The structure and resilience of financial market networks

Financial markets can be viewed as a highly complex evolving system that is very sensitive to economic instabilities. The complex organization of the market can be represented in a suitable fashion in terms of complex networks, which can be constructed from stock prices such that each pair of stocks is connected by a weighted edge that encodes the distance between them. In this work, we propose an approach to analyze the topological and dynamic evolution of financial networks based on the stock correlation matrices. An entropy-related measurement is adopted to quantify the robustness of the evolving financial market organization. It is verified that the network topological organization suffers strong variation during financial instabilities and the networks in such periods become less robust. A statistical robust regression model is proposed to quantity the relationship between the network structure and resilience. The obtained coefficients of such model indicate that the average shortest path length is the measurement most related to network resilience coefficient. This result indicates that a collective behavior is observed between stocks during financial crisis. More specifically, stocks tend to synchronize their price evolution, leading to a high correlation between pair of stock prices, which contributes to the increase in distance between them and, consequently, decrease the network resilience. (C) 2012 American Institute of Physics. [doi:10.1063/1.3683467]

New Optimization Algorithms for Structural Reliability Analysis

Solution of structural reliability problems by the First Order method require optimization algorithms to find the smallest distance between a limit state function and the origin of standard Gaussian space. The Hassofer-Lind-Rackwitz-Fiessler (HLRF) algorithm, developed specifically for this purpose, has been shown to be efficient but not robust, as it fails to converge for a significant number of problems. On the other hand, recent developments in general (augmented Lagrangian) optimization techniques have not been tested in aplication to structural reliability problems. In the present article, three new optimization algorithms for structural reliability analysis are presented. One algorithm is based on the HLRF, but uses a new differentiable merit function with Wolfe conditions to select step length in linear search. It is shown in the article that, under certain assumptions, the proposed algorithm generates a sequence that converges to the local minimizer of the problem. Two new augmented Lagrangian methods are also presented, which use quadratic penalties to solve nonlinear problems with equality constraints. Performance and robustness of the new algorithms is compared to the classic augmented Lagrangian method, to HLRF and to the improved HLRF (iHLRF) algorithms, in the solution of 25 benchmark problems from the literature. The new proposed HLRF algorithm is shown to be more robust than HLRF or iHLRF, and as efficient as the iHLRF algorithm. The two augmented Lagrangian methods proposed herein are shown to be more robust and more efficient than the classical augmented Lagrangian method.

Abordagem dos temas alimentação e nutrição no material didático do ensino fundamental: interface com segurança alimentar e nutricional e parâmetros curriculares nacionais

A Segurança Alimentar e Nutricional (SAN) deve ser assegurada a todos. A escola é ambiente propício à formação de hábitos saudáveis e à construção de cidadania. Os Parâmetros Curriculares Nacionais (PCNs) orientam a promoção de concepções de saúde de modo transversal no currículo escolar. Este estudo teve como objetivo identificar e analisar a abordagem dos temas alimentação e nutrição no material didático do ensino fundamental e sua interface com o conceito de SAN e com os PCNs. Foi realizada pesquisa documental mediante o material didático de 5ª a 8ª séries do ensino fundamental da rede pública do Estado de São Paulo. A presença difusa do tema alimentação e nutrição na maioria das disciplinas, por todos os bimestres, nas quatro séries, traz à tona a interdisciplinaridade em saúde. Verificou-se que os PCNs estão relacionados ao conceito de SAN nos seus diversos aspectos e que a maioria das disciplinas contém temas que abordam esta relação. Na interface entre os temas, destaca-se a promoção da saúde e a produção dos alimentos. A metodologia utilizada no material didático apresenta o tema, mas não o conteúdo correlato, o que impossibilitou a análise de sua adequação. Conclui-se que existe a abordagem dos temas relacionados à alimentação e nutrição no material didático, alguns de forma inconsistente, e cabe aos educadores a seleção do conteúdo e da estratégia adequada, além de sua constante atualização, o que está sendo proposto pelo Estado, mas não está ao alcance de todos os profissionais e, portanto, ainda depende da iniciativa de cada docente.

