A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.

The quadratic spinor Lagrangian, axial torsion current and generalizations

We show that the Einstein-Hilbert, the Einstein-Palatini, and the Holst actions can be derived from the Quadratic Spinor Lagrangian (QSL), when the three classes of Dirac spinor fields, under Lounesto spinor field classification, are considered. To each one of these classes, there corresponds an unique kind of action for a covariant gravity theory. In other words, it is shown to exist a one-to-one correspondence between the three classes of non-equivalent solutions of the Dirac equation, and Einstein-Hilbert, Einstein-Palatini, and Holst actions. Furthermore, it arises naturally, from Lounesto spinor field classification, that any other class of spinor field-Weyl, Majorana, flagpole, or flag-dipole spinor fields-yields a trivial (zero) QSL, up to a boundary term. To investigate this boundary term, we do not impose any constraint on the Dirac spinor field, and consequently we obtain new terms in the boundary component of the QSL. In the particular case of a teleparallel connection, an axial torsion one-form current density is obtained. New terms are also obtained in the corresponding Hamiltonian formalism. We then discuss how these new terms could shed new light on more general investigations.

Papillomavirus virus-like particles can deliver defined CTL epitopes to the MHC class I pathway

To evaluate an antigen delivery system in which exogenous antigen can target the major histocompatibility complex (MHC) class I pathway, a single human papillomavirus (HPV) 16 E7 cytotoxic T lymphocyte (CTL) epitope and a single HIV gp160 CTL epitope were separately fused to the C-terminus or bovine papillomavirus 1 (BPV1) L1 sequence to form hybrid BPV1L1 VLPs. Mice immunized with these hybrid VLPs mounted strong CTL responses against the relevant target cells in the absence of any adjuvants. In addition, the CTL responses induced by immunization with BPV1L1/HPV16E7CTL VLPs protected mice against challenge with E7-transformed tumor cells. Furthermore, a high titer-specific antibody response against BPV1L1 VLPs was also induced, and this antiserum could inhibit papillomavirus-induced agglutination of mouse erythrocytes, suggesting that the antibody may recognize conformational determinates relevant to virus neutralization. These data demonstrate that hybrid BPV1L1 VLPs can be used as carriers to target antigenic epitopes to both the MHC class I and class II pathways, providing a promising strategy for the design of vaccines to prevent virus infection, with the potential to elicit therapeutic virus-specific CTL responses. (C) 1998 Academic Press.

Virtual models of the HLA class I antigen processing pathway

Antigen recognition by cytotoxic CD8 T cells is dependent upon a number of critical steps in MHC class I antigen processing including proteosomal cleavage, TAP transport into the endoplasmic reticulum, and MHC class 1 binding. Based on extensive experimental data relating to each of these steps there is now the capacity to model individual antigen processing steps with a high degree of accuracy. This paper demonstrates the potential to bring together models of individual antigen processing steps, for example proteosome cleavage, TAP transport, and MHC binding, to build highly informative models of functional pathways. In particular, we demonstrate how an artificial neural network model of TAP transport was used to mine a HLA-binding database so as to identify H LA-binding peptides transported by TAP. This integrated model of antigen processing provided the unique insight that HLA class I alleles apparently constitute two separate classes: those that are TAP-efficient for peptide loading (HLA-B27, -A3, and -A24) and those that are TAP-inefficient (HLA-A2, -B7, and -B8). Hence, using this integrated model we were able to generate novel hypotheses regarding antigen processing, and these hypotheses are now capable of being tested experimentally. This model confirms the feasibility of constructing a virtual immune system, whereby each additional step in antigen processing is incorporated into a single modular model. Accurate models of antigen processing have implications for the study of basic immunology as well as for the design of peptide-based vaccines and other immunotherapies. (C) 2004 Elsevier Inc. All rights reserved.

Exploiting the bin-class histograms for feature selection on discrete data

In machine learning and pattern recognition tasks, the use of feature discretization techniques may have several advantages. The discretized features may hold enough information for the learning task at hand, while ignoring minor fluctuations that are irrelevant or harmful for that task. The discretized features have more compact representations that may yield both better accuracy and lower training time, as compared to the use of the original features. However, in many cases, mainly with medium and high-dimensional data, the large number of features usually implies that there is some redundancy among them. Thus, we may further apply feature selection (FS) techniques on the discrete data, keeping the most relevant features, while discarding the irrelevant and redundant ones. In this paper, we propose relevance and redundancy criteria for supervised feature selection techniques on discrete data. These criteria are applied to the bin-class histograms of the discrete features. The experimental results, on public benchmark data, show that the proposed criteria can achieve better accuracy than widely used relevance and redundancy criteria, such as mutual information and the Fisher ratio.

