Smooth Transition Patterns in the Realized Stock- Bond Correlation

Abstract: We analyze the realized stock-bond correlation. Gradual transitions between negative and positive stock-bond correlation is accommodated by the smooth transition regression (STR) model. The changes in regime are de…ned by economic and …financial transition variables. Both in sample and out-of- sample results document that STR models with multiple transition variables outperform STR models with a single transition variable. The most important transition variables are the short rate, the yield spread, and the VIX volatility index. Keywords: realized correlation; smooth transition regressions; stock-bond correlation; VIX index JEL Classifi…cations: C22; G11; G12; G17

Life Cycle and Reproductive Patterns of Triatoma rubrofasciata (De Geer, 1773) (Hemiptera: Reduviidae), under Laboratory Conditions

The life cycle and reproductive patterns of Triatoma rubrofasciata were studied along with laboratory conditions for the establishment of a prolific colony. The insects were divided into four groups: two of them were maintained at room temperature (20.5°C to 33°C and 85% ± 5% of relative humidity), the other two in a climatic chamber (CC) (temperature: 29°C, humidity: 80% ± 5%). The groups were fed weekly or fortnightly on Swiss mice. The females from the group kept in the CC and fed weekly had longer life span, as well as a higher number of eggs, fertile eggs and hatchings; the group kept in the CC and fed fortnightly had a shorter life span for the 1st, 2nd and 3rd instars and a lower mortality rate for all instars. It was concluded that a constant high temperature (CC at 29°C) is the most suitable condition for the maintenance of a colony of T. rubrofasciata regardless of the interval between repasts.

THE USE OF SIMULATIONS IN EVOLUTIONARY POPULATION GENETICS: APPLICATIONS ON HUMANS, OWLS AND VIRTUAL ORGANISMS

Summary (in English) Computer simulations provide a practical way to address scientific questions that would be otherwise intractable. In evolutionary biology, and in population genetics in particular, the investigation of evolutionary processes frequently involves the implementation of complex models, making simulations a particularly valuable tool in the area. In this thesis work, I explored three questions involving the geographical range expansion of populations, taking advantage of spatially explicit simulations coupled with approximate Bayesian computation. First, the neutral evolutionary history of the human spread around the world was investigated, leading to a surprisingly simple model: A straightforward diffusion process of migrations from east Africa throughout a world map with homogeneous landmasses replicated to very large extent the complex patterns observed in real human populations, suggesting a more continuous (as opposed to structured) view of the distribution of modern human genetic diversity, which may play a better role as a base model for further studies. Second, the postglacial evolution of the European barn owl, with the formation of a remarkable coat-color cline, was inspected with two rounds of simulations: (i) determine the demographic background history and (ii) test the probability of a phenotypic cline, like the one observed in the natural populations, to appear without natural selection. We verified that the modern barn owl population originated from a single Iberian refugium and that they formed their color cline, not due to neutral evolution, but with the necessary participation of selection. The third and last part of this thesis refers to a simulation-only study inspired by the barn owl case above. In this chapter, we showed that selection is, indeed, effective during range expansions and that it leaves a distinguished signature, which can then be used to detect and measure natural selection in range-expanding populations. Résumé (en français) Les simulations fournissent un moyen pratique pour répondre à des questions scientifiques qui seraient inabordable autrement. En génétique des populations, l'étude des processus évolutifs implique souvent la mise en oeuvre de modèles complexes, et les simulations sont un outil particulièrement précieux dans ce domaine. Dans cette thèse, j'ai exploré trois questions en utilisant des simulations spatialement explicites dans un cadre de calculs Bayésiens approximés (approximate Bayesian computation : ABC). Tout d'abord, l'histoire de la colonisation humaine mondiale et de l'évolution de parties neutres du génome a été étudiée grâce à un modèle étonnement simple. Un processus de diffusion des migrants de l'Afrique orientale à travers un monde avec des masses terrestres homogènes a reproduit, dans une très large mesure, les signatures génétiques complexes observées dans les populations humaines réelles. Un tel modèle continu (opposé à un modèle structuré en populations) pourrait être très utile comme modèle de base dans l'étude de génétique humaine à l'avenir. Deuxièmement, l'évolution postglaciaire d'un gradient de couleur chez l'Effraie des clocher (Tyto alba) Européenne, a été examiné avec deux séries de simulations pour : (i) déterminer l'histoire démographique de base et (ii) tester la probabilité qu'un gradient phénotypique, tel qu'observé dans les populations naturelles puisse apparaître sans sélection naturelle. Nous avons montré que la population actuelle des chouettes est sortie d'un unique refuge ibérique et que le gradient de couleur ne peux pas s'être formé de manière neutre (sans l'action de la sélection naturelle). La troisième partie de cette thèse se réfère à une étude par simulations inspirée par l'étude de l'Effraie. Dans ce dernier chapitre, nous avons montré que la sélection est, en effet, aussi efficace dans les cas d'expansion d'aire de distribution et qu'elle laisse une signature unique, qui peut être utilisée pour la détecter et estimer sa force.

