Maximization of a Linear Utility Function over the Set of the Housing Market Short-Term Equilibria

AMS subject classification: 90C05, 90A14.

The role of legal coercion in the treatment of offenders with alcohol and heroin problems

This article discusses the ethical justification for and reviews the American evidence on the effectiveness of; treatment for alcohol and heroin dependence that is provided under legal coercion to offenders whose alcohol and drug dependence has contributed to the commission of the offence with which they have been charged or convicted. The article focuses on legally coerced treatment for drink-driving offenders and heroin-dependent property offenders. it outlines the various arguments that have been made for providing such treatment under legal coercion, namely. the over-representation of alcohol and drug dependent persons in prison populations; the contributory causal role of alcohol and other drug problems in the offences that lead to their imprisonment; the high rates of relapse to drug use and criminal involvement after incarceration; the desirability of keeping injecting heroin users out of prisons as a way of reducing the transmission of infectious diseases such as HIV and hepatitis; and the putatively greater cost-effectiveness of treatment compared with incarceration. The ethical objections to legally coerced drug treatment are briefly discussed before the evidence on the effectiveness of legally coerced treatment for alcohol and other drug dependence is reviewed. The evidence, which is primarily from the USA, gives qualified support for some forms of legally coerced drug treatment provided that these programs are well resourced, carefully implemented, and their performance is monitored to ensure that they provide a humane and effective alternative to imprisonment. Expectations about what these programs can achieve also need to be realistic.

Soil water erosion under different cultivation systems and different fertilization rates and forms over 10 years

The action of rain and surface runoff together are the active agents of water erosion, and further influences are the soil type, terrain, soil cover, soil management, and conservation practices. Soil water erosion is low in the no-tillage management system, being influenced by the amount and form of lime and fertilizer application to the soil, among other factors. The aim was to evaluate the effect of the form of liming, the quantity and management of fertilizer application on the soil and water losses by erosion under natural rainfall. The study was carried out between 2003 and 2013 on a Humic Dystrupept soil, with the following treatments: T1 - cultivation with liming and corrective fertilizer incorporated into the soil in the first year, and with 100 % annual maintenance fertilization of P and K; T2 - surface liming and corrective fertilization distributed over five years, and with 75 % annual maintenance fertilization of P and K; T3 - surface liming and corrective fertilization distributed over three years, and with 50 % annual maintenance fertilization of P and K; T4 - surface liming and corrective fertilization distributed over two years, and with 25 % annual maintenance fertilization of P and K; T5 - fallow soil, without liming or fertilization. In the rotation the crops black oat (Avena strigosa ), soybean (Glycine max ), common vetch (Vicia sativa ), maize (Zea mays ), fodder radish (Raphanus sativus ), and black beans (Phaseolus vulgaris ). The split application of lime and mineral fertilizer to the soil surface in a no-tillage system over three and five years, results in better control of soil losses than when split in two years. The increase in the amount of fertilizer applied to the soil surface under no-tillage cultivation increases phytomass production and reduces soil loss by water erosion. Water losses in treatments under no-tillage cultivation were low in all crop cycles, with a similar behavior as soil losses.

Prime Rational Functions and Integral Polynomials

Let f(x) be a complex rational function. In this work, we study conditions under which f(x) cannot be written as the composition of two rational functions which are not units under the operation of function composition. In this case, we say that f(x) is prime. We give sufficient conditions for complex rational functions to be prime in terms of their degrees and their critical values, and we derive some conditions for the case of complex polynomials. We consider also the divisibility of integral polynomials, and we present a generalization of a theorem of Nieto. We show that if f(x) and g(x) are integral polynomials such that the content of g divides the content of f and g(n) divides f(n) for an integer n whose absolute value is larger than a certain bound, then g(x) divides f(x) in Z[x]. In addition, given an integral polynomial f(x), we provide a method to determine if f is irreducible over Z, and if not, find one of its divisors in Z[x].

Neural and wavelet network models for financial distress classification

This work analyzes the use of linear discriminant models, multi-layer perceptron neural networks and wavelet networks for corporate financial distress prediction. Although simple and easy to interpret, linear models require statistical assumptions that may be unrealistic. Neural networks are able to discriminate patterns that are not linearly separable, but the large number of parameters involved in a neural model often causes generalization problems. Wavelet networks are classification models that implement nonlinear discriminant surfaces as the superposition of dilated and translated versions of a single "mother wavelet" function. In this paper, an algorithm is proposed to select dilation and translation parameters that yield a wavelet network classifier with good parsimony characteristics. The models are compared in a case study involving failed and continuing British firms in the period 1997-2000. Problems associated with over-parameterized neural networks are illustrated and the Optimal Brain Damage pruning technique is employed to obtain a parsimonious neural model. The results, supported by a re-sampling study, show that both neural and wavelet networks may be a valid alternative to classical linear discriminant models.

