Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Comparison of deposited surface area of airbone ultrafine particles generated from two welding processes

This article describes work performed on the assessment of the levels of airborne ultrafine particles emitted in two welding processes metal-active gas (MAG) of carbon steel and friction-stir welding (FSW) of aluminium in terms of deposited area in alveolar tract of the lung using a nanoparticle surface area monitor analyser. The obtained results showed the dependence from process parameters on emitted ultrafine particles and clearly demonstrated the presence of ultrafine particles, when compared with background levels. The obtained results showed that the process that results on the lower levels of alveolar-deposited surface area is FSW, unlike MAG. Nevertheless, all the tested processes resulted in important doses of ultrafine particles that are to be deposited in the human lung of exposed workers.

Development of fractional order capacitors based on electrolyte processes

In recent years, significant research in the field of electrochemistry was developed. The performance of electrical devices, depending on the processes of the electrolytes, was described and the physical origin of each parameter was established. However, the influence of the irregularity of the electrodes was not a subject of study and only recently this problem became relevant in the viewpoint of fractional calculus. This paper describes an electrolytic process in the perspective of fractional order capacitors. In this line of thought, are developed several experiments for measuring the electrical impedance of the devices. The results are analyzed through the frequency response, revealing capacitances of fractional order that can constitute an alternative to the classical integer order elements. Fractional order electric circuits are used to model and study the performance of the electrolyte processes.

Electron and photon induced processes in SF5CF3

The photo-absorption cross section of trifluoromethyl sulphur pentafluoride, SF5CF3 has been measured using synchrotron radiation in the range of 4–11 eV (310 nm > l > 110 nm) and comparison made with electron energy loss spectroscopy (EELS). The measured VUV cross sections are used to derive the photolysis rate of SF5CF3 in the terrestrial atmosphere. It is estimated that the lifetime for this molecule is the order of a 1000 years and the calculated global warming potential (GWP) is found to be between 17000 and 18100, making it one of the most potent global warming gases in the terrestrial atmosphere.

Modelling text file evaluation processes

Text file evaluation is an emergent topic in e-learning that responds to the shortcomings of the assessment based on questions with predefined answers. Questions with predefined answers are formalized in languages such as IMS Question & Test Interoperability Specification (QTI) and supported by many e-learning systems. Complex evaluation domains justify the development of specialized evaluators that participate in several business processes. The goal of this paper is to formalize the concept of a text file evaluation in the scope of the E-Framework – a service oriented framework for development of e-learning systems maintained by a community of practice. The contribution includes an abstract service type and a service usage model. The former describes the generic capabilities of a text file evaluation service. The later is a business process involving a set of services such as repositories of learning objects and learning management systems.

Applications of Fourier methods to the analysis of some stochastic processes

Dissertação de Doutoramento em Matemática: Processos Estocásticos

Post-processing Techniques in Free Boundary Flows during Liquid Composite Moulding Processes

Post-processing a finite element solution is a well-known technique, which consists in a recalculation of the originally obtained quantities such that the rate of convergence increases without the need for expensive remeshing techniques. Postprocessing is especially effective in problems where better accuracy is required for derivatives of nodal variables in regions where Dirichlet essential boundary condition is imposed strongly. Consequently such an approach can be exceptionally good in modelling of resin infiltration under quasi steady-state assumption by remeshing techniques and with explicit time integration, because only the free-front normal velocities are necessary to advance the resin front to the next position. The new contribution is the post-processing analysis and implementation of the freeboundary velocities of mesolevel infiltration analysis. Such implementation ensures better accuracy on even coarser meshes, which in consequence reduces the computational time also by the possibility of employing larger time steps.

Mass Conservation Enhancement of Free Boundary Mesolevel Flows during LCM Processes of Composites Manufacturing

Undesirable void formation during the injection phase of the liquid composite moulding process can be understood as a consequence of the non-uniformity of the flow front progression, caused by the dual porosity of the fibre perform. Therefore the best examination of the void formation physics can be provided by a mesolevel analysis, where the characteristic dimension is given by the fibre tow diameter. In mesolevel analysis, liquid impregnation along two different scales; inside fibre tows and within the open spaces between them; must be considered and the coupling between these flow regimes must be addressed. In such case, it is extremely important to account correctly for the surface tension effects, which can be modelled as capillary pressure applied at the flow front. Numerical implementation of such boundary conditions leads to ill-posing of the problem, in terms of the weak classical as well as stabilized formulation. As a consequence, there is an error in mass conservation accumulated especially along the free flow front. This contribution presents a numerical procedure, which was formulated and implemented in the existing Free Boundary Program in order to significantly reduce this error.

Brownian bridge and other path-dependent Gaussian processes vectorial simulation

The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.

