Formation of Exchange Rates on the Russian Market: Dynamics and Modelling

Galina Kovaleva. The Formation of the Exchange Rate on the Russian Market: Dynamics and Modelling. The Russian financial market is fast becoming one of the major sectors of the Russian economy. Assets have been increasing steadily, while new market segments and new financial market instruments have emerged. Kovaleva attempted to isolate the factors influencing exchange rates, determine patterns in the dynamic changes to the rouble/dollar exchange rate, construct models of the processes, and on the basis of these activities make forecasts. She studied the significance of economic indicators influencing the rouble/dollar exchange rate at different times, and developed multi-factor econometric models. In order to reveal the inner structure of the financial indicators and to work out ex-post forecasts for different time intervals, she carried out a series of calculations with the aim of constructing trend-cyclical (TC) and harmonic models, and Box and Jenkins models. She found that: 1. The Russian financial market is dependant on the rouble/dollar exchange rate. Its dynamics are formed under the influence of the short-term state treasury notes and government bonds markets, interbank loans, the rouble/DM exchange rate, the inflation rate, and the DM/dollar exchange rate. The exchange rate is influenced by sales on the Moscow Interbank Currency Exchange and the mechanism of those sales. 2. The TC model makes it possible to conduct an in-depth study of the structure of the processes and to make forecasts of the dynamic changes to currency indicators. 3. The Russian market is increasingly influenced by the world currency market and its prospects are of crucial interest for the world financial community.

Fluorescent annexin A1 reveals dynamics of ceramide platforms in living cells

Upon its genesis during apoptosis, ceramide promotes gross reorganization of the plasma membrane structure involving clustering of signalling molecules and an amplification of vesicle formation, fusion and trafficking. The annexins are a family of proteins, which in the presence of Ca(2+), bind to membranes containing negatively charged phospholipids. Here, we show that ceramide increases affinity of annexin A1-membrane interaction. In the physiologically relevant range of Ca(2+) concentrations, this leads to an increase in the Ca(2+)sensitivity of annexin A1-membrane interaction. In fixed cells, using a ceramide-specific antibody, we establish a direct interaction of annexin A1 with areas of the plasma membrane enriched in ceramide (ceramide platforms). In living cells, the intracellular dynamics of annexin A1 match those of plasmalemmal ceramide. Among proteins of the annexin family, the interaction with ceramide platforms is restricted to annexin A1 and is conveyed by its unique N-terminal domain. We demonstrate that intracellular Ca(2+)overload occurring at the conditions of cellular stress induces ceramide production. Using fluorescently tagged annexin A1 as a reporter for ceramide platforms and annexin A6 as a non-selective membrane marker, we visualize ceramide platforms for the first time in living cells and provide evidence for a ceramide-driven segregation and internalization of membrane-associated proteins.

COMPUTATIONAL ANALYSIS OF THE AEROELASTIC DYNAMICS OF A WIND TURBINE BLADE WITH VARIABLE-SPEED STALL CONTROL

The accuracy of simulating the aerodynamics and structural properties of the blades is crucial in the wind-turbine technology. Hence the models used to implement these features need to be very precise and their level of detailing needs to be high. With the variety of blade designs being developed the models should be versatile enough to adapt to the changes required by every design. We are going to implement a combination of numerical models which are associated with the structural and the aerodynamic part of the simulation using the computational power of a parallel HPC cluster. The structural part models the heterogeneous internal structure of the beam based on a novel implementation of the Generalized Timoshenko Beam Model Technique.. Using this technique the 3-D structure of the blade is reduced into a 1-D beam which is asymptotically equivalent. This reduces the computational cost of the model without compromising its accuracy. This structural model interacts with the Flow model which is a modified version of the Blade Element Momentum Theory. The modified version of the BEM accounts for the large deflections of the blade and also considers the pre-defined structure of the blade. The coning, sweeping of the blade, tilt of the nacelle and the twist of the sections along the blade length are all computed by the model which aren’t considered in the classical BEM theory. Each of these two models provides feedback to the other and the interactive computations lead to more accurate outputs. We successfully implemented the computational models to analyze and simulate the structural and aerodynamic aspects of the blades. The interactive nature of these models and their ability to recompute data using the feedback from each other makes this code more efficient than the commercial codes available. In this thesis we start off with the verification of these models by testing it on the well-known benchmark blade for the NREL-5MW Reference Wind Turbine, an alternative fixed-speed stall-controlled blade design proposed by Delft University, and a novel alternative design that we proposed for a variable-speed stall-controlled turbine, which offers the potential for more uniform power control and improved annual energy production.. To optimize the power output of the stall-controlled blade we modify the existing designs and study their behavior using the aforementioned aero elastic model.