Combining fractal and deterministic walkers for texture analysis and classification

In this paper,we present a novel texture analysis method based on deterministic partially self-avoiding walks and fractal dimension theory. After finding the attractors of the image (set of pixels) using deterministic partially self-avoiding walks, they are dilated in direction to the whole image by adding pixels according to their relevance. The relevance of each pixel is calculated as the shortest path between the pixel and the pixels that belongs to the attractors. The proposed texture analysis method is demonstrated to outperform popular and state-of-the-art methods (e.g. Fourier descriptors, occurrence matrix, Gabor filter and local binary patterns) as well as deterministic tourist walk method and recent fractal methods using well-known texture image datasets.

Structural and strain analysis in the Late Paleozoic coastal accretionary wedge of central Chile

Abstract In this study structural and finite strain data are used to explore the tectonic evolution and the exhumation history of the Chilean accretionary wedge. The Chilean accretionary wedge is part of a Late Paleozoic subduction complex that developed during subduction of the Pacific plate underneath South America. The wedge is commonly subdivided into a structurally lower Western Series and an upper Eastern Series. This study shows the progressive development of structures and finite strain from the least deformed rocks in the eastern part of the Eastern Series of the accretionary wedge to higher grade schist of the Western Series at the Pacific coast. Furthermore, this study reports finite-strain data to quantify the contribution of vertical ductile shortening to exhumation. Vertical ductile shortening is, together with erosion and normal faulting, a process that can aid the exhumation of high-pressure rocks. In the east, structures are characterized by upright chevron folds of sedimentary layering which are associated with a penetrative axial-plane foliation, S1. As the F1 folds became slightly overturned to the west, S1 was folded about recumbent open F2 folds and an S2 axial-plane foliation developed. Near the contact between the Western and Eastern Series S2 represents a prominent subhorizontal transposition foliation. Towards the structural deepest units in the west the transposition foliation became progressively flat lying. Finite-strain data as obtained by Rf/Phi and PDS analysis in metagreywacke and X-ray texture goniometry in phyllosilicate-rich rocks show a smooth and gradual increase in strain magnitude from east to west. There are no evidences for normal faulting or significant structural breaks across the contact of Eastern and Western Series. The progressive structural and strain evolution between both series can be interpreted to reflect a continuous change in the mode of accretion in the subduction wedge. Before ~320-290 Ma the rocks of the Eastern Series were frontally accreted to the Andean margin. Frontal accretion caused horizontal shortening and upright folds and axial-plane foliations developed. At ~320-290 Ma the mode of accretion changed and the rocks of the Western Series were underplated below the Andean margin. This basal accretion caused a major change in the flow field within the wedge and gave rise to vertical shortening and the development of the penetrative subhorizontal transposition foliation. To estimate the amount that vertical ductile shortening contributed to the exhumation of both units finite strain is measured. The tensor average of absolute finite strain yield Sx=1.24, Sy=0.82 and Sz=0.57 implying an average vertical shortening of ca. 43%, which was compensated by volume loss. The finite strain data of the PDS measurements allow to calculate an average volume loss of 41%. A mass balance approximates that most of the solved material stays in the wedge and is precipitated in quartz veins. The average of relative finite strain is Sx=1.65, Sy=0.89 and Sz=0.59 indicating greater vertical shortening in the structurally deeper units. A simple model which integrates velocity gradients along a vertical flow path with a steady-state wedge is used to estimate the contribution of deformation to ductile thinning of the overburden during exhumation. The results show that vertical ductile shortening contributed 15-20% to exhumation. As no large-scale normal faults have been mapped the remaining 80-85% of exhumation must be due to erosion.

