Volume-Synchronized Probability of Informed Trading (VPIN), Market Volatility, and High-Frequency Liquidity

We assess the predictive ability of three VPIN metrics on the basis of two highly volatile market events of China, and examine the association between VPIN and toxic-induced volatility through conditional probability analysis and multiple regression. We examine the dynamic relationship on VPIN and high-frequency liquidity using Vector Auto-Regression models, Granger Causality tests, and impulse response analysis. Our results suggest that Bulk Volume VPIN has the best risk-warning effect among major VPIN metrics. VPIN has a positive association with market volatility induced by toxic information flow. Most importantly, we document a positive feedback effect between VPIN and high-frequency liquidity, where a negative liquidity shock boosts up VPIN, which, in turn, leads to further liquidity drain. Our study provides empirical evidence that reflects an intrinsic game between informed traders and market makers when facing toxic information in the high-frequency trading world.

Psychopathy and the Ability to Detect Cheaters: An Evolutionary Perspective

This research examined psychopathy as an evolutionary adaptation that involves cheating and deception. I theorized that this strategy should be associated with certain abilities. This research examined the association between psychopathic traits and the ability to detect cheaters, altruism, deception, and psychopathic traits. Results indicated that psychopathic traits were not significantly associated with the ability to detect cheaters or altruism. Results indicated that high Factor 1 psychopathy scores, and low Factor 2 psychopathy scores, were indicative of higher ratings of deception when viewing deceptive videos. Conversely, when viewing truthful videos, Factor 1 was a significant predictor of higher ratings of deception. Finally, our results indicated that total psychopathy scores were associated the ability to identify psychopathic traits in others. Taken together the results provide mixed support for the evolutionary perspective of psychopathy.

Characterization of Carotid Plaques with Ultrasound Non-Invasive Vascular Elastography (NIVE) : Feasibility and Correlation with High-Resolution Magnetic Resonance Imaging

L’accident vasculaire cérébral (AVC) est une cause principale de décès et de morbidité dans le monde; une bonne partie des AVC est causée par la plaque d’athérosclérose carotidienne. La prévention de l’AVC chez les patients ayant une plaque carotidienne demeure controversée, vu les risques et bénéfices ambigus associés au traitement chirurgical ou médical. Plusieurs méthodes d’imagerie ont été développées afin d’étudier la plaque vulnérable (dont le risque est élevé), mais aucune n’est suffisamment validée ou accessible pour permettre une utilisation comme outil de dépistage. L’élastographie non-invasive vasculaire (NIVE) est une technique nouvelle qui cartographie les déformations (élasticité) de la plaque afin de détecter les plaque vulnérables; cette technique n’est pas encore validée cliniquement. Le but de ce projet est d’évaluer la capacité de NIVE de caractériser la composition de la plaque et sa vulnérabilité in vivo chez des patients ayant des plaques sévères carotidiennes, en utilisant comme étalon de référence, l’imagerie par résonance magnétique (IRM) à haute-résolution. Afin de poursuivre cette étude, une connaissance accrue de l’AVC, l’athérosclérose, la plaque vulnérable, ainsi que des techniques actuelles d’imagerie de la plaque carotidienne, est requise. Trente-et-un sujets ont été examinés par NIVE par ultrasonographie et IRM à haute-résolution. Sur 31 plaques, 9 étaient symptomatiques, 17 contenaient des lipides, et 7 étaient vulnérables selon l’IRM. Les déformations étaient significativement plus petites chez les plaques contenant des lipides, avec une sensibilité élevée et une spécificité modérée. Une association quadratique entre la déformation et la quantité de lipide a été trouvée. Les déformations ne pouvaient pas distinguer les plaques vulnérables ou symptomatiques. En conclusion, NIVE par ultrasonographie est faisable chez des patients ayant des sténoses carotidiennes significatives et peut détecter la présence d’un coeur lipidique. Des études supplémentaires de progression de la plaque avec NIVE sont requises afin d’identifier les plaques vulnérables.