The impact of the social class on the development of money knowledge

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

A monograph on the sub-class Cirripedia, with figures of all the species. By Charles Darwin.

2

A monograph on the sub-class Cirripedia, with figures of all the species. By Charles Darwin.

1

Revisiting the specificity of the MHC class II transactivator CIITA in vivo.

CIITA is a master regulatory factor for the expression of MHC class II (MHC-II) and accessory genes involved in Ag presentation. It has recently been suggested that CIITA also regulates numerous other genes having diverse functions within and outside the immune system. To determine whether these genes are indeed relevant targets of CIITA in vivo, we studied their expression in CIITA-transgenic and CIITA-deficient mice. In contrast to the decisive control of MHC-II and related genes by CIITA, nine putative non-MHC target genes (Eif3s2, Kpna6, Tap1, Yars, Col1a2, Ctse, Ptprr, Tnfsf6 and Plxna1) were found to be CIITA independent in all cell types examined. Two other target genes, encoding IL-4 and IFN-gamma, were indeed found to be up- and down-regulated, respectively, in CIITA-transgenic CD4(+) T cells. However, there was no correlation between MHC-II expression and this Th2 bias at the level of individual transgenic T cells, indicating an indirect control by CIITA. These results show that MHC-II-restricted Ag presentation, and its indirect influences on T cells, remains the only pathway under direct control by CIITA in vivo. They also imply that precisely regulated MHC-II expression is essential for maintaining a proper Th1-Th2 balance.

On continuity of the Álvarez class under deformation

"Vegeu el resum a l'inici del document del fitxer adjunt"

[Archives de la Parole]. , [Cowardice of the Bania class] : récit shindi [i.e. sindhi] / [Sir George Grierson], éd. ; Linguistic survey of India ; [Mulshankar Somjimal], voix

[Traditions. Asie. Inde. Présidence de Bombay. Pakistan. Province du Sind. Tharparkar]

Recognition judgments and the performance of the recognition heuristic depend on the size of the reference class

In a series of three experiments, participants made inferences about which one of a pair of two objects scored higher on a criterion. The first experiment was designed to contrast the prediction of Probabilistic Mental Model theory (Gigerenzer, Hoffrage, & Kleinbölting, 1991) concerning sampling procedure with the hard-easy effect. The experiment failed to support the theory's prediction that a particular pair of randomly sampled item sets would differ in percentage correct; but the observation that German participants performed practically as well on comparisons between U.S. cities (many of which they did not even recognize) than on comparisons between German cities (about which they knew much more) ultimately led to the formulation of the recognition heuristic. Experiment 2 was a second, this time successful, attempt to unconfound item difficulty and sampling procedure. In Experiment 3, participants' knowledge and recognition of each city was elicited, and how often this could be used to make an inference was manipulated. Choices were consistent with the recognition heuristic in about 80% of the cases when it discriminated and people had no additional knowledge about the recognized city (and in about 90% when they had such knowledge). The frequency with which the heuristic could be used affected the percentage correct, mean confidence, and overconfidence as predicted. The size of the reference class, which was also manipulated, modified these effects in meaningful and theoretically important ways.

Stochastic Population Projection for Germany - based on the Quadratic Spline approach to modelling age specific fertility rates

This contribution builds upon a former paper by the authors (Lipps and Betz 2004), in which a stochastic population projection for East- and West Germany is performed. Aim was to forecast relevant population parameters and their distribution in a consistent way. We now present some modifications, which have been modelled since. First, population parameters for the entire German population are modelled. In order to overcome the modelling problem of the structural break in the East during reunification, we show that the adaptation process of the relevant figures by the East can be considered to be completed by now. As a consequence, German parameters can be modelled just by using the West German historic patterns, with the start-off population of entire Germany. Second, a new model to simulate age specific fertility rates is presented, based on a quadratic spline approach. This offers a higher flexibility to model various age specific fertility curves. The simulation results are compared with the scenario based official forecasts for Germany in 2050. Exemplary for some population parameters (e.g. dependency ratio), it can be shown that the range spanned by the medium and extreme variants correspond to the s-intervals in the stochastic framework. It seems therefore more appropriate to treat this range as a s-interval covering about two thirds of the true distribution.

Materials and supplementary materials used to teach vocabulary in the English class

This study is based on the analysis of the use of supplementary materials to teach vocabulary by second language teachers in Primary Education. The study consists of two analyses: the first one is a quantitative analysis based on 33 questionnaires answered by different second language teachers of Primary Education. The other, is a qualitative analysis in which the teacher’s subjective opinion on vocabulary learning techniques is presented. The study covers these main aspects: material use, effectiveness, children’s motivation, main criteria to teach vocabulary and the children’s role in their vocabulary learning.