A general continuous auction model with insiders

We analyse in a unified way how the presence of a trader with privilege information makes the market to be efficient when the release time is known. We establish a general relation between the problem of finding an equilibrium and the problem of enlargement of filtrations. We also consider the case where the time of announcement is random. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time.

Comparative study of two needle models in terms of deflection during inferior alveolar nerve block

Objectives: The purpose of this study is to determine the possible differences in deflection between two needles of same length and external gauge but with different internal gauges during truncal block of the inferior alveolar nerve. The initial working hypothesis was that greater deflection may be expected with larger internal gauge needles. Study design: Four clinicians subjected 346 patients to inferior alveolar nerve block and infiltrating anesthesia of the buccal nerve trajectory for the surgical or conventional extraction of the lower third molar. A nonautoaspirating syringe system with 2 types of needle was used: a standard 27-gauge x 35-mm needle with an internal gauge of 0.215 mm or an XL Monoprotect® 27-gauge x 35-mm needle with an internal gauge of 0.265 mm. The following information was systematically recorded for each patient: needle type, gender, anesthetic technique (direct or indirect truncal block) and the number of bone contacts during the procedure, the patient-extraction side, the practitioner performing the technique, and blood aspiration (either positive or negative). Results: 346 needles were used in total. 190 were standard needles (27-gauge x 35-mm needle with an internal gauge of 0.215 mm) and 156 were XL Monoprotect®. Incidence of deflection was observed in 49.1% of cases (170 needles) where 94 were standard needles and 76 XL Monoprotect®. Needle torsion ranged from 0º and 6º. Conclusions: No significant differences were recorded in terms of deflection and internal gauge, operator, patient-extraction side, the anesthetic technique involved and the number of bone contacts during the procedure

FAM-MDR: a flexible family-based multifactor dimensionality reduction technique to detect epistasis using related individuals

We propose a novel multifactor dimensionality reduction method for epistasis detection in small or extended pedigrees, FAM-MDR. It combines features of the Genome-wide Rapid Association using Mixed Model And Regression approach (GRAMMAR) with Model-Based MDR (MB-MDR). We focus on continuous traits, although the method is general and can be used for outcomes of any type, including binary and censored traits. When comparing FAM-MDR with Pedigree-based Generalized MDR (PGMDR), which is a generalization of Multifactor Dimensionality Reduction (MDR) to continuous traits and related individuals, FAM-MDR was found to outperform PGMDR in terms of power, in most of the considered simulated scenarios. Additional simulations revealed that PGMDR does not appropriately deal with multiple testing and consequently gives rise to overly optimistic results. FAM-MDR adequately deals with multiple testing in epistasis screens and is in contrast rather conservative, by construction. Furthermore, simulations show that correcting for lower order (main) effects is of utmost importance when claiming epistasis. As Type 2 Diabetes Mellitus (T2DM) is a complex phenotype likely influenced by gene-gene interactions, we applied FAM-MDR to examine data on glucose area-under-the-curve (GAUC), an endophenotype of T2DM for which multiple independent genetic associations have been observed, in the Amish Family Diabetes Study (AFDS). This application reveals that FAM-MDR makes more efficient use of the available data than PGMDR and can deal with multi-generational pedigrees more easily. In conclusion, we have validated FAM-MDR and compared it to PGMDR, the current state-of-the-art MDR method for family data, using both simulations and a practical dataset. FAM-MDR is found to outperform PGMDR in that it handles the multiple testing issue more correctly, has increased power, and efficiently uses all available information.

Forecasting volatility using a continuous time model

This paper evaluates the forecasting performance of a continuous stochastic volatility model with two factors of volatility (SV2F) and compares it to those of GARCH and ARFIMA models. The empirical results show that the volatility forecasting ability of the SV2F model is better than that of the GARCH and ARFIMA models, especially when volatility seems to change pattern. We use ex-post volatility as a proxy of the realized volatility obtained from intraday data and the forecasts from the SV2F are calculated using the reprojection technique proposed by Gallant and Tauchen (1998).

