Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

A newly recognized syndrome of marfanoid habitus; Long face; Hypotelorism; Long, thin nose; Long, thin hands and feet; and a specific pattern of language and learning disabilities

Here, we report on a newly recognized syndrome in a Brazilian family with three affected women, who had a Marfanoid habitus; long face; hypotelorism; long, thin nose; long, thin hands and feet; and language and learning disabilities. The disorder is compatible with autosomal dominant inheritance. (C) 2007 Wiley-Liss, Inc.

Writing Motivation of Students with Specific Language Impairments

This study was designed to compare the writing motivation of students with specific language impairments with their non-disabled peers. Due to the cognitive and linguistic demands of the writing process, students with language impairments face unique difficulties during the writing process. It was hypothesized that students with specific language impairments will be more likely to report lower levels of perceived writing competence and be less autonomously motivated to write. Students in grades 3-5 in 11 schools (33 with specific language impairments, 242 non-disabled peers) completed self-report measures, designed from a Self-Determination Theory perspective, which measured the degree that students are intrinsically motivated to write as well as their perceived writing competence. Statistical analyses showed that (1) students with specific language impairments reported lower levels of perceived writing competence and autonomous writing motivation; (2) SLI status was a significant predictor of perceived writing competence after spelling, grade, and gender were controlled; and (3) when spelling, grade, and gender were controlled, perceived writing competence was a significant predictor of autonomous writing motivation, but SLI status was not. The results of this study are expected to inform the current understanding of the relationship between language ability and writing motivation in students with specific language impairments, as well as the design of future writing interventions.

The third language in English guidebooks and its translation into Spanish

[EN] This article focuses on a specific feature found in tourist guidebooks –the recurrent use of foreign expressions or “third language”. It presents the findings of a comparative analysis of a parallel corpus made up of twenty guidebooks: ten guidebooks originally written in English and their corresponding translated versions in Spanish, describing different countries and cities (all of them published by Lonely Planet), focusing on those chapters in which the writer includes practical information. The purpose of the study is to analyze the use of the third language in the English and Spanish versions and to determine and identify the translation strategies used by the translators to transfer these linguistic elements from one language to the other.

Lateral tires characterization: testing, analytical models and applications for aeronautic purpose

The lateral characteristics of tires in terms of lateral forces as a function of sideslip angle is a focal point in the prediction of ground loads and ground handling aircraft behavior. However, tests to validate such coefficients are not mandatory to obtain Aircraft Type Certification and so they are not available for ATR tires. Anyway, some analytical values are implemented in ATR calculation codes (Flight Qualities in-house numerical code and Loads in-house numerical code). Hence, the goal of my work is to further investigate and validate lateral tires characteristics by means of: exploitation and re-parameterization of existing test on NLG tires, implementation of easy-handle model based on DFDR parameters to compute sideslip angles, application of this model to compute lateral loads on existing flight tests and incident cases, analysis of results. The last part of this work is dedicated to the preliminary study of a methodology to perform a test to retrieve lateral tire loads during ground turning with minimum requirements in terms of aircraft test instrumentation. This represents the basis for future works.

Investigating the role of Copy Number Variants in Specific Language Impairment and identification of new candidate genes

Specific language impairment (SLI) is a complex neurodevelopmental disorder defined as an unexpected failure to develop normal language abilities for no obvious reason. Copy number variants (CNVs) are an important source of variation in the susceptibility to neuropsychiatric disorders. Therefore, a CNV study within SLI families was performed to investigate the role of structural variants in SLI. Among the identified CNVs, we focused on CNVs on chromosome 15q11-q13, recurrently observed in neuropsychiatric conditions, and a homozygous exonic microdeletion in ZNF277. Since this microdeletion falls within the AUTS1 locus, a region linked to autism spectrum disorders (ASD), we investigated a potential role of ZNF277 in SLI and ASD. Frequency data and expression analysis of the ZNF277 microdeletion suggested that this variant may contribute to the risk of language impairments in a complex manner, that is independent of the autism risk previously described in this region. Moreover, we identified an affected individual with a dihydropyrimidine dehydrogenase (DPD) deficiency, caused by compound heterozygosity of two deleterious variants in the gene DPYD. Since DPYD represents a good candidate gene for both SLI and ASD, we investigated its involvement in the susceptibility to these two disorders, focusing on the splicing variant rs3918290, the most common mutation in the DPD deficiency. We observed a higher frequency of rs3918290 in SLI cases (1.2%), compared to controls (~0.6%), while no difference was observed in a large ASD cohort. DPYD mutation screening in 4 SLI and 7 ASD families carrying the splicing variant identified six known missense changes and a novel variant in the promoter region. These data suggest that the combined effect of the mutations identified in affected individuals may lead to an altered DPD activity and that rare variants in DPYD might contribute to a minority of cases, in conjunction with other genetic or non-genetic factors.