Frequency-dependent sexual selection with respect to offspring fitness returns is consistent with predictions from rock-paper-scissors dynamics in the European common lizard

Genetic polymorphism can be maintained over time by negative frequency-dependent (FD) selection induced by Rock-paper-scissors (RPS) social systems. RPS games produce cyclic dynamics, and have been suggested to exist in lizards, insects, isopods, plants, and bacteria. Sexual selection is predicted to accentuate the survival of the future progeny during negative FD survival selection. More specifically, females are predicted to select mates that produce progeny genotypes that exhibit highest survival during survival selection imposed by adult males. However, no empirical evidence demonstrates the existence of FD sexual selection with respect to fitness payoffs of genetic polymorphisms. Here we tested this prediction using the common lizard Zootoca vivipara, a species with three male color morphs (orange, white, yellow) that exhibit morph frequency cycles. In a first step we tested the congruence of the morph frequency change with the predicted change in three independent populations, differing in male color morph frequency and state of the FD morph cycle. Thereafter we ran standardized sexual selection assays in which we excluded alternative mechanisms that potentially induce negative FD selection, and we quantified inter-sexual behavior. The patterns of sexual selection and the observed behavior were in line with context-dependent female mate choice and male behavior played a minor role. Moreover, the strength of the sexual selection was within the magnitude of selection required to produce the observed 3-4-year and 6-8 year morph frequency cycles at low and high altitudes, respectively. In summary, the study provides the first experimental evidence that underpins the crucial assumption of the RPS games suggested to exist in lizards, insects, isopods, and plants; namely, that sexual selection produces negative-FD selection. This indicates that sexual selection, in our study exert by females, might be a crucial driver of the maintenance of genetic polymorphisms.

Microgeographical patterns of schistosomiasis and water contact behavior; examples from Africa and Brazil

This paper examines the results of spatial (microgeographical) water contact/schistosomiasis studies in two African (Egyptian and Kenyan) and one Brazilian communities. All three studies used traditional cartographic and statistical methods but one of them emploeyd also GIS (geographical information systems) tools. The advantage of GIS and their potential role in schistosomiasis control are briefly described. The three cases revealed considerable variation in the spatial distribution of water contact, transmission parameters and infection levels at the household and individual levels. All studies showed considerable variation in the prevalence and intensity of infection between households. They also show a variable influence of distance on water contact behavior associated with type of activity, age, sex, socioeconomic level, perception of water quality, season and availability of water in the home. Water contact behavior and schistosomiasis were evaluated in the Brazilian village of Nova União within the context of water sharing between household and age/sex groups. Recommendations are made for further spatial studies on the transmission and control of schistosomiasis.

Age-related worm load and worm fecundity patterns in human populations, as indicated by schistosome circulating antigens

Recently, our group determined the relationship between serum CAA levels and fecal egg counts in two foci with very intense Schistosoma mansoni transmission: Maniema (Zaire), an area endemic for S. mansoni since several decades, and Ndombo (Senegal), where transmission has only been established since a few years. The objective was to study and compare age-related worm load and worm fecundity patterns in these two different endemic settings. Here, we will summarize the most important findings and conclusions of this study.

Spatio-temporal variations in reproductive patterns and population structure of Pasiphaea multidentata (Decapoda: Caridea) in the Blanes canyon and adjacent margin, North-western Mediterranean Sea

The bathyal faunal communities of the NW Mediterranean slopes have been studied consistently in the last two decades, with a special focus on population structure, trophic dynamics and benthopelagic coupling of commercial deep-sea decapod crustaceans and fishes (reviewed in Sardà et al. 2004) and associated species (Cartes and Sardà, 1993; Company and Sardà, 1997, 2000; Cartes et al., 2001; Company et al., 2001, 2003, 2004). One of the major topographic features in the North-western Mediterranean slope is the presence of submarine canyons. Canyons play a major role in funnelling energy and organic matter from the shelf to bathyal and abyssal depths (Puig et al., 2000), but the implications of this enhanced organic supply in the deep-sea benthic communities is still mostly unknown. Trophic supply can follow two major pathways – vertical deposition in the water column (Billett et al., 1983; Baldwin et al., 1998; Lampitt et al., 2001) or down-slope advection on the margins (Puig et al., 2001; Bethoux et al., 2002; Canals et al., 2006) – and can be a limiting factor in the deep-sea, being especially important in the oligotrophic Mediterranean Sea (Sardà et al., 2004). Differences in the quantity, quality and timing of organic matter input to the deep seafloor have been used to explain patterns of biomass and abundance in benthic communities (Levin et al., 1994; Gooday & Turley, 1990; Billett et al., 2001; Galéron et al., 2001; Puig et al., 2001; Gage, 2003) as well as other biological process and in particular the existence of seasonal reproduction (Tyler et al., 1994; Company et al., 2004 (MEPS). Reproduction is a highly energetic process tightly linked to food availability and quality.