Radio relics and magnetic fields in galaxy clusters

Radio relics are diffuse synchrotron sources generally located in the peripheries of galaxy clusters in merging state. According to the current leading scenario, relics trace gigantic cosmological shock waves that cross the intra-cluster medium where particle acceleration occurs. The relic/shock connection is supported by several observational facts, including the spatial coincidence between relics and shocks found in the X-rays. Under the assumptions that particles are accelerated at the shock front and are subsequently deposited and then age downstream of the shock, Markevitch et al. (2005) proposed a method to constrain the magnetic field strength in radio relics. Measuring the thickness of radio relics at different frequencies allows to derive combined constraints on the velocity of the downstream flow and on the magnetic field, which in turns determines particle aging. We elaborate this idea to infer first constraints on magnetic fields in cluster outskirts. We consider three models of particle aging and develop a geometric model to take into account the contribution to the relic transverse size due to the projection of the shock-surface on the plane of the sky. We selected three well studied radio relics in the clusters A 521, CIZA J2242.8+5301 and 1RXS J0603.3+4214. These relics have been chosen primarily because they are almost seen edge-on and because the Mach number of the shock that is associated with these relics is measured by X-ray observations, thus allowing to break the degeneracy between magnetic field and downstream velocity in the method. For the first two clusters, our method is consistent with a pure radiative aging model allowing us to derive constraints on the relics magnetic field strength. In the case of 1RXS J0603.3+4214 we find that particle life-times are consistent with a pure radiative aging model under some conditions, however we also collect evidences for downstream particle re-acceleration in the relic W-region and for a magnetic field decaying downstream in its E-region. Our estimates of the magnetic field strength in the relics in A 521 and CIZA J2242.8+5301 provide unique information on the field properties in cluster outskirts. The constraints derived for these relics, together with the lower limits to the magnetic field that we derived from the lack of inverse Compton X-ray emission from the sources, have been combined with the constraints from Faraday rotation studies of the Coma cluster. Overall results suggest that the spatial profile of the magnetic field energy density is broader than that of the thermal gas, implying that the ε_th /ε_B ratio decreases with cluster radius. Alternatively, radio relics could trace dynamically active regions where the magnetic field strength is biased high with respect to the average value in the cluster volume.

Sperimentazione di protocolli di routing ip su piattaforme raspberry pi.

Tesi mirata allo studio dei protocolli di routing IP utilizzati per l'inoltro dei pacchetti in una topologia non banale. Sono state utilizzate macchine Linux Raspberry Pi per il loro costo e ingombro per costruire la rete. In particolare, è stata implementata una rete caratterizzata da sette router divisi in tre aree distinte, ai quali sono state connesse sette LAN. Si è installato e utilizzato il software quagga per attivare il protocollo OSPF (Open Shortest Path First). Per limitare i dispositivi fisici si è utilizzato il software Mininet per virtualizzare switch e LAN. Infine, sono stati trattati elementi teorici del routing su Internet, applicati alla rete creata per verificarne il funzionamento.

GENERATING PLANS IN CONCURRENT, PROBABILISTIC, OVER-SUBSCRIBED DOMAINS

Planning in realistic domains typically involves reasoning under uncertainty, operating under time and resource constraints, and finding the optimal subset of goals to work on. Creating optimal plans that consider all of these features is a computationally complex, challenging problem. This dissertation develops an AO* search based planner named CPOAO* (Concurrent, Probabilistic, Over-subscription AO*) which incorporates durative actions, time and resource constraints, concurrent execution, over-subscribed goals, and probabilistic actions. To handle concurrent actions, action combinations rather than individual actions are taken as plan steps. Plan optimization is explored by adding two novel aspects to plans. First, parallel steps that serve the same goal are used to increase the plan’s probability of success. Traditionally, only parallel steps that serve different goals are used to reduce plan execution time. Second, actions that are executing but are no longer useful can be terminated to save resources and time. Conventional planners assume that all actions that were started will be carried out to completion. To reduce the size of the search space, several domain independent heuristic functions and pruning techniques were developed. The key ideas are to exploit dominance relations for candidate action sets and to develop relaxed planning graphs to estimate the expected rewards of states. This thesis contributes (1) an AO* based planner to generate parallel plans, (2) domain independent heuristics to increase planner efficiency, and (3) the ability to execute redundant actions and to terminate useless actions to increase plan efficiency.

