What is what?: A simple time-domain test of long-memory vs. structural breaks

This paper proposes a new time-domain test of a process being I(d), 0 < d = 1, under the null, against the alternative of being I(0) with deterministic components subject to structural breaks at known or unknown dates, with the goal of disentangling the existing identification issue between long-memory and structural breaks. Denoting by AB(t) the different types of structural breaks in the deterministic components of a time series considered by Perron (1989), the test statistic proposed here is based on the t-ratio (or the infimum of a sequence of t-ratios) of the estimated coefficient on yt-1 in an OLS regression of ?dyt on a simple transformation of the above-mentioned deterministic components and yt-1, possibly augmented by a suitable number of lags of ?dyt to account for serial correlation in the error terms. The case where d = 1 coincides with the Perron (1989) or the Zivot and Andrews (1992) approaches if the break date is known or unknown, respectively. The statistic is labelled as the SB-FDF (Structural Break-Fractional Dickey- Fuller) test, since it is based on the same principles as the well-known Dickey-Fuller unit root test. Both its asymptotic behavior and finite sample properties are analyzed, and two empirical applications are provided.

KemapMobile: una adaptación de la herramienta software KeMap a la plataforma Android

Este trabajo describe el proceso de creación de la herramienta de software KemapMobile para la plataforma Android. El artefacto es una adaptación del software de escritorio KeMap que se integra en la plataforma educativa VerilUOC y permite a los estudiantes conectarse a ella para descargar, en la aplicación, ejercicios con los que poner a prueba y afianzar sus conocimientos sobre la simplificación de funciones lógicas booleanas con mapas de Karnaugh y tablas de verdad. La arquitectura cliente-servidor de la aplicación permite a los estudiantes disponer de ejercicios personalizados y al profesorado obtener datos sobre el uso de la herramienta y sobre la progresión del alumnado.

Projecto de Software Utilizando a UML Caso Prático: Modelação do Subsistema de Secretaria Digital – Universidade Jean Piaget

O presente trabalho demonstra a utilização da linguagem UML na modelação (também se aplica à projecção e desenvolvimento) de sistemas. Incorpora um estudo de caso que consiste na modelação (também, propostas de implementação, sobretudo ao nível do modelo de dados) de um subsistema que faz parte do Sistema de Gestão Académico (SIAC) na Universidade Jean Piaget de Cabo Verde (Unipiaget).O trabalho surge após a percepção das dificuldades em que os alunos e não só, se enfrentam para terem acessos aos dados académicos, principalmente nos períodos em que estes se encontram de férias, daí a necessidade de implementação da Universidade Digital. Assim, aproveitando as boas práticas do desenvolvimento de sistemas, iniciou-se o processo da subdivisão do problema maior (Universidade Digital) em subproblemas (vários subsistemas), cujo projecto se concentra na análise e modelação do subsistema de secretaria digital. A metodologia adoptada foi a do diálogo directo programado e não programado, aplicação de questionários e entrevistas, assim como a da proposta de melhorias.Sendo assim, o trabalho iniciou-se com o levantamento de requisitos e avaliado face ao comportamento de subsistema no seu modo presencial (estado actual). E, por fim foram efectuadas propostas de melhorias, as quais permitirão alcançar a satisfação dos potênciais actores (utilizador do sistema).

Laboratorio virtual de química en software libre para la preparación de disoluciones

Con este TFM se muestra un laboratorio virtual de química a través de diversos experimentos para la preparación de disoluciones en función de sus expresiones de concentración.

Manual de uso del software Ocean Data View (ODV)

El presente manual de uso del software de visualización de datos “Ocean Data View” (ODV) describe la exploración, análisis y visualización de datos oceanográficos según el formato de la colección mundial de base de datos del océano “World Ocean Database” (WOD). El manual comprende 6 ejercicios prácticos donde se describe paso a paso la creación de las metavariables, la importación de los datos y su visualización mediante mapas de latitud, longitud y gráficos de dispersión, secciones verticales y series de tiempo. Se sugiere el uso extensivo del ODV para la visualización de datos oceanográficos por el personal científico del IMARPE.