Transient high level mammalian reovirus replication in a bat epithelial cell line occurs without cytopathic effect

Mammalian reoviruses exhibit a large host range and infected cells are generally killed; however, most studies examined only a few cell types and host species, and are probably not representative of all possible interactions between virus and host cell. Many questions thus remain concerning the nature of cellular factors that affect viral replication and cell death. In the present work, it was observed that replication of the classical mammalian reovirus serotype 3 Dearing in a bat epithelial cell line, Tb1.Lu, does not result in cell lysis and is rapidly reduced to very low levels. Prior uncoating of virions by chymotrypsin treatment, to generate infectious subviral particles, increased the initial level of infection but without any significant effect on further viral replication or cell survival. Infected cells remain resistant to virus reinfection and secrete an antiviral factor, most likely interferon, that is protective against the unrelated encephalomyocarditis virus. Although, the transformed status of a cell is believed to promote reovirus replication and viral “oncolysis”, resistant Tb1.Lu cells exhibit a classical phenotype of transformed cells by forming colonies in semisolid soft agar medium. Further transduction of Tb.Lu cells with a constitutively-active Ras oncogene does not seem cell growth or reovirus effect on these cells. Infected Tb1.Lu cells can produce low-level of infectious virus for a long time without any apparent effect, although these cells are resistant to reinfection. The results suggest that Tb1.Lu cells can mount an unusual antiviral response. Specific properties of bat cells may thus be in part responsible for the ability of the animals to act as reservoirs for viruses in general and for novel reoviruses in particular. Their peculiar resistance to cell lysis also makes Tb1.Lu cells an attractive model to study the cellular and viral factors that determine the ability of reovirus to replicate and destroy infected cells.

Biochemical and physiological characteristics of actinomycetes isolated from high altitude shola soils of tropical Montane forest

Actinomycetes are gram-positive, free-living, saprophytic bacteria widely distributed in soil, water and colonizing plants showing marked chemical and morphological diversity. They are potential source of many bioactive compounds, which have diverse clinical effects and important applications in human medicine. In the present work, we have studied some of the physiological and biochemical characteristics of 36 actinomycete strains isolated from the shola soils of tropical montane forest; a relatively unexplored biodiversity hotspot. Ability of actinomycetes isolates to ferment and produce acids from various carbohydrate sources such as innositol, mannose, sorbitol, galactose, mannitol, xylose, rhamnose, arabinose, lactose and fructose were studied. Almost all the carbon compounds were utilized by one or other actinomycete isolates. The most preferred carbon sources were found to be xylose (94.44%) followed by fructose and mannose (91.66%). Only 41.76% of the isolates were able to ferment lactose. The ability of actinomycetes isolates to decompose protein and amino acid differ considerably. 72.22% of the isolates were able to decompose milk protein casein and 61.11% of the isolates decompose tyrosine. Only 8.33% of the strains were able to decompose amino acid hypoxanthine and none of them were able to decompose amino acid xanthine. Potential of the actinomycetes isolates to reduce esculin, urea and hippurate and to resist lysozyme was also checked. 91.66% of the isolates showed ability to decompose esculin and 63.88% of the isolates had the capacity to produce urease and to decompose urea. Only 25% of the isolate were able to decompose hippurate and 94.44% showed lysozyme resistance

A High Order Finite Volume Scheme for the 2D Shallow Water Equations Including Topography