Sistema integral d’anàlisi i avaluació d’un format general d’assignatura específic dels estudis de les arts

En el període 2006-2008, l'equip investigador de l'Observatori sobre la Didàctica de les Arts (ODAS) s'ha concentrat en la innovació i la investigació en el camp de la didàctica aplicada als estudis universitaris de les arts. Des del punt de vista propi de la investigació-acció, la finalitat ha estat la de plantejar i explorar una revisió integral de l'organització del treball a peu d'aula que fos extensible a d'altres assignatures i matèries. Així, prenent com a eix l'aprenentatge dels estudiants, les accions escomeses es fonamentaren en sis premisses: integració —de sessions de treball i activitats d'aprenentatge—, diversitat —d'escenaris, recursos i materials didàctics—, equilibri —entre coneixements i habilitats específiques i transversals—, modularitat —de les parts constitutives de la innovació proposada—, aplicabilitat —a d'altres assignatures i matèries— i progressió en la seva posada en marxa. I sobre aquestes bases, hom va establir cinc línies de treball: l'organització del treball a l'aula i del treball guiat de l'estudiant en diferents tipus de sessions, l'organització del treball autònom de l'alumne des dels pressupòsits d'una avaluació continuada, la incorporació de les TIC com autèntics recursos d'ensenyament-aprenentatge, la col·laboració amb d'altres unitats de la Universitat de Barcelona que tinguessin entre els seus objectius l'impuls de l'aprenentatge, i el seguiment del procés d'implantació de la iniciativa didàctica i l'anàlisi regular dels seus resultats. Pel que fa a aquest darrer punt, en aquest primer període, hom ha prioritzat l'estudi de les dades quantitatives i quasi-quantitatives derivades del judici dels alumnes que participaren en la nova proposta didàctica. En conseqüència, la investigació va acomplir una primera funció diagnòstica de la innovació docent duta a terme, i es va enquadrar en la categoria dels estudis descriptius transversals a través d'enquestes amb mostres probabilístiques.

A linear optimization technique for graph pebbling

Graph pebbling is a network model for studying whether or not a given supply of discrete pebbles can satisfy a given demand via pebbling moves. A pebbling move across an edge of a graph takes two pebbles from one endpoint and places one pebble at the other endpoint; the other pebble is lost in transit as a toll. It has been shown that deciding whether a supply can meet a demand on a graph is NP-complete. The pebbling number of a graph is the smallest t such that every supply of t pebbles can satisfy every demand of one pebble. Deciding if the pebbling number is at most k is NP 2 -complete. In this paper we develop a tool, called theWeight Function Lemma, for computing upper bounds and sometimes exact values for pebbling numbers with the assistance of linear optimization. With this tool we are able to calculate the pebbling numbers of much larger graphs than in previous algorithms, and much more quickly as well. We also obtain results for many families of graphs, in many cases by hand, with much simpler and remarkably shorter proofs than given in previously existing arguments (certificates typically of size at most the number of vertices times the maximum degree), especially for highly symmetric graphs. Here we apply theWeight Function Lemma to several specific graphs, including the Petersen, Lemke, 4th weak Bruhat, Lemke squared, and two random graphs, as well as to a number of infinite families of graphs, such as trees, cycles, graph powers of cycles, cubes, and some generalized Petersen and Coxeter graphs. This partly answers a question of Pachter, et al., by computing the pebbling exponent of cycles to within an asymptotically small range. It is conceivable that this method yields an approximation algorithm for graph pebbling.

An alternative approach to fundamental general physics concepts

An alternative approach to the fundamental general physics concepts has been proposed. We demonstrate that the electrostatic potential energy of a discrete or a continuous system of charges should be stored by the charges and not the field. It is found that there is a possibility that any electric field has no energy density, as well as magnetic field. It is found that there is no direct relation between the electric or magnetic energy and photons. An alternative derivation of the blackbody radiation formula is proposed. It is also found that the zero-point of energy of electromagnetic radiation may not exist.