Uptake of regular chlamydia testing by U.S. women: a longitudinal study

Background Routine chlamydia screening is a recommended preventive intervention for sexually active women aged ≤25 years in the U.S. but rates of regular uptake are not known. Purpose This study aimed to examine rates of annual chlamydia testing and factors associated with repeat testing in a population of U.S. women. Methods Women aged 15–25 years at any time from January 1, 2002, to December 31, 2006 who were enrolled in 130 commercial health plans were included. Data relating to chlamydia tests were analyzed in 2009. Chlamydia testing rates (per 100 woman-years) by age and rates of repeated annual testing were estimated. Poisson regression was used to examine the effects of age and previous testing on further chlamydia testing within the observation period. Results In total, 2,632,365 women were included. The chlamydia testing rate over the whole study period was 13.6 per 100 woman years after adjusting for age-specific sexual activity; 8.5 (95% CI=6.0, 12.3) per 100 woman-years in those aged 15 years; and 17.7 (95% CI=17.1, 18.9) in those aged 25 years. Among women enrolled for the entire 5-year study period, 25.9% had at least one test but only 0.1% had a chlamydia test every year. Women tested more than once and older women were more likely to be tested again in the observation period. Conclusions The low rates of regular annual chlamydia testing do not comply with national recommendations and would not be expected to have a major impact on the control of chlamydia infection at the population level.

Domain-Specific Program Checking

Lint-like program checkers are popular tools that ensure code quality by verifying compliance with best practices for a particular programming language. The proliferation of internal domain-specific languages and models, however, poses new challenges for such tools. Traditional program checkers produce many false positives and fail to accurately check constraints, best practices, common errors, possible optimizations and portability issues particular to domain-specific languages. We advocate the use of dedicated rules to check domain-specific practices. We demonstrate the implementation of domain-specific rules, the automatic fixing of violations, and their application to two case-studies: (1) Seaside defines several internal DSLs through a creative use of the syntax of the host language; and (2) Magritte adds meta-descriptions to existing code by means of special methods. Our empirical validation demonstrates that domain-specific program checking significantly improves code quality when compared with general purpose program checking.

Recombinant major urinary proteins of the mouse in specific IgE and IgG testing

Background: Recombinant allergens are preferred over natural allergen extracts in measuring antibodies. We tested the use of recombinant variants of the major mouse allergen Mus m 1 in detection of mouse-specific antibodies in sera of laboratory animal workers and children. Methods: Six recombinant major urinary proteins (MUPs) were produced and antibody-binding capacity was compared to natural Mus m 1 and to mouse urine extract. In a specific subset, cross-reactivity of MUP with Mus m 1 and between the different recombinant MUPs was determined. Results: For IgE antibodies, MUP8 showed high cross-reactivity with Mus m 1. MUP8-specific IgE was found in 55% of the mouse urine IgE-positive sera. Specific IgG and IgG4 antibodies against natural Mus m 1 correlated strongly with antibodies against recombinant MUP8 and were cross-reactive. IgG4 levels against MUP8 and mouse urine extract correlated, but detection of mouse urine-specific IgG4 in the absence of MUP-specific IgG4 was not uncommon. Cross-reactivity of IgG antibodies between MUP8 and Mus m 1 as well as between the different MUPs was high and inhibition varied between 54 and 99%. Conclusion: The mouse allergen Mus m 1 can be replaced in antibody testing by recombinant MUP8. Other MUPs, except MUP4, are interchangeable with MUP8. However, mouse urine extract showed better detection of both mouse-specific IgE and IgG4 levels. Other components in the mouse urine, like mouse albumin and other yet unidentified components, also induce IgE and IgG(4) antibodies.

Development and testing of an asymmetric capacitor with a nickel-carbon foam positive electrode

Electrochemical capacitors (ECs), also known as supercapacitors or ultracapacitors, are energy storage devices with properties between batteries and conventional capacitors. EC have evolved through several generations. The trend in EC is to combine a double-layer electrode with a battery-type electrode in an asymmetric capacitor configuration. The double-layer electrode is usually an activated carbon (AC) since it has high surface area, good conductivity, and relatively low cost. The battery-type electrode usually consists of PbO2 or Ni(OH)2. In this research, a graphitic carbon foam was impregnated with Co-substituted Ni(OH)2 using electrochemical deposition to serve as the positive electrode in the asymmetric capacitor. The purpose was to reduce the cost and weight of the ECs while maintaining or increasing capacitance and gravimetric energy storage density. The XRD result indicated that the nickel-carbon foam electrode was a typical α-Ni(OH)2. The specific capacitance of the nickel-carbon foam electrode was 2641 F/g at 5 mA/cm2, higher than the previously reported value of 2080 F/g for a 7.5% Al-substituted α-Ni(OH)2 electrode. Three different ACs (RP-20, YP-50F, and Ketjenblack EC-600JD) were evaluated through their morphology and electrochemical performance to determine their suitability for use in ECs. The study indicated that YP-50F demonstrated the better overall performance because of the combination of micropore and mesopore structures. Therefore, YP-50F was chosen to combine with the nickel-carbon foam electrode for further evaluation. Six cells with different mass ratios of negative to positive active mass were fabricated to study the electrochemical performance. Among the different mass ratios, the asymmetric capacitor with the mass ratio of 3.71 gave the highest specific energy and specific power, 24.5 W.h/kg and 498 W/kg, respectively.

