Equity trading volume and volatility: Latent information arrivals and common long-run dependencies

This article examines the behavior of equity trading volume and volatility for the individual firms composing the Standard & Poor's 100 composite index. Using multivariate spectral methods, we find that fractionally integrated processes best describe the long-run temporal dependencies in both series. Consistent with a stylized mixture-of-distributions hypothesis model in which the aggregate "news"-arrival process possesses long-memory characteristics, the long-run hyperbolic decay rates appear to be common across each volume-volatility pair.

Investigation of the cold crucible melting process: experimental and numerical study

The dynamic process of melting different materials in a cold crucible is being studied experimentally with parallel numerical modelling work. The numerical simulation uses a variety of complementing models: finite volume, integral equation and pseudo-spectral methods combined to achieve the accurate description of the dynamic melting process. Results show the temperature history of the melting process with a comparison of the experimental and computed heat losses in the various parts of the equipment. The free surface visual observations are compared to the numerically predicted surface shapes.

A frequency measure robust to linear filtering

It is noted that the determination of an oscillation frequency by used of the power spectrum of measured time series is susceptible to filtering of the signal. Similarly, frequency measurements made by period counting can yield different, results depending on how the signal is filtered for noise reduction. In an attempt to eliminate these ambiguities, a new measure of frequency, based on an approximate reconstruction of the phase-space trajectory of the oscillator from the signal, is introduced. This measure is shown to be invariant under linear filtering. For this reason, it is also inaccessible by spectral methods. The effect of filtering on frequency for weakly nonlinear, noisy oscillators, to which this definition applies only imperfectly, is quantified. This work provides the theoretical basis for frequency measurements employing MIRVA filtering.

Discretization and solution of the inhomogeneous Bogoliubov-de Gennes equations

In the presence of inhomogeneities, defects and currents, the equations describing a Bose-condensed ensemble of alkali atoms have to be solved numerically. By combining both linear and nonlinear equations within a Discrete Variable Representation framework, we describe a computational scheme for the solution of the coupled Bogoliubov-de Gennes (BdG) and nonlinear Schrodinger (NLS) equations for fields in a 3D spheroidal potential. We use the method to calculate the collective excitation spectrum and quasiparticle mode densities for excitations of a Bose condensed gas in a spheroidal trap. The method is compared against finite-difference and spectral methods, and we find the DVR computational scheme to be superior in accuracy and efficiency for the cases we consider. (C) 2004 Elsevier B.V. All rights reserved.

Relación entre anchoveta y ambiente a diferentes escalas temporales

Relación entre anchoveta y ambiente a diferentes escalas temporales. Bol Inst Mar Perú 25(1-2):13-21.- Se estudió la relación del ambiente y la anchoveta peruana (Engraulis ringens) en el Ecosistema de Afloramiento Peruano (EAP). Se hipotetiza que en la zona de afloramiento comprendida entre 5°S - 13°S se presenta una relación negativa entre la temperatura, concentración de oxígeno y desembarques de anchoveta en escalas de tiempo decadales. En series de tiempo mensuales observadas entre 1950 – 2008, se analizó la temperatura superficial, subsuperficial, oxígeno, clorofila-a y desembarques de anchoveta y sardina, aplicando métodos estadísticos y espectrales para obtener modos temporales decadales y caracterizar la modulación a baja frecuencia de sus ciclos estacionales. También se usaron datos de reanálisis para caracterizar los cambios estacionales a partir de los forzamientos (remoto y local) ambientales del EAP. Se encontró una fuerte asociación a escala decadal entre las series ambientales costeras y los desembarques de anchoveta y se sugiere que la covariabilidad ambiental en escalas temporales interanuales, intraestacionales, decadales, seculares frente al EAP se incrementará durante la próxima década.

