Breeding activity of Scinax centralis (Anura, Hylidae) in Central Brazil

From January, 1997 to April, 1998, we studied breeding activity in a population of Scinax centralis Pombal & Bastos, 1996, in the state of Goiás, inside the Cerrado Biome, Brazil. The behavior of males and females in the choruses, the relationships between environmental variables and the presence of individuals, the spatial distribution pattern, amplexus and clutches were analyzed. The breeding season occurred from November to May. The majority of males began to call when they entered the chorus; they were defending their calling sites against other males. We found a positive correlation between the number of females and males in the choruses, but no significant correlation was observed between the operational sexual ratio (OSR, number of reproducing females/number of reproducing males) and the number of calling males. OSR was highly male-biased; on average, there were 40 males for each female. The presence of individuals was positively correlated with air temperature of two previous days and negatively correlated with rainfall on the observation day. Generally, males were non-randomly distributed and satellite males were observed. Females were larger and heavier than males. Egg number, but not diameter of the egg, was correlated with the female size.

Species richness, relative abundance, and habitat of reproduction of terrestrial frogs in the Triângulo Mineiro region, Cerrado biome, southeastern Brazil

Based on field observations and pitfall sampling, we determined the species richness, relative abundance, and reproductive habitat of terrestrial frogs in three municipalities in the Triângulo Mineiro region, south Cerrado biome, in southeastern Brazil. We found thirty-two species of terrestrial frogs, belonging to the families Brachycephalidae, Bufonidae, Cycloramphidae, Dendrobatidae, Leiuperidae, Leptodactylidae and Microhylidae. Most of the species were found in open areas and reproduced in human-generated environments, such as artificial lakes (10 species) and ponds (14 species). Dominance was high, with Physalaemus cuvieri Fitzinger, 1826 (Leiuperidae) representing 48% of sampled frogs. A larger number of individuals was captured in the wet season, when most of the species were reproducing. Compared to other areas of Cerrado biome, the Triângulo Mineiro sites presented a larger number of species, which may be attributed to the larger sampled area and greater sampling effort, lower altitude and presence of human generated habitats. The richness of terrestrial frogs was also larger than that in some forested localities in southeastern Brazil, indicating that the number of species cannot be explained only by precipitation and type of vegetation cover. The greater abundance of individuals during the wet season may be related to a greater movement of adults to breeding sites and to juvenile recruitment/dispersion. The heterogeneity of environments in the Cerrado biome, including its several isolated highlands, contributes to its high (local and regional) diversity of frogs.

User-friendly parallel computations with econometric examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced. Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave.

Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal

This comment corrects the errors in the estimation process that appear in Martins (2001). The first error is in the parametric probit estimation, as the previously presented results do not maximize the log-likelihood function. In the global maximum more variables become significant. As for the semiparametric estimation method, the kernel function used in Martins (2001) can take on both positive and negative values, which implies that the participation probability estimates may be outside the interval [0,1]. We have solved the problem by applying local smoothing in the kernel estimation, as suggested by Klein and Spady (1993).