Automatic low baseline stereo in urban areas

In this work we propose a new automatic methodology for computing accurate digital elevation models (DEMs) in urban environments from low baseline stereo pairs that shall be available in the future from a new kind of earth observation satellite. This setting makes both views of the scene similarly, thus avoiding occlusions and illumination changes, which are the main disadvantages of the commonly accepted large-baseline configuration. There still remain two crucial technological challenges: (i) precisely estimating DEMs with strong discontinuities and (ii) providing a statistically proven result, automatically. The first one is solved here by a piecewise affine representation that is well adapted to man-made landscapes, whereas the application of computational Gestalt theory introduces reliability and automation. In fact this theory allows us to reduce the number of parameters to be adjusted, and tocontrol the number of false detections. This leads to the selection of a suitable segmentation into affine regions (whenever possible) by a novel and completely automatic perceptual grouping method. It also allows us to discriminate e.g. vegetation-dominated regions, where such an affine model does not apply anda more classical correlation technique should be preferred. In addition we propose here an extension of the classical ”quantized” Gestalt theory to continuous measurements, thus combining its reliability with the precision of variational robust estimation and fine interpolation methods that are necessary in the low baseline case. Such an extension is very general and will be useful for many other applications as well.

A general decomposition formula for derivative prices in stochastic volatility models

We see that the price of an european call option in a stochastic volatilityframework can be decomposed in the sum of four terms, which identifythe main features of the market that affect to option prices: the expectedfuture volatility, the correlation between the volatility and the noisedriving the stock prices, the market price of volatility risk and thedifference of the expected future volatility at different times. We alsostudy some applications of this decomposition.

Consultoria del procés de logística interna del laboratori d'anàlisis clíniques a l'Hospital General de Vic

Com a resultat de les politiques i estratègies de col·laboració entre la universitat de Vic i de l’hospital i de la voluntat de realitzar activitats formatives conjuntes , s’estableix un línia de treball orientada a l’estudi i anàlisi de la situació logística interna actual del laboratori d’anàlisis clíniques de l’Hospital General de Vic. El treball es centra en el procés intern del laboratori i l’abast de l’estudi es troba limitat a les àrees especifiques d’hematologia i coagulació i bioquímica. D’aquestes dues àrees el treball realitza un estudi exhaustiu del seu procés intern, identifica les seves activitats i la seva metodologia de treball amb l’objectiu d’elaborar el Value Stream Map de cadascuna de les àrees. Les àrees de Microbiologia, Banc de Sang i Urgències resten fora d’aquest estudi exhaustiu tot i que són presents en el treball per la inevitable interacció que tenen en la globalitat del procés. El treball es centra bàsicament en els processos automatitzats tot i que els processos que es duen a terme en el laboratori són tant automatitzats com manuals. També es limita al sistema productiu intern del laboratori tot i la interacció que té aquest sistema intern amb altres centres productius del sistema com ara són els centres d’atenció primària, els diversos hospitals i centres d’atenció sociosanitària. El laboratori es troba immers en el moment de l’elaboració d’aquest treball en un situació de canvi i millora del seus processos interns que consisteixen principalment en la substitució de part la maquinària actual que obliguen a la definició d’un nou layout i d’una nova distribució de la producció a cada màquina. A nivell extern també s’estan produint millores en el sistema informàtic de gestió que afecten a part del seu procés. L’objectiu del treball és donar visibilitat total al procés de logística interna actual del laboratori, identificant clarament com són i quina seqüència tenen els processos logístics interns i els mètodes de treball actuals, tant de recursos màquina com recursos persona, per poder identificar sota una perspectiva de generació de valor, aquells punts concrets de la logística interna que poden ser millorats en quant a eficiència i productivitat amb l’objectiu que un cop identificats es puguin emprendre accions i/o projectes de millora. El treball finalitza amb un anàlisis final del procés logística interna des d’una òptica Lean. Per fer-ho, identifica aquelles activitats que no aporten valor al procés o MUDA i les classifica en set categories i es realitzen diverses propostes de millora com són la implantació d’un flux continu , anivellat i basat en un concepte pull , identifica activitats que poden ser estandarditzades i/o simplificades i proposa modificacions en les infraestructures físiques per donar major visibilitat al procés. L’aspecte humà del procés es planteja des d’un punt de vist de metodologia, formació, comunicació i aplicació de les 5S.