What is going on around here? Intolerance of uncertainty predicts threat generalization

Attending to stimuli that share perceptual similarity to learned threats is an adaptive strategy. However, prolonged threat generalization to cues signalling safety is considered a core feature of pathological anxiety. One potential factor that may sustain over-generalization is sensitivity to future threat uncertainty. To assess the extent to which Intolerance of Uncertainty (IU) predicts threat generalization, we recorded skin conductance in 54 healthy participants during an associative learning paradigm, where threat and safety cues varied in perceptual similarity. Lower IU was associated with stronger discrimination between threat and safety cues during acquisition and extinction. Higher IU, however, was associated with generalized responding to threat and safety cues during acquisition, and delayed discrimination between threat and safety cues during extinction. These results were specific to IU, over and above other measures of anxious disposition. These findings highlight: (1) a critical role of uncertainty-based mechanisms in threat generalization, and (2) IU as a potential risk factor for anxiety disorder development.

Models and Algorihtm for the Optimization of Real-World Routing and Logistics Problems

Logistics involves planning, managing, and organizing the flows of goods from the point of origin to the point of destination in order to meet some requirements. Logistics and transportation aspects are very important and represent a relevant costs for producing and shipping companies, but also for public administration and private citizens. The optimization of resources and the improvement in the organization of operations is crucial for all branches of logistics, from the operation management to the transportation. As we will have the chance to see in this work, optimization techniques, models, and algorithms represent important methods to solve the always new and more complex problems arising in different segments of logistics. Many operation management and transportation problems are related to the optimization class of problems called Vehicle Routing Problems (VRPs). In this work, we consider several real-world deterministic and stochastic problems that are included in the wide class of the VRPs, and we solve them by means of exact and heuristic methods. We treat three classes of real-world routing and logistics problems. We deal with one of the most important tactical problems that arises in the managing of the bike sharing systems, that is the Bike sharing Rebalancing Problem (BRP). We propose models and algorithms for real-world earthwork optimization problems. We describe the 3DP process and we highlight several optimization issues in 3DP. Among those, we define the problem related to the tool path definition in the 3DP process, the 3D Routing Problem (3DRP), which is a generalization of the arc routing problem. We present an ILP model and several heuristic algorithms to solve the 3DRP.

Estimation of evolutionary distances under stationary and nonstationary models of nucleotide substitution

Estimation of evolutionary distances has always been a major issue in the study of molecular evolution because evolutionary distances are required for estimating the rate of evolution in a gene, the divergence dates between genes or organisms, and the relationships among genes or organisms. Other closely related issues are the estimation of the pattern of nucleotide substitution, the estimation of the degree of rate variation among sites in a DNA sequence, and statistical testing of the molecular clock hypothesis. Mathematical treatments of these problems are considerably simplified by the assumption of a stationary process in which the nucleotide compositions of the sequences under study have remained approximately constant over time, and there now exist fairly extensive studies of stationary models of nucleotide substitution, although some problems remain to be solved. Nonstationary models are much more complex, but significant progress has been recently made by the development of the paralinear and LogDet distances. This paper reviews recent studies on the above issues and reports results on correcting the estimation bias of evolutionary distances, the estimation of the pattern of nucleotide substitution, and the estimation of rate variation among the sites in a sequence.

Hilbert Space Valued Signal Plus Noise Models: Analysis of Structural Breaks under High Dimensionality and Temporal Dependence

This thesis is concerned with change point analysis for time series, i.e. with detection of structural breaks in time-ordered, random data. This long-standing research field regained popularity over the last few years and is still undergoing, as statistical analysis in general, a transformation to high-dimensional problems. We focus on the fundamental »change in the mean« problem and provide extensions of the classical non-parametric Darling-Erdős-type cumulative sum (CUSUM) testing and estimation theory within highdimensional Hilbert space settings. In the first part we contribute to (long run) principal component based testing methods for Hilbert space valued time series under a rather broad (abrupt, epidemic, gradual, multiple) change setting and under dependence. For the dependence structure we consider either traditional m-dependence assumptions or more recently developed m-approximability conditions which cover, e.g., MA, AR and ARCH models. We derive Gumbel and Brownian bridge type approximations of the distribution of the test statistic under the null hypothesis of no change and consistency conditions under the alternative. A new formulation of the test statistic using projections on subspaces allows us to simplify the standard proof techniques and to weaken common assumptions on the covariance structure. Furthermore, we propose to adjust the principal components by an implicit estimation of a (possible) change direction. This approach adds flexibility to projection based methods, weakens typical technical conditions and provides better consistency properties under the alternative. In the second part we contribute to estimation methods for common changes in the means of panels of Hilbert space valued time series. We analyze weighted CUSUM estimates within a recently proposed »high-dimensional low sample size (HDLSS)« framework, where the sample size is fixed but the number of panels increases. We derive sharp conditions on »pointwise asymptotic accuracy« or »uniform asymptotic accuracy« of those estimates in terms of the weighting function. Particularly, we prove that a covariance-based correction of Darling-Erdős-type CUSUM estimates is required to guarantee uniform asymptotic accuracy under moderate dependence conditions within panels and that these conditions are fulfilled, e.g., by any MA(1) time series. As a counterexample we show that for AR(1) time series, close to the non-stationary case, the dependence is too strong and uniform asymptotic accuracy cannot be ensured. Finally, we conduct simulations to demonstrate that our results are practically applicable and that our methodological suggestions are advantageous.

