Quantifying and modeling financial market fluctuations

Die Entstehung eines Marktpreises für einen Vermögenswert kann als Superposition der einzelnen Aktionen der Marktteilnehmer aufgefasst werden, die damit kumulativ Angebot und Nachfrage erzeugen. Dies ist in der statistischen Physik mit der Entstehung makroskopischer Eigenschaften vergleichbar, die von mikroskopischen Wechselwirkungen zwischen den beteiligten Systemkomponenten hervorgerufen werden. Die Verteilung der Preisänderungen an Finanzmärkten unterscheidet sich deutlich von einer Gaußverteilung. Dies führt zu empirischen Besonderheiten des Preisprozesses, zu denen neben dem Skalierungsverhalten nicht-triviale Korrelationsfunktionen und zeitlich gehäufte Volatilität zählen. In der vorliegenden Arbeit liegt der Fokus auf der Analyse von Finanzmarktzeitreihen und den darin enthaltenen Korrelationen. Es wird ein neues Verfahren zur Quantifizierung von Muster-basierten komplexen Korrelationen einer Zeitreihe entwickelt. Mit dieser Methodik werden signifikante Anzeichen dafür gefunden, dass sich typische Verhaltensmuster von Finanzmarktteilnehmern auf kurzen Zeitskalen manifestieren, dass also die Reaktion auf einen gegebenen Preisverlauf nicht rein zufällig ist, sondern vielmehr ähnliche Preisverläufe auch ähnliche Reaktionen hervorrufen. Ausgehend von der Untersuchung der komplexen Korrelationen in Finanzmarktzeitreihen wird die Frage behandelt, welche Eigenschaften sich beim Wechsel von einem positiven Trend zu einem negativen Trend verändern. Eine empirische Quantifizierung mittels Reskalierung liefert das Resultat, dass unabhängig von der betrachteten Zeitskala neue Preisextrema mit einem Anstieg des Transaktionsvolumens und einer Reduktion der Zeitintervalle zwischen Transaktionen einhergehen. Diese Abhängigkeiten weisen Charakteristika auf, die man auch in anderen komplexen Systemen in der Natur und speziell in physikalischen Systemen vorfindet. Über 9 Größenordnungen in der Zeit sind diese Eigenschaften auch unabhängig vom analysierten Markt - Trends, die nur für Sekunden bestehen, zeigen die gleiche Charakteristik wie Trends auf Zeitskalen von Monaten. Dies eröffnet die Möglichkeit, mehr über Finanzmarktblasen und deren Zusammenbrüche zu lernen, da Trends auf kleinen Zeitskalen viel häufiger auftreten. Zusätzlich wird eine Monte Carlo-basierte Simulation des Finanzmarktes analysiert und erweitert, um die empirischen Eigenschaften zu reproduzieren und Einblicke in deren Ursachen zu erhalten, die zum einen in der Finanzmarktmikrostruktur und andererseits in der Risikoaversion der Handelsteilnehmer zu suchen sind. Für die rechenzeitintensiven Verfahren kann mittels Parallelisierung auf einer Graphikkartenarchitektur eine deutliche Rechenzeitreduktion erreicht werden. Um das weite Spektrum an Einsatzbereichen von Graphikkarten zu aufzuzeigen, wird auch ein Standardmodell der statistischen Physik - das Ising-Modell - auf die Graphikkarte mit signifikanten Laufzeitvorteilen portiert. Teilresultate der Arbeit sind publiziert in [PGPS07, PPS08, Pre11, PVPS09b, PVPS09a, PS09, PS10a, SBF+10, BVP10, Pre10, PS10b, PSS10, SBF+11, PB10].