Inhalt dieser Arbeit ist ein Verfahren zur numerischen Lösung der zweidimensionalen Flachwassergleichung, welche das Fließverhalten von Gewässern, deren Oberflächenausdehnung wesentlich größer als deren Tiefe ist, modelliert. Diese Gleichung beschreibt die gravitationsbedingte zeitliche Änderung eines gegebenen Anfangszustandes bei Gewässern mit freier Oberfläche. Diese Klasse beinhaltet Probleme wie das Verhalten von Wellen an flachen Stränden oder die Bewegung einer Flutwelle in einem Fluss. Diese Beispiele zeigen deutlich die Notwendigkeit, den Einfluss von Topographie sowie die Behandlung von Nass/Trockenübergängen im Verfahren zu berücksichtigen. In der vorliegenden Dissertation wird ein, in Gebieten mit hinreichender Wasserhöhe, hochgenaues Finite-Volumen-Verfahren zur numerischen Bestimmung des zeitlichen Verlaufs der Lösung der zweidimensionalen Flachwassergleichung aus gegebenen Anfangs- und Randbedingungen auf einem unstrukturierten Gitter vorgestellt, welches in der Lage ist, den Einfluss topographischer Quellterme auf die Strömung zu berücksichtigen, sowie in sogenannten \glqq lake at rest\grqq-stationären Zuständen diesen Einfluss mit den numerischen Flüssen exakt auszubalancieren. Basis des Verfahrens ist ein Finite-Volumen-Ansatz erster Ordnung, welcher durch eine WENO Rekonstruktion unter Verwendung der Methode der kleinsten Quadrate und eine sogenannte Space Time Expansion erweitert wird mit dem Ziel, ein Verfahren beliebig hoher Ordnung zu erhalten. Die im Verfahren auftretenden Riemannprobleme werden mit dem Riemannlöser von Chinnayya, LeRoux und Seguin von 1999 gelöst, welcher die Einflüsse der Topographie auf den Strömungsverlauf mit berücksichtigt. Es wird in der Arbeit bewiesen, dass die Koeffizienten der durch das WENO-Verfahren berechneten Rekonstruktionspolynome die räumlichen Ableitungen der zu rekonstruierenden Funktion mit einem zur Verfahrensordnung passenden Genauigkeitsgrad approximieren. Ebenso wird bewiesen, dass die Koeffizienten des aus der Space Time Expansion resultierenden Polynoms die räumlichen und zeitlichen Ableitungen der Lösung des Anfangswertproblems approximieren. Darüber hinaus wird die wohlbalanciertheit des Verfahrens für beliebig hohe numerische Ordnung bewiesen. Für die Behandlung von Nass/Trockenübergangen wird eine Methode zur Ordnungsreduktion abhängig von Wasserhöhe und Zellgröße vorgeschlagen. Dies ist notwendig, um in der Rechnung negative Werte für die Wasserhöhe, welche als Folge von Oszillationen des Raum-Zeit-Polynoms auftreten können, zu vermeiden. Numerische Ergebnisse die die theoretische Verfahrensordnung bestätigen werden ebenso präsentiert wie Beispiele, welche die hervorragenden Eigenschaften des Gesamtverfahrens in der Berechnung herausfordernder Probleme demonstrieren.

A Auto-Estima dos docentes de Educação Física : a questão do género

A inclusão de alunos com necessidades educativas especiais no ensino regular encontra-se devidamente explicitada nacional e internacionalmente, contudo a sua implementação tem vindo a revelar-se desafiante tanto para o sistema educativo como para os agentes de ensino. São conhecidas e encontram-se publicadas em diversos estudos as vantagens da educação inclusiva, porém o sistema educativo depara-se com populações cada vez mais heterogéneas onde responder satisfatoriamente a todos se tem caracterizado como árdua tarefa. O papel dos professores não pode também ser esquecido dado que estes representam um papel muito importante em todo o processo, mas o que dizer relativamente ao seu grau de satisfação profissional e à sua auto-estima. O objectivo deste estudo foi analisar de que forma o sentimento de competência e capacidade, a satisfação pessoal nas relações profissionais, a percepção do reconhecimento pelos outros e a relação com os alunos varia em função do género. Para o desenvolvimento desta investigação foi utilizado o questionário intitulado por Escala de Auto-Estima Profissional (E.A.P., Leitão, 2012). A amostra foi constituída por 115 professores de Educação Física do 2º, 3º e Ensino Secundário das escolas da Rede de Estágio. Concluiu-se que todas as dimensões da auto-estima profissional apresentam valores médios moderados a elevados, sendo o sentimento de competência e capacidade (M = 5.01; DP = .62) o que revela um maior nível de satisfação por parte dos professores e o menos satisfatório o que diz respeito à Satisfação pessoal nas relações profissionais (M = 4.60; DP = .89). Relativamente ao sentimento de competência e capacidade verificámos que os inquiridos do sexo masculino apresentam resultados médios superiores aos do sexo feminino [MM = 5.06, DPM = .61; MF = 4.94, DPF = .62 ]. No que se refere à satisfação pessoal nas relações profissionais constatámos também que os inquiridos do sexo masculino apresentam resultados médios superiores aos do sexo feminino [MM = 4.63, DPM = .69; MF = 4.55, DPF = 1.13]. Relativamente às dimensões percepção do reconhecimento pelos outros e relação com os alunos verificámos que os inquiridos do sexo feminino apresentam resultados médios superiores aos do sexo masculinos, respectivamente [MM = 4.86, DPM =.77; MF = 4.87, DPF =.80] e alunos [MM = 4.91, DPM =.61; MF = 4.94, DPF =.63]. Contudo, não existem diferenças estatisticamente significativas em função do género em nenhuma das dimensões avaliadas [Sentimento de competência e capacidade [t (113) = -.983, p = .328; Satisfação pessoal nas relações profissionais [t (113) = -.453, p = .651] ; Percepção do reconhecimento pelos outros [t (113) = .032, p = .974] e Relação com os alunos [t (113) = .102, p = .919].

