Evaluating monthly volatility forecasts using proxies at different frequencies

This paper analyses the forecastability of stock returns monthly volatility. The forecast obtained from GARCH and AGARCH models with Normal and Student's t errors are evaluated with respect to proxies for the unobserved volatility obtained through sampling at different frequencies. It is found that aggregation of daily multi-step ahead GARCH-type forecasts provide rather accurate predictions of monthly volatility.

ANN based day-ahead ancillary services forecast for electricity market simulation

Adequate decision support tools are required by electricity market players operating in a liberalized environment, allowing them to consider all the business opportunities and take strategic decisions. Ancillary services (AS) represent a good negotiation opportunity that must be considered by market players. Based on the ancillary services forecasting, market participants can use strategic bidding for day-ahead ancillary services markets. For this reason, ancillary services market simulation is being included in MASCEM, a multi-agent based electricity market simulator that can be used by market players to test and enhance their bidding strategies. The paper presents the methodology used to undertake ancillary services forecasting, based on an Artificial Neural Network (ANN) approach. ANNs are used to day-ahead prediction of non-spinning reserve (NS), regulation-up (RU), and regulation down (RD). Spinning reserve (SR) is mentioned as past work for comparative analysis. A case study based on California ISO (CAISO) data is included; the forecasted results are presented and compared with CAISO published forecast.

Phenotypic consequences of copy number variation: insights from Smith-Magenis and Potocki-Lupski syndrome mouse models.

A large fraction of genome variation between individuals is comprised of submicroscopic copy number variation of genomic DNA segments. We assessed the relative contribution of structural changes and gene dosage alterations on phenotypic outcomes with mouse models of Smith-Magenis and Potocki-Lupski syndromes. We phenotyped mice with 1n (Deletion/+), 2n (+/+), 3n (Duplication/+), and balanced 2n compound heterozygous (Deletion/Duplication) copies of the same region. Parallel to the observations made in humans, such variation in gene copy number was sufficient to generate phenotypic consequences: in a number of cases diametrically opposing phenotypes were associated with gain versus loss of gene content. Surprisingly, some neurobehavioral traits were not rescued by restoration of the normal gene copy number. Transcriptome profiling showed that a highly significant propensity of transcriptional changes map to the engineered interval in the five assessed tissues. A statistically significant overrepresentation of the genes mapping to the entire length of the engineered chromosome was also found in the top-ranked differentially expressed genes in the mice containing rearranged chromosomes, regardless of the nature of the rearrangement, an observation robust across different cell lineages of the central nervous system. Our data indicate that a structural change at a given position of the human genome may affect not only locus and adjacent gene expression but also "genome regulation." Furthermore, structural change can cause the same perturbation in particular pathways regardless of gene dosage. Thus, the presence of a genomic structural change, as well as gene dosage imbalance, contributes to the ultimate phenotype.

Superficial and deep changes of cellular mechanical properties following cytoskeleton disassembly.

The cytoskeleton, composed of actin filaments, intermediate filaments, and microtubules, is a highly dynamic supramolecular network actively involved in many essential biological mechanisms such as cellular structure, transport, movements, differentiation, and signaling. As a first step to characterize the biophysical changes associated with cytoskeleton functions, we have developed finite elements models of the organization of the cell that has allowed us to interpret atomic force microscopy (AFM) data at a higher resolution than that in previous work. Thus, by assuming that living cells behave mechanically as multilayered structures, we have been able to identify superficial and deep effects that could be related to actin and microtubule disassembly, respectively. In Cos-7 cells, actin destabilization with Cytochalasin D induced a decrease of the visco-elasticity close to the membrane surface, while destabilizing microtubules with Nocodazole produced a stiffness decrease only in deeper parts of the cell. In both cases, these effects were reversible. Cell softening was measurable with AFM at concentrations of the destabilizing agents that did not induce detectable effects on the cytoskeleton network when viewing the cells with fluorescent confocal microscopy. All experimental results could be simulated by our models. This technology opens the door to the study of the biophysical properties of signaling domains extending from the cell surface to deeper parts of the cell.

Recueil de pièces relatives à la correspondance.

Kitab insha loghat

L'Écho de Paris

1888/06/13 (Numéro 1544).

L'Écho de Paris

1888/08/03 (Numéro 1595).

Cérémonie observée du contrat de mariage passé à Fontainebleau en presence de leurs Majestez entre Vladislaus IIII du nom Roy de Pologne et de Suede [...] d'une part, et Louie Marie de Gonzague, princesse de Mantoue et de Nevers, d'autre part, le 25ème jour de Septembre 1645 : [estampe] / desseigné et gravé a leaue forte par A. Bosse le 8me novem. 1645

Référence bibliographique : IFF17, Abraham Bosse, 1223

Oeuvres d'Omer et de Denis Talon,.... Tome 1 / ; publiées sur les manuscrits autographes, par D.-B. Rives,...

Comprend : [Discours de Pierre Lallemant sur la mort d'Omer Talon,...]

Oeuvres d'Omer et de Denis Talon,.... Tome 6 / ; publiées sur les manuscrits autographes, par D.-B. Rives,...

Comprend : [Discours de Pierre Lallemant sur la mort d'Omer Talon,...]

Oeuvres d'Omer et de Denis Talon,.... Tome 2 / ; publiées sur les manuscrits autographes, par D.-B. Rives,...

Comprend : [Discours de Pierre Lallemant sur la mort d'Omer Talon,...]

Oeuvres d'Omer et de Denis Talon,.... Tome 3 / ; publiées sur les manuscrits autographes, par D.-B. Rives,...

Comprend : [Discours de Pierre Lallemant sur la mort d'Omer Talon,...]

Oeuvres d'Omer et de Denis Talon,.... Tome 5 / ; publiées sur les manuscrits autographes, par D.-B. Rives,...

Comprend : [Discours de Pierre Lallemant sur la mort d'Omer Talon,...]