L'approccio di Trading mean reverting evidenze statistiche

Analisi di una strategia di trading mean reverting al fine di valutare la fattibilita del suo utilizzo intraday nel mercato telematico azionario italiano. Panoramica sui sistemi di meccanizzazione algoritmica e approfondimento sull'HFT.

Breeding success and traits of equal and unequal pairs of little penguins (Eudyptula minor) on Phillip Island during 2001-2008

According to life-history theory, individuals optimize their decisions in order to maximize their fitness. This raises a conflict between parents, which need to cooperate to ensure the propagation of their genes but at the same time need to minimize the associated costs. Trading-off between benefits and costs of a reproduction is one of the major forces driving demographic trends and has shaped several different parental care strategies. Using little penguins (Eudyptula minor) as a model, we investigated whether individuals of a pair provide equal parental effort when raising offspring and whether their behavior was consistent over 8 years of contrasting resource availability. Using an automated identification system, we found that 72% of little penguin pairs exhibited unforced (i.e., that did not result from desertion of 1 parent) unequal partnership through the postguard stage. This proportion was lower in favorable years. Although being an equal pair appeared to be a better strategy, it was nonetheless the least often observed. Individuals that contributed less than their partner were not less experienced (measured by age), and gender did not explain differences between partners. Furthermore, birds that contributed little or that contributed a lot tended to be consistent in their level of contribution across years. We suggest that unequal effort during breeding may reflect differences in individual quality, and we encourage future studies on parental care to consider this consistent low and high contributor behavior when investigating differences in pair investment into its offspring. Key words: attendance patterns, individual quality, meal size, parental care, reproductive costs, seabirds.

Statistical Analysis of Wind Power Generation in Europe

Studies have shown that large geographical spreading can reduce the wind power variability and smooth production. It is frequently assumed that storage and interconnection can manage wind power variability and are totally ���exible. However, constraints do exist. In the future more and more electricity will be provided by renewable energy sources and more electricity interconnectors will be built between European Union (EU) countries, as outlines in many of the Projects of Common Interests. It is essential to understand the correlation of wind generation throughout Europe considering power system constraints. In this study the spatial and temporal correlation of wind power production across several countries is examined in order to understand how ���the wind ���travels��� across Europe���. Three years of historical hourly wind power generation from ten EU countries is analysed to investigate the geographic diversity and time scales in���uence on correlation of wind power variations. Results are then compared with two other studies and show similar general characteristics of correlation between EU country pairs to identify opportunities for storage optimisation, power system operations, and trading.

Neural networks and statistical analysis for classification of corneal videokeratography maps based on Zernike coefficients: a quantitative comparison

PURPOSE: The main goal of this study was to develop and compare two different techniques for classification of specific types of corneal shapes when Zernike coefficients are used as inputs. A feed-forward artificial Neural Network (NN) and discriminant analysis (DA) techniques were used. METHODS: The inputs both for the NN and DA were the first 15 standard Zernike coefficients for 80 previously classified corneal elevation data files from an Eyesys System 2000 Videokeratograph (VK), installed at the Departamento de Oftalmologia of the Escola Paulista de Medicina, S��o Paulo. The NN had 5 output neurons which were associated with 5 typical corneal shapes: keratoconus, with-the-rule astigmatism, against-the-rule astigmatism, "regular" or "normal" shape and post-PRK. RESULTS: The NN and DA responses were statistically analyzed in terms of precision ([true positive+true negative]/total number of cases). Mean overall results for all cases for the NN and DA techniques were, respectively, 94% and 84.8%. CONCLUSION: Although we used a relatively small database, results obtained in the present study indicate that Zernike polynomials as descriptors of corneal shape may be a reliable parameter as input data for diagnostic automation of VK maps, using either NN or DA.