Detection of flood extent in urban areas using high resolution TerraSAR-X data

Flooding is a major hazard in both rural and urban areas worldwide, but it is in urban areas that the impacts are most severe. An investigation of the ability of high resolution TerraSAR-X data to detect flooded regions in urban areas is described. An important application for this would be the calibration and validation of the flood extent predicted by an urban flood inundation model. To date, research on such models has been hampered by lack of suitable distributed validation data. The study uses a 3m resolution TerraSAR-X image of a 1-in-150 year flood near Tewkesbury, UK, in 2007, for which contemporaneous aerial photography exists for validation. The DLR SETES SAR simulator was used in conjunction with airborne LiDAR data to estimate regions of the TerraSAR-X image in which water would not be visible due to radar shadow or layover caused by buildings and taller vegetation, and these regions were masked out in the flood detection process. A semi-automatic algorithm for the detection of floodwater was developed, based on a hybrid approach. Flooding in rural areas adjacent to the urban areas was detected using an active contour model (snake) region-growing algorithm seeded using the un-flooded river channel network, which was applied to the TerraSAR-X image fused with the LiDAR DTM to ensure the smooth variation of heights along the reach. A simpler region-growing approach was used in the urban areas, which was initialized using knowledge of the flood waterline in the rural areas. Seed pixels having low backscatter were identified in the urban areas using supervised classification based on training areas for water taken from the rural flood, and non-water taken from the higher urban areas. Seed pixels were required to have heights less than a spatially-varying height threshold determined from nearby rural waterline heights. Seed pixels were clustered into urban flood regions based on their close proximity, rather than requiring that all pixels in the region should have low backscatter. This approach was taken because it appeared that urban water backscatter values were corrupted in some pixels, perhaps due to contributions from side-lobes of strong reflectors nearby. The TerraSAR-X urban flood extent was validated using the flood extent visible in the aerial photos. It turned out that 76% of the urban water pixels visible to TerraSAR-X were correctly detected, with an associated false positive rate of 25%. If all urban water pixels were considered, including those in shadow and layover regions, these figures fell to 58% and 19% respectively. These findings indicate that TerraSAR-X is capable of providing useful data for the calibration and validation of urban flood inundation models.

Analysing the ability to retain sidechain hydrogen-bonds in mutant proteins

Motivation: Hydrogen bonds are one of the most important inter-atomic interactions in biology. Previous experimental, theoretical and bioinformatics analyses have shown that the hydrogen bonding potential of amino acids is generally satisfied and that buried unsatisfied hydrogen-bond-capable residues are destabilizing. When studying mutant proteins, or introducing mutations to residues involved in hydrogen bonding, one needs to know whether a hydrogen bond can be maintained. Our aim, therefore, was to develop a rapid method to evaluate whether a sidechain can form a hydrogen-bond. Results: A novel knowledge-based approach was developed in which the conformations accessible to the residues involved are taken into account. Residues involved in hydrogen bonds in a set of high resolution crystal structures were analyzed and this analysis is then applied to a given protein. The program was applied to assess mutations in the tumour-suppressor protein, p53. This raised the number of distinct mutations identified as disrupting sidechain-sidechain hydrogen bonding from 181 in our previous analysis to 202 in this analysis.