Fossil versus contemporary sources of fine elemental and organic carbonaceous particulate matter during the DAURE campaign in Northeast Spain

We present results from the international field campaign DAURE (Detn. of the sources of atm. Aerosols in Urban and Rural Environments in the Western Mediterranean), with the objective of apportioning the sources of fine carbonaceous aerosols. Submicron fine particulate matter (PM1) samples were collected during Feb.-March 2009 and July 2009 at an urban background site in Barcelona (BCN) and at a forested regional background site in Montseny (MSY). We present radiocarbon (14C) anal. for elemental and org. carbon (EC and OC) and source apportionment for these data. We combine the results with those from component anal. of aerosol mass spectrometer (AMS) measurements, and compare to levoglucosan-based ests. of biomass burning OC, source apportionment of filter data with inorg. compn. + EC + OC, submicron bulk potassium (K) concns., and gaseous acetonitrile concns. At BCN, 87 % and 91 % of the EC on av., in winter and summer, resp., had a fossil origin, whereas at MSY these fractions were 66 % and 79 %. The contribution of fossil sources to org. carbon (OC) at BCN was 40 % and 48 %, in winter and summer, resp., and 31 % and 25 % at MSY. The combination of results obtained using the 14C technique, AMS data, and the correlations between fossil OC and fossil EC imply that the fossil OC at Barcelona is ∼47 % primary whereas at MSY the fossil OC is mainly secondary (∼85 %). Day-to-day variation in total carbonaceous aerosol loading and the relative contributions of different sources predominantly depended on the meteorol. transport conditions. The estd. biogenic secondary OC at MSY only increased by ∼40 % compared to the order-of-magnitude increase obsd. for biogenic volatile org. compds. (VOCs) between winter and summer, which highlights the uncertainties in the estn. of that component. Biomass burning contributions estd. using the 14C technique ranged from similar to slightly higher than when estd. using other techniques, and the different estns. were highly or moderately correlated. Differences can be explained by the contribution of secondary org. matter (not included in the primary biomass burning source ests.), and/or by an over-estn. of the biomass burning OC contribution by the 14C technique if the estd. biomass burning EC/OC ratio used for the calcns. is too high for this region. Acetonitrile concns. correlate well with the biomass burning EC detd. by 14C. K is a noisy tracer for biomass burning. [on SciFinder(R)]

Parvovirus 4 infection and clinical outcome in high-risk populations

Parvovirus 4 (PARV4) is a DNA virus frequently associated with human immunodeficiency virus (HIV) and hepatitis C virus (HCV) infections, but its clinical significance is unknown. We studied the prevalence of PARV4 antibodies in 2 cohorts of HIV- and HCV-infected individuals (n = 469) and the correlations with disease status. We found that PARV4 infection frequently occurred in individuals exposed to bloodborne viruses (95% in HCV-HIV coinfected intravenous drug users [IDUs]). There were no correlations between PARV4 serostatus and HCV outcomes. There was, however, a significant association with early HIV-related symptoms, although because this was tightly linked to both HCV status and clinical group (IDU), the specific role of PARV4 is not yet clear.

THE RELATIONSHIP BETWEEN PARENTING STYLES, LEARNING AUTONOMY, AND SCHOLASTIC ACHIEVEMENT IN UNDERGRADUATE COLLEGE STUDENTS

Throughout the years, the role that parents play with regard to a child’s academic achievement has been the source of considerable research. The type of parenting style employed by parents, whether it is authoritarian, authoritative, or permissive, has and continues to be a major theme in these studies. One area of particular interest that has been overlooked in these studies, however, is the influence that parents may have on a student’s learning autonomy. Learning autonomy is the idea that a student has internal motivation to learn or achieve. The purpose of this study was to investigate therelationship among the three styles of parenting, learning autonomy, perceived parental autonomy support, and scholastic achievement in undergraduate college students. Sixty-one participants were recruited at a small liberal arts college in the northeastern United States to complete questionnaires, which measured perceived parental authority of the participants’ parents, perceived parental autonomy support, and students’ own learning autonomy. The participants were also asked to list their grade point average. The results revealed positive and negative correlations between many of the variables in the study;however, simple regression analyses did not yield any statistically significant relationships between parental authority, learning autonomy, perceived autonomy support, and scholastic achievement.