A high-order arbitrarily unstructured finite-volume model of the global atmosphere: tests solving the shallow-water equations

Simulations of the global atmosphere for weather and climate forecasting require fast and accurate solutions and so operational models use high-order finite differences on regular structured grids. This precludes the use of local refinement; techniques allowing local refinement are either expensive (eg. high-order finite element techniques) or have reduced accuracy at changes in resolution (eg. unstructured finite-volume with linear differencing). We present solutions of the shallow-water equations for westerly flow over a mid-latitude mountain from a finite-volume model written using OpenFOAM. A second/third-order accurate differencing scheme is applied on arbitrarily unstructured meshes made up of various shapes and refinement patterns. The results are as accurate as equivalent resolution spectral methods. Using lower order differencing reduces accuracy at a refinement pattern which allows errors from refinement of the mountain to accumulate and reduces the global accuracy over a 15 day simulation. We have therefore introduced a scheme which fits a 2D cubic polynomial approximately on a stencil around each cell. Using this scheme means that refinement of the mountain improves the accuracy after a 15 day simulation. This is a more severe test of local mesh refinement for global simulations than has been presented but a realistic test if these techniques are to be used operationally. These efficient, high-order schemes may make it possible for local mesh refinement to be used by weather and climate forecast models.

Novas técnicas de detecção de fase óptica em interferômetros homódinos aplicadas à caracterização de atuadores piezoelétricos flextensionais

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Esteroides produzidos por Penicillium herquei, um fungo endofítico isolado dos frutos de Melia azedarach (Meliaceae)

ABSTRACT: Six compounds comprising the groups of steroids, the ergosterol, the ergosterol peroxide, the cerevisterol, the neociclocitrinols, the ergosta-4,6,8(14),22-tetraen-3-one, the 25-hydroxy-ergosta-4,6,8(14),22-tetraen-3-one, were isolated from Penicillium herquei fungus obtained from Melia azedarach. The structures were identified by spectral methods of RMN 1D and 2D and MS.

Policetídeos isolados de Penicillium herquei

Neste trabalho estamos portando o isolamento dos policetídeos citreoserina (1), emodina (2), janthinona (3), dihidrocitrinona (4) e citrinina H-1 (5). Os compostos foram isolados por procedimentos cromatográficos e identificados por métodos espectrais de RMN 1D e 2D e EM. Os compostos 1, 2 e 3 foram testados sobre promastigotas de Leishmania brasiliensis.

Active polyketides isolated from Penicillium herquei

Neste trabalho estamos relatando o isolamento por métodos clássicos de cromatografia de seis policetídeos de Penicillium herquei. Os compostos citreoseine ( 1) , emodina ( 2) , janthinona ( 3) , citrinina ( 4) , citrinina H1( 5) e dicitrinol ( 6) foram identificados por métodos espectrais de RMN 1D e 2D e EM. Os compostos 1, 2 e 3 foram testados contra formas promastigotas de Leishmania brasiliensis e 1 e 2 também foram ensaiados contra a Escherichia coli, Pseudomonas aeruginosa e Bacillus subtilis e mostraram boa atividade.

Chemical constituents of Aspergillus sp EJC08 isolated as endophyte from Bauhinia guianensis and their antimicrobial activity

Neste trabalho estamos reportando o isolamento de cinco compostos de Aspergillus sp EJC08 isolado como endofítico de Bauhinia guianensis uma planta típica da Amazônia. Os compostos ergosterol (1), peróxido de ergosterol (2), mevalolactona (3), monometilsulocrina (4) e tripacidina A (5) foram isolados através de procedimentos cromatográficos e identificados por métodos espectrais de RMN 1D e 2D e EM. Os compostos 3, 4 e 5 foram testados contra Escherichia coli, Pseudomonas aeruginosa, Bacillus subtilis e Staphylococcus aureus e mostraram boa atividade.

Influence of Goertler vortices spanwise wavelength on heat transfer rates

The boundary layer over concave surfaces can be unstable due to centrifugal forces, giving rise to Goertler vortices. These vortices create two regions in the spanwise direction—the upwash and downwash regions. The downwash region is responsible for compressing the boundary layer toward the wall, increasing the heat transfer rate. The upwash region does the opposite. In the nonlinear development of the Goertler vortices, it can be observed that the upwash region becomes narrow and the spanwise–average heat transfer rate is higher than that for a Blasius boundary layer. This paper analyzes the influence of the spanwise wavelength of the Goertler the heat transfer. The equation is written in vorticity-velocity formulation. The time integration is done via a classical fourth-order Runge-Kutta method. The spatial derivatives are calculated using high-order compact finite difference and spectral methods. Three different wavelengths are analyzed. The results show that steady Goertler flow can increase the heat transfer rates to values close to the values of turbulence, without the existence of a secondary instability. The geometry (and computation domain) are presented

Global and regional sea level variations in the recent past and future: insight from observations and modeling

