Signal processing for molecular and cellular biological physics:an emerging field

Recent advances in our ability to watch the molecular and cellular processes of life in action-such as atomic force microscopy, optical tweezers and Forster fluorescence resonance energy transfer-raise challenges for digital signal processing (DSP) of the resulting experimental data. This article explores the unique properties of such biophysical time series that set them apart from other signals, such as the prevalence of abrupt jumps and steps, multi-modal distributions and autocorrelated noise. It exposes the problems with classical linear DSP algorithms applied to this kind of data, and describes new nonlinear and non-Gaussian algorithms that are able to extract information that is of direct relevance to biological physicists. It is argued that these new methods applied in this context typify the nascent field of biophysical DSP. Practical experimental examples are supplied.

Cojumps in stock prices:empirical evidence

We examine contemporaneous jumps (cojumps) among individual stocks and a proxy for the market portfolio. We show, through a Monte Carlo study, that using intraday jump tests and a coexceedance criterion to detect cojumps has a power similar to the cojump test proposed by Bollerslev et al. (2008). However, we also show that we should not expect to detect all common jumps comprising a cojump when using such coexceedance based detection methods. Empirically, we provide evidence of an association between jumps in the market portfolio and cojumps in the underlying stocks. Consistent with our Monte Carlo evidence, moderate numbers of stocks are often detected to be involved in these (systematic) cojumps. Importantly, the results suggest that market-level news is able to generate simultaneous large jumps in individual stocks. We also find evidence of an association between systematic cojumps and Federal Funds Target Rate announcements. © 2013 Elsevier B.V.

The Acute Effects of Whole Body Vibration on Muscular Power and Agility

Context: While research suggests whole body vibration (WBV) positively affects measures of neuromuscular performance in athletes, researchers have yet to address appropriate and effective vibration protocols. Objective: To identify the acute effects of continuous and intermittent WBV on muscular power and agility in recreationally active females. Design: We used a randomized 3-period cross-over design to observe the effects of 3 vibration protocols on muscular power and agility. Setting: Sports Science and Medicine Research Laboratory at Florida International University. Patients or Other Participants: Eleven recreationally active female volunteers (age=24.4±5.7y; ht=166.0±10.3cm; mass=59.7±14.3kg). Interventions: Each session, subjects stood on the Galileo WBV platform (Orthometrix, White Plains, NY) and received one of three randomly assigned vibration protocols. Our independent variable was vibration length (continuous, intermittent, or no vibration). Main Outcome Measures: An investigator blinded to the vibration protocol measured muscular power and agility. We measured muscular power with heights of squat and countermovement jumps. We measured agility with the Illinois Agility Test. Results: Continuous WBV significantly increased SJ height from 97.9±7.6cm to 98.5±7.5cm (P=0.019, β=0.71, η2 =0.07) but not CMJ height [99.1±7.4cm pretest and 99.4±7.4cm posttest (P=0.167, β=0.27)] or agility [19.2±2.1s pretest and 19.0±2.1s posttest (P=0.232, β=0.21)]. Intermittent WBV significantly enhanced SJ height from 97.6±7.7cm to 98.5±7.7cm (P=0.017, β=0.71, η2 =0.11) and agility 19.4±2.2s to 19.0±2.1s (P=0.001, β=0.98, η2=0.16), but did not effect CMJ height [98.7±7.7cm pretest and 99.3±7.3cm posttest (P=0.058, β=0.49)]. Conclusion: Continuous WBV increased squat jump height, while intermittent vibration enhanced agility and squat jump height. Future research should continue investigating the effect of various vibration protocols on athletic performance.

Grey Slate

GREY SLATE is a collection of poems that focuses on the natural world in order to explore the mysteries of life with the intent to create a meditation on what it means to be a human being interacting with this world. Inspired by John Keats’ theory of Negative Capability, GREY SLATE does not seek to explain, but to dwell in the mysteries it explores. The poems are tied together through similar images or ideas in order to mimic the way the mind works as it jumps from thought to thought. GREY SLATE also mixes different types of poems: from haiku to sonnet to paradelle, and from lyric to narrative to prose poem. GREY SLATE hopes to inspire readers to take a break from searching for truths and indulge in the beautiful mystery that is life with no need for answers.