Securities: Its Conception and Protection of Interests of its Holders

Theoretical studies of the problems of the securities markets in the Russian Federation incline to one or other of the two traditional approaches. The first consists of comparing the definition of "valuable paper" set forth in the current legislation of the Russian Federation, with the theoretical model of "Wertpapiere" elaborated by German scholars more than 90 years ago. The problem with this approach is, in Mr. Pentsov's opinion, that any new features of the definition of "security" that do not coincide with the theoretical model of "Wertpapiere" (such as valuable papers existing in non-material, electronic form) are claimed to be incorrect and removed from the current legislation of the Russian Federation. The second approach works on the basis of the differentiation between the Common Law concept of "security" and the Civil Law concept of "valuable paper". Mr. Pentsov's research, presented in an article written in English, uses both methodological tools and involves, firstly, a historical study of the origin and development of certain legal phenomena (securities) as they evolved in different countries, and secondly, a comparative, synchronic study of equivalent legal phenomena as they exist in different countries today. Employing the first method, Mr. Pentsov divided the historical development of the conception of "valuable paper" in Russia into five major stages. He found that, despite the existence of a relatively wide circulation of valuable papers, especially in the second half of the 19th century, Russian legislation before 1917 (the first stage) did not have a unified definition of valuable paper. The term was used, in both theoretical studies and legislation, but it covered a broad range of financial instruments such as stocks, bonds, government bonds, promissory notes, bills of exchange, etc. During the second stage, also, the legislation of the USSR did not have a unified definition of "valuable paper". After the end of the "new economic policy" (1922 - 1930) the stock exchanges and the securities markets in the USSR, with a very few exceptions, were abolished. And thus during the third stage (up to 1985), the use of valuable papers in practice was reduced to foreign economic relations (bills of exchange, stocks in enterprises outside the USSR) and to state bonds. Not surprisingly, there was still no unified definition of "valuable paper". After the beginning of Gorbachev's perestroika, a securities market began to re-appear in the USSR. However, the successful development of securities markets in the USSR was retarded by the absence of an appropriate regulatory framework. The first effort to improve the situation was the adoption of the Regulations on Valuable Papers, approved by resolution No. 590 of the Council of Ministers of the USSR, dated June 19, 1990. Section 1 of the Regulation contained the first statutory definition of "valuable paper" in the history of Russia. At the very beginning of the period of transition to a market economy, a number of acts contained different definitions of "valuable paper". This diversity clearly undermined the stability of the Russian securities market and did not achieve the goal of protecting the investor. The lack of unified criteria for the consideration of such non-standard financial instruments as "valuable papers" significantly contributed to the appearance of numerous fraudulent "pyramid" schemes that were outside of the regulatory scheme of Russia legislation. The situation was substantially improved by the adoption of the new Civil Code of the Russian Federation. According to Section 1 of Article 142 of the Civil Code, a valuable paper is a document that confirms, in compliance with an established form and mandatory requisites, certain material rights whose realisation or transfer are possible only in the process of its presentation. Finally, the recent Federal law No. 39 - FZ "On the Valuable Papers Market", dated April 22 1996, has also introduced the term "emission valuable papers". According to Article 2 of this Law, an "emission valuable paper" is any valuable paper, including non-documentary, that simultaneously has the following features: it fixes the composition of material and non-material rights that are subject to confirmation, cession and unconditional realisation in compliance with the form and procedure established by this federal law; it is placed by issues; and it has equal amount and time of realisation of rights within the same issue regardless of when the valuable paper was purchased. Thus the introduction of the conception of "emission valuable paper" became the starting point in the Russian federation's legislation for the differentiation between the legal regimes of "commercial papers" and "investment papers" similar to the Common Law approach. Moving now to the synchronic, comparative method of research, Mr. Pentsov notes that there are currently three major conceptions of "security" and, correspondingly, three approaches to its legal definition: the Common Law concept, the continental law concept, and the concept employed by Japanese Law. Mr. Pentsov proceeds to analyse the differences and similarities of all three, concluding that though the concept of "security" in the Common Law system substantially differs from that of "valuable paper" in the Continental Law system, nevertheless the two concepts are developing in similar directions. He predicts that in the foreseeable future the existing differences between these two concepts will become less and less significant. On the basis of his research, Mr. Pentsov arrived at the conclusion that the concept of "security" (and its equivalents) is not a static one. On the contrary, it is in the process of permanent evolution that reflects the introduction of new financial instruments onto the capital markets. He believes that the scope of the statutory definition of "security" plays an extremely important role in the protection of investors. While passing the Securities Act of 1933, the United States Congress determined that the best way to achieve the goal of protecting investors was to define the term "security" in sufficiently broad and general terms so as to include within the definition the many types of instruments that in the commercial world fall within the ordinary concept of "security' and to cover the countless and various devices used by those who seek to use the money of others on the promise of profits. On the other hand, the very limited scope of the current definition of "emission valuable paper" in the Federal Law of the Russian Federation entitled "On the Valuable Papers Market" does not allow the anti-fraud provisions of this law to be implemented in an efficient way. Consequently, there is no basis for the protection of investors. Mr. Pentsov proposes amendments which he believes would enable the Russian markets to become more efficient and attractive for both foreign and domestic investors.