Scheduling the production of rolling ingots: Industrial context, model, and solution method

We study a real-world scheduling problem arising in the context of a rolling ingots production. First we review the production process and discuss peculiarities that have to be observed when scheduling a given set of production orders on the production facilities. We then show how to model this scheduling problem using prescribed time lags between operations, different kinds of resources, and sequence-dependent changeovers. A branch-and-bound solution procedure is presented in the second part. The basic principle is to relax the resource constraints by assuming infinite resource availability. Resulting resource conflicts are then stepwise resolved by introducing precedence relationships among operations competing for the same resources. The algorithm has been implemented as a beam search heuristic enumerating alternative sets of precedence relationships.

Adaptive Molecular Evolution in the Opsin Genes of Rapidly Speciating Cichlid Species

Cichlid fish inhabit a diverse range of environments that vary in the spectral content of light available for vision. These differences should result in adaptive selective pressure on the genes involved in visual sensitivity, the opsin genes. This study examines the evidence for differential adaptive molecular evolution in East African cichlid opsin genes due to gross differences in environmental light conditions. First, we characterize the selective regime experienced by cichlid opsin genes using a likelihood ratio test format, comparing likelihood models with different constraints on the relative rates of amino acid substitution, across sites. Second, we compare turbid and clear lineages to determine if there is evidence of differences in relative rates of substitution. Third, we present evidence of functional diversification and its relationship to the photic environment among cichlid opsin genes. We report statistical evidence of positive selection in all cichlid opsin genes, except short wavelength–sensitive 1 and short wavelength–sensitive 2b. In all genes predicted to be under positive selection, except short wavelength–sensitive 2a, we find differences in selective pressure between turbid and clear lineages. Potential spectral tuning sites are variable among all cichlid opsin genes; however, patterns of substitution consistent with photic environment–driven evolution of opsin genes are observed only for short wavelength–sensitive 1 opsin genes. This study identifies a number of promising candidate-tuning sites for future study by site-directed mutagenesis. This work also begins to demonstrate the molecular evolutionary dynamics of cichlid visual sensitivity and its relationship to the photic environment.

Hand-held 3D light field photography and applications

We propose a method to acquire 3D light fields using a hand-held camera, and describe several computational photography applications facilitated by our approach. As our input we take an image sequence from a camera translating along an approximately linear path with limited camera rotations. Users can acquire such data easily in a few seconds by moving a hand-held camera. We include a novel approach to resample the input into regularly sampled 3D light fields by aligning them in the spatio-temporal domain, and a technique for high-quality disparity estimation from light fields. We show applications including digital refocusing and synthetic aperture blur, foreground removal, selective colorization, and others.

Computational Tools for Stereo and Light Field Photography

This thesis covers a broad part of the field of computational photography, including video stabilization and image warping techniques, introductions to light field photography and the conversion of monocular images and videos into stereoscopic 3D content. We present a user assisted technique for stereoscopic 3D conversion from 2D images. Our approach exploits the geometric structure of perspective images including vanishing points. We allow a user to indicate lines, planes, and vanishing points in the input image, and directly employ these as guides of an image warp that produces a stereo image pair. Our method is most suitable for scenes with large scale structures such as buildings and is able to skip the step of constructing a depth map. Further, we propose a method to acquire 3D light fields using a hand-held camera, and describe several computational photography applications facilitated by our approach. As the input we take an image sequence from a camera translating along an approximately linear path with limited camera rotations. Users can acquire such data easily in a few seconds by moving a hand-held camera. We convert the input into a regularly sampled 3D light field by resampling and aligning them in the spatio-temporal domain. We also present a novel technique for high-quality disparity estimation from light fields. Finally, we show applications including digital refocusing and synthetic aperture blur, foreground removal, selective colorization, and others.