Análise de métodos para detecção de mudanças estruturais em séries temporais climáticas

The time series analysis has played an increasingly important role in weather and climate studies. The success of these studies depends crucially on the knowledge of the quality of climate data such as, for instance, air temperature and rainfall data. For this reason, one of the main challenges for the researchers in this field is to obtain homogeneous series. A time series of climate data is considered homogeneous when the values of the observed data can change only due to climatic factors, i.e., without any interference from external non-climatic factors. Such non-climatic factors may produce undesirable effects in the time series, as unrealistic homogeneity breaks, trends and jumps. In the present work it was investigated climatic time series for the city of Natal, RN, namely air temperature and rainfall time series, for the period spanning from 1961 to 2012. The main purpose was to carry out an analysis in order to check the occurrence of homogeneity breaks or trends in the series under investigation. To this purpose, it was applied some basic statistical procedures, such as normality and independence tests. The occurrence of trends was investigated by linear regression analysis, as well as by the Spearman and Mann-Kendall tests. The homogeneity was investigated by the SNHT, as well as by the Easterling-Peterson and Mann-Whitney-Pettit tests. Analyzes with respect to normality showed divergence in their results. The von Neumann ratio test showed that in the case of the air temperature series the data are not independent and identically distributed (iid), whereas for the rainfall series the data are iid. According to the applied testings, both series display trends. The mean air temperature series displays an increasing trend, whereas the rainfall series shows an decreasing trend. Finally, the homogeneity tests revealed that all series under investigations present inhomogeneities, although they breaks depend on the applied test. In summary, the results showed that the chosen techniques may be applied in order to verify how well the studied time series are characterized. Therefore, these results should be used as a guide for further investigations about the statistical climatology of Natal or even of any other place.

Haematite natural crystals: non-linear initial susceptibility at low temperature

Several works have reported that haematite has non-linear initial susceptibility at room temperature, like pyrrhotite or titanomagnetite, but there is no explanation for the observed behaviours yet. This study sets out to determine which physical property (grain size, foreign cations content and domain walls displacements) controls the initial susceptibility. The performed measurements include microprobe analysis to determine magnetic phases different to haematite; initial susceptibility (300 K); hysteresis loops, SIRM and backfield curves at 77 and 300 K to calculate magnetic parameters and minor loops at 77 K, to analyse initial susceptibility and magnetization behaviours below Morin transition. The magnetic moment study at low temperature is completed with measurements of zero field cooled-field cooled and AC susceptibility in a range from 5 to 300 K. The minor loops show that the non-linearity of initial susceptibility is closely related to Barkhausen jumps. Because of initial magnetic susceptibility is controlled by domain structure it is difficult to establish a mathematical model to separate magnetic subfabrics in haematite-bearing rocks.

Measuring Tail Risks at High Frequency

I develop a new methodology for measuring tail risks using the cross section of bid-ask spreads. Market makers embed tail risk information into spreads because (1) they lose to arbitrageurs when changes to asset values exceed the cost of liquidity and (2) underlying price movements and potential costs are linear in factor loadings. Using this insight, simple cross-sectional regressions relating spreads and trading volume to factor betas can recover tail risks in real time for priced or non-priced return factors. The methodology disentangles financial and aggregate market risks during the 2007-2008 Financial Crisis; anticipates jump risks associated with Federal Open Market Committee announcements; and quantifies a sharp, temporary increase in market tail risk before and throughout the 2010 Flash Crash. The recovered time series of implied market risks also aligns closely with both realized market jumps and the VIX.

Sea surface temperature reconstruction for sediment core M35003-4 in the western tropical North Atlantic

Planktonic foraminiferal census counts are used to construct high-resolution sea surface temperature (SST) and subsurface (thermocline) temperature records at a core site in the Tobago Basin, Lesser Antilles. The record is used to document climatic variability at this tropical site in comparison to middle- and high-latitude sites and to test current concepts of cross-equatorial heat transports as a major player in interhemispheric climate variability. Temperatures are estimated using transfer function and modern analog techniques. Glacial - maximum cooling of 2.5°-3°C is indicated; maximum cooling by 4°C is inferred for isotope stage 3. The SST record displays millennial-scale variability with temperature jumps of up to 3°C and closely tracks the structure of ice-core Dansgaard/Oeschger cycles. SST variations in part of the record run opposite to the SST evolution at high northern latitude sites, pointing to thermohaline circulation and marine heat transport as an important factor driving SST in the tropical and high-latitude Atlantic, both on orbital and suborbital timescales.

