The set of undominated imputations and the core: an axiomatic approach

This paper provides an axiomatic framework to compare the D-core (the set of undominatedimputations) and the core of a cooperative game with transferable utility. Theorem1 states that the D-core is the only solution satisfying projection consistency, reasonableness (from above), (*)-antimonotonicity, and modularity. Theorem 2 characterizes the core replacing (*)-antimonotonicity by antimonotonicity. Moreover, these axioms alsocharacterize the core on the domain of convex games, totally balanced games, balancedgames, and superadditive games

1/c expansion of a separable model of direct-interaction type

The properties of a proposed model of N point particles in direct interaction are considered in the limit of small velocities. It is shown that, in this limit, time correlations cancel out and that Newtonian dynamics is recovered for the system in a natural way.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

Exporting Contours to DICOM-RT Structure Set

This paper presents an ITK implementation for exportingthe contours of the automated segmentation results toDICOM-RT Structure Set format. The âeurooeradiotherapystructure setâeuro (RTSTRUCT) object of the DICOM standard isused for the transfer of patient structures and relateddata, between the devices found within and outside theradiotherapy department. It mainly contains theinformation of regions of interest (ROIs) and points ofinterest (E.g. dose reference points). In many cases,rather than manually drawing these ROIs on the CT images,one can indeed benefit from the automated segmentationalgorithms already implemented in ITK. But at present, itis not possible to export the ROIs obtained from ITK toRTSTRUCT format. In order to bridge this gap, we havedeveloped a framework for exporting contour data toRTSTRUCT. We provide here the complete implementation ofRTSTRUCT exporter and present the details of the pipelineused. Results on a 3-D CT image of the Head and Neck(H&N) region are presented.

An appropriate data set size for digital soil mapping in Erechim, Rio Grande do Sul, Brazil

Digital information generates the possibility of a high degree of redundancy in the data available for fitting predictive models used for Digital Soil Mapping (DSM). Among these models, the Decision Tree (DT) technique has been increasingly applied due to its capacity of dealing with large datasets. The purpose of this study was to evaluate the impact of the data volume used to generate the DT models on the quality of soil maps. An area of 889.33 km² was chosen in the Northern region of the State of Rio Grande do Sul. The soil-landscape relationship was obtained from reambulation of the studied area and the alignment of the units in the 1:50,000 scale topographic mapping. Six predictive covariates linked to the factors soil formation, relief and organisms, together with data sets of 1, 3, 5, 10, 15, 20 and 25 % of the total data volume, were used to generate the predictive DT models in the data mining program Waikato Environment for Knowledge Analysis (WEKA). In this study, sample densities below 5 % resulted in models with lower power of capturing the complexity of the spatial distribution of the soil in the study area. The relation between the data volume to be handled and the predictive capacity of the models was best for samples between 5 and 15 %. For the models based on these sample densities, the collected field data indicated an accuracy of predictive mapping close to 70 %.

SET translocation is associated with increase in caspase cleaved amyloid precursor protein in CA1 of Alzheimer and Down syndrome patients.

Caspase cleaved amyloid precursor protein (APPcc) and SET are increased and mislocalized in the neuronal cytoplasm in Alzheimer Disease (AD) brains. Translocated SET to the cytoplasm can induce tau hyperphosphorylation. To elucidate the putative relationships between mislocalized APPcc and SET, we studied their level and distribution in the hippocampus of 5 controls, 3 Down syndrome and 10 Alzheimer patients. In Down syndrome and Alzheimer patients, APPcc and SET levels were increased in CA1 and the frequency of both localizations in the neuronal cytoplasm was high in CA1, and low in CA4. As the increase of APPcc is already present at early stages of AD, we overexpressed APPcc in CA1 and the dentate gyrus neurons of adult mice with a lentiviral construct. APPcc overexpression in CA1 and not in the dentate gyrus induced endogenous SET translocation and tau hyperphosphorylation. These data suggest that increase in APPcc in CA1 neurons could be an early event leading to the translocation of SET and the progression of AD through tau hyperphosphorylation.

1/c expansion of a separable model of direct-interaction type

The properties of a proposed model of N point particles in direct interaction are considered in the limit of small velocities. It is shown that, in this limit, time correlations cancel out and that Newtonian dynamics is recovered for the system in a natural way.

The set of undominated imputations and the core: an axiomatic approach

This paper provides an axiomatic framework to compare the D-core (the set of undominatedimputations) and the core of a cooperative game with transferable utility. Theorem1 states that the D-core is the only solution satisfying projection consistency, reasonableness (from above), (*)-antimonotonicity, and modularity. Theorem 2 characterizes the core replacing (*)-antimonotonicity by antimonotonicity. Moreover, these axioms alsocharacterize the core on the domain of convex games, totally balanced games, balancedgames, and superadditive games

Coalitionally monotonic set-solutions for cooperative TU games

A static comparative study on set-solutions for cooperative TU games is carried out. The analysis focuses on studying the compatibility between two classical and reasonable properties introduced by Young (1985) in the context of single valued solutions, namely core-selection and coalitional monotonicity. As the main result, it is showed that coalitional monotonicity is not only incompatible with the core-selection property but also with the bargaining-selection property. This new impossibility result reinforces the tradeoff between these kinds of interesting and intuitive economic properties. Positive results about compatibility between desirable economic properties are given replacing the core selection requirement by the core-extension property.

Plastid genome characterisation in Brassica and Brassicaceae using a new set of nine SSRs.

We report a new set of nine primer pairs specifically developed for amplification of Brassica plastid SSR markers. The wide utility of these markers is demonstrated for haplotype identification and detection of polymorphism in B. napus, B. nigra, B. oleracea, B. rapa and in related genera Arabidopsis, Camelina, Raphanus and Sinapis. Eleven gene regions (ndhB-rps7 spacer, rbcL-accD spacer, rpl16 intron, rps16 intron, atpB-rbcL spacer, trnE-trnT spacer, trnL intron, trnL-trnF spacer, trnM-atpE spacer, trnR-rpoC2 spacer, ycf3-psaA spacer) were sequenced from a range of Brassica and related genera for SSR detection and primer design. Other sequences were obtained from GenBank/EMBL. Eight out of nine selected SSR loci showed polymorphism when amplified using the new primers and a combined analysis detected variation within and between Brassica species, with the number of alleles detected per locus ranging from 5 (loci MF-6, MF-1) to 11 (locus MF-7). The combined SSR data were used in a neighbour-joining analysis (SMM, D (DM) distances) to group the samples based on the presence and absence of alleles. The analysis was generally able to separate plastid types into taxon-specific groups. Multi-allelic haplotypes were plotted onto the neighbour joining tree. A total number of 28 haplotypes were detected and these differentiated 22 of the 41 accessions screened from all other accessions. None of these haplotypes was shared by more than one species and some were not characteristic of their predicted type. We interpret our results with respect to taxon differentiation, hybridisation and introgression patterns relating to the 'Triangle of U'.

Els set sabers traslladats al cinema formatiu. "La Ruta Natural"

Podeu consultar el document complet de la "XVI Setmana de Cinema Formatiu" a: http://hdl.handle.net/2445/22523

Els set sabers traslladats al cinema formatiu. "Explorando la máquina de los sueños". El cine y la infancia en contextos de educación no formal

Podeu consultar el document complet de la "XVI Setmana de Cinema Formatiu" a: http://hdl.handle.net/2445/22523

Edgar Morin: Autor dels set sabers i savi educador dels nostres dies

Podeu consultar el document senser de la "XVI Setmana de Cinema Formatiu" a: http://hdl.handle.net/2445/22523