Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Comparative study by computed radiography, histology, and scanning electron microscopy of the articular cartilage of normal goats and in chronic infection with caprine arthritis-encephalitis virus

In the northeast of Brazil, caprine arthritis-encephalitis (CAE) is one of the key reasons for herd productivity decreasing that result in considerable economic losses. A comparative study was carried out using computed radiography (CR), histological analysis (HA), and scanning electronic microscopy (SEM) of the joints of CAE infected and normal goats. Humerus head surface of positive animals presented reduced joint space, increased bone density, and signs of degenerative joint disease (DJD). The carpal joint presented no morphological alterations in CR in any of the animals studied. Tarsus joint was the most affected, characterized by severe DJD, absence of joint space, increased periarticular soft tissue density, edema, and bone sclerosis. Histological analysis showed chronic tissue lesions, complete loss of the surface zone, absence of proteoglycans in the transition and radial zones and destruction of the cartilage surface in the CAE positive animals. Analysis by SEM showed ulcerated lesions with irregular and folded patterns on the joint surface that distinguished the limits between areas of normal and affected cartilage. The morphological study of the joints of normal and CAE positive goats deepened understanding of the alteration in the tissue bioarchitecture of the most affected joints. The SEM finding sustained previous histological reports, similar to those found for rheumatoid arthritis, suggesting that the goat infected with CAE can be considered as a potential model for research in this area.

Cell therapy prevents structural, functional and molecular remodeling of remote non-infarcted myocardium

Background/objectives: Therapy using bone marrow (BM) cells has been tested experimentally and clinically due to the potential ability to restore cardiac function by regenerating lost myocytes or increasing the survival of tissues at risk after myocardial infarction (MI). In this study we aimed to evaluate whether BM-derived mononuclear cell (MNC) implantation can positively influence the post-MI structural remodeling, contractility and Ca(2 +)-handling proteins of the remote non-infarcted tissue in rats. Methods and results: After 48 h of MI induction, saline or BM-MNC were injected. Six weeks later, MI scars were slightly smaller and thicker, and cardiac dilatation was just partially prevented by cell therapy. However, the cardiac performance under hemodynamic stress was totally preserved in the BM-MNC treated group if compared to the untreated group, associated with normal contractility of remote myocardium as analyzed in vitro. The impaired post-rest potentiation of contractile force, associated with decreased protein expression of the sarcoplasmic reticulum Ca2 +-ATPase and phosphorylated-phospholamban and overexpression of Na(+)/Ca(2 +) exchanger, were prevented by BM-MNC, indicating preservation of the Ca(2 +) handling. Finally, pathological changes on remodeled remote tissue such as myocyte hypertrophy, interstitial fibrosis and capillary rarefaction were also mitigated by cell therapy. Conclusions: BM-MNC therapy was able to prevent cardiac structural and molecular remodeling after MI, avoiding pathological changes on Ca(2 +)-handling proteins and preserving contractile behavior of the viable myocardium, which could be the major contributor to the improvements of global cardiac performance after cell transplantation despite that scar tissue still exists.

Microstructure, growth and remodeling of the non-deformed and deformed vertebrae of the Red Porgy (Pagrus pagrus)

Máster Oficial en Cultivos Marinos. VI Máster Internacional en Acuicultura. Trabajo presentado como requisito parcial para la obtención del Título de Máster Oficial en Cultivos Marinos, otorgado por la Universidad de Las Palmas de Gran Canaria (ULPGC), el Instituto Canario de Ciencias Marinas (ICCM), y el Centro Internacional de Altos Estudios Agronómicos Mediterráneos de Zaragoza (CIHEAM)

Perturbative and non perturbative effects in the Standard Model and orbifolded ADS/CFT based theories

We study some perturbative and nonperturbative effects in the framework of the Standard Model of particle physics. In particular we consider the time dependence of the Higgs vacuum expectation value given by the dynamics of the StandardModel and study the non-adiabatic production of both bosons and fermions, which is intrinsically non-perturbative. In theHartree approximation, we analyze the general expressions that describe the dissipative dynamics due to the backreaction of the produced particles. Then, we solve numerically some relevant cases for the Standard Model phenomenology in the regime of relatively small oscillations of the Higgs vacuum expectation value (vev). As perturbative effects, we consider the leading logarithmic resummation in small Bjorken x QCD, concentrating ourselves on the Nc dependence of the Green functions associated to reggeized gluons. Here the eigenvalues of the BKP kernel for states of more than three reggeized gluons are unknown in general, contrary to the large Nc limit (planar limit) case where the problem becomes integrable. In this contest we consider a 4-gluon kernel for a finite number of colors and define some simple toy models for the configuration space dynamics, which are directly solvable with group theoretical methods. In particular we study the depencence of the spectrum of thesemodelswith respect to the number of colors andmake comparisons with the planar limit case. In the final part we move on the study of theories beyond the Standard Model, considering models built on AdS5 S5/Γ orbifold compactifications of the type IIB superstring, where Γ is the abelian group Zn. We present an appealing three family N = 0 SUSY model with n = 7 for the order of the orbifolding group. This result in a modified Pati–Salam Model which reduced to the StandardModel after symmetry breaking and has interesting phenomenological consequences for LHC.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