Relationship and transaction lending in a crisis

We study how relationship lending and transaction lending varyover the business cycle. We develop a model in which relationshipbanks gather information on their borrowers, which allows them toprovide loans for profitable firms during a crisis. Due to the servicesthey provide, operating costs of relationship-banks are higher thanthose of transaction-banks. In our model, where relationship-bankscompete with transaction-banks, a key result is that relationship-banks charge a higher intermediation spread in normal times, butoffer continuation-lending at more favorable terms than transactionbanks to profitable firms in a crisis. Using detailed credit registerinformation for Italian banks before and after the Lehman Brothers'default, we are able to study how relationship and transaction-banksresponded to the crisis and we test existing theories of relationshipbanking. Our empirical analysis confirms the basic prediction of themodel that relationship banks charged a higher spread before the crisis, offered more favorable continuation-lending terms in response tothe crisis, and suffered fewer defaults, thus confirming the informational advantage of relationship banking.

Four functionally distinct populations of human effector-memory CD8+ T lymphocytes.

In humans, the pathways of memory and effector T cell differentiation remain poorly defined. We have dissected the functional properties of ex vivo effector-memory (EM) CD45RA-CCR7- T lymphocytes present within the circulating CD8+ T cell pool of healthy individuals. Our studies show that EM T cells are heterogeneous and are subdivided based on differential CD27 and CD28 expression into four subsets. EM(1) (CD27+CD28+) and EM(4) (CD27-CD28+) T cells express low levels of effector mediators such as granzyme B and perforin and high levels of CD127/IL-7Ralpha. EM(1) cells also have a relatively short replicative history and display strong ex vivo telomerase activity. Therefore, these cells are closely related to central-memory (CD45RA-CCR7+) cells. In contrast, EM(2) (CD27+CD28-) and EM(3) (CD27-CD28-) cells express mediators characteristic of effector cells, whereby EM(3) cells display stronger ex vivo cytolytic activity and have experienced larger numbers of cell divisions, thus resembling differentiated effector (CD45RA+CCR7-) cells. These data indicate that progressive up-regulation of cytolytic activity and stepwise loss of CCR7, CD28, and CD27 both characterize CD8+ T cell differentiation. Finally, memory CD8+ T cells not only include central-memory cells but also EM(1) cells, which differ in CCR7 expression and may therefore confer memory functions in lymphoid and peripheral tissues, respectively.

Three essays on liquidity risk

Preface In this thesis we study several questions related to transaction data measured at an individual level. The questions are addressed in three essays that will constitute this thesis. In the first essay we use tick-by-tick data to estimate non-parametrically the jump process of 37 big stocks traded on the Paris Stock Exchange, and of the CAC 40 index. We separate the total daily returns in three components (trading continuous, trading jump, and overnight), and we characterize each one of them. We estimate at the individual and index levels the contribution of each return component to the total daily variability. For the index, the contribution of jumps is smaller and it is compensated by the larger contribution of overnight returns. We test formally that individual stocks jump more frequently than the index, and that they do not respond independently to the arrive of news. Finally, we find that daily jumps are larger when their arrival rates are larger. At the contemporaneous level there is a strong negative correlation between the jump frequency and the trading activity measures. The second essay study the general properties of the trade- and volume-duration processes for two stocks traded on the Paris Stock Exchange. These two stocks correspond to a very illiquid stock and to a relatively liquid stock. We estimate a class of autoregressive gamma process with conditional distribution from the family of non-central gamma (up to a scale factor). This process was introduced by Gouriéroux and Jasiak and it is known as Autoregressive gamma process. We also evaluate the ability of the process to fit the data. For this purpose we use the Diebold, Gunther and Tay (1998) test; and the capacity of the model to reproduce the moments of the observed data, and the empirical serial correlation and the partial serial correlation functions. We establish that the model describes correctly the trade duration process of illiquid stocks, but have problems to adjust correctly the trade duration process of liquid stocks which present long-memory characteristics. When the model is adjusted to volume duration, it successfully fit the data. In the third essay we study the economic relevance of optimal liquidation strategies by calibrating a recent and realistic microstructure model with data from the Paris Stock Exchange. We distinguish the case of parameters which are constant through the day from time-varying ones. An optimization problem incorporating this realistic microstructure model is presented and solved. Our model endogenizes the number of trades required before the position is liquidated. A comparative static exercise demonstrates the realism of our model. We find that a sell decision taken in the morning will be liquidated by the early afternoon. If price impacts increase over the day, the liquidation will take place more rapidly.