Enhanced radar precipitation estimates using a combined clutter and beam blockage correction technique

Weather radar observations are currently the most reliable method for remote sensing of precipitation. However, a number of factors affect the quality of radar observations and may limit seriously automated quantitative applications of radar precipitation estimates such as those required in Numerical Weather Prediction (NWP) data assimilation or in hydrological models. In this paper, a technique to correct two different problems typically present in radar data is presented and evaluated. The aspects dealt with are non-precipitating echoes - caused either by permanent ground clutter or by anomalous propagation of the radar beam (anaprop echoes) - and also topographical beam blockage. The correction technique is based in the computation of realistic beam propagation trajectories based upon recent radiosonde observations instead of assuming standard radio propagation conditions. The correction consists of three different steps: 1) calculation of a Dynamic Elevation Map which provides the minimum clutter-free antenna elevation for each pixel within the radar coverage; 2) correction for residual anaprop, checking the vertical reflectivity gradients within the radar volume; and 3) topographical beam blockage estimation and correction using a geometric optics approach. The technique is evaluated with four case studies in the region of the Po Valley (N Italy) using a C-band Doppler radar and a network of raingauges providing hourly precipitation measurements. The case studies cover different seasons, different radio propagation conditions and also stratiform and convective precipitation type events. After applying the proposed correction, a comparison of the radar precipitation estimates with raingauges indicates a general reduction in both the root mean squared error and the fractional error variance indicating the efficiency and robustness of the procedure. Moreover, the technique presented is not computationally expensive so it seems well suited to be implemented in an operational environment.

Metal-Nitride-oxide-semiconductor light-emitting devices for general lighting.

The potential for application of silicon nitride-based light sources to general lighting is reported. The mechanism of current injection and transport in silicon nitride layers and silicon oxide tunnel layers is determined by electro-optical characterization of both bi- and tri-layers. It is shown that red luminescence is due to bipolar injection by direct tunneling, whereas Poole-Frenkel ionization is responsible for blue-green emission. The emission appears warm white to the eye, and the technology has potential for large-area lighting devices. A photometric study, including color rendering, color quality and luminous efficacy of radiation, measured under various AC excitation conditions, is given for a spectrum deemed promising for lighting. A correlated color temperature of 4800K was obtained using a 35% duty cycle of the AC excitation signal. Under these conditions, values for general color rendering index of 93 and luminous efficacy of radiation of 112 lm/W are demonstrated. This proof of concept demonstrates that mature silicon technology, which is extendable to lowcost, large-area lamps, can be used for general lighting purposes. Once the external quantum efficiency is improved to exceed 10%, this technique could be competitive with other energy-efficient solid-state lighting options. ©2011 Optical Society of America OCIS codes: (230.2090) Electro-optical devices; (150.2950) Illumination.

Non independent continuous-time random walks

The usual development of the continuous-time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper, we address the theoretical setting of nonindependent CTRWs where consecutive jumps and/or time intervals are correlated. An exact solution to the problem is obtained for the special but relevant case in which the correlation solely depends on the signs of consecutive jumps. Even in this simple case, some interesting features arise, such as transitions from unimodal to bimodal distributions due to correlation. We also develop the necessary analytical techniques and approximations to handle more general situations that can appear in practice.

General Interaction Picture from Action Principle for Mechanics

In this paper we consider a general action principle for mechanics written by means of the elements of a Lie algebra. We study the physical reasons why we have to choose precisely a Lie algebra to write the action principle. By means of such an action principle we work out the equations of motion and a technique to evaluate perturbations in a general mechanics that is equivalent to a general interaction picture. Classical or quantum mechanics come out as particular cases when we make realizations of the Lie algebra by derivations into the algebra of products of functions or operators, respectively. Later on we develop in particular the applications of the action principle to classical and quantum mechanics, seeing that in this last case it agrees with Schwinger's action principle. The main contribution of this paper is to introduce a perturbation theory and an interaction picture of classical mechanics on the same footing as in quantum mechanics.

Assessment of therapeutic benefit of antiviral therapy in chronic hepatitis C: is hepatic venous pressure gradient a better end point?

Chronic hepatitis C is a major healthcare problem. The response to antiviral therapy for patients with chronic hepatitis C has previously been defined biochemically and by PCR. However, changes in the hepatic venous pressure gradient (HVPG) may be considered as an adjunctive end point for the therapeutic evaluation of antiviral therapy in chronic hepatitis C. It is a validated technique which is safe, well tolerated, well established, and reproducible. Serial HVPG measurements may be the best way to evaluate response to therapy in chronic hepatitis C.