Reproducibility, reliability and validity of measurements obtained from Cecile3 digital models

The aim of this study was to determine the reproducibility, reliability and validity of measurements in digital models compared to plaster models. Fifteen pairs of plaster models were obtained from orthodontic patients with permanent dentition before treatment. These were digitized to be evaluated with the program C��cile3 v2.554.2 beta. Two examiners measured three times the mesiodistal width of all the teeth present, intercanine, interpremolar and intermolar distances, overjet and overbite. The plaster models were measured using a digital vernier. The t-Student test for paired samples and interclass correlation coefficient (ICC) were used for statistical analysis. The ICC of the digital models were 0.84 �� 0.15 (intra-examiner) and 0.80 �� 0.19 (inter-examiner). The average mean difference of the digital models was 0.23 �� 0.14 and 0.24 �� 0.11 for each examiner, respectively. When the two types of measurements were compared, the values obtained from the digital models were lower than those obtained from the plaster models (p < 0.05), although the differences were considered clinically insignificant (differences < 0.1 mm). The C��cile digital models are a clinically acceptable alternative for use in Orthodontics.

Phase transitions and spatially ordered counterion association in ionic-lipid membranes: A statistical model

We propose a statistical model to account for the gel-fluid anomalous phase transitions in charged bilayer- or lamellae-forming ionic lipids. The model Hamiltonian comprises effective attractive interactions to describe neutral-lipid membranes as well as the effect of electrostatic repulsions of the discrete ionic charges on the lipid headgroups. The latter can be counterion dissociated (charged) or counterion associated (neutral), while the lipid acyl chains may be in gel (low-temperature or high-lateral-pressure) or fluid (high-temperature or low-lateral-pressure) states. The system is modeled as a lattice gas with two distinct particle types-each one associated, respectively, with the polar-headgroup and the acyl-chain states-which can be mapped onto an Ashkin-Teller model with the inclusion of cubic terms. The model displays a rich thermodynamic behavior in terms of the chemical potential of counterions (related to added salt concentration) and lateral pressure. In particular, we show the existence of semidissociated thermodynamic phases related to the onset of charge order in the system. This type of order stems from spatially ordered counterion association to the lipid headgroups, in which charged and neutral lipids alternate in a checkerboard-like order. Within the mean-field approximation, we predict that the acyl-chain order-disorder transition is discontinuous, with the first-order line ending at a critical point, as in the neutral case. Moreover, the charge order gives rise to continuous transitions, with the associated second-order lines joining the aforementioned first-order line at critical end points. We explore the thermodynamic behavior of some physical quantities, like the specific heat at constant lateral pressure and the degree of ionization, associated with the fraction of charged lipid headgroups.

Feasibility of using solid sampling graphite furnace atomic absorption spectrometry for preparation of spiked filter papers with Cu and Zn as standards for direct solid analysis

An approach was developed for the preparation of cryogenic ground spiked filter papers with Cu and Zn for use as synthetic calibrating standards for direct solid microanalysis. Solid sampling graphite furnace atomic absorption spectrometry was used to evaluate the microhomogeneity and to check the applicability of the synthetic calibrating standards for the direct determination of Cu and Zn in vegetable certified reference materials. The found concentrations presented no statistical differences at the 95% confidence level. The homogeneity factors ranged from 2.7 to 4.2 for Cu and from 6.4 to 11.5 for Zn.

Digital frequency relaying based on the modified least mean square method

This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.

A novel aerobic-anoxic biological filter for nitrogen removal from UASB effluent using biogas compounds as electron donors for denitrification

The performance of a new trickling filter (TF) configuration composed of an upper compartment for nitrification and a lower compartment for denitrification of effluent from a UASB reactor treating domestic sewage was evaluated. The TF was packed with new plastic material characterized by its durability and high percentage of void spaces. The feasibility of using the reduced compounds present in the biogas produced by a UASB reactor as electron donor for denitrification was also evaluated. Efficient nitrification and denitrification was achieved for the mean hydraulic (5.6 m(3) m(-2) d(-1)) organic (0.26 kg COD m(-3) d(-1)) and ammonia-N (0.08 kg m(-3) d(-1)) loading rates applied, resulting in ammonia-N removal ranging from 60 to 74%. The final effluent presented ammonia-N lower than 13 mg L(-1). Despite the presence of dissolved oxygen (DO) in the denitrification compartment, its performance was considered quite satisfactory and final nitrate concentrations were lower than 10 mg L(-1). The results indicate that methane was the main electron donor used for denitrification. Additionally, denitrification can probably be improved by avoiding high DO concentration in the denitrification compartment and by enhancing biogas transfer in the anoxic zone.