This work is focused on the analysis of sea–level change (last century), based mainly on instrumental observations. During this period, individual components of sea–level change are investigated, both at global and regional scales. Some of the geophysical processes responsible for current sea-level change such as glacial isostatic adjustments and current melting terrestrial ice sources, have been modeled and compared with observations. A new value of global mean sea level change based of tide gauges observations has been independently assessed in 1.5 mm/year, using corrections for glacial isostatic adjustment obtained with different models as a criterion for the tide gauge selection. The long wavelength spatial variability of the main components of sea–level change has been investigated by means of traditional and new spectral methods. Complex non–linear trends and abrupt sea–level variations shown by tide gauges records have been addressed applying different approaches to regional case studies. The Ensemble Empirical Mode Decomposition technique has been used to analyse tide gauges records from the Adriatic Sea to ascertain the existence of cyclic sea-level variations. An Early Warning approach have been adopted to detect tipping points in sea–level records of North East Pacific and their relationship with oceanic modes. Global sea–level projections to year 2100 have been obtained by a semi-empirical approach based on the artificial neural network method. In addition, a model-based approach has been applied to the case of the Mediterranean Sea, obtaining sea-level projection to year 2050.

Water isotopic ratios from a continuously melted ice core sample

A new technique for on-line high resolution isotopic analysis of liquid water, tailored for ice core studies is presented. We built an interface between a Wavelength Scanned Cavity Ring Down Spectrometer (WS-CRDS) purchased from Picarro Inc. and a Continuous Flow Analysis (CFA) system. The system offers the possibility to perform simultaneuous water isotopic analysis of δ18O and δD on a continuous stream of liquid water as generated from a continuously melted ice rod. Injection of sub μl amounts of liquid water is achieved by pumping sample through a fused silica capillary and instantaneously vaporizing it with 100% efficiency in a~home made oven at a temperature of 170 °C. A calibration procedure allows for proper reporting of the data on the VSMOW–SLAP scale. We apply the necessary corrections based on the assessed performance of the system regarding instrumental drifts and dependance on the water concentration in the optical cavity. The melt rates are monitored in order to assign a depth scale to the measured isotopic profiles. Application of spectral methods yields the combined uncertainty of the system at below 0.1‰ and 0.5‰ for δ18O and δD, respectively. This performance is comparable to that achieved with mass spectrometry. Dispersion of the sample in the transfer lines limits the temporal resolution of the technique. In this work we investigate and assess these dispersion effects. By using an optimal filtering method we show how the measured profiles can be corrected for the smoothing effects resulting from the sample dispersion. Considering the significant advantages the technique offers, i.e. simultaneuous measurement of δ18O and δD, potentially in combination with chemical components that are traditionally measured on CFA systems, notable reduction on analysis time and power consumption, we consider it as an alternative to traditional isotope ratio mass spectrometry with the possibility to be deployed for field ice core studies. We present data acquired in the field during the 2010 season as part of the NEEM deep ice core drilling project in North Greenland.

Thioureides of 2-(phenoxymethyl)benzoic acid 4-R substituted: a novel class of anti-parasitic compounds

Fifty members of a novel class of antimicrobial compounds, 2-(4-R-phenoxymethyl)benzoic acid thioureides, were synthesized and characterized with respect to their activities against three parasites of human relevance, namely the protozoa Giardia lamblia and Toxoplasma gondii, and the larval (metacestode) stage of the tapeworm Echinococcus multilocularis. To determine the selective toxicity of these compounds, the human colon cancer cell line Caco2 and primary cultures of human foreskin fibroblasts (HFF) were also investigated. The new thioureides were obtained in a three-step-reaction process and subsequently characterized by their physical constants (melting point, solubility). The chemical structures were elucidated by (1)H NMR, (13)C NMR, IR spectral methods and elemental analysis. The analyses confirmed the final and intermediate compound structures and the synthesis. The compounds were then tested on the parasites in vitro. All thioureides, except two compounds with a nitro group, were totally ineffective against Giardia lamblia. 23 compounds inhibited the proliferation of T. gondii, three of them with an IC(50) of approximately 1 microM. The structural integrity of E. multilocularis metacestodes was affected by 22 compounds. In contrast, HFF were not susceptible to any of these thioureides, while Caco2 cells were affected by 17 compounds, two of them inhibiting proliferation with an IC(50) in the micromolar range. Thioureides may thus present a promising class of anti-infective agents.