Vanadium complexes: recent progress in oxidation catalysis

Oxidovanadium complexes and, to a less extent, some non-oxido ones, are widely used as catalysts or catalyst precursors for various oxidative catalytic reactions by H2O2, (BuOOH)-Bu-t or O-2 under mild conditions. Oxidation reactions (oxidation of alkanes and alcohols, epoxidation of alkenes and allylic alcohols, oxidative bromination, sulfoxidation and oxidative Strecker reactions) of organic compounds are the most relevant ones and are reviewed considering the recent advances in the last five years (2010-2014). The main types of both homogeneous and supported vanadium catalysts and the most efficient catalytic systems in the different reactions are presented and compared. The proposed mechanisms of various catalytic oxidation processes are also outlined. (C) 2015 Elsevier B.V. All rights reserved.

Mitochondria are the main source and one of the targets of Pb (lead)-induced oxidative stress in the yeast Saccharomyces cerevisiae

The yeast Saccharomyces cerevisiae is a useful model organism for studying lead (Pb) toxicity. Yeast cells of a laboratory S. cerevisiae strain (WT strain) were incubated with Pb concentrations up to 1,000 μmol/l for 3 h. Cells exposed to Pb lost proliferation capacity without damage to the cell membrane, and they accumulated intracellular superoxide anion (O2 .−) and hydrogen peroxide (H2O2). The involvement of the mitochondrial electron transport chain (ETC) in the generation of reactive oxygen species (ROS) induced by Pb was evaluated. For this purpose, an isogenic derivative ρ0 strain, lacking mitochondrial DNA, was used. The ρ0 strain, without respiratory competence, displayed a lower intracellular ROS accumulation and a higher resistance to Pb compared to the WT strain. The kinetic study of ROS generation in yeast cells exposed to Pb showed that the production of O2 .− precedes the accumulation of H2O2, which is compatible with the leakage of electrons from the mitochondrial ETC. Yeast cells exposed to Pb displayed mutations at the mitochondrial DNA level. This is most likely a consequence of oxidative stress. In conclusion, mitochondria are an important source of Pb-induced ROS and, simultaneously, one of the targets of its toxicity.

In situ NIR spectroscopy monitoring of plasmid production processes effect of producing strain, medium composition and the cultivation strategy

BACKGROUNDWhile the pharmaceutical industry keeps an eye on plasmid DNA production for new generation gene therapies, real-time monitoring techniques for plasmid bioproduction are as yet unavailable. This work shows the possibility of in situ monitoring of plasmid production in Escherichia coli cultures using a near infrared (NIR) fiber optic probe. RESULTSPartial least squares (PLS) regression models based on the NIR spectra were developed for predicting bioprocess critical variables such as the concentrations of biomass, plasmid, carbon sources (glucose and glycerol) and acetate. In order to achieve robust models able to predict the performance of plasmid production processes, independently of the composition of the cultivation medium, cultivation strategy (batch versus fed-batch) and E. coli strain used, three strategies were adopted, using: (i) E. coliDH5 cultures conducted under different media compositions and culture strategies (batch and fed-batch); (ii) engineered E. coli strains, MG1655endArecApgi and MG1655endArecA, grown on the same medium and culture strategy; (iii) diverse E. coli strains, over batch and fed-batch cultivations and using different media compositions. PLS models showed high accuracy for predicting all variables in the three groups of cultures. CONCLUSIONNIR spectroscopy combined with PLS modeling provides a fast, inexpensive and contamination-free technique to accurately monitoring plasmid bioprocesses in real time, independently of the medium composition, cultivation strategy and the E. coli strain used.

Lysotypes and plasmidial profile of Salmonella Serovar Typhimurium isolated from children with enteric processes in the cities of Rio de Janeiro, RJ, and Salvador, BA - Brazil

The lysotypes, plasmidial profiles, and profiles of resistance to antimicrobial agents were determined in 111 Salmonella Typhimurium strains isolated from feces and blood of children treated in Rio de Janeiro and in Salvador. Six distinct lysotypes (19, 41, 97, 105, 120 and 193) were recognized, with a predominance of lysotype 193 (59.7%) in Rio de Janeiro and of phage type 105 (38.4) in Salvador. Approximately 86.7% of the lysotype 193 strains presented multiple resistance to more than six antimicrobial agents, whereas 93% of lysotype 105 strains were fully susceptible. More than 90% of the strains presented plasmids distributed into 36 different profiles in Rio de Janeiro and into 10 profiles in Salvador. A 40 MDa plasmid was the most frequent (47%) in the strains from Rio de Janeiro, whereas a 61 MDa plasmid predominated (14.5%) in Salvador. Combined analysis of plasmid profile and classification into lysotypes (especially those belonging to types 105 and 103, proved to be more discriminatory than the other methods applied).

Oxidative stress in pregnancy and fertility pathologies

Oxidative stress designates the state of imbalance between reactive oxygen species (ROS) production and antioxidant levels. In a healthy placenta, there is an increase in ROS production, due to formation of new tissues and inherent metabolism, but this is balanced by higher levels of antioxidants. However, this balance is lost in some situations, with a consequent increase in oxidative stress levels. Oxidative stress has been implicated in several placental disorders and pregnancy pathologies. The present review intends to summarize what is known about the relationship between oxidative stress and well-known pregnancy disorders.