An investigation of lower limb joint powers as a predictive measure of countermovement vertical jump height.

Measuring and tracking athletic performance is crucial to an athlete’s development and the countermovement vertical jump is often used to measure athletic performance, particularly lower limb power. The linear power developed in the lower limb is estimated through jump height. However, the relationship between angular power, produced by the joints of the lower limb, and jump height is not well understood. This study examined the contributions of the kinetic value of angular power, and its kinematic component, angular velocity, of the lower limb joints to jump height in the countermovement vertical jump. Kinematic and kinetic data were gathered from twenty varsity-level basketball and volleyball athletes as they performed six maximal effort jumps in four arm swing conditions: no-arm involvement, single-non-dominant arm swing, single-dominant arm swing, and two-arm swing. The displacement of the whole body centre of mass, peak joint powers, peak angular velocity, and locations of the peaks as a percentage of the jump’s takeoff period, were computed. Linear regressions assessed the relationship of the variables to jump height. Results demonstrated that knee peak power (p = 0.001, ß = 0.363, r = 0.363), its location within takeoff period (p = 0.023, ß = -0.256, r = 0.256), and peak knee peak angular velocity (p = 0.005, ß = 0.310, r = 0.310) were moderately linked to increased jump height. Additionally, the location, within the takeoff period, of the peak angular velocities of the hip (p = 0.003, ß = -0.318, r = 0.419) and ankle (p = 0.011, ß = 0.270, r = 0.419) were positively linked to jump height. These results highlight the importance of training the velocity and timing of joint motion beyond traditional power training protocols as well as the importance of further investigation into appropriate testing protocol that is sensitive to the contributions by individual joints in maximal effort jumping.

Oförändrad prestation, men varierande motivation under menstruationscykeln : Ett examensarbete som undersöker om maximalstyrka och explosivitet förändras under menstruationscykeln samt om motivationen korrelerar med prestationen

Syfte - Studien avser att undersöka om prestation gällande maximalstyrka och explosivitet varierar under menstruationscykeln. Dessutom undersöks om den psykologiska motivationen eller känslan korrelerar med prestationen. Studiens syfte är att skapa en utgångspunkt för att se om periodisering av styrketräning i relation till menstruationscykeln faser är aktuell för kvinnor inom prestationsidrotter. Metod - Testerna genomfördes under en menstruationscykel, fyra veckor. Ett test genomfördes varje vecka för att täcka in fyra faser under menstruationscykeln och för att erhålla ett konsekvent veckomönster. Menstruationscykelns faser räknades ut i efterhand för att inte i förhand påverka testdeltagarnas motivation och prestation i förhållande till menstruationscykeln. Fas 1 menstruationsfas, fas 2 intermenstruation, fas 3 intermenstruation/ägglossning och fas 4 premenstruation. I testgruppen ingick fyra kvinnor, 32 år (± 10), längd 162,8 cm (± 7,32), vikt 57,4 kg (± 5,79). I kontrollgruppen ingick en man och två kvinnor utan menstruation, 26,67 år (± 9,02), längd 168,3 cm (± 8,96), vikt 71,7 kg (± 11,02). Fysiska tester, längdhopp och knäböj. En standardiserad uppvärmning genomfördes inför varje test, följdes av tre stycken jämfota längdhopp utan ansats med två minuter vila mellan hoppen. Bästa hoppet av tre dokumenterades. Längdhopp (CV 1,8 %) (Hopkins, Schabort & Hawley, 2001), knäböj, en repetition max [1RM] (CV 1,57 %) (Urquhart, Moir, Graham & Connaboy, 2015). En specifik uppvärmning genomfördes även inför 1RM knäböj därefter försök på en repetition på 1RM. Frågeformulär gällande hälsotillstånd och motivation “Snabbkollen” (Cross & Lyle, 1999) besvarades inför varje testtillfälle. Vid sista testtillfället fick alla testdeltagare fylla i ett frågeformulär om upplevda symptom och tillstånd under den gångna menstruationscykeln. Resultat och slutsats - Det är ur denna studie svårt att tyda om menstruationscykelns olika faser skulle ha någon relevant effekt värd att ta hänsyn till när det gäller prestationen hos idrottande kvinnor. Dock visar resultaten att menstruationscykeln påverkar motivationen.  