L'anno che non fu? L'anno dell'Europa e la crisi nelle relazioni transatlantiche, 1973/74

The 1970s are in the limelight of a growing historiographic attention, partly due to the recent opening of new archival resources. 1973, in particular, has a special interest in the historian’s eyes, as many are the events that happened that year: to name but a few, the Chilean coup, the October War, the ensuing oil crisis, the Vietnamese peace treaty. So it is may be not entirely surprising that not much attention has been paid to the Year of Europe, a nebulous American initiative destined to sum up to nothing practical - as Kissinger himself put it, it was destined to be the Year that never Was.1 It is my opinion, however, that its failure should not conceal its historical interest. Even though transatlantic relations have sometimes been seen as an uninterrupted history of crisis,2 in 1973 they reached what could then be considered as their unprecedented nadir. I believe that a thorough analysis of the events that during that year found the US increasingly at odds with the countries of Western Europe is worth carrying out not only to cast a new light on the dynamics of transatlantic relations but also to deepen our comprehension of the internal dynamics of the actors involved, mainly the Nixon administration and a unifying Europe. The Nixon administration had not carefully planned what the initiative actually should have amounted to, and its official announcement appears to have been one of Kissinger’s coups de theatre. Yet the Year of Europe responded to the vital priority of revitalising the relations with Western Europe, crucial ally, for too long neglected. But 1973 did not end with the solemn renewal of the Atlantic Declaration that Kissinger had sought. On the contrary, it saw, for the first time, the countries of the newly enlarged EC engaged in a real, if short-lived, solidarity on foreign policy, which highlighted the Nixon administration’s contradictions regarding European integration. Those, in addition to the numerous tensions that already strained transatlantic relations, gave birth to a downward spiral of incomprehensions and misperceptions, which the unexpected deflagration of the October war seriously worsened. However, even though the tensions did not disappear, the European front soon started to disintegrate, mainly under the strains imposed by the oil crisis. Significant changes in the leadership of the main European countries helped to get the tones back to normal. During the course of 1974-5, the substantial failure of the Euro-Arab dialogue, the Gymlich compromise, frequent and serene bilateral meetings bear witness that the worst was over.

Analysis of the nuclear properties of Brightest Cluster Galaxies and comparison with "normal" radio galaxies.

The aim of this PhD thesis is the study of the nuclear properties of radio loud AGN. Multiple and/or recent mergers in the host galaxy and/or the presence of cool core in galaxy clusters can play a role in the formation and evolution of the radio source. Being a unique class of objects (Lin & Mohr 2004), we focus on Brightest Cluster Galaxies (BCGs). We investigate their parsec scale radio emission with VLBI (Very Long Baseline Interferometer) observations. From literature or new data , we collect and analyse VLBA (Very Long Baseline) observations at 5 GHz of a complete sample of BCGs and ``normal'' radio galaxies (Bologna Complete Sample , BCS). Results on nuclear properties of BCGs are coming from the comparison with the results for the Bologna COmplete Sample (BCS). Our analysis finds a possible dichotomy between BCGs in cool-core clusters and those in non-cool-core clusters. Only one-sided BCGs have similar kinematic properties with FRIs. Furthermore, the dominance of two-sided jet structures only in cooling clusters suggests sub-relativistic jet velocities. The different jet properties can be related to a different jet origin or to the interaction with a different ISM. We larger discuss on possible explanation of this.

Collective effects for the LHC injectors: non-ultrarelativistic approaches

The upgrade of the CERN accelerator complex has been planned in order to further increase the LHC performances in exploring new physics frontiers. One of the main limitations to the upgrade is represented by the collective instabilities. These are intensity dependent phenomena triggered by electromagnetic fields excited by the interaction of the beam with its surrounding. These fields are represented via wake fields in time domain or impedances in frequency domain. Impedances are usually studied assuming ultrarelativistic bunches while we mainly explored low and medium energy regimes in the LHC injector chain. In a non-ultrarelativistic framework we carried out a complete study of the impedance structure of the PSB which accelerates proton bunches up to 1.4 GeV. We measured the imaginary part of the impedance which creates betatron tune shift. We introduced a parabolic bunch model which together with dedicated measurements allowed us to point to the resistive wall impedance as the source of one of the main PSB instability. These results are particularly useful for the design of efficient transverse instability dampers. We developed a macroparticle code to study the effect of the space charge on intensity dependent instabilities. Carrying out the analysis of the bunch modes we proved that the damping effects caused by the space charge, which has been modelled with semi-analytical method and using symplectic high order schemes, can increase the bunch intensity threshold. Numerical libraries have been also developed in order to study, via numerical simulations of the bunches, the impedance of the whole CERN accelerator complex. On a different note, the experiment CNGS at CERN, requires high-intensity beams. We calculated the interpolating Hamiltonian of the beam for highly non-linear lattices. These calculations provide the ground for theoretical and numerical studies aiming to improve the CNGS beam extraction from the PS to the SPS.

