999 resultados para Neutral-point-clamped inverter


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Vegeu el resum a l'inici del document de l'arxiu adjunt

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Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

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Nascent sex chromosomes offer a unique opportunity to investigate the evolutionary fate of genesrecently trapped in non-recombining segments. A housekeeping gene (MED15) was recently shown to lie on the nascent sex-chromosomes of the European tree frog (Hyla arborea), with different alleles fixed on the X and the Y chromosomes. Here we document a polymorphism (glutamine deletion) in the X copy of the gene, and use population surveys and experimental crosses to test whether this polymorphism is neutral or maintained by sex-antagonistic selection. Tadpoles from parents of known genotypes revealed significant discrepancies from Mendelian inheritance, suggesting possible sex-antagonistic effects under laboratory conditions. Quantitatively, however, these effects did not meet the conditions for polymorphism maintenance. Furthermore, field estimates of female genotypic frequencies did not differ from Hardy-Weinberg equilibrium and allelic frequencies on the X chromosome did not differ between sexes. In conclusion, although sex antagonistic effects cannot be excluded given the laboratory conditions, the X-linked polymorphism under study appears neutral in the wild. Alternatively, sex-antagonistic selection might still account for the fixation of a male specific allele on the Y chromosome.

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We have characterized the pharmacological antagonism, i.e., neutral antagonism or inverse agonism, displayed by a number of alpha-blockers at two alpha1-adrenergic receptor (AR) subtypes, alpha(1a)- and alpha(1b)-AR. Constitutively activating mutations were introduced into the alpha(1a)-AR at the position homologous to A293 of the alpha(1b)-AR where activating mutations were previously described. Twenty-four alpha-blockers differing in their chemical structures were initially tested for their effect on the agonist-independent inositol phosphate response mediated by the constitutively active A271E and A293E mutants expressed in COS-7 cells. A selected number of drugs also were tested for their effect on the small, but measurable spontaneous activity of the wild-type alpha(1a)- and alpha(1b)-AR expressed in COS-7 cells. The results of our study demonstrate that a large number of structurally different alpha-blockers display profound negative efficacy at both the alpha(1a)- and alpha(1b)-AR subtypes. For other drugs, the negative efficacy varied at the different constitutively active mutants. The most striking difference concerns a group of N-arylpiperazines, including 8-[2-[4-(5-chloro-2-methoxyphenyl)-1-piperazinyl]ethyl]-8-azaspiro [4, 5] decane-7,9-dione (REC 15/3039), REC 15/2739, and REC 15/3011, which are inverse agonists with profound negative efficacy at the wild-type alpha(1b)-AR, but not at the alpha(1a)-AR.

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The problem of stability analysis for a class of neutral systems with mixed time-varying neutral, discrete and distributed delays and nonlinear parameter perturbations is addressed. By introducing a novel Lyapunov-Krasovskii functional and combining the descriptor model transformation, the Leibniz-Newton formula, some free-weighting matrices, and a suitable change of variables, new sufficient conditions are established for the stability of the considered system, which are neutral-delay-dependent, discrete-delay-range dependent, and distributeddelay-dependent. The conditions are presented in terms of linear matrix inequalities (LMIs) and can be efficiently solved using convex programming techniques. Two numerical examples are given to illustrate the efficiency of the proposed method

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L'année 2007 a été marquée par la publication de plusieurs études internationales concernant directement le quotidien de l'interniste hospitalier. Un résumé de ces travaux ne saurait être qu'un extrait condensé et forcément subjectif d'une croissante et dynamique diversité. Au gré de leurs lectures, de leurs intérêts et de leurs interrogations, les chefs de clinique du Service de médecine interne vous proposent ainsi un parcours original revisitant les thèmes de l'insuffisance cardiaque, du diabète, de l'endocardite, de la BPCO ou de la qualité des soins. Cette variété de sujets illustre à la fois le vaste champ couvert par la médecine interne actuelle, ainsi que les nombreuses incertitudes liées à la pratique médicale moderne basée sur les preuves. In 2007, several international studies brought useful information for the daily work of internists in hospital settings. This summary is of course subjective but reflects the interests and questions of the chief residents of the Department of internal medicine who wrote this article like an original trip in medical literature. This trip will allow you to review some aspects of important fields such as heart failure, diabetes, endocarditis, COPD, and quality of care. Besides the growing diversity of the fields covered by internal medicine, these various topics underline also the uncertainty internists have to face in a practice directed towards evidence.