Cortical and subcortical correlates of electroencephalographic alpha rhythm modulation

Neural correlates of electroencephalographic (EEG) alpha rhythm are poorly understood. Here, we related EEG alpha rhythm in awake humans to blood-oxygen-level-dependent (BOLD) signal change determined by functional magnetic resonance imaging (fMRI). Topographical EEG was recorded simultaneously with fMRI during an open versus closed eyes and an auditory stimulation versus silence condition. EEG was separated into spatial components of maximal temporal independence using independent component analysis. Alpha component amplitudes and stimulus conditions served as general linear model regressors of the fMRI signal time course. In both paradigms, EEG alpha component amplitudes were associated with BOLD signal decreases in occipital areas, but not in thalamus, when a standard BOLD response curve (maximum effect at approximately 6 s) was assumed. The part of the alpha regressor independent of the protocol condition, however, revealed significant positive thalamic and mesencephalic correlations with a mean time delay of approximately 2.5 s between EEG and BOLD signals. The inverse relationship between EEG alpha amplitude and BOLD signals in primary and secondary visual areas suggests that widespread thalamocortical synchronization is associated with decreased brain metabolism. While the temporal relationship of this association is consistent with metabolic changes occurring simultaneously with changes in the alpha rhythm, sites in the medial thalamus and in the anterior midbrain were found to correlate with short time lag. Assuming a canonical hemodynamic response function, this finding is indicative of activity preceding the actual EEG change by some seconds.

Fasting plasma glucose predicts survival and angiographic progression in high-risk postmenopausal women with coronary artery disease

BACKGROUND: We studied the association of baseline fasting plasma glucose (FPG) levels with survival and coronary artery disease (CAD) progression among postmenopausal women without unstable angina. METHODS: Women were recruited from seven centers in the Women's Angiographic Vitamin and Estrogen Trial (WAVE) (n = 423). Event follow-up was available for 400 women (65.1 +/- 8.5 years, 66% white, 92% hypertensive, 19% smokers, 67% hypercholesterolemic). Thirty-eight percent of the women had diabetes or FPG > 125 mg/dL, and 21% had a fasting glucose 100-125 mg/dL. Follow-up angiography was performed in 304 women. Cox regression was used to model survival from a composite outcome of death or myocardial infarction (D/MI, 26 events; median follow-up 2.4 years). Angiographic progression was analyzed quantitatively using linear regression accounting for baseline minimum lumen diameter (MLD), follow-up time, and intrasubject correlations using generalized estimating equations. Regression analyses were adjusted for follow-up time, baseline age, treatment assignment, and Framingham risk (excluding diabetes). RESULTS: Women with impaired fasting glucose/diabetes mellitus (IFG/DM) had a relative risk (RR) of D/MI of 4.2 ( p = 0.009). In all women, each 10 mg/dL increase in FPG was associated with an 11% increase ( p < 0.001) in the hazard of D/MI. Each 10 mg/dL increase in FPG was associated with a 6.8 mum decrease in MLD over the follow-up period ( p = 0.005). CONCLUSIONS: Higher FPG is associated with increased risk of D/MI and greater narrowing of the coronary lumen in women with CAD. Aggressive monitoring of glucose levels may be beneficial for secondary CAD prevention.