Essays in International Finance and Macroeconomics

Thesis (Ph.D.)--University of Washington, 2016-08

Locomotor Muscle Fatigue Does Not Alter Oxygen Uptake Kinetics during High-Intensity Exercise

The V˙O2 slow component (V˙O2sc) that develops during high-intensity aerobic exercise is thought to be strongly associated with locomotor muscle fatigue. We sought to experimentally test this hypothesis by pre-fatiguing the locomotor muscles used during subsequent high-intensity cycling exercise. Over two separate visits, eight healthy male participants were asked to either perform a non-metabolically stressful 100 intermittent drop-jumps protocol (pre-fatigue condition) or rest for 33 min (control condition) according to a random and counterbalanced order. Locomotor muscle fatigue was quantified with 6-s maximal sprints at a fixed pedaling cadence of 90 rev·min−1. Oxygen kinetics and other responses (heart rate, capillary blood lactate concentration and rating of perceived exertion, RPE) were measured during two subsequent bouts of 6 min cycling exercise at 50% of the delta between the lactate threshold and V˙O2max determined during a preliminary incremental exercise test. All tests were performed on the same cycle ergometer. Despite significant locomotor muscle fatigue (P = 0.03), the V˙O2sc was not significantly different between the pre-fatigue (464 ± 301 mL·min−1) and the control (556 ± 223 mL·min−1) condition (P = 0.50). Blood lactate response was not significantly different between conditions (P = 0.48) but RPE was significantly higher following the pre-fatiguing exercise protocol compared with the control condition (P < 0.01) suggesting higher muscle recruitment. These results demonstrate experimentally that locomotor muscle fatigue does not significantly alter the V˙O2 kinetic response to high intensity aerobic exercise, and challenge the hypothesis that the V˙O2sc is strongly associated with locomotor muscle fatigue.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Contributos para a promoção da igualdade de género no contexto da aula de Técnica de Dança Contemporânea com os alunos do 6º ano da Escola de Dança do Conservatório Nacional

Relatório Final de Estágio apresentado à Escola Superior de Dança, com vista à obtenção do grau de Mestre em Ensino de Dança.