Hepatitis C virus drug resistance and immune-driven adaptations: relevance to new antiviral therapy

The efficacy of specifically targeted anti-viral therapy for hepatitis C virus (HCV) (STAT-C), including HCV protease and polymerase inhibitors, is limited by the presence of drug-specific viral resistance mutations within the targeted proteins. Genetic diversity within these viral proteins also evolves under selective pressures provided by host human leukocyte antigen (HLA)-restricted immune responses, which may therefore influence STAT-C treatment response. Here, the prevalence of drug resistance mutations relevant to 27 developmental STAT-C drugs, and the potential for drug and immune selective pressures to intersect at sites along the HCV genome, is explored. HCV nonstructural (NS) 3 protease or NS5B polymerase sequences and HLA assignment were obtained from study populations from Australia, Switzerland, and the United Kingdom. Four hundred five treatment-naïve individuals with chronic HCV infection were considered (259 genotype 1, 146 genotype 3), of which 38.5% were coinfected with human immunodeficiency virus (HIV). We identified preexisting STAT-C drug resistance mutations in sequences from this large cohort. The frequency of the variations varied according to individual STAT-C drug and HCV genotype/subtype. Of individuals infected with subtype 1a, 21.5% exhibited genetic variation at a known drug resistance site. Furthermore, we identified areas in HCV protease and polymerase that are under both potential HLA-driven pressure and therapy selection and identified six HLA-associated polymorphisms (P dynamics. Consideration of HCV viral adaptation in terms of drug resistance as well as host "immune resistance" in the STAT-C treatment era could provide important information toward an optimized and individualized therapy for chronic hepatitis C.

Supramolecular Organization of Heptapyrenotide Oligomers—An in Depth Investigation by Molecular Dynamics Simulations

We present a molecular modeling study based on ab initio and classical molecular dynamics calculations, for the investigation of the tridimensional structure and supramolecular assembly formation of heptapyrenotide oligomers in water solution. Our calculations show that free oligomers self-assemble in helical structures characterized by an inner core formed by π- stacked pyrene units, and external grooves formed by the linker moieties. The coiling of the linkers has high ordering, dominated by hydrogen-bond interactions among the phosphate and amide groups. Our models support a mechanism of longitudinal supramolecular oligomerization based on interstrand pyrene intercalation. Only a minimal number of pyrene units intercalate at one end, favoring formation of very extended longitudinal chains, as also detected by AFM experiment. Our results provide a structural explanation of the mechanism of chirality amplification in 1:1 mixtures of standard heptapyrenotides and modified oligomers with covalently linked deoxycytidine, based on selective molecular recognition and binding of the nucleotide to the groove of the left-wound helix.

Reanalysis-driven climate simulation over CORDEX North America domain using the Canadian Regional Climate Model, version 5: model performance evaluation

The performance of reanalysis-driven Canadian Regional Climate Model, version 5 (CRCM5) in reproducing the present climate over the North American COordinated Regional climate Downscaling EXperiment domain for the 1989–2008 period has been assessed in comparison with several observation-based datasets. The model reproduces satisfactorily the near-surface temperature and precipitation characteristics over most part of North America. Coastal and mountainous zones remain problematic: a cold bias (2–6 °C) prevails over Rocky Mountains in summertime and all year-round over Mexico; winter precipitation in mountainous coastal regions is overestimated. The precipitation patterns related to the North American Monsoon are well reproduced, except on its northern limit. The spatial and temporal structure of the Great Plains Low-Level Jet is well reproduced by the model; however, the night-time precipitation maximum in the jet area is underestimated. The performance of CRCM5 was assessed against earlier CRCM versions and other RCMs. CRCM5 is shown to have been substantially improved compared to CRCM3 and CRCM4 in terms of seasonal mean statistics, and to be comparable to other modern RCMs.

