Genetic association tests: a method for the joint analysis of family and case-control data.

With the trend in molecular epidemiology towards both genome-wide association studies and complex modelling, the need for large sample sizes to detect small effects and to allow for the estimation of many parameters within a model continues to increase. Unfortunately, most methods of association analysis have been restricted to either a family-based or a case-control design, resulting in the lack of synthesis of data from multiple studies. Transmission disequilibrium-type methods for detecting linkage disequilibrium from family data were developed as an effective way of preventing the detection of association due to population stratification. Because these methods condition on parental genotype, however, they have precluded the joint analysis of family and case-control data, although methods for case-control data may not protect against population stratification and do not allow for familial correlations. We present here an extension of a family-based association analysis method for continuous traits that will simultaneously test for, and if necessary control for, population stratification. We further extend this method to analyse binary traits (and therefore family and case-control data together) and accurately to estimate genetic effects in the population, even when using an ascertained family sample. Finally, we present the power of this binary extension for both family-only and joint family and case-control data, and demonstrate the accuracy of the association parameter and variance components in an ascertained family sample.

Optimal generalized quantum measurements for arbitrary spin systems

Positive-operator-valued measurements on a finite number of N identically prepared systems of arbitrary spin J are discussed. Pure states are characterized in terms of Bloch-like vectors restricted by a SU(2J+1) covariant constraint. This representation allows for a simple description of the equations to be fulfilled by optimal measurements. We explicitly find the minimal positive-operator-valued measurement for the N=2 case, a rigorous bound for N=3, and set up the analysis for arbitrary N.

Optimal Usage of De-Icing Chemicals when Scraping Ice, November 2003

One of the challenges that faces the winter maintainer is how much chemical to apply to the road under given conditions. Insufficient chemical can lead to the road surface becoming slick, and the road thus becoming unsafe. In all likelihood, additional applications will have to be made, requiring additional effort and use of resources. However, too much chemical can also be bad. While an excess of chemical will ensure (in most circumstances) that a safe road condition is achieved, it may also result in a substantial waste of chemical (with associated costs for this waste) and in ancillary damage to the road itself and to the surrounding environment. Ideally, one should apply what might be termed the “goldilocks” amount of chemical to the road: Not too much, and not too little, but just right. Of course the reality of winter maintenance makes achieving the “goldilocks” application rate somewhat of a fairy tale. In the midst of a severe storm, when conditions are poor and getting worse, the last thing on a plow operator’s mind is a minute adjustment in the amount of chemical being applied to the road. However, there may be considerable benefit and substantial savings to be achieved if chemical applications can be optimized to some degree, so that wastage is minimized without compromising safety. The goal of this study was to begin to develop such information through a series of laboratory studies in which the force needed to scrape ice from concrete blocks was measured, under a variety of chemical application conditions.

Optimal growth strategies when mortality and production rates are size-dependent

Pontryagin's maximum principle from optimal control theory is used to find the optimal allocation of energy between growth and reproduction when lifespan may be finite and the trade-off between growth and reproduction is linear. Analyses of the optimal allocation problem to date have generally yielded bang-bang solutions, i.e. determinate growth: life-histories in which growth is followed by reproduction, with no intermediate phase of simultaneous reproduction and growth. Here we show that an intermediate strategy (indeterminate growth) can be selected for if the rates of production and mortality either both increase or both decrease with increasing body size, this arises as a singular solution to the problem. Our conclusion is that indeterminate growth is optimal in more cases than was previously realized. The relevance of our results to natural situations is discussed.

Cyst-based ecotoxicological tests using Anostracans: comparison of two species of Streptocephalus

Cyst-based ecotoxicological tests are simple and low-cost methods for assessing acute toxicity. Nevertheless, only a few comparative studies on their sensitivity are known. In the present study, the suitability of the use of two freshwater Anostracan species, Streptocephalus rubricaudatus and S. texanus, was assessed. The impact of 16 priority pollutants (4 heavy metals, 11 organic, and 1 organometallic compounds) on these two species, as well as on Artemia salina (Artoxkit M), Daphnia magna (International Organization for Standardization 6341), and S. proboscideus (Streptoxkit F) was assessed. For indicative comparison, bioassays using Brachionus calyciflorus (Rotoxkit F) and Photobacterium phosphoreum (Microtox) were also performed. For heavy metals (K2Cr2O7, Cd2+, Zn2+, Cu2+), the sensitivity of the two studied Streptocephalus species was slightly higher than that of D. magna. It was significantly more elevated than for the marine A. salina. For organic and organometallic micropollutants [phenol, 3,5-dichlorophenol, pentachlorophenol (PCP), hydroquinone, linear alkylbenzene sulfonate, sodium dodecyl sulfate, tributylphosphate, dimethylphthalate, atrazine, lindane, malathion, tributyltin chloride (TBT-Cl)], the sensitivity of the 4 anostracan species was of the same order of magnitude as that of D. magna. Artemia salina was slightly less sensitive to some organic compounds (PCP, hydroquinone, TBT-Cl). The sensitivity of S. rubricaudatus to organic solvents was low. On the other hand, this anostracan was quite sensitive to NaCl. Thus, its use is restricted to freshwater samples. The evaluation of global practicability of these two tests confirms that cyst-based freshwater anostracans may be used to perform low-cost tests at a sensitivity comparable to that of D. magna (24 h immobilization test).