A Statistical Study of the Association of Seven Dental Anomalies in the Brazilian Population

The objective of this study was to show the association patterns among seven types of dental anomalies (second pre-molar agenesis, upper side incisive reduced in size, lower first molar infra-ochlesis, enamel hypoplasia, first molar ectopic eruption, supra numerous teeth and upper canine ectopic eruption) in a population sample without dental treatment ranging in age from 7 to 14. A total of 172 patients were attended and underwent the clinical examination at the Clinica Infantil da Fundacao Educacional de Barretos. Eleven patients from this total were selected according to a first dental anomaly diagnosis and submitted to panoramic radiography. A significant association (p < 0.05) was detected among six pairs of anomalies (second pre-molar agenesis x first pre-molar ectopic eruption; second pre-molar agenesis x lower first molar infra-ochlesis; second pre-molar agenesis x upper side incisive reduced in size; supra numerous teeth x reduced size upper side incisive; first pre-molar ectopic eruption x enamel hypoplasia; lower first molar infra-ochlesis x upper side incisive reduced in size) suggesting a common genetic origin for these conditions. The association was not significant in only one case where there was anomaly sharing by the patients. The existence of an anomaly is clinically relevant for early diagnosis of a possible association and an anomaly can indicate an increased risk of other anomalies.

Quantitative CT analysis of the glabellar and anterior nasal spine regions for the placement of implants for nasal prosthesis retention

Objectives: The aim of this study was to determine the precision of the measurements of 2 craniometric anatomic points-glabella and anterior nasal spine-in order to verify their possibility as potential locations for placing implants aimed at nasal prostheses retention. Methods: Twenty-six dry human skulls were scanned in a high-resolution spiral tomography with 1-mm axial slice thickness and 1-mm interval reconstruction using a bone tissue filter. Images obtained were stored and transferred to an independent workstation containing e-film imaging software. The measurements (in the glabella and anterior nasal fossa) were made independently by 2 observers twice for each measurement. Data were submitted to statistical analysis (parametric t test). Results: The results demonstrated no statistically significant difference between interobserver and intraobserver measurements (P > .05). The standard error was found to be between 0.49 mm and 0.84 mrn for measurements in bone protocol, indicating a high /eve/ of precision. Conclusions: The measurements obtained in anterior nasal spine and glabella were considered precise and reproducible. Mean values of such measurements pointed to the possibility of implant placement in these regions, particularly in the anterior nasal spine.

Mating aggregations and mating success in the flower thrips, Frankliniella schultzei (Thysanoptera: Thripidae), and a possible role for pheromones

Aggregations of Frankliniella schultzei males were observed on the corollas of Hibiscus rosasinensis and Gossypium hirsutum flowers in southeast Queensland. Aggregations were seen only on the upper surfaces of corollas but may have occurred on other flower parts, which were hidden from view. Conspecific females entered aggregations and a small proportion of them mated [18% (n = 163), H. rosasinensis; 30% (n = 181), G. hirsutum]. Most females (87 and 72%, respectively) that did not mate in aggregations walked to other flower parts. Behavior was difficult to observe on these parts, but mating was sometimes observed there. The number of females that landed within aggregations on the upper surfaces of both H. rosasinensis and G. hirsutum corollas was highly correlated with the number of males (r = 0.88, r = 0.93, respectively; P < 0.001). Significantly more mating pairs were observed in high-density aggregations (mean +/- SE, 1.10 +/- 0.22 and 4.44 +/- 0.48, respectively) than in low-density aggregations (0.37 +/- 0.11 and 1.67 +/- 0.29, respectively) (P < 0.05) on flowers of both species. More F. schultzei females were attracted to sticky traps baited with live conspecific males set among flowering Ipomoea indica (mean +/- SE, 8.83 +/- 0.32) and G. hirsutum (10.90 +/- 0.79) plants than to control traps (0.10 +/- 0.05 and 0.70 +/- 0.25, respectively)( P < 0.05), presumably in response to male-produced pheromones. Significantly more females were attracted to traps with high male densities than to traps with low densities. We found no statistical evidence that aggregation size influenced mating success (proportion males that mated). Mating success, however, should be evaluated with respect to mating on all flower parts and not just the upper surfaces of corollas. The results of this study constitute the first behavioral evidence for an attractant sex pheromone in thrips.