Spatio-temporal dynamics of alpha brain electric fields, and cognitive modes

Brian electric activity is viewed as sequences of momentary maps of potential distribution. Frequency-domain source modeling, estimation of the complexity of the trajectory of the mapped brain field distributions in state space, and microstate parsing were used as analysis tools. Input-presentation as well as task-free (spontaneous thought) data collection paradigms were employed. We found: Alpha EEG field strength is more affected by visualizing mentation than by abstract mentation, both input-driven as well as self-generated. There are different neuronal populations and brain locations of the electric generators for different temporal frequencies of the brain field. Different alpha frequencies execute different brain functions as revealed by canonical correlations with mentation profiles. Different modes of mentation engage the same temporal frequencies at different brain locations. The basic structure of alpha electric fields implies inhomogeneity over time — alpha consists of concatenated global microstates in the sub-second range, characterized by quasi-stable field topographies, and rapid transitions between the microstates. In general, brain activity is strongly discontinuous, indicating that parsing into field landscape-defined microstates is appropriate. Different modes of spontaneous and induced mentation are associated with different brain electric microstates; these are proposed as candidates for psychophysiological ``atoms of thought''.

Legal Integration of Islam: A Transatlantic Comparison

The status of Islam in Western societies remains deeply contentious. Countering strident claims on both the right and left, Legal Integration of Islam offers an empirically informed analysis of how four liberal democracies—France, Germany, Canada, and the United States—have responded to the challenge of integrating Islam and Muslim populations. Demonstrating the centrality of the legal system to this process, Christian Joppke and John Torpey reject the widely held notion that Europe is incapable of accommodating Islam and argue that institutional barriers to Muslim integration are no greater on one side of the Atlantic than the other. While Muslims have achieved a substantial degree of equality working through the courts, political dynamics increasingly push back against these gains, particularly in Europe. From a classical liberal viewpoint, religion can either be driven out of public space, as in France, or included without sectarian preference, as in Germany. But both policies come at a price—religious liberty in France and full equality in Germany. Often seen as the flagship of multiculturalism, Canada has found itself responding to nativist and liberal pressures as Muslims become more assertive. And although there have been outbursts of anti-Islamic sentiment in the United States, the legal and political recognition of Islam is well established and largely uncontested. Legal Integration of Islam brings to light the successes and the shortcomings of integrating Islam through law without denying the challenges that this religion presents for liberal societies.

Symmetric inverse consistent nonlinear registration driven by mutual information.

A nonlinear viscoelastic image registration algorithm based on the demons paradigm and incorporating inverse consistent constraint (ICC) is implemented. An inverse consistent and symmetric cost function using mutual information (MI) as a similarity measure is employed. The cost function also includes regularization of transformation and inverse consistent error (ICE). The uncertainties in balancing various terms in the cost function are avoided by alternatively minimizing the similarity measure, the regularization of the transformation, and the ICE terms. The diffeomorphism of registration for preventing folding and/or tearing in the deformation is achieved by the composition scheme. The quality of image registration is first demonstrated by constructing brain atlas from 20 adult brains (age range 30-60). It is shown that with this registration technique: (1) the Jacobian determinant is positive for all voxels and (2) the average ICE is around 0.004 voxels with a maximum value below 0.1 voxels. Further, the deformation-based segmentation on Internet Brain Segmentation Repository, a publicly available dataset, has yielded high Dice similarity index (DSI) of 94.7% for the cerebellum and 74.7% for the hippocampus, attesting to the quality of our registration method.