High throughput profile-profile based fold recognition for the entire human proteome

BACKGROUND: In order to maintain the most comprehensive structural annotation databases we must carry out regular updates for each proteome using the latest profile-profile fold recognition methods. The ability to carry out these updates on demand is necessary to keep pace with the regular updates of sequence and structure databases. Providing the highest quality structural models requires the most intensive profile-profile fold recognition methods running with the very latest available sequence databases and fold libraries. However, running these methods on such a regular basis for every sequenced proteome requires large amounts of processing power.In this paper we describe and benchmark the JYDE (Job Yield Distribution Environment) system, which is a meta-scheduler designed to work above cluster schedulers, such as Sun Grid Engine (SGE) or Condor. We demonstrate the ability of JYDE to distribute the load of genomic-scale fold recognition across multiple independent Grid domains. We use the most recent profile-profile version of our mGenTHREADER software in order to annotate the latest version of the Human proteome against the latest sequence and structure databases in as short a time as possible. RESULTS: We show that our JYDE system is able to scale to large numbers of intensive fold recognition jobs running across several independent computer clusters. Using our JYDE system we have been able to annotate 99.9% of the protein sequences within the Human proteome in less than 24 hours, by harnessing over 500 CPUs from 3 independent Grid domains. CONCLUSION: This study clearly demonstrates the feasibility of carrying out on demand high quality structural annotations for the proteomes of major eukaryotic organisms. Specifically, we have shown that it is now possible to provide complete regular updates of profile-profile based fold recognition models for entire eukaryotic proteomes, through the use of Grid middleware such as JYDE.

Ventilation rates in schools and pupil’s performance using computerized assessment tests

Research shows that poor indoor air quality (IAQ) in school buildings can cause a reduction in the students’ performance assessed by short-term computer-based tests; whereas good air quality in classrooms can enhance children's concentration and also teachers’ productivity. Investigation of air quality in classrooms helps us to characterise pollutant levels and implement corrective measures. Outdoor pollution, ventilation equipment, furnishings, and human activities affect IAQ. In school classrooms, the occupancy density is high (1.8–2.4 m2/person) compared to offices (10 m2/person). Ventilation systems expend energy and there is a trend to save energy by reducing ventilation rates. We need to establish the minimum acceptable level of fresh air required for the health of the occupants. This paper describes a project, which will aim to investigate the effect of IAQ and ventilation rates on pupils’ performance and health using psychological tests. The aim is to recommend suitable ventilation rates for classrooms and examine the suitability of the air quality guidelines for classrooms. The air quality, ventilation rates and pupils’ performance in classrooms will be evaluated in parallel measurements. In addition, Visual Analogue Scales will be used to assess subjective perception of the classroom environment and SBS symptoms. Pupil performance will be measured with Computerised Assessment Tests (CAT), and Pen and Paper Performance Tasks while physical parameters of the classroom environment will be recorded using an advanced data logging system. A total number of 20 primary schools in the Reading area are expected to participate in the present investigation, and the pupils participating in this study will be within the age group of 9–11 years. On completion of the project, based on the overall data recommendations for suitable ventilation rates for schools will be formulated.

The relationship between membrane damage, release of protein and loss of viability in Escherichia coli exposed to high hydrostatic pressure

The aim of this work was to examine a possible association between resistance of two Escherichia coli strains to high hydrostatic pressure and the susceptibility of their cell membranes to pressure-induced damage. Cells were exposed to pressures between 100 and 700 MPa at room temperature (~20C) in phosphate-buffered-saline. In the more pressure-sensitive strain E. coli 8164, loss of viability occurred at pressures between 100 MPa and 300 MPa and coincided with irreversible loss of membrane integrity as indicated by uptake of propidium iodide (PI) and leakage of protein of molecular mass between 9 and 78 kDa from the cells. Protein release increased to a maximum at 400 MPa then decreased, possibly due to intracellular aggregation at the higher pressures. In the pressure-resistant strain E. coli J1, PI was taken up during pressure treatment but not after decompression indicating that cells were able to reseal their membranes. Loss of viability in strain J1 coincided with the transient loss of membrane integrity between approximately 200 MPa and 600 MPa. In E. coli J1 leakage of protein occurred before loss of viability and the released protein was of low molecular mass, between 8 and 11 kDa and may have been of periplasmic origin. In these two strains differences in pressure resistance appeared to be related to differences in the ability of their membranes to withstand disruption by pressure. However it appears that transient loss of membrane integrity during pressure can lead to cell death irrespective of whether cells can reseal their membranes afterwards.