QUANTUM CORRELATIONS OF LIGHTS IN MACROSCOPIC ENVIRONMENTS

This dissertation presents a detailed study in exploring quantum correlations of lights in macroscopic environments. We have explored quantum correlations of single photons, weak coherent states, and polarization-correlated/polarization-entangled photons in macroscopic environments. These included macroscopic mirrors, macroscopic photon number, spatially separated observers, noisy photons source and propagation medium with loss or disturbances. We proposed a measurement scheme for observing quantum correlations and entanglement in the spatial properties of two macroscopic mirrors using single photons spatial compass state. We explored the phase space distribution features of spatial compass states, such as chessboard pattern by using the Wigner function. The displacement and tilt correlations of the two mirrors were manifested through the propensities of the compass states. This technique can be used to extract Einstein-Podolsky-Rosen correlations (EPR) of the two mirrors. We then formulated the discrete-like property of the propensity Pb(m,n), which can be used to explore environmental perturbed quantum jumps of the EPR correlations in phase space. With single photons spatial compass state, the variances in position and momentum are much smaller than standard quantum limit when using a Gaussian TEM00 beam. We observed intrinsic quantum correlations of weak coherent states between two parties through balanced homodyne detection. Our scheme can be used as a supplement to decoy-state BB84 protocol and differential phase-shift QKD protocol. We prepared four types of bipartite correlations ±cos2(θ12) that shared between two parties. We also demonstrated bits correlations between two parties separated by 10 km optical fiber. The bits information will be protected by the large quantum phase fluctuation of weak coherent states, adding another physical layer of security to these protocols for quantum key distribution. Using 10 m of highly nonlinear fiber (HNLF) at 77 K, we observed coincidence to accidental-coincidence ratio of 130±5 for correlated photon-pair and Two-Photon Interference visibility >98% entangled photon-pair. We also verified the non-local behavior of polarization-entangled photon pair by violating Clauser-Horne-Shimony-Holt Bell’s inequality by more than 12 standard deviations. With the HNLF at 300 K (77 K), photon-pair production rate about factor 3(2) higher than a 300 m dispersion-shifted fiber is observed. Then, we studied quantum correlation and interference of photon-pairs; with one photon of the photon-air experiencing multiple scattering in a random medium. We observed that depolarization noise photon in multiple scattering degrading the purity of photon-pair, and the existence of Raman noise photon in a photon-pair source will contribute to the depolarization affect. We found that quantum correlation of polarization-entangled photon-pair is better preserved than polarization-correlated photon-pair as one photon of the photon-pair scattered through a random medium. Our findings showed that high purity polarization-entangled photon-pair is better candidate for long distance quantum key distribution.

MEN1 Gene Mutation and Reduced Expression Are Associated With Poor Prognosis in Pulmonary Carcinoids

Context: MEN1 gene alterations have been implicated in lung carcinoids, but their effect on gene expression and disease outcome is unknown. Objective: Our objective was to analyze MEN1 gene and expression anomalies in lung neuroendocrine neoplasms and their correlations with clinicopathologic data and disease outcome. Design: We examined 74 lung neuroendocrine neoplasms including 58 carcinoids and 16 high-grade neuroendocrine carcinomas (HGNECs) for MEN1 mutations (n = 70) and allelic losses (n = 69), promoter hypermethylation (n = 65), and mRNA (n = 74) expression. Results were correlated with disease outcome. Results: MEN1 mutations were found in 7 of 55 (13%) carcinoids and in 1 HGNEC, mostly associated with loss of the second allele. MEN1 decreased expression levels correlated with the presence of mutations (P = .0060) and was also lower in HGNECs than carcinoids (P = .0024). MEN1 methylation was not associated with mRNA expression levels. Patients with carcinoids harboring MEN1 mutation and loss had shorter overall survival (P = .039 and P = .035, respectively) and low MEN1 mRNA levels correlated with distant metastasis (P = .00010) and shorter survival (P = .0071). In multivariate analysis, stage and MEN1 allelic loss were independent predictors of prognosis. Conclusion: Thirteen percent of pulmonary carcinoids harbor MEN1 mutation associated with reduced mRNA expression and poor prognosis. Also in mutation-negative tumors, low MEN1 gene expression correlates with an adverse disease outcome. Hypermethylation was excluded as the underlying mechanism.