Eco-evolutionary Dynamics of Individual-Based Food Webs

The past decade has seen the rise of high resolution datasets. One of the main surprises of analysing such data has been the discovery of a large genetic, phenotypic and behavioural variation and heterogeneous metabolic rates among individuals within natural populations. A parallel discovery from theory and experiments has shown a strong temporal convergence between evolutionary and ecological dynamics, but a general framework to analyse from individual-level processes the convergence between ecological and evolutionary dynamics and its implications for patterns of biodiversity in food webs has been particularly lacking. Here, as a first approximation to take into account intraspecific variability and the convergence between the ecological and evolutionary dynamics in large food webs, we develop a model from population genomics and microevolutionary processes that uses sexual reproduction, genetic-distance-based speciation and trophic interactions. We confront the model with the prey consumption per individual predator, species-level connectance and prey–predator diversity in several environmental situations using a large food web with approximately 25,000 sampled prey and predator individuals. We show higher than expected diversity of abundant species in heterogeneous environmental conditions and strong deviations from the observed distribution of individual prey consumption (i.e. individual connectivity per predator) in all the environmental conditions. The observed large variance in individual prey consumption regardless of the environmental variability collapsed species-level connectance after small increases in sampling effort. These results suggest (1) intraspecific variance in prey–predator interactions has a strong effect on the macroscopic properties of food webs and (2) intraspecific variance is a potential driver regulating the speed of the convergence between ecological and evolutionary dynamics in species-rich food webs. These results also suggest that genetic–ecological drift driven by sexual reproduction, equal feeding rate among predator individuals, mutations and genetic-distance-based speciation can be used as a neutral food web dynamics test to detect the ecological and microevolutionary processes underlying the observed patterns of individual and species-based food webs at local and macroecological scales.

Forest dynamics during the transition from the Oldest Dryas to the Bølling–Allerød at Gerzensee—a simulation study

The aim of this study was to explore potential causes and mechanisms for the sequence and temporal pattern of tree taxa, specifically for the shift from shrub-tundra to birch–juniper woodland during and after the transition from the Oldest Dryas to the Bølling–Allerød in the region surrounding the lake Gerzensee in southern Central Europe. We tested the influence of climate, forest dynamics, community dynamics compared to other causes for delays. For this aim temperature reconstructed from a δ18O-record was used as input driving the multi-species forest-landscape model TreeMig. In a stepwise scenario analysis, population dynamics along with pollen production and transport were simulated and compared with pollen-influx data, according to scenarios of different δ18O/temperature sensitivities, different precipitation levels, with/without inter-specific competition, and with/without prescribed arrival of species. In the best-fitting scenarios, the effects on competitive relationships, pollen production, spatial forest structure, albedo, and surface roughness were examined in more detail. The appearance of most taxa in the data could only be explained by the coldest temperature scenario with a sensitivity of 0.3‰/°C, corresponding to an anomaly of − 15 °C. Once the taxa were present, their temporal pattern was shaped by competition. The later arrival of Pinus could not be explained even by the coldest temperatures, and its timing had to be prescribed by first observations in the pollen record. After the arrival into the simulation area, the expansion of Pinus was further influenced by competitors and minor climate oscillations. The rapid change in the simulated species composition went along with a drastic change in forest structure, leaf area, albedo, and surface roughness. Pollen increased only shortly after biomass. Based on our simulations, two alternative potential scenarios for the pollen pattern can be given: either very cold climate suppressed most species in the Oldest Dryas, or they were delayed by soil formation or migration. One taxon, Pinus, was delayed by migration and then additionally hindered by competition. Community dynamics affected the pattern in two ways: potentially by facilitation, i.e. by nitrogen-fixing pioneer species at the onset, whereas the later pattern was clearly shaped by competition. The simulated structural changes illustrate how vegetation on a larger scale could feed back to the climate system. For a better understanding, a more integrated simulation approach covering also the immigration from refugia would be necessary, for this combines climate-driven population dynamics, migration, individual pollen production and transport, soil dynamics, and physiology of individual pollen production.

Spatial and Temporal Melt Variability at Helheim Glacier, East Greenland, and Its Effect on Ice Dynamics

Understanding the behavior of large outlet glaciers draining the Greenland Ice Sheet is critical for assessing the impact of climate change on sea level rise. The flow of marine-terminating outlet glaciers is partly governed by calving-related processes taking place at the terminus but is also influenced by the drainage of surface runoff to the bed through moulins, cracks, and other pathways. To investigate the extent of the latter effect, we develop a distributed surface-energy-balance model for Helheim Glacier, East Greenland, to calculate surface melt and thereby estimate runoff. The model is driven by data from an automatic weather station operated on the glacier during the summers of 2007 and 2008, and calibrated with independent measurements of ablation. Modeled melt varies over the deployment period by as much as 68% relative to the mean, with melt rates approximately 77% higher on the lower reaches of the glacier trunk than on the upper glacier. We compare melt variations during the summer season to estimates of surface velocity derived from global positioning system surveys. Near the front of the glacier, there is a significant correlation (on >95% levels) between variations in runoff (estimated from surface melt) and variations in velocity, with a 1 day delay in velocity relative to melt. Although the velocity changes are small compared to accelerations previously observed following some calving events, our findings suggest that the flow speed of Helheim Glacier is sensitive to changes in runoff. The response is most significant in the heavily crevassed, fast-moving region near the calving front. The delay in the peak of the cross-correlation function implies a transit time of 12-36 h for surface runoff to reach the bed.