DIRECT NUMERICAL SIMULATION OF INCOMPRESSIBLE MULTIPHASE FLOW WITH PHASE CHANGE

Phase change problems arise in many practical applications such as air-conditioning and refrigeration, thermal energy storage systems and thermal management of electronic devices. The physical phenomenon in such applications are complex and are often difficult to be studied in detail with the help of only experimental techniques. The efforts to improve computational techniques for analyzing two-phase flow problems with phase change are therefore gaining momentum. The development of numerical methods for multiphase flow has been motivated generally by the need to account more accurately for (a) large topological changes such as phase breakup and merging, (b) sharp representation of the interface and its discontinuous properties and (c) accurate and mass conserving motion of the interface. In addition to these considerations, numerical simulation of multiphase flow with phase change introduces additional challenges related to discontinuities in the velocity and the temperature fields. Moreover, the velocity field is no longer divergence free. For phase change problems, the focus of developmental efforts has thus been on numerically attaining a proper conservation of energy across the interface in addition to the accurate treatment of fluxes of mass and momentum conservation as well as the associated interface advection. Among the initial efforts related to the simulation of bubble growth in film boiling applications the work in \cite{Welch1995} was based on the interface tracking method using a moving unstructured mesh. That study considered moderate interfacial deformations. A similar problem was subsequently studied using moving, boundary fitted grids \cite{Son1997}, again for regimes of relatively small topological changes. A hybrid interface tracking method with a moving interface grid overlapping a static Eulerian grid was developed \cite{Juric1998} for the computation of a range of phase change problems including, three-dimensional film boiling \cite{esmaeeli2004computations}, multimode two-dimensional pool boiling \cite{Esmaeeli2004} and film boiling on horizontal cylinders \cite{Esmaeeli2004a}. The handling of interface merging and pinch off however remains a challenge with methods that explicitly track the interface. As large topological changes are crucial for phase change problems, attention has turned in recent years to front capturing methods utilizing implicit interfaces that are more effective in treating complex interface deformations. The VOF (Volume of Fluid) method was adopted in \cite{Welch2000} to simulate the one-dimensional Stefan problem and the two-dimensional film boiling problem. The approach employed a specific model for mass transfer across the interface involving a mass source term within cells containing the interface. This VOF based approach was further coupled with the level set method in \cite{Son1998}, employing a smeared-out Heaviside function to avoid the numerical instability related to the source term. The coupled level set, volume of fluid method and the diffused interface approach was used for film boiling with water and R134a at the near critical pressure condition \cite{Tomar2005}. The effect of superheat and saturation pressure on the frequency of bubble formation were analyzed with this approach. The work in \cite{Gibou2007} used the ghost fluid and the level set methods for phase change simulations. A similar approach was adopted in \cite{Son2008} to study various boiling problems including three-dimensional film boiling on a horizontal cylinder, nucleate boiling in microcavity \cite{lee2010numerical} and flow boiling in a finned microchannel \cite{lee2012direct}. The work in \cite{tanguy2007level} also used the ghost fluid method and proposed an improved algorithm based on enforcing continuity and divergence-free condition for the extended velocity field. The work in \cite{sato2013sharp} employed a multiphase model based on volume fraction with interface sharpening scheme and derived a phase change model based on local interface area and mass flux. Among the front capturing methods, sharp interface methods have been found to be particularly effective both for implementing sharp jumps and for resolving the interfacial velocity field. However, sharp velocity jumps render the solution susceptible to erroneous oscillations in pressure and also lead to spurious interface velocities. To implement phase change, the work in \cite{Hardt2008} employed point mass source terms derived from a physical basis for the evaporating mass flux. To avoid numerical instability, the authors smeared the mass source by solving a pseudo time-step diffusion equation. This measure however led to mass conservation issues due to non-symmetric integration over the distributed mass source region. The problem of spurious pressure oscillations related to point mass sources was also investigated by \cite{Schlottke2008}. Although their method is based on the VOF, the large pressure peaks associated with sharp mass source was observed to be similar to that for the interface tracking method. Such spurious fluctuation in pressure are essentially undesirable because the effect is globally transmitted in incompressible flow. Hence, the pressure field formation due to phase change need to be implemented with greater accuracy than is reported in current literature. The accuracy of interface advection in the presence of interfacial mass flux (mass flux conservation) has been discussed in \cite{tanguy2007level,tanguy2014benchmarks}. The authors found that the method of extending one phase velocity to entire domain suggested by Nguyen et al. in \cite{nguyen2001boundary} suffers from a lack of mass flux conservation when the density difference is high. To improve the solution, the authors impose a divergence-free condition for the extended velocity field by solving a constant coefficient Poisson equation. The approach has shown good results with enclosed bubble or droplet but is not general for more complex flow and requires additional solution of the linear system of equations. In current thesis, an improved approach that addresses both the numerical oscillation of pressure and the spurious interface velocity field is presented by featuring (i) continuous velocity and density fields within a thin interfacial region and (ii) temporal velocity correction steps to avoid unphysical pressure source term. Also I propose a general (iii) mass flux projection correction for improved mass flux conservation. The pressure and the temperature gradient jump condition are treated sharply. A series of one-dimensional and two-dimensional problems are solved to verify the performance of the new algorithm. Two-dimensional and cylindrical film boiling problems are also demonstrated and show good qualitative agreement with the experimental observations and heat transfer correlations. Finally, a study on Taylor bubble flow with heat transfer and phase change in a small vertical tube in axisymmetric coordinates is carried out using the new multiphase, phase change method.