Drug Resistance Patterns among Hospitalized Tuberculous Patients in Rio de Janeiro, Brazil, 1993-1994

The purpose of this study was to analyze the prevalence and risk factors for drug resistance among hospitalized patients in two tertiary care centers, an acquired immunodeficiency syndrome (AIDS) reference center and a sanatorium, in Rio de Janeiro, Brazil. From 1993-1994, 389 patients were diagnosed as having tuberculosis (TB). Isolates from 265 patients were tested for in vitro susceptibility to rifampin and isoniazid. Resistance to one or more drugs was detected in 44 patients (16.6%) and was significantly more common among recurrent cases in both hospitals (p=0.03 in the AIDS center and p=0.001 in the sanatorium). Twenty seven patients (10.2%) had isolates resistant to both isoniazid and rifampin. Multi-drug resistance was associated with human immunodeficiency virus (HIV) infection among patients who had never been treated for TB. In conclusion, drug-resistant TB is high in hospitalized patients in Rio de Janeiro, especially among HIV infected patients. Therefore, measures to control TB and prevent nosocomial transmission need urgently to be set up in the Brazilian hospitals.

Variability of gait patterns during unconstrained walking assessed by satellite positioning (GPS).

It is established that the ratio between step length (SL) and step frequency (SF) is constant over a large range of walking speed. However, few data are available about the spontaneous variability of this ratio during unconstrained outdoor walking, in particular over a sufficient number of steps. The purpose of the present study was to assess the inter- and intra-subject variability of spatio-temporal gait characteristics [SL, SF and walk ratio (WR=SL/SF)] while walking at different freely selected speeds. Twelve healthy subjects walked three times along a 100-m athletic track at: (1). a slower than preferred speed, (2). preferred speed and (3). a faster than preferred speed. Two professional GPS receivers providing 3D positions assessed the walking speed and SF with high precision (less than 0.5% error). Intra-subject variability was calculated as the variation among eight consecutive 5-s samples. WR was found to be constant at preferred and fast speeds [0.41 (0.04) m.s and 0.41 (0.05) m.s respectively] but was higher at slow speeds [0.44 (0.05) m.s]. In other words, between slow and preferred speed, the speed increase was mediated more by a change in SF than SL. The intra-subject variability of WR was low under preferred [CV, coefficient of variation = 1.9 (0.6)%] and fast [CV=1.8 (0.5)%] speed conditions, but higher under low speed condition [CV=4.1 (1.5)%]. On the other hand, the inter-subject variability of WR was 11%, 10% and 12% at slow, preferred and fast walking speeds respectively. It is concluded that the GPS method is able to capture basic gait parameters over a short period of time (5 s). A specific gait pattern for slow walking was observed. Furthermore, it seems that the walking patterns in free-living conditions exhibit low intra-individual variability, but that there is substantial variability between subjects.

Concurrent and simultaneous polydrug use among young Swiss males: use patterns and associations of number of substances used with health issues.

Background: Simultaneous polydrug use (SPU) may represent a greater incremental risk factor for human health than concurrent polydrug use (CPU). However, few studies have examined these patterns of use in relation to health issues, particularly with regard to the number of drugs used. Methods: In the present study, we have analyzed data from a representative sample of 5734 young Swiss males from the Cohort Study on Substance Use Risk Factors. Exposure to drugs (i.e., alcohol, tobacco, cannabis, and 15 other illicit drugs), as well as mental, social and physical factors, were studied through regression analysis. Results: We found that individuals engaging in CPU and SPU followed the known stages of drug use, involving initial experiences with licit drugs (e.g., alcohol and tobacco), followed by use of cannabis and then other illicit drugs. In this regard, two classes of illicit drugs were identified, including first uppers, hallucinogens and sniffed drugs; and then "harder" drugs (ketamine, heroin, and crystal meth), which were only consumed by polydrug users who were already taking numerous drugs. Moreover, we observed an association between the number of drugs used simultaneously and social issues (i.e., social consequences and aggressiveness). In fact, the more often the participants simultaneously used substances, the more likely they were to experience social problems. In contrast, we did not find any relationship between SPU and depression, anxiety, health consequences, or health. Conclusions: We identified some associations with SPU that were independent of CPU. Moreover, we found that the number of concurrently used drugs can be a strong factor associated with mental and physical health, although their simultaneous use may not significantly contribute to this association. Finally, the negative effects related to the use of one substance might be counteracted by the use of an additional substance.

Conservation of complex knotting and slipknotting patterns in proteins.

While analyzing all available protein structures for the presence of knots and slipknots, we detected a strict conservation of complex knotting patterns within and between several protein families despite their large sequence divergence. Because protein folding pathways leading to knotted native protein structures are slower and less efficient than those leading to unknotted proteins with similar size and sequence, the strict conservation of the knotting patterns indicates an important physiological role of knots and slipknots in these proteins. Although little is known about the functional role of knots, recent studies have demonstrated a protein-stabilizing ability of knots and slipknots. Some of the conserved knotting patterns occur in proteins forming transmembrane channels where the slipknot loop seems to strap together the transmembrane helices forming the channel.