Dynamics of the last four glacial terminations recorded in Lake Van, Turkey

A well-dated suite of Lake Van climate-proxy data covering the last 360 ka documents environmental changes over 4 glacial/interglacial cycles in Eastern Anatolia, Turkey. The picture of cold and dry glacials and warm and wet interglacials emerging from pollen, organic carbon, authigenic carbonate content, elemental profiling by XRF and lithological analyses is inconsistent with classical interpretation of ox- ygen isotopic composition of carbonates pointing to a more complex pattern in Lake Van region. Detailed analysis of glacial terminations allows for the constraining of a depositional model explaining different patterns observed in all the proxies. We hypothesize that variations in relative contribution of rainfall, snowmelt and glacier meltwater recharging the basin have a very important role for all sedimentary processes in Lake Van. Lake level of glacial Lake Van, predominantly fed by snowmelt, was low, the water column was oxic, and carbonates precipitating in the epilimnion recorded the light isotopic signature of inflow. During terminations, increasing rainfall and significant supply of mountain glaciers' meltwater contributed to lake level rise. Increased rainfall enhanced density gradients in the water column, and hindered mixing leading to development of bottom-water anoxia. Carbonates precipitating during terminations show large fluctuations in their isotopic composition. Full interglacial conditions in Lake Van are characterized by high or slowly falling lake level. Rainfall and snowmelt feed the lake but due to re-established mixing, the isotopic composition of authigenic carbonates is heavier and closer to that of evaporation-influenced lake water than that of runoff representing snowmelt and atmospheric precipitation.

ANALYTICAL MODELS OF EXOPLANETARY ATMOSPHERES. I. ATMOSPHERIC DYNAMICS VIA THE SHALLOW WATER SYSTEM

Within the context of exoplanetary atmospheres, we present a comprehensive linear analysis of forced, damped, magnetized shallow water systems, exploring the effects of dimensionality, geometry (Cartesian, pseudo-spherical, and spherical), rotation, magnetic tension, and hydrodynamic and magnetic sources of friction. Across a broad range of conditions, we find that the key governing equation for atmospheres and quantum harmonic oscillators are identical, even when forcing (stellar irradiation), sources of friction (molecular viscosity, Rayleigh drag, and magnetic drag), and magnetic tension are included. The global atmospheric structure is largely controlled by a single key parameter that involves the Rossby and Prandtl numbers. This near-universality breaks down when either molecular viscosity or magnetic drag acts non-uniformly across latitude or a poloidal magnetic field is present, suggesting that these effects will introduce qualitative changes to the familiar chevron-shaped feature witnessed in simulations of atmospheric circulation. We also find that hydrodynamic and magnetic sources of friction have dissimilar phase signatures and affect the flow in fundamentally different ways, implying that using Rayleigh drag to mimic magnetic drag is inaccurate. We exhaustively lay down the theoretical formalism (dispersion relations, governing equations, and time-dependent wave solutions) for a broad suite of models. In all situations, we derive the steady state of an atmosphere, which is relevant to interpreting infrared phase and eclipse maps of exoplanetary atmospheres. We elucidate a pinching effect that confines the atmospheric structure to be near the equator. Our suite of analytical models may be used to develop decisively physical intuition and as a reference point for three-dimensional magnetohydrodynamic simulations of atmospheric circulation.

Real-time simulation of large open quantum spin systems driven by dissipation

We consider a large quantum system with spins 12 whose dynamics is driven entirely by measurements of the total spin of spin pairs. This gives rise to a dissipative coupling to the environment. When one averages over the measurement results, the corresponding real-time path integral does not suffer from a sign problem. Using an efficient cluster algorithm, we study the real-time evolution from an initial antiferromagnetic state of the two-dimensional Heisenberg model, which is driven to a disordered phase, not by a Hamiltonian, but by sporadic measurements or by continuous Lindblad evolution.