Space charge and dielectric response measurements to assess insulation aging of low-voltage cables used in nuclear power plants

The current design life of nuclear power plant (NPP) could potentially be extended to 80 years. During this extended plant life, all safety and operationally relevant Instrumentation & Control (I&C) systems are required to meet their designed performance requirements to ensure safe and reliable operation of the NPP, both during normal operation and subsequent to design base events. This in turn requires an adequate and documented qualification and aging management program. It is known that electrical insulation of I&C cables used in safety related circuits can degrade during their life, due to the aging effect of environmental stresses, such as temperature, radiation, vibration, etc., particularly if located in the containment area of the NPP. Thus several condition monitoring techniques are required to assess the state of the insulation. Such techniques can be used to establish a residual lifetime, based on the relationship between condition indicators and ageing stresses, hence, to support a preventive and effective maintenance program. The object of this thesis is to investigate potential electrical aging indicators (diagnostic markers) testing various I&C cable insulations subjected to an accelerated multi-stress (thermal and radiation) aging.

A Phase Space Box-counting based Method for Arrhythmia Prediction from Electrocardiogram Time Series

Arrhythmia is one kind of cardiovascular diseases that give rise to the number of deaths and potentially yields immedicable danger. Arrhythmia is a life threatening condition originating from disorganized propagation of electrical signals in heart resulting in desynchronization among different chambers of the heart. Fundamentally, the synchronization process means that the phase relationship of electrical activities between the chambers remains coherent, maintaining a constant phase difference over time. If desynchronization occurs due to arrhythmia, the coherent phase relationship breaks down resulting in chaotic rhythm affecting the regular pumping mechanism of heart. This phenomenon was explored by using the phase space reconstruction technique which is a standard analysis technique of time series data generated from nonlinear dynamical system. In this project a novel index is presented for predicting the onset of ventricular arrhythmias. Analysis of continuously captured long-term ECG data recordings was conducted up to the onset of arrhythmia by the phase space reconstruction method, obtaining 2-dimensional images, analysed by the box counting method. The method was tested using the ECG data set of three different kinds including normal (NR), Ventricular Tachycardia (VT), Ventricular Fibrillation (VF), extracted from the Physionet ECG database. Statistical measures like mean (μ), standard deviation (σ) and coefficient of variation (σ/μ) for the box-counting in phase space diagrams are derived for a sliding window of 10 beats of ECG signal. From the results of these statistical analyses, a threshold was derived as an upper bound of Coefficient of Variation (CV) for box-counting of ECG phase portraits which is capable of reliably predicting the impeding arrhythmia long before its actual occurrence. As future work of research, it was planned to validate this prediction tool over a wider population of patients affected by different kind of arrhythmia, like atrial fibrillation, bundle and brunch block, and set different thresholds for them, in order to confirm its clinical applicability.

Quantum gravity effects in rotating black hole spacetimes

The aim of this work is to explore, within the framework of the presumably asymptotically safe Quantum Einstein Gravity, quantum corrections to black hole spacetimes, in particular in the case of rotating black holes. We have analysed this problem by exploiting the scale dependent Newton s constant implied by the renormalization group equation for the effective average action, and introducing an appropriate "cutoff identification" which relates the renormalization scale to the geometry of the spacetime manifold. We used these two ingredients in order to "renormalization group improve" the classical Kerr metric that describes the spacetime generated by a rotating black hole. We have focused our investigation on four basic subjects of black hole physics. The main results related to these topics can be summarized as follows. Concerning the critical surfaces, i.e. horizons and static limit surfaces, the improvement leads to a smooth deformation of the classical critical surfaces. Their number remains unchanged. In relation to the Penrose process for energy extraction from black holes, we have found that there exists a non-trivial correlation between regions of negative energy states in the phase space of rotating test particles and configurations of critical surfaces of the black hole. As for the vacuum energy-momentum tensor and the energy conditions we have shown that no model with "normal" matter, in the sense of matter fulfilling the usual energy conditions, can simulate the quantum fluctuations described by the improved Kerr spacetime that we have derived. Finally, in the context of black hole thermodynamics, we have performed calculations of the mass and angular momentum of the improved Kerr black hole, applying the standard Komar integrals. The results reflect the antiscreening character of the quantum fluctuations of the gravitational field. Furthermore we calculated approximations to the entropy and the temperature of the improved Kerr black hole to leading order in the angular momentum. More generally we have proven that the temperature can no longer be proportional to the surface gravity if an entropy-like state function is to exist.