Human memory T cells: lessons from stem cell transplantation.

Animal models have revealed the rules for the organization of mature T-cell pools. However, in humans, little is known about memory T cells, which differ in lifespan and in the number of times that the same antigen is encountered. Here, Nathalie Rufer and colleagues discuss their findings in stem-cell-transplanted patients, which provide interesting data on the human T-cell compartment.

Genetic manipulation of adult-born hippocampal neurons rescues memory in a mouse model of Alzheimer's disease.

In adult mammals, neural progenitors located in the dentate gyrus retain their ability to generate neurons and glia throughout lifetime. In rodents, increased production of new granule neurons is associated with improved memory capacities, while decreased hippocampal neurogenesis results in impaired memory performance in several memory tasks. In mouse models of Alzheimer's disease, neurogenesis is impaired and the granule neurons that are generated fail to integrate existing networks. Thus, enhancing neurogenesis should improve functional plasticity in the hippocampus and restore cognitive deficits in these mice. Here, we performed a screen of transcription factors that could potentially enhance adult hippocampal neurogenesis. We identified Neurod1 as a robust neuronal determinant with the capability to direct hippocampal progenitors towards an exclusive granule neuron fate. Importantly, Neurod1 also accelerated neuronal maturation and functional integration of new neurons during the period of their maturation when they contribute to memory processes. When tested in an APPxPS1 mouse model of Alzheimer's disease, directed expression of Neurod1 in cycling hippocampal progenitors conspicuously reduced dendritic spine density deficits on new hippocampal neurons, to the same level as that observed in healthy age-matched control animals. Remarkably, this population of highly connected new neurons was sufficient to restore spatial memory in these diseased mice. Collectively our findings demonstrate that endogenous neural stem cells of the diseased brain can be manipulated to become new neurons that could allow cognitive improvement.

Software lliure aplicat a un institut

Aquest projecte intenta donar una alternativa al software privatiu, fent servir el software lliure, i per aconseguir aquest objectiu es crea una distribució GNU/Linux adaptada a les necessitats del institut IES Sabadell. També es realitza un petit estudi dels dos tipus de software, lliure i privatiu, en que es mostrà la historia, tipus de llicències, models de negoci i les avantatges que tenen.

Voluntary Explicit versus Involuntary Conceptual Memory Are Associated with Dissociable fMRI Responses in Hippocampus, Amygdala, and Parietal Cortex for Emotional and Neutral Word Pairs.

Although functional neuroimaging studies have supported the distinction between explicit and implicit forms of memory, few have matched explicit and implicit tests closely, and most of these tested perceptual rather than conceptual implicit memory. We compared event-related fMRI responses during an intentional test, in which a group of participants used a cue word to recall its associate from a prior study phase, with those in an incidental test, in which a different group of participants used the same cue to produce the first associate that came to mind. Both semantic relative to phonemic processing at study, and emotional relative to neutral word pairs, increased target completions in the intentional test, but not in the incidental test, suggesting that behavioral performance in the incidental test was not contaminated by voluntary explicit retrieval. We isolated the neural correlates of successful retