Validation of real time dispersion of Tritium clouds over the Western Mediterranean Basin in different assesments

Real time Tritium concentrations in air coming from an ITER-like reactor as source were coupled the European Centre Medium Range Weather Forecast (ECMWF) numerical model with the lagrangian atmospheric dispersion model FLEXPART. This tool ECMWF/FLEXPART was analyzed in normal operating conditions in the Western Mediterranean Basin during 45 days at summer 2010. From comparison with NORMTRI plumes over Western Mediterranean Basin the real time results have demonstrated an overestimation of the corresponding climatologically sequence Tritium concentrations in air outputs, at several distances from the reactor. For these purpose two clouds development patterns were established. The first one was following a cyclonic circulation over the Mediterranean Sea and the second one was based in the cloud delivered over the Interior of the Iberian Peninsula by another stabilized circulation corresponding to a High. One of the important remaining activities defined then, was the tool qualification. The aim of this paper is to present the ECMWF/FLEXPART products confronted with Tritium concentration in air data. For this purpose a database to develop and validate ECMWF/FLEXPART tritium in both assessments has been selected from a NORMTRI run. Similarities and differences, underestimation and overestimation with NORMTRI will allowfor refinement in some features of ECMWF/FLEXPART

Some improvements over the continuation call tabling implementation technique

Tabled evaluation has been proved an effective method to improve several aspeets of goal-oriented query evaluation, including termination and complexity. Several "native" implementations of tabled evaluation have been developed which offer good performance, but many of them need significant changes to the underlying Prolog implementation. More portable approaches, generally using program transformation, have been proposed but they often result in lower efficieney. We explore some techniques aimed at combining the best of these worlds, i.e., developing a portable and extensible implementation, with minimal modifications at the abstract machine level, and with reasonably good performance. Our preliminary results indícate promising results.

Evaluation of the trading development in the Iberian Energy Derivatives Market

The efficiency of the Iberian Energy Derivatives Market in its first five and a half years is assessed in terms of volume, open interest and price. The continuous market shows steady liquidity growth. Its volume is strongly correlated to that of the Over The Counter (OTC) market, the amount of market makers, the enrolment of financial agents and generation companies belonging to the integrated group of last resort suppliers, and the OTC cleared volume in its clearing house. The hedging efficiency, measured through the ratio between the final open interest and the cleared volume, shows the lowest values for the Spanish base load futures as they are the most liquid contracts. The ex-post forward risk premium has diminished due to the learning curve and the effect of the fixed price retributing the indigenous coal fired generation. This market is quite less developed than the European leaders headquartered in Norway and Germany. Enrolment of more traders, mainly international energy companies, financial agents, energy intensive industries and renewable generation companies is desired. Market monitoring reports by the market operator providing post-trade transparency, OTC data access by the energy regulator, and assessment of the regulatory risk can contribute to efficiency gains.

Allocation of 14C assimilated in late spring to tissue and biochemical stem components of cork oak (Quercus suber L.) over the seasons

Carbon distribution in the stem of 2-year-old cork oak plants was studied by 14CO2 pulse labeling in late spring in order to trace the allocation of photoassimilates to tissue and biochemical stem components of cork oak. The fate of 14C photoassimilated carbon was followed during two periods: the first 72 h (short-term study) and the first 52 weeks (long-term study) after the 14CO2 photosynthetic assimilation. The results showed that 14C allocation to stem tissues was dependent on the time passed since photoassimilation and on the season of the year. In the first 3 h all 14C was found in the polar extractives. After 3 h, it started to be allocated to other stem fractions. In 1 day, 14C was allocated mostly to vascular cambium and, to a lesser extent, to primary phloem; no presence of 14C was recorded for the periderm. However, translocation of 14C to phellem was observed from 1 week after 14CO2 pulse labeling. The phellogen was not completely active in its entire circumference at labeling, unlike the vascular cambium; this was the tissue that accumulated most photoassimilated 14C at the earliest sampling. The fraction of leaf-assimilated 14C that was used by the stem peaked at 57% 1 week after 14CO2 plant exposure. The time lag between C photoassimilation and suberin accumulation was ∼8 h, but the most active period for suberin accumulation was between 3 and 7 days. Suberin, which represented only 1.77% of the stem weight, acted as a highly effective sink for the carbon photoassimilated in late spring since suberin specific radioactivity was much higher than for any other stem component as early as only 1 week after 14C plant labeling. This trend was maintained throughout the whole experiment. The examination of microautoradiographs taken over 1 year provided a new method for quantifying xylem growth. Using this approach it was found that there was more secondary xylem growth in late spring than in other times of the year, because the calculated average cell division time was much shorter.

Comment on "Another look at the uniform rope sliding over the edge of a smooth table"

Comment on "Another look at the uniform rope sliding over the edge of a smooth table"

Analysis of the Iberian Power Forward Price Formation

The price formation of the Iberian Energy Derivatives Market-the power futures market-starting in July 2006, is assessed until November 2011, through the evolution of the difference between forward and spot prices in the delivery period (“ex-post forward risk premium”) and the comparison with the forward generation costs from natural gas (“clean spark spread”). The premium tends to be positive in all existing mechanisms (futures, Over-the-Counter and auctions for catering part of the last resort supplies). Since year 2011, the values are smaller due to regulatorily recognized prices for coal power plants. The power futures are strongly correlated with European gas prices. The spreads built with prompt contracts tend also to be positive. The biggest ones are for the month contract, followed by the quarter contract and then by the year contract. Therefore, gas fired generation companies can maximize profits trading with contracts of shorter maturity.

Analysis of the traded volume drivers of the Iberian power futures market

A comprehensive assessment of the liquidity development in the Iberian power futures market managed by OMIP (“Operador do Mercado Ibérico de Energia, Pólo Português”) in its first 4 years of existence is performed. This market started on July 2006. A regression model tracking the evolution of the traded volumes in the continuous market is built as a function of 12 potential liquidity drivers. The only significant drivers are the traded volumes in OMIP compulsory auctions, the traded volumes in the “Over The Counter” (OTC) market, and the OTC cleared volumes in OMIP clearing house (OMIClear). Furthermore, the enrollment of financial members shows strong correlation with the traded volumes in the continuous market. OMIP liquidity is still far from the levels reached by the most mature European markets (Nord Pool and EEX). The market operator and its clearing house could develop efficient marketing actions to attract new entrants active in the spot market (energy intensive industries, suppliers, and small producers) as well as volumes from the opaque OTC market, and to improve the performance of existing illiquid products. An active dialogue with all the stakeholders (market participants, spot market operator, and supervisory authorities) will help to implement such actions.

Análisis y planteamiento de modelos de negocio de vídeo over the top (OTT)

Aunque esta no es la primera vez que nuevas compañías y tecnologías revolucionan la forma de entender una industria determinada, los modelos over-the-top (OTT) han provocado una explosión en el consumo de contenidos a través de internet, una revolución en la forma tradicional de comunicarse, de disfrutar de nuevas posibilidades de ocio digital y, por tanto, una transformación a la hora de entender los modelos de monetización de las compañías, actualmente buscando su lugar en la nueva cadena de valor. Ya no cabe duda de que este tipo de servicios se han hecho un hueco en la rutina diaria de las personas pero, a pesar de su rápida adopción y alta tasa de penetración, todo parece indicar que es sólo el comienzo de una nueva era, donde estos nuevos modelos disruptivos, están todavía por definirse. Tras unos años de cambios en el sector de las comunicaciones y entretenimiento digital, es ahora el del consumo audiovisual de entretenimiento el que se está viviendo sus debates más intensos. Este trabajo, presentado como proyecto final dentro del Máster de Consultoría en Gestión de Empresas fruto de la colaboración entre la UPM y la AEC, analiza en profundidad los cambios que está generando la adopción de soluciones de vídeo-OTT en el mercado a todos los niveles: cambios en los patrones de comportamiento de las personas, impactos en los sectores tradicionales (y su traducción en términos económicos y legales), evolución de la tecnología, etc. Todos estos aspectos se visitan haciendo especial hincapié en la cadena de valor y los nuevos modelos de negocio derivados de estas nuevas soluciones permitiendo monetizar estos cambios en un mercado complejo. Como complemento, se presenta un análisis de una de las soluciones líderes en el mercado, NETFLIX. Profundizar en un modelo de negocio de una compañía como esta permite analizar las estrategias seguidas y resultados obtenidos en función de la caracterización del mercado existente en cada momento, tomando notas para tener en cuenta en el planteamiento de modelos de negocio similares. Adicionalmente, en el apartado de recomendaciones para la cadena de valor, se establecen una serie de modelos de negocio que permitan enfrentar la aparición y crecimiento de los servicios OTT desde dos puntos de vista: diferenciación y participación de los mismos. Las aportaciones de valor presentadas, prestan especial atención también sobre las operadoras de telecomunicaciones, uno de los sectores más castigados por la entrada en el mercado de las soluciones de vídeo-OTT, junto con la televisión de pago. Por último, se utilizan todas las conclusiones extraídas de los anteriores apartados (que sirven como caracterización de entorno) para establecer un plan de negocio definiendo una propuesta que podría ser interesante desarrollar en el mercado español, carente actualmente de una solución líder que destaque, como ocurre en otros países. En base a este trabajo, se puede concluir que este tipo de servicios de vídeo-OTT presentan un potencial todavía por desarrollar y que conviene incluir en las estrategias de los próximos años de las compañías del sector, si éstas no quieren perder cuota de un mercado que sin duda evolucionará y revolucionará el mundo de la televisión tal y como existe actualmente.

Propuestas regulatorias para el diseño de un mercado ibérico a plazo eficiente de la energía = Regulatory proposals for the development of an efficient iberian energy forward market

El mercado ibérico de futuros de energía eléctrica gestionado por OMIP (“Operador do Mercado Ibérico de Energia, Pólo Português”, con sede en Lisboa), también conocido como el mercado ibérico de derivados de energía, comenzó a funcionar el 3 de julio de 2006. Se analiza la eficiencia de este mercado organizado, por lo que se estudia la precisión con la que sus precios de futuros predicen el precio de contado. En dicho mercado coexisten dos modos de negociación: el mercado continuo (modo por defecto) y la contratación mediante subasta. En la negociación en continuo, las órdenes anónimas de compra y de venta interactúan de manera inmediata e individual con órdenes contrarias, dando lugar a operaciones con un número indeterminado de precios para cada contrato. En la negociación a través de subasta, un precio único de equilibrio maximiza el volumen negociado, liquidándose todas las operaciones a ese precio. Adicionalmente, los miembros negociadores de OMIP pueden liquidar operaciones “Over-The-Counter” (OTC) a través de la cámara de compensación de OMIP (OMIClear). Las cinco mayores empresas españolas de distribución de energía eléctrica tenían la obligación de comprar electricidad hasta julio de 2009 en subastas en OMIP, para cubrir parte de sus suministros regulados. De igual manera, el suministrador de último recurso portugués mantuvo tal obligación hasta julio de 2010. Los precios de equilibrio de esas subastas no han resultado óptimos a efectos retributivos de tales suministros regulados dado que dichos precios tienden a situarse ligeramente sesgados al alza. La prima de riesgo ex-post, definida como la diferencia entre los precios a plazo y de contado en el periodo de entrega, se emplea para medir su eficiencia de precio. El mercado de contado, gestionado por OMIE (“Operador de Mercado Ibérico de la Energía”, conocido tradicionalmente como “OMEL”), tiene su sede en Madrid. Durante los dos primeros años del mercado de futuros, la prima de riesgo media tiende a resultar positiva, al igual que en otros mercados europeos de energía eléctrica y gas natural. En ese periodo, la prima de riesgo ex-post tiende a ser negativa en los mercados de petróleo y carbón. Los mercados de energía tienden a mostrar niveles limitados de eficiencia de mercado. La eficiencia de precio del mercado de futuros aumenta con el desarrollo de otros mecanismos coexistentes dentro del mercado ibérico de electricidad (conocido como “MIBEL”) –es decir, el mercado dominante OTC, las subastas de centrales virtuales de generación conocidas en España como Emisiones Primarias de Energía, y las subastas para cubrir parte de los suministros de último recurso conocidas en España como subastas CESUR– y con una mayor integración de los mercados regionales europeos de energía eléctrica. Se construye un modelo de regresión para analizar la evolución de los volúmenes negociados en el mercado continuo durante sus cuatro primeros años como una función de doce indicadores potenciales de liquidez. Los únicos indicadores significativos son los volúmenes negociados en las subastas obligatorias gestionadas por OMIP, los volúmenes negociados en el mercado OTC y los volúmenes OTC compensados por OMIClear. El número de creadores de mercado, la incorporación de agentes financieros y compañías de generación pertenecientes a grupos integrados con suministradores de último recurso, y los volúmenes OTC compensados por OMIClear muestran una fuerte correlación con los volúmenes negociados en el mercado continuo. La liquidez de OMIP está aún lejos de los niveles alcanzados por los mercados europeos más maduros (localizados en los países nórdicos (Nasdaq OMX Commodities) y Alemania (EEX)). El operador de mercado y su cámara de compensación podrían desarrollar acciones eficientes de marketing para atraer nuevos agentes activos en el mercado de contado (p.ej. industrias consumidoras intensivas de energía, suministradores, pequeños productores, compañías energéticas internacionales y empresas de energías renovables) y agentes financieros, captar volúmenes del opaco OTC, y mejorar el funcionamiento de los productos existentes aún no líquidos. Resultaría de gran utilidad para tales acciones un diálogo activo con todos los agentes (participantes en el mercado, operador de mercado de contado, y autoridades supervisoras). Durante sus primeros cinco años y medio, el mercado continuo presenta un crecimento de liquidez estable. Se mide el desempeño de sus funciones de cobertura mediante la ratio de posición neta obtenida al dividir la posición abierta final de un contrato de derivados mensual entre su volumen acumulado en la cámara de compensación. Los futuros carga base muestran la ratio más baja debido a su buena liquidez. Los futuros carga punta muestran una mayor ratio al producirse su menor liquidez a través de contadas subastas fijadas por regulación portuguesa. Las permutas carga base liquidadas en la cámara de compensación ubicada en Madrid –MEFF Power, activa desde el 21 de marzo de 2011– muestran inicialmente valores altos debido a bajos volúmenes registrados, dado que esta cámara se emplea principalmente para vencimientos pequeños (diario y semanal). Dicha ratio puede ser una poderosa herramienta de supervisión para los reguladores energéticos cuando accedan a todas las transacciones de derivados en virtud del Reglamento Europeo sobre Integridad y Transparencia de los Mercados de Energía (“REMIT”), en vigor desde el 28 de diciembre de 2011. La prima de riesgo ex-post tiende a ser positiva en todos los mecanismos (futuros en OMIP, mercado OTC y subastas CESUR) y disminuye debido a la curvas de aprendizaje y al efecto, desde el año 2011, del precio fijo para la retribución de la generación con carbón autóctono. Se realiza una comparativa con los costes a plazo de generación con gas natural (diferencial “clean spark spread”) obtenido como la diferencia entre el precio del futuro eléctrico y el coste a plazo de generación con ciclo combinado internalizando los costes de emisión de CO2. Los futuros eléctricos tienen una elevada correlación con los precios de gas europeos. Los diferenciales de contratos con vencimiento inmediato tienden a ser positivos. Los mayores diferenciales se dan para los contratos mensuales, seguidos de los trimestrales y anuales. Los generadores eléctricos con gas pueden maximizar beneficios con contratos de menor vencimiento. Los informes de monitorización por el operador de mercado que proporcionan transparencia post-operacional, el acceso a datos OTC por el regulador energético, y la valoración del riesgo regulatorio pueden contribuir a ganancias de eficiencia. Estas recomendaciones son también válidas para un potencial mercado ibérico de futuros de gas, una vez que el hub ibérico de gas –actualmente en fase de diseño, con reuniones mensuales de los agentes desde enero de 2013 en el grupo de trabajo liderado por el regulador energético español– esté operativo. El hub ibérico de gas proporcionará transparencia al atraer más agentes y mejorar la competencia, incrementando su eficiencia, dado que en el mercado OTC actual no se revela precio alguno de gas. ABSTRACT The Iberian Power Futures Market, managed by OMIP (“Operador do Mercado Ibérico de Energia, Pólo Português”, located in Lisbon), also known as the Iberian Energy Derivatives Market, started operations on 3 July 2006. The market efficiency, regarding how well the future price predicts the spot price, is analysed for this energy derivatives exchange. There are two trading modes coexisting within OMIP: the continuous market (default mode) and the call auction. In the continuous trading, anonymous buy and sell orders interact immediately and individually with opposite side orders, generating trades with an undetermined number of prices for each contract. In the call auction trading, a single price auction maximizes the traded volume, being all trades settled at the same price (equilibrium price). Additionally, OMIP trading members may settle Over-the-Counter (OTC) trades through OMIP clearing house (OMIClear). The five largest Spanish distribution companies have been obliged to purchase in auctions managed by OMIP until July 2009, in order to partly cover their portfolios of end users’ regulated supplies. Likewise, the Portuguese last resort supplier kept that obligation until July 2010. The auction equilibrium prices are not optimal for remuneration purposes of regulated supplies as such prices seem to be slightly upward biased. The ex-post forward risk premium, defined as the difference between the forward and spot prices in the delivery period, is used to measure its price efficiency. The spot market, managed by OMIE (Market Operator of the Iberian Energy Market, Spanish Pool, known traditionally as “OMEL”), is located in Madrid. During the first two years of the futures market, the average forward risk premium tends to be positive, as it occurs with other European power and natural gas markets. In that period, the ex-post forward risk premium tends to be negative in oil and coal markets. Energy markets tend to show limited levels of market efficiency. The price efficiency of the Iberian Power Futures Market improves with the market development of all the coexistent forward contracting mechanisms within the Iberian Electricity Market (known as “MIBEL”) – namely, the dominant OTC market, the Virtual Power Plant Auctions known in Spain as Energy Primary Emissions, and the auctions catering for part of the last resort supplies known in Spain as CESUR auctions – and with further integration of European Regional Electricity Markets. A regression model tracking the evolution of the traded volumes in the continuous market during its first four years is built as a function of twelve potential liquidity drivers. The only significant drivers are the traded volumes in OMIP compulsory auctions, the traded volumes in the OTC market, and the OTC cleared volumes by OMIClear. The amount of market makers, the enrolment of financial members and generation companies belonging to the integrated group of last resort suppliers, and the OTC cleared volume by OMIClear show strong correlation with the traded volumes in the continuous market. OMIP liquidity is still far from the levels reached by the most mature European markets (located in the Nordic countries (Nasdaq OMX Commodities) and Germany (EEX)). The market operator and its clearing house could develop efficient marketing actions to attract new entrants active in the spot market (e.g. energy intensive industries, suppliers, small producers, international energy companies and renewable generation companies) and financial agents as well as volumes from the opaque OTC market, and to improve the performance of existing illiquid products. An active dialogue with all the stakeholders (market participants, spot market operator, and supervisory authorities) will help to implement such actions. During its firs five and a half years, the continuous market shows steady liquidity growth. The hedging performance is measured through a net position ratio obtained from the final open interest of a month derivatives contract divided by its accumulated cleared volume. The base load futures in the Iberian energy derivatives exchange show the lowest ratios due to good liquidity. The peak futures show bigger ratios as their reduced liquidity is produced by auctions fixed by Portuguese regulation. The base load swaps settled in the clearing house located in Spain – MEFF Power, operating since 21 March 2011, with a new denomination (BME Clearing) since 9 September 2013 – show initially large values due to low registered volumes, as this clearing house is mainly used for short maturity (daily and weekly swaps). The net position ratio can be a powerful oversight tool for energy regulators when accessing to all the derivatives transactions as envisaged by European regulation on Energy Market Integrity and Transparency (“REMIT”), in force since 28 December 2011. The ex-post forward risk premium tends to be positive in all existing mechanisms (OMIP futures, OTC market and CESUR auctions) and diminishes due to the learning curve and the effect – since year 2011 – of the fixed price retributing the indigenous coal fired generation. Comparison with the forward generation costs from natural gas (“clean spark spread”) – obtained as the difference between the power futures price and the forward generation cost with a gas fired combined cycle plant taking into account the CO2 emission rates – is also performed. The power futures are strongly correlated with European gas prices. The clean spark spreads built with prompt contracts tend to be positive. The biggest clean spark spreads are for the month contract, followed by the quarter contract and then by the year contract. Therefore, gas fired generation companies can maximize profits trading with contracts of shorter maturity. Market monitoring reports by the market operator providing post-trade transparency, OTC data access by the energy regulator, and assessment of the regulatory risk can contribute to efficiency gains. The same recommendations are also valid for a potential Iberian gas futures market, once an Iberian gas hub – currently in a design phase, with monthly meetings amongst the stakeholders in a Working Group led by the Spanish energy regulatory authority since January 2013 – is operating. The Iberian gas hub would bring transparency attracting more shippers and improving competition and thus its efficiency, as no gas price is currently disclosed in the existing OTC market.