La molecola IRTA1 (immunoglobulin superfamily receptor trans location associated 1) risulta selettivamente espressa nei linfomi non Hodgkin B della zona marginale

La diagnosi di linfoma non Hodgkin B della zona marginale si basa su criteri morfologici e sulla sostanziale negatività per marcatori immunoistochimici espressi in altri sottotipi di linfoma B. L’ obiettivo di questo lavoro è stato, quindi, quello di ricercare una molecola specifica associata ai linfomi della zona marginale. Materiali e Metodi. Sono stati esaminati 2.104 linfomi periferici di entità nosologia eterogenea mediante un anticorpo monoclonale, diretto contro la molecola IRTA1, che riconosce la zona marginale nei tessuti linfoidi umani. Risultati. Si è riscontrata espressione di IRTA1 nel 93% dei linfomi della zona marginale ad insorgenza extranodale e nel 74% di quelli primitivi linfonodali suggerendo la possibilità che questi linfomi possano originare dalle cellule perifollicolari o monocitoidi IRTA1+ riscontrabili nei linfonodi reattivi. La valutazione immunoistochimica mediante doppia colorazione (IRTA1/bcl6), ha inoltre dimostrato come vi sia una modulazione fenotipica nelle cellule marginali neoplastiche nel momento in cui esse colonizzano i follicoli linfoidi e durante la loro circolazione nei centri germinativi. Le cellule marginali neoplastiche che differenziano in senso plasmacellulare perdono l’ espressione di IRTA1 Discussione. In conclusione, tali evidenze hanno permesso di ampliare la conoscenza sulla biologia dei linfomi marginali e sottolineano come IRTA1 sia il primo marcatore diagnostico positivo per queste neoplasie.

Vector Fields in a Rindler Space

In questo lavoro ci si propone di studiare la quantizzazione del campo vettoriale, massivo e non massivo, in uno spazio-tempo di Rindler, considerando in particolare i gauge di Feynman e assiale. Le equazioni del moto vengono risolte esplicitamente in entrambi i casi; sotto opportune condizioni, è stato inoltre possibile trovare una base completa e ortonormale di soluzioni delle equazioni di campo in termini di modi normali di Fulling. Si è poi analizzata la quantizzazione dei campi vettoriali espressi in questa base.

Le Coliti Microscopiche nei soggetti con diarrea non ematica: uno studio prospettico

Introduzione: le Coliti Microscopiche, altrimenti note come Colite Collagena e Colite Linfocitica, sono disordini infiammatori cronici del colon che causano diarrea e colpiscono più frequentemente donne in età avanzata e soggetti in terapia farmacologica. Negli ultimi anni la loro incidenza sembra aumentata in diversi paesi occidentali ma la prevalenza in Italia è ancora incerta. Scopo: il presente studio prospettico e multicentrico è stato disegnato per valutare la prevalenza delle CM in pazienti sottoposti a colonscopia per diarrea cronica non ematica. Pazienti e metodi: dal Maggio 2010 al Settembre 2010 sono stati arruolati consecutivamente tutti i soggetti adulti afferenti in due strutture dell’area metropolitana milanese per eseguire una pancolonscopia. Nei soggetti con diarrea cronica non ematica sono state eseguite biopsie multiple nel colon ascendente, sigma e retto nonché in presenza di lesioni macroscopiche. Risultati: delle 8008 colonscopie esaminate 265 sono state eseguite per diarrea cronica; tra queste, 8 presentavano informazioni incomplete, 52 riscontri endoscopici consistenti con altri disordini intestinali (i.e. IBD, tumori, diverticoliti). 205 colonscopie sono risultate sostanzialmente negative, 175 dotate di adeguato campionamento microscopico (M:F=70:105; età mediana 61 anni). L’analisi istologica ha permesso di documentare 38 nuovi casi di CM (M:F=14:24; età mediana 67.5 anni): 27 CC (M:F=10:17; età mediana 69 anni) e 11 CL (M:F=4:7; età mediana 66 anni). In altri 25 casi sono state osservate alterazioni microscopiche prive dei sufficienti requisiti per la diagnosi di CM. Conclusioni: nel presente studio l’analisi microscopica del colon ha identificato la presenza di CM nel 21,7% dei soggetti con diarrea cronica non ematica ed indagine pancolonscopica negativa. Lo studio microscopico del colon è pertanto un passo diagnostico fondamentale per il corretto inquadramento diagnostico delle diarree croniche, specialmente dopo i 60 anni di età. Ampi studi prospettici e multicentrici dovranno chiarire ruolo e peso dei fattori di rischio associati a questi disordini.