Miocardite no macaco Cebus após inoculações repetidas com Schizotrypanum cruzi

Transmission of Chagas disease is realized through contamination of ocular conjunctiva, mucosa or skin with infected dejections eliminated by the insect vectors of Schizotrypanum cruzi (Triatoma infestans, Panstrongylus megistus and Rhodnius prolixus). The triatomid bugs live in holes and craks in the walls, in beds, behind trunks, etc. Found in primitive mud huts covered with thatched roofs, and so the human dwellers have many chances to contract the disease, reinfections being reasonably more to expect than a single inoculation. Experimental work reproducing those natural conditions is welcomed as some important features in the pathologic picture of the disease such as the extensive myocardial fibrosis seen in chronic cases are still incompletely known. Microscopic changes were studied in the heart muscle of seven Cebus monkeys infected by S. cruzi. This animal survives the acute stage of the disease and so is particularly suited to experiments of long duration in which several inoculations of S. cruzi are performed. Three different strains of S. cruzi isolated from acute cases of Chagas' disease were employed. One monkey was injected in the skin with infected blood and necropsied after 252 days. Two monkeys were three times, and one, eight times infected in skin, one of them with contaminated blood, and two with contaminated blood and dejections from infected bugs. The necropsies were performed after 35, 95 and 149 days. One monkey was three times inoculated through the intact ocular conjunctiva (one time with infected blood, two times with dejections from infected bugs), and one time through the wounded buccal mucosa, and necropsied after 134 days. Another monkey was six times inoculated, four times through the intact ocular conjunctiva (one time with contaminated blood, three times with dejections from infected bugs) and two times injected in the skin with infected blood, and necropsied after 157 days. Finally, another monkey was nine times inoculated, four times through the intact ocular conjunctiva (one time with infected blood, and three times with dejections from infected bugs), and five times injected in the skin (four times with contaminated blood, and one time with dejections from infected bugs), and necropsied after 233 days. The microscopic picture was uniform presenting, however, considerable individual variations, and was represented by diffuse interstitial myocarditis, frequently more (marked in the right ventricle base of the heart), accompanied by lymphatic stasis. The infiltration consists of macrophages, plasma cells and lymphocytes, the cellular reaction having sometimes a perivascular distribution, involving the auriculo-ventricular system of conduction, endocardium, epicardium and cardiac sympathetic gangliae. The loss of cardiac muscle fibers was always minimal. Leishmanial forms of S. cruzi in myocardial fibers are scanty and, in two cases, absent. Fatty necrosis in the epicardium was noted in two cases. Obliterative changes of medium-sized branches of coronary arteries (hypersensitivity reaction?) and multiple infarcts of the myocardium was found in one instance. The diffuse myocarditis induced by S. cruzi in several species of monkeys of the genus Cebus observed after 233 days (several inoculations) and 252 days (single inoculation) is not associated with disseminated fibrosis such as is reported in chronic cases of Chagas' disease. Definite capacity of reversion is another characteristic of the interstitial myocarditis observed in the series of Cebus monkeys here studied. The impression was gained that repeated inoculation with S. cruzi may influence the myocardial changes differently according to the period between the reinoculations. A short period after the first inoculation is followed by more marked changes, while long periods are accompanied by slight changes, which suggests an active immunisation produced by the first inoculation. More data are required, however before a definite statement is made on this subject considering that individual variations, the natural capacity of reversion of the interstitial myocarditis and the employement of more than a species of Cebus monkeys probably exerts influence also in the results here reported.

Cat(0) and Cat (-1) dimensions of torsion free

We show that a particular free-by-cyclic group has CAT(0) dimension equal to 2, but CAT(-1) dimension equal to 3. We also classify the minimal proper 2-dimensional CAT(0) actions of this group; they correspond, up to scaling, to a 1-parameter family of locally CAT(0) piecewise Euclidean metrics on a fixed presentation complex for the group. This information is used to produce an infinite family of 2-dimensional hyperbolic groups, which do not act properly by isometries on any proper CAT(0) metric space of dimension 2. This family includes a free-by-cyclic group with free kernel of rank 6.

Generating trees for permutations avoiding generalized patterns

We construct generating trees with with one, two, and three labels for some classes of permutations avoiding generalized patterns of length 3 and 4. These trees are built by adding at each level an entry to the right end of the permutation, which allows us to incorporate the adjacency condition about some entries in an occurrence of a generalized pattern. We use these trees to find functional equations for the generating functions enumerating these classes of permutations with respect to different parameters. In several cases we solve them using the kernel method and some ideas of Bousquet-Mélou [2]. We obtain refinements of known enumerative results and find new ones.

Convergence of the mass-transport steepest descent scheme for the sub-critical Patlak-Keller-Segel model

Variational steepest descent approximation schemes for the modified Patlak-Keller-Segel equation with a logarithmic interaction kernel in any dimension are considered. We prove the convergence of the suitably interpolated in time implicit Euler scheme, defined in terms of the Euclidean Wasserstein distance, associated to this equation for sub-critical masses. As a consequence, we recover the recent result about the global in time existence of weak-solutions to the modified Patlak-Keller-Segel equation for the logarithmic interaction kernel in any dimension in the sub-critical case. Moreover, we show how this method performs numerically in one dimension. In this particular case, this numerical scheme corresponds to a standard implicit Euler method for the pseudo-inverse of the cumulative distribution function. We demonstrate its capabilities to reproduce easily without the need of mesh-refinement the blow-up of solutions for super-critical masses.