Effects of the water level on the flow topology over the Bolund island

We have analyzed the influence of the actual height of Bolund island above water level on different full-scale statistics of the velocity field over the peninsula. Our analysis is focused on the database of 10-minute statistics provided by Risø-DTU for the Bolund Blind Experiment. We have considered 10-minut.e periods with near-neutral atmospheric conditions, mean wind speed values in the interval [5,20] m/s, and westerly wind directions. As expected, statistics such as speed-up, normalized increase of turbulent kinetic energy and probability of recirculating flow show a large dependence on the emerged height of the island for the locations close to the escarpment. For the published ensemble mean values of speed-up and normalized increase of turbulent kinetic energy in these locations, we propose that some ammount of uncertainty could be explained as a deterministic dependence of the flow field statistics upon the actual height of the Bolund island above the sea level

Accessing and managing open medical resources in Africa over the Internet

Recent commentaries have proposed the advantages of using open exchange of data and informatics resources for improving health-related policies and patient care in Africa. Yet, in many African regions, both private medical and public health information systems are still unaffordable. Open exchange over the social Web 2.0 could encourage more altruistic support of medical initiatives. We have carried out some experiments to demonstrate the feasibility of using this approach to disseminate open data and informatics resources in Africa. After the experiments we developed the AFRICA BUILD Portal, the first Social Network for African biomedical researchers. Through the AFRICA BUILD Portal users can access in a transparent way to several resources. Currently, over 600 researchers are using distributed and open resources through this platform committed to low connections.

Effects of the water level on the flow topology over the Bolund island.

We have analyzed the influence of the actual height of Bolund island above water level on different full-scale statistics of the velocity field over the peninsula. Our analysis is focused on the database of 10-minute statistics provided by Risø-DTU for the Bolund Blind Experiment. We have considered 10-minut.e periods with near-neutral atmospheric conditions, mean wind speed values in the interval [5,20] m/s, and westerly wind directions. As expected, statistics such as speed-up, normalized increase of turbulent kinetic energy and probability of recirculating flow show a large dependence on the emerged height of the island for the locations close to the escarpment. For the published ensemble mean values of speed-up and normalized increase of turbulent kinetic energy in these locations, we propose that some ammount of uncertainty could be explained as a deterministic dependence of the flow field statistics upon the actual height of the Bolund island above the sea level.

The growth of demand will limit output growth for food over the next quarter century

The rate of growth of world food demand will be much slower for 1990–2010 than it was for the prior three decades. The major factor determining the increase in food demand is population growth. Income growth has a much smaller effect. From 1960 to 1990, population growth accounted for approximately three fourths of the growth in demand or use of grain. For 1990–2010, it is anticipated that population growth will account for nearly all of the increase in world demand for grain. The rate of population growth from 1990 to 2020 is projected to be at an annual rate of 1.3% compared with 1.9% for 1960 to 1990—a decline of more than 30%. World per capita use of grain will increase very little—perhaps by 4%. The increase in grain use is projected to be 40% less than in 1960–1990. It is anticipated that real grain prices will decline during the period, although not nearly as much as the 40% decline in the previous three decades. Concern has been expressed concerning the deterioration of the quality and productivity of the world’s farmland. A study for China and Indonesia indicates that there has been no significant change in the productive capacity of the land over the past 50 years. Contrary to numerous claims, the depth of the topsoil has not changed, indicating that erosion has had little or no impact.

The in vivo neuromodulatory effects of the herbal medicine ginkgo biloba

Extracts of Ginkgo biloba leaves are consumed as dietary supplements to counteract chronic, age-related neurological disorders. We have applied high-density oligonucleotide microarrays to define the transcriptional effects in the cortex and hippocampus of mice whose diets were supplemented with the herbal extract. Gene expression analysis focused on the mRNAs that showed a more than 3-fold change in their expression. In the cortex, mRNAs for neuronal tyrosine/threonine phosphatase 1, and microtubule-associated τ were significantly enhanced. Hyperphosphorylated τ is the major constituent of the neurofibrillary tangles in the brains of Alzheimer's disease patients. The expression of α-amino-3-hydroxy-5-methyl-4-isoxazolepropionic acid (AMPA)-2, calcium and chloride channels, prolactin, and growth hormone (GH), all of which are associated with brain function, were also up-regulated. In the hippocampus, only transthyretin mRNA was upregulated. Transthyretin plays a role in hormone transport in the brain and possibly a neuroprotective role by amyloid-β sequestration. This study reveals that diets supplemented with Ginkgo biloba extract have notable neuromodulatory effects in vivo and illustrates the utility of genome-wide expression monitoring to investigate the biological actions of complex extracts.