Universality of optimal measurements

We present optimal and minimal measurements on identical copies of an unknown state of a quantum bit when the quality of measuring strategies is quantified with the gain of information (Kullback-or mutual information-of probability distributions). We also show that the maximal gain of information occurs, among isotropic priors, when the state is known to be pure. Universality of optimal measurements follows from our results: using the fidelity or the gain of information, two different figures of merits, leads to exactly the same conclusions for isotropic distributions. We finally investigate the optimal capacity of N copies of an unknown state as a quantum channel of information.

Optimal estimation of two-qubit pure-state entanglement

We present optimal measuring strategies for an estimation of the entanglement of unknown two-qubit pure states and of the degree of mixing of unknown single-qubit mixed states, of which N identical copies are available. The most general measuring strategies are considered in both situations, to conclude in the first case that a local, although collective, measurement suffices to estimate entanglement, a nonlocal property, optimally.

Long maximal incremental tests accurately assess aerobic fitness in class II and III obese men.

This study aimed to compare two different maximal incremental tests with different time durations [a maximal incremental ramp test with a short time duration (8-12 min) (STest) and a maximal incremental test with a longer time duration (20-25 min) (LTest)] to investigate whether an LTest accurately assesses aerobic fitness in class II and III obese men. Twenty obese men (BMI≥35 kg.m-2) without secondary pathologies (mean±SE; 36.7±1.9 yr; 41.8±0.7 kg*m-2) completed an STest (warm-up: 40 W; increment: 20 W*min-1) and an LTest [warm-up: 20% of the peak power output (PPO) reached during the STest; increment: 10% PPO every 5 min until 70% PPO was reached or until the respiratory exchange ratio reached 1.0, followed by 15 W.min-1 until exhaustion] on a cycle-ergometer to assess the peak oxygen uptake [Formula: see text] and peak heart rate (HRpeak) of each test. There were no significant differences in [Formula: see text] (STest: 3.1±0.1 L*min-1; LTest: 3.0±0.1 L*min-1) and HRpeak (STest: 174±4 bpm; LTest: 173±4 bpm) between the two tests. Bland-Altman plot analyses showed good agreement and Pearson product-moment and intra-class correlation coefficients showed a strong correlation between [Formula: see text] (r=0.81 for both; p≤0.001) and HRpeak (r=0.95 for both; p≤0.001) during both tests. [Formula: see text] and HRpeak assessments were not compromised by test duration in class II and III obese men. Therefore, we suggest that the LTest is a feasible test that accurately assesses aerobic fitness and may allow for the exercise intensity prescription and individualization that will lead to improved therapeutic approaches in treating obesity and severe obesity.

Behavioral avoidance tests to evaluate effects of cattle slurry and dairy sludge application to soil¹

The application of organic wastes to agricultural soils is not risk-free and can affect soil invertebrates. Ecotoxicological tests based on the behavioral avoidance of earthworms and springtails were performed to evaluate effects of different fertilization strategies on soil quality and habitat function for soil organisms. These tests were performed in soils treated with: i) slurry and chemical fertilizers, according to the conventional fertilization management of the region, ii) conventional fertilization + sludge and iii) unfertilized reference soil. Both fertilization strategies contributed to soil acidity mitigation and caused no increase in soil heavy metal content. Avoidance test results showed no negative effects of these strategies on soil organisms, compared with the reference soil. However, results of the two fertilization managements differed: Springtails did not avoid soils fertilized with dairy sludge in any of the tested combinations. Earthworms avoided soils treated with sludge as of May 2004 (DS1), when compared with conventional fertilization. Possibly, the behavioral avoidance of earthworms is more sensitive to soil properties (other than texture, organic matter and heavy metal content) than springtails

Minimal optimal generalized quantum measurements

Optimal and finite positive operator valued measurements on a finite number N of identically prepared systems have recently been presented. With physical realization in mind, we propose here optimal and minimal generalized quantum measurements for two-level systems. We explicitly construct them up to N = 7 and verify that they are minimal up to N = 5.

Optimal strategies for sending information through a quantum channel

Quantum states can be used to encode the information contained in a direction, i.e., in a unit vector. We present the best encoding procedure when the quantum state is made up of N spins (qubits). We find that the quality of this optimal procedure, which we quantify in terms of the fidelity, depends solely on the dimension of the encoding space. We also investigate the use of spatial rotations on a quantum state, which provide a natural and less demanding encoding. In this case we prove that the fidelity is directly related to the largest zeros of the Legendre and Jacobi polynomials. We also discuss our results in terms of the information gain.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

N2O emissions from a cultivated mollisol: optimal time of day for sampling and the role of soil temperature

The correct use of closed field chambers to determine N2O emissions requires defining the time of day that best represents the daily mean N2O flux. A short-term field experiment was carried out on a Mollisol soil, on which annual crops were grown under no-till management in the Pampa Ondulada of Argentina. The N2O emission rates were measured every 3 h for three consecutive days. Fluxes ranged from 62.58 to 145.99 ∝g N-N2O m-2 h-1 (average of five field chambers) and were negatively related (R² = 0.34, p < 0.01) to topsoil temperature (14 - 20 ºC). N2O emission rates measured between 9:00 and 12:00 am presented a high relationship to daily mean N2O flux (R² = 0.87, p < 0.01), showing that, in the study region, sampling in the mornings is preferable for GHG.