A simple method to purify biologically and antigenically preserved bloodstream trypomastigotes of Trypanosoma cruzi using Deae-cellulose columns

A method to purify trypanosomastigotes of some strains of Trypanosoma cruzi (Y, CL, FL, F, "Berenice", "Colombiana" and "São Felipe") from mouse blood by using DEAE-cellulose columns was standardized. This procedure is a modification of the Lanham & Godfrey methods and differs in some aspects from others described to purify T. cruzi bloodstream trypomastigotes, mainly by avoidance of prior purifications of parasites. By this method, the broad trypomastigotes were mainly isolated, accounting for higher recoveries obtained with strains having higher percentages of these forms: processing of infected blood from irradiated mice could be advantageous by increasing the recovery of parasites (percentage and/or total number) and elution of more slender trypomastigotes. Trypomastigotes purified by this method presented normal morphology and motility, remained infective to triatomine bugs and mice, showing in the latter prepatent periods and courses parasitemia similar to those of control parasites, and also reproducing the polymorphism pattern of each strain. Their virulence and pathogenicity also remained considerably preserved, the latter property being evaluated by LD 50 tests, mortality rates and mean survival time of inoculated mice. Moreover, these parasites presented positive, clear and peripheral immunofluorescence reaction at titres similar to those of control organisms, thus suggesting important preservation of their surface antigens.

Labor productivity in Spain: 1977-2002

This study examines the evolution of labor productivity across Spanish regions during the period from 1977 to 2002. By applying the kernel technique, we estimate the effects of the Transition process on labor productivity and its main sources. We find that Spanish regions experienced a major convergence process in labor productivity and in human capital in the 1977-1993 period. We also pinpoint the existence of a transition co-movement between labor productivity and human capital. Conversely, the dynamics of investment in physical capital seem unrelated to the transition dynamics of labor productivity. The lack of co-evolution can be addressed as one of the causes of the current slowdown in productivity. Classification-JEL: J24, N34, N940, O18, O52, R10

Estimation of dynamic latent variable models using simulated nonparametric moments

Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Since conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. Monte Carlo results show that the estimator performs well in comparison to other estimators that have been proposed for estimation of general DLV models.

Invariants de matrius Hadamard en MAGMA

L'objectiu d'aquest projecte ha estat generalitzar i integrar la funcionalitat de dos projectes anteriors que ampliaven el tractament que oferia el Magma respecte a les matrius de Hadamard. Hem implementat funcions genèriques que permeten construir noves matrius Hadamard de qualsevol mida per a cada rang i dimensió de nucli, i així ampliar la seva base de dades. També hem optimitzat la funció que calcula el nucli, i hem desenvolupat funcions que calculen la invariant Symmetric Hamming Distance Enumerator (SH-DE) proposada per Kai-Tai Fang i Gennian Gei que és més sensible per a la detecció de la no equivalència de les matrius Hadamard.

The fourth extracellular loop of the alpha subunit of Na,K-ATPase. Functional evidence for close proximity with the second extracellular loop.

Na,K-ATPase is the main active transport system that maintains the large gradients of Na(+) and K(+) across the plasma membrane of animal cells. The crystal structure of a K(+)-occluding conformation of this protein has been recently published, but the movements of its different domains allowing for the cation pumping mechanism are not yet known. The structure of many more conformations is known for the related calcium ATPase SERCA, but the reliability of homology modeling is poor for several domains with low sequence identity, in particular the extracellular loops. To better define the structure of the large fourth extracellular loop between the seventh and eighth transmembrane segments of the alpha subunit, we have studied the formation of a disulfide bond between pairs of cysteine residues introduced by site-directed mutagenesis in the second and the fourth extracellular loop. We found a specific pair of cysteine positions (Y308C and D884C) for which extracellular treatment with an oxidizing agent inhibited the Na,K pump function, which could be rapidly restored by a reducing agent. The formation of the disulfide bond occurred preferentially under the E2-P conformation of Na,K-ATPase, in the absence of extracellular cations. Using recently published crystal structure and a distance constraint reproducing the existence of disulfide bond, we performed an extensive conformational space search using simulated annealing and showed that the Tyr(308) and Asp(884) residues can be in close proximity, and simultaneously, the SYGQ motif of the fourth extracellular loop, known to interact with the extracellular domain of the beta subunit, can be exposed to the exterior of the protein and can easily interact with the beta subunit.