Atmospheric Soluble Dust Records from a Tibetan Ice Core: Possible Climate Proxies and Teleconnection With the Pacific Decadal Oscillation

In autumn 2005, a joint expedition between the University of Maine and the Institute of Tibetan Plateau Research recovered three ice cores from Guoqu Glacier (33 degrees 34'37.80 '' N, 91 degrees 10'35.3 '' E, 5720 m above sea level) on the northern side of Mt. Geladaindong, central Tibetan Plateau. Isotopes ( delta(18)O), major soluble ions (Na(+), K(+), Mg(2+), Ca(2+), Cl(-), NO(3)(-), SO(4)(2-)), and radionuclide (beta-activity) measurements from one of the cores revealed a 70-year record (1935-2005). Statistical analysis of major ion time series suggests that atmospheric soluble dust species dominate the chemical signature and that background dust levels conceal marine ion species deposition. The soluble dust time series have interspecies relations and common structure (empirical orthogonal function (EOF) 1), suggesting a similar soluble dust source or transport route. Annual and seasonal correlations between the EOF 1 time series and National Centers for Environmental Prediction/National Center for Atmospheric Research reanalysis climate variables (1948-2004) suggest that the Mt. Geladaindong ice core record provides a proxy for local and regional surface pressure. An approximately threefold decrease of soluble dust concentrations in the middle to late 1970s, accompanied by regional increases in pressure and temperature and decreases in wind velocity, coincides with the major 1976-1977 shift of the Pacific Decadal Oscillation (PDO) from a negative to a positive state. This is the first ice core evidence of a potential teleconnection between central Asian atmospheric soluble dust loading and the PDO. Analysis of temporally longer ice cores from Mt. Geladaindong may enhance understanding of the relationship between the PDO and central Asian atmospheric circulation and subsequent atmospheric soluble dust loading.

Quantitative analysis of imprint shape and its relation to mechanical properties measured by microindentation in bone

Microindentation in bone is a micromechanical testing technique routinely used to extract material properties related to bone quality. As the analysis of microindentation data is based on assumptions about the contact between sample and surface, the aim of this study was to quantify the topological variability of indentations in bone and examine its relationship with mechanical properties. Indentations were performed in dry human and ovine bone in axial and transverse directions and their topology was measured by atomic force microscopy. Statistical shape modeling of the residual imprint allowed to define a mean shape and to describe the variability in terms of 21 principal components related to imprint depth, surface curvature and roughness. The indentation profile of bone was found to be highly consistent and free of any pile up while differing mostly by depth between species and direction. A few of the topological parameters, in particular depth, showed significant but rather weak and inconsistent correlations to variations in mechanical properties. The mechanical response of bone as well as the residual imprint shape was highly consistent within each category. We could thus verify that bone is rather homogeneous in its micromechanical properties and that indentation results are not strongly influenced by small deviations from an ideally flat surface.

Genetic analysis of white facial and leg markings in the Swiss Franches-Montagnes Horse Breed

White markings and spotting patterns in animal species are thought to be a result of the domestication process. They often serve for the identification of individuals but sometimes are accompanied by complex pathological syndromes. In the Swiss Franches-Montagnes horse population, white markings increased vastly in size and occurrence during the past 30 years, although the breeding goal demands a horse with as little depigmented areas as possible. In order to improve selection and avoid more excessive depigmentation on the population level, we estimated population parameters and breeding values for white head and anterior and posterior leg markings. Heritabilities and genetic correlations for the traits were high (h(2) > 0.5). A strong positive correlation was found between the chestnut allele at the melanocortin-1-receptor gene locus and the extent of white markings. Segregation analysis revealed that our data fit best to a model including a polygenic effect and a biallelic locus with a dominant-recessive mode of inheritance. The recessive allele was found to be the white trait-increasing allele. Multilocus linkage disequilibrium analysis allowed the mapping of the putative major locus to a chromosomal region on ECA3q harboring the KIT gene.

Expansion load: recessive mutations and the role of standing genetic variation

Expanding populations incur a mutation burden – the so-called expansion load. Previous studies of expansion load have focused on codominant mutations. An important consequence of this assumption is that expansion load stems exclusively from the accumulation of new mutations occurring in individuals living at the wave front. Using individual-based simulations, we study here the dynamics of standing genetic variation at the front of expansions, and its consequences on mean fitness if mutations are recessive. We find that deleterious genetic diversity is quickly lost at the front of the expansion, but the loss of deleterious mutations at some loci is compensated by an increase of their frequencies at other loci. The frequency of deleterious homozygotes therefore increases along the expansion axis, whereas the average number of deleterious mutations per individual remains nearly constant across the species range. This reveals two important differences to codominant models: (i) mean fitness at the front of the expansion drops much faster if mutations are recessive, and (ii) mutation load can increase during the expansion even if the total number of deleterious mutations per individual remains constant. We use our model to make predictions about the shape of the site frequency spectrum at the front of range expansion, and about correlations between heterozygosity and fitness in different parts of the species range. Importantly, these predictions provide opportunities to empirically validate our theoretical results. We discuss our findings in the light of recent results on the distribution of deleterious genetic variation across human populations and link them to empirical results on the correlation of heterozygosity and fitness found in many natural range expansions.