Language as a barrier and facilitator for women's career progress

Purpose When applying for leadership positions or acting as leaders, women are still perceived with a ‘lack of fit’, thus hired less likely and evaluated less favorably than their male counterparts. In many languages, different language forms can be used to refer to both women and men: masculine forms (e.g., CEO in German: ‘Geschäftsführer’) and alternative forms (e.g., feminine‐masculine word pairs, CEO in German ‘Geschäftsführerin/Geschäftsführer’). We assumed that the use of masculine forms endorses the ‘lack of fit’ for women in leadership, whereas alternative forms reduce it. Design/Methodology Two studies tested the hypotheses by manipulating language forms (masculine forms vs. alternative forms) and gender of the target to hire/evaluate (female vs. male). Results The results indicated as predicted that masculine forms lead to the ‘lack of fit’ for women in the leadership context, whereas alternative forms reduce it. Women were less likely to be employed for leadership positions (Study 1) and evaluated less favorably as leaders (Study 2) than their male counterparts with masculine forms. However, with alternative forms no differences in employment decisions and evaluations of women and men were found. Limitations These two studies were conducted with student‐samples. Further research is needed to replicate effects with relevant samples as HRmanagers and to investigate underlying mechanisms. Research/Practical Implications Organizations may use alternative forms instead of masculine forms in job advertisements for leadership positions to overcome barriers for women in leadership. Originality/Value These are the first studies in testing the effects of language forms in the leader selection and evaluation.

Temporal lobe white matter asymmetry and language laterality in epilepsy patients.

Recent studies using diffusion tensor imaging (DTI) have advanced our knowledge of the organization of white matter subserving language function. It remains unclear, however, how DTI may be used to predict accurately a key feature of language organization: its asymmetric representation in one cerebral hemisphere. In this study of epilepsy patients with unambiguous lateralization on Wada testing (19 left and 4 right lateralized subjects; no bilateral subjects), the predictive value of DTI for classifying the dominant hemisphere for language was assessed relative to the existing standard-the intra-carotid Amytal (Wada) procedure. Our specific hypothesis is that language laterality in both unilateral left- and right-hemisphere language dominant subjects may be predicted by hemispheric asymmetry in the relative density of three white matter pathways terminating in the temporal lobe implicated in different aspects of language function: the arcuate (AF), uncinate (UF), and inferior longitudinal fasciculi (ILF). Laterality indices computed from asymmetry of high anisotropy AF pathways, but not the other pathways, classified the majority (19 of 23) of patients using the Wada results as the standard. A logistic regression model incorporating information from DTI of the AF, fMRI activity in Broca's area, and handedness was able to classify 22 of 23 (95.6%) patients correctly according to their Wada score. We conclude that evaluation of highly anisotropic components of the AF alone has significant predictive power for determining language laterality, and that this markedly asymmetric distribution in the dominant hemisphere may reflect enhanced connectivity between frontal and temporal sites to support fluent language processes. Given the small sample reported in this preliminary study, future research should assess this method on a larger group of patients, including subjects with bi-hemispheric dominance.

Jazz drummers recruit language-specific areas for the processing of rhythmic structure

Rhythm is a central characteristic of music and speech, the most important domains of human communication using acoustic signals. Here, we investigated how rhythmical patterns in music are processed in the human brain, and, in addition, evaluated the impact of musical training on rhythm processing. Using fMRI, we found that deviations from a rule-based regular rhythmic structure activated the left planum temporale together with Broca's area and its right-hemispheric homolog across subjects, that is, a network also crucially involved in the processing of harmonic structure in music and the syntactic analysis of language. Comparing the BOLD responses to rhythmic variations between professional jazz drummers and musical laypersons, we found that only highly trained rhythmic experts show additional activity in left-hemispheric supramarginal gyrus, a higher-order region involved in processing of linguistic syntax. This suggests an additional functional recruitment of brain areas usually dedicated to complex linguistic syntax processing for the analysis of rhythmical patterns only in professional jazz drummers, who are especially trained to use rhythmical cues for communication.