Three essays on the psychology of investment and financial markets

Préface My thesis consists of three essays where I consider equilibrium asset prices and investment strategies when the market is likely to experience crashes and possibly sharp windfalls. Although each part is written as an independent and self contained article, the papers share a common behavioral approach in representing investors preferences regarding to extremal returns. Investors utility is defined over their relative performance rather than over their final wealth position, a method first proposed by Markowitz (1952b) and by Kahneman and Tversky (1979), that I extend to incorporate preferences over extremal outcomes. With the failure of the traditional expected utility models in reproducing the observed stylized features of financial markets, the Prospect theory of Kahneman and Tversky (1979) offered the first significant alternative to the expected utility paradigm by considering that people focus on gains and losses rather than on final positions. Under this setting, Barberis, Huang, and Santos (2000) and McQueen and Vorkink (2004) were able to build a representative agent optimization model which solution reproduced some of the observed risk premium and excess volatility. The research in behavioral finance is relatively new and its potential still to explore. The three essays composing my thesis propose to use and extend this setting to study investors behavior and investment strategies in a market where crashes and sharp windfalls are likely to occur. In the first paper, the preferences of a representative agent, relative to time varying positive and negative extremal thresholds are modelled and estimated. A new utility function that conciliates between expected utility maximization and tail-related performance measures is proposed. The model estimation shows that the representative agent preferences reveals a significant level of crash aversion and lottery-pursuit. Assuming a single risky asset economy the proposed specification is able to reproduce some of the distributional features exhibited by financial return series. The second part proposes and illustrates a preference-based asset allocation model taking into account investors crash aversion. Using the skewed t distribution, optimal allocations are characterized as a resulting tradeoff between the distribution four moments. The specification highlights the preference for odd moments and the aversion for even moments. Qualitatively, optimal portfolios are analyzed in terms of firm characteristics and in a setting that reflects real-time asset allocation, a systematic over-performance is obtained compared to the aggregate stock market. Finally, in my third article, dynamic option-based investment strategies are derived and illustrated for investors presenting downside loss aversion. The problem is solved in closed form when the stock market exhibits stochastic volatility and jumps. The specification of downside loss averse utility functions allows corresponding terminal wealth profiles to be expressed as options on the stochastic discount factor contingent on the loss aversion level. Therefore dynamic strategies reduce to the replicating portfolio using exchange traded and well selected options, and the risky stock.

Multi-scale support vector algorithms for hot spot detection and modelling

The algorithmic approach to data modelling has developed rapidly these last years, in particular methods based on data mining and machine learning have been used in a growing number of applications. These methods follow a data-driven methodology, aiming at providing the best possible generalization and predictive abilities instead of concentrating on the properties of the data model. One of the most successful groups of such methods is known as Support Vector algorithms. Following the fruitful developments in applying Support Vector algorithms to spatial data, this paper introduces a new extension of the traditional support vector regression (SVR) algorithm. This extension allows for the simultaneous modelling of environmental data at several spatial scales. The joint influence of environmental processes presenting different patterns at different scales is here learned automatically from data, providing the optimum mixture of short and large-scale models. The method is adaptive to the spatial scale of the data. With this advantage, it can provide efficient means to model local anomalies that may typically arise in situations at an early phase of an environmental emergency. However, the proposed approach still requires some prior knowledge on the possible existence of such short-scale patterns. This is a possible limitation of the method for its implementation in early warning systems. The purpose of this paper is to present the multi-scale SVR model and to illustrate its use with an application to the mapping of Cs137 activity given the measurements taken in the region of Briansk following the Chernobyl accident.