Influence of catchment quality and altitude on the water and sediment composition of 68 small lakes in Central Europe

68 lakes (63 Swiss, 2 French and 3 Italian) located in an altitudinal range between 334 and 2339m spanning a wide range of land-use have been investigated. The aim of the study was to discuss influences of geographic location, vegetation and land-use in the catchment area on the water and sediment chemistry of small lakes. Detailed quantitative description of land-use, vegetation, and climate in the watershed of all lakes was established. Surface and bottom water samples collected from each lake were analyzed for major ions and nutrients. Correlations were interpreted using linear regression analysis. Chemical parameters of water and sediment reflect the characteristics of the catchment areas. All lakes were alkaline since they were situated on calcareous bedrock. Concentrations of nitrogen and phosphorus strongly increase with increasing agricultural land-use. Na and K, however, are positively correlated with the amount of urbanization within the catchment area. These elements as well as dissolved organic carbon (DOC), Mg, Ca, and alkalinity, increase when the catchment is urbanized or used for agriculture. Total nitrogen and organic carbon in the sediments decrease distinctly if large parts of the catchment consist of bare land. No correlations between sediment composition and maximum water depth or altitude of the lakes were found.¶Striking differences in the water compositions of lakes above and below approximately 700 m of altitude were observed. Concentrations of total nitrogen and nitrate, total phosphorus, DOC, Na, K, Mg, Ca, and alkalinity are distinctly higher in most lakes below 700 m than above, and the pH of the bottom waters of these lakes is generally lower. Estimates of total nitrogen concentrations, even in remote areas, indicate that precipitation is responsible for increased background concentrations. At lower altitudes nitrogen concentrations in lakes is explained by the nitrogen loaded rain from urban areas deposited on the catchment, and with high percentages of agricultural land-use in the watershed.

Changes in serum lipids with change and fluctuation in body mass index and body fat distribution in Mexican Americans with type 2 diabetes

This dissertation was written in the format of three journal articles. Paper 1 examined the influence of change and fluctuation in body mass index (BMI) over an eleven-year period, on changes in serum lipid levels (total, HDL, and LDL cholesterol, triglyceride) in a population of Mexican Americans with type 2 diabetes. Linear regression models containing initial lipid value, BMI and age, BMI change (slope of BMI), and BMI fluctuation (root mean square error) were used to investigate associations of these variables with change in lipids over time. Increasing BMI over time was associated with gains in total and LDL cholesterol and triglyceride levels in women. Fluctuation of BMI was not associated with detrimental lipid profiles. These effects were independent of age and were not statistically significant in men. In Mexican-American women with type 2 diabetes, weight reduction is likely to result in more favorable levels of total and LDL cholesterol and triglyceride, without concern for possible detrimental effects of weight fluctuation. Weight reduction may not be as effective in men, but does not appear to be harmful either. ^ Paper 2 examined the associations of upper and total body fat with total cholesterol, HDL and LDL cholesterol, and triglyceride levels in the same population. Multilevel analysis was used to predict serum lipid levels from total body fat (BMI and triceps skinfold) and upper body fat (subscapular skinfold), while controlling for the effects of sex, age and self-correlations across time. Body fat was not strikingly associated with trends in serum lipid levels. However, upper body fat was strongly associated with triglyceride levels. This suggests that loss of upper body fat may be more important than weight loss in management of the hypertriglyceridemia commonly seen in type 2 diabetes. ^ Paper 3 was a review of the literature reporting associations between weight fluctuation and lipid levels. Few studies have reported associations between weight fluctuation and total, LDL, and HDL cholesterol and triglyceride levels. The body of evidence to date suggests that weight fluctuation does not strongly influence levels of total, LDL and HDL cholesterol and triglyceride. ^