection on other traits as chromosomal arrangements.