Context tree selection: A unifying view

Context tree models have been introduced by Rissanen in [25] as a parsimonious generalization of Markov models. Since then, they have been widely used in applied probability and statistics. The present paper investigates non-asymptotic properties of two popular procedures of context tree estimation: Rissanen's algorithm Context and penalized maximum likelihood. First showing how they are related, we prove finite horizon bounds for the probability of over- and under-estimation. Concerning overestimation, no boundedness or loss-of-memory conditions are required: the proof relies on new deviation inequalities for empirical probabilities of independent interest. The under-estimation properties rely on classical hypotheses for processes of infinite memory. These results improve on and generalize the bounds obtained in Duarte et al. (2006) [12], Galves et al. (2008) [18], Galves and Leonardi (2008) [17], Leonardi (2010) [22], refining asymptotic results of Buhlmann and Wyner (1999) [4] and Csiszar and Talata (2006) [9]. (C) 2011 Elsevier B.V. All rights reserved.

Yield response of rice (Oryza sativa L.) genotypes to different types of drought under rainfed lowlands - Part 1. Grain yield and yield components

Responses of rice genotypes to drought stress may be different when characteristics of the drought stress environments differ. The performance of 128 genotypes was examined under irrigation and four different types of drought stress, to determine genotypic consistency in yield and factors determining yields under different drought stress conditions. The different drought conditions were mild drought during grain filling, short and severe drought at flowering, prolonged severe drought during the reproductive to grain filling, and prolonged mild drought during vegetative and grain filling. Genotypic grain yield under mild stress conditions was associated with yield under irrigated conditions, indicating the importance of potential yield in environments where the yield reduction was less than 50%. However, yields under irrigated conditions differed over time and locations. Under prolonged or severe drought conditions, flowering time was an important determinant of grain yield. Earlier flowering genotypes escaped the severe stress and had higher grain yields indicating large genotype by environment (G x E) interactions which have implications for plant breeding even for mild stress. It is suggested that variations in flowering time, potential yields and drought patterns need to be considered for development of drought-resistant cultivars using specific physiological traits. (C) 2002 Elsevier Science B.V. All rights reserved.

Legal and political regulation of higher education in Portugal: an evolutionary perspective on the current policy issues and the problem of order