Biotic and abiotic controls of nitrogen and phosphorus cycling in Central European forests

The functioning and services of Central European forests are threatened by global change and a loss of biodiversity. Nutrient cycling as a key forest function is affected by biotic drivers (e.g., dominant tree species, understory plants, soil organisms) that interact with abiotic conditions (e.g., climate, soil properties). In contrast to grassland ecosystems, evidence for the relationship of nutrient cycles and biodiversity in forests is scarce because the structural complexity of forests limits experimental control of driving factors. Alternatively, observational studies along gradients in abiotic conditions and biotic properties may elucidate the role of biodiversity for forest nutrient cycles. This thesis aims to improve the understanding of the functional importance of biodiversity for nutrient cycles in forests by analyzing water-bound fluxes of nitrogen (N) and phosphorus (P) along gradients in biodiversity in three regions of Germany. The tested hypotheses included: (1) temperate forest canopies retain atmospheric N and retention increases with increasing plant diversity, (2) N release from organic layers increases with resource availability and population size of decomposers but N leaching decreases along a gradient in plant diversity, (3) P leaching from forest canopies increases with improved P supply from recalcitrant P fractions by a more diverse ectomycorrhizal fungal community. In the canopies of 27 forest stands from three regions, 16 % to 51 % of atmospheric N inputs were retained. Regional differences in N retention likely resulted from different in N availability in the soil. Canopy N retention was greater in coniferous than in beech forests, but this was not the case on loessderived soils. Nitrogen retention increased with increasing tree and shrub diversity which suggested complementary aboveground N uptake. The strength of the diversity effect on canopy N uptake differed among regions and between coniferous and deciduous forests. The N processing in the canopy directly coupled back to N leaching from organic layers in beech forests because throughfall-derived N flushed almost completely through the mull-type organic layers at the 12 studied beech sites. The N release from organic layers increased with stand basal area but was rather low (< 10 % of annual aboveground litterfall) because of a potentially high microbial N immobilization and intensive incorporation of litter into the mineral soil by bioturbation. Soil fauna biomass stimulated N mineralization through trophic interactions with primary producers and soil microorganisms. Both gross and net leaching from organic layers decreased with increasing plant diversity. Especially the diversity but not the cover of herbs increased N uptake. In contrast to N, P was leached from the canopy. Throughfall-derived P was also flushed quickly through the mull-type organic layers and leached P was predominantly immobilized in non directly plant-available P fractions in the mineral soil. Concentrations of plant-available phosphate in mineral soil solution were low and P leaching from the canopy increased with increasing concentrations of the moderately labile P fraction in soil and increasing ectomycorrhiza diversity while leaf C:P ratios decreased. This suggested that tree P supply benefited from complementary mining of diverse mycorrhizal communities for recalcitrant P. Canopy P leaching increased in years with pronounced spring drought which could lead to a deterioration of P supply by an increasing frequency of drought events. This thesis showed that N and P cycling in Central European forests is controlled by a complex interplay of abiotic site conditions with biological processes mediated by various groups of organisms, and that diverse plant communities contribute to tightening the N cycle in Central European forests and that diverse mycorrhizal communities improve the limited P availability. Maintaining forest biodiversity seems essential to ensure forest services in the light of environmental change.

A Jewel in Our Midst: a photo essay of the Connecticut River

Its unique tidal marshes, ecology, geology, scenic areas, and fascinating history make the Connecticut River a treasure to residents and visitors alike. It is one of the 1,713 “Wetlands of International Importance” designated throughout the world by the International Ramsar Convention. This photo essay also describes the education efforts underway by Connecticut Sea Grant and its partners to assist educators with resource materials.

Line Integrals and Work in Thermodynamics

This paper considers line integration in the context of elementary thermodynamics, ending with irreversible to reversible work integrations (employing, in part, L'Hopital's rule).