Evaluating the ability of a numerical weather prediction model to forecast tracer concentrations during ETEX 2

In this paper the meteorological processes responsible for transporting tracer during the second ETEX (European Tracer EXperiment) release are determined using the UK Met Office Unified Model (UM). The UM predicted distribution of tracer is also compared with observations from the ETEX campaign. The dominant meteorological process is a warm conveyor belt which transports large amounts of tracer away from the surface up to a height of 4 km over a 36 h period. Convection is also an important process, transporting tracer to heights of up to 8 km. Potential sources of error when using an operational numerical weather prediction model to forecast air quality are also investigated. These potential sources of error include model dynamics, model resolution and model physics. In the UM a semi-Lagrangian monotonic advection scheme is used with cubic polynomial interpolation. This can predict unrealistic negative values of tracer which are subsequently set to zero, and hence results in an overprediction of tracer concentrations. In order to conserve mass in the UM tracer simulations it was necessary to include a flux corrected transport method. Model resolution can also affect the accuracy of predicted tracer distributions. Low resolution simulations (50 km grid length) were unable to resolve a change in wind direction observed during ETEX 2, this led to an error in the transport direction and hence an error in tracer distribution. High resolution simulations (12 km grid length) captured the change in wind direction and hence produced a tracer distribution that compared better with the observations. The representation of convective mixing was found to have a large effect on the vertical transport of tracer. Turning off the convective mixing parameterisation in the UM significantly reduced the vertical transport of tracer. Finally, air quality forecasts were found to be sensitive to the timing of synoptic scale features. Errors in the position of the cold front relative to the tracer release location of only 1 h resulted in changes in the predicted tracer concentrations that were of the same order of magnitude as the absolute tracer concentrations.

Exposure to space radiation of high-performance infrared multilayer-filters and materials technology experiments

Infrared multilayer interference filters have been used extensively in satellite radiometers for about 15 years. Filters manufactured by the University of Reading have been used in Nimbus 5, 6, and 7, TIROS N, and the Pioneer Venus orbiter. The ability of the filters to withstand the space environment in these applications is critical; if degradation takes place, the effects would range from worsening of signal-to-noise performance to complete system failure. An experiment on the LDEF will enable the filters, for the first time, to be subjected to authoritative spectral measurements following space exposure to ascertain their suitability for spacecraft use and to permit an understanding of degradation mechanisms.

The competitive ability of pea-barley intercrops against weeds and the interactions with crop productivity and soil N availability

Grain legumes, such as peas (Pisum sativum L.), are known to be weak competitors against weeds when grown as the sole crop. In this study, the weed-suppression effect of pea–barley (Hordeum vulgare L.)intercropping compared to the respective sole crops was examined in organic field experiments across Western Europe (i.e., Denmark, the United Kingdom, France, Germany and Italy). Spring pea (P) and barley(B) were sown either as the sole crop, at the recommended plant density (P100 and B100, respectively), or in replacement (P50B50) or additive (P100B50)intercropping designs for three seasons (2003–2005). The weed biomass was three times higher under the pea sole crops than under both the intercrops and barley sole crops at maturity. The inclusion of joint experiments in several countries and various growing conditions showed that intercrops maintain a highly asymmetric competition over weeds, regardless of the particular weed infestation (species and productivity), the crop biomass or the soil nitrogen availability. The intercropping weed suppression was highly resilient, whereas the weed suppression in pea sole crops was lower and more variable. The pea–barley intercrops exhibited high levels of weed suppression, even with a low percentage of barley in the total biomass. Despite a reduced leaf area in the case of a low soil N availability, the barley sole crops and intercrops displayed high weed suppression, probably because of their strong competitive capability to absorb soil N. Higher soil N availabilities entailed increased leaf areas and competitive ability for light, which contributed to the overall competitive ability against weeds for all of the treatments. The contribution of the weeds in the total dry matter and soil N acquisition was higher in the pea sole crop than in the other treatments, in spite of the higher leaf areas in the pea crops.