The higher education system in Europe is currently under stress and the debates over its reform and future are gaining momentum. Now that, for most countries, we are in a time for change, in the overall society and the whole education system, the legal and political dimensions have gained prominence, which has not been followed by a more integrative approach of the problem of order, its reform and the issue of regulation, beyond the typical static and classical cost-benefit analyses. The two classical approaches for studying (and for designing the policy measures of) the problem of the reform of the higher education system - the cost-benefit analysis and the legal scholarship description - have to be integrated. This is the argument of our paper that the very integration of economic and legal approaches, what Warren Samuels called the legal-economic nexus, is meaningful and necessary, especially if we want to address the problem of order (as formulated by Joseph Spengler) and the overall regulation of the system. On the one hand, and without neglecting the interest and insights gained from the cost-benefit analysis, or other approaches of value for money assessment, we will focus our study on the legal, social and political aspects of the regulation of the higher education system and its reform in Portugal. On the other hand, the economic and financial problems have to be taken into account, but in a more inclusive way with regard to the indirect and other socio-economic costs not contemplated in traditional or standard assessments of policies for the tertiary education sector. In the first section of the paper, we will discuss the theoretical and conceptual underpinning of our analysis, focusing on the evolutionary approach, the role of critical institutions, the legal-economic nexus and the problem of order. All these elements are related to the institutional tradition, from Veblen and Commons to Spengler and Samuels. The second section states the problem of regulation in the higher education system and the issue of policy formulation for tackling the problem. The current situation is clearly one of crisis with the expansion of the cohorts of young students coming to an end and the recurrent scandals in private institutions. In the last decade, after a protracted period of extension or expansion of the system, i. e., the continuous growth of students, universities and other institutions are competing harder to gain students and have seen their financial situation at risk. It seems that we are entering a period of radical uncertainty, higher competition and a new configuration that is slowly building up is the growth in intensity, which means upgrading the quality of the higher learning and getting more involvement in vocational training and life-long learning. With this change, and along with other deep ones in the Portuguese society and economy, the current regulation has shown signs of maladjustment. The third section consists of our conclusions on the current issue of regulation and policy challenge. First, we underline the importance of an evolutionary approach to a process of change that is essentially dynamic. A special attention will be given to the issues related to an evolutionary construe of policy analysis and formulation. Second, the integration of law and economics, through the notion of legal economic nexus, allows us to better define the issues of regulation and the concrete problems that the universities are facing. One aspect is the instability of the political measures regarding the public administration and on which the higher education system depends financially, legally and institutionally, to say the least. A corollary is the lack of clear strategy in the policy reforms. Third, our research criticizes several studies, such as the one made by the OECD in late 2006 for the Ministry of Science, Technology and Higher Education, for being too static and neglecting fundamental aspects of regulation such as the logic of actors, groups and organizations who are major players in the system. Finally, simply changing the legal rules will not necessary per se change the behaviors that the authorities want to change. By this, we mean that it is not only remiss of the policy maker to ignore some of the critical issues of regulation, namely the continuous non-respect by academic management and administrative bodies of universities of the legal rules that were once promulgated. Changing the rules does not change the problem, especially without the necessary debates form the different relevant quarters that make up the higher education system. The issues of social interaction remain as intact. Our treatment of the matter will be organized in the following way. In the first section, the theoretical principles are developed in order to be able to study more adequately the higher education transformation with a modest evolutionary theory and a legal and economic nexus of the interactions of the system and the policy challenges. After describing, in the second section, the recent evolution and current working of the higher education in Portugal, we will analyze the legal framework and the current regulatory practices and problems in light of the theoretical framework adopted. We will end with some conclusions on the current problems of regulation and the policy measures that are discusses in recent years.

Bridging present and future of brain-computer interfaces: an assessment of impacts

Based on the report for the “Project III” unit of the PhD programme on Technology Assessment under the supervision of Prof. António B. Moniz. This report was discussed also at the 2nd Winter School on Technology Assessment held at Universidade Nova de Lisboa, Caparica Campus, Portugal on December 2011.

Insufficient coping behavior under chronic stress and vulnerability to psychiatric disorders

Epidemiological data indicate that 75% of subjects with major psychiatric disorders have their onset in the age range of 17-24 years. An estimated 35-50% of college and university students drop out prematurely due to insufficient coping skills under chronic stress, while 85% of students receiving a psychiatric diagnosis withdraw from college/university prior to the completion of their education. In this study we aimed at developing standardized means for identifying students with insufficient coping skills under chronic stress and at risk for mental health problems. A sample of 1,217 college students from 3 different sites in the U.S. and Switzerland completed 2 self-report questionnaires: the Coping Strategies Inventory "COPE" and the Zurich Health Questionnaire "ZHQ" which assesses "regular exercises", "consumption behavior", "impaired physical health", "psychosomatic disturbances", and "impaired mental health". The data were subjected to structure analyses by means of a Neural Network approach. We found 2 highly stable and reproducible COPE scales that explained the observed inter-individual variation in coping behavior sufficiently well and in a socio-culturally independent way. The scales reflected basic coping behavior in terms of "activity-passivity" and "defeatism-resilience", and in the sense of stable, socio-culturally independent personality traits. Correlation analyses carried out for external validation revealed a close relationship between high scores on the defeatism scale and impaired physical and mental health. This underlined the role of insufficient coping behavior as a risk factor for physical and mental health problems. The combined COPE and ZHQ instruments appear to constitute powerful screening tools for insufficient coping skills under chronic stress and for risks of mental health problems.

On the distribution of income and worker assignment under intra-firm spillovers, with an application to ideas and networks

We study the earnings structure and the equilibrium assignment of workers when workers exert intra-firm spillovers on each other.We allow for arbitrary spillovers provided output depends on some aggregate index of workers' skill. Despite the possibility of increasing returns to skills, equilibrium typically exists. We show that equilibrium will typically be segregated; that the skill space can be partitioned into a set of segments and any firm hires from only one segment. Next, we apply the model to analyze the effect of information technology on segmentation and the distribution of income. There are two types of human capital, productivity and creativity, i.e. the ability to produce ideas that may be duplicated over a network. Under plausible assumptions, inequality rises and then falls when network size increases, and the poorest workers cannot lose. We also analyze the impact of an improvement in worker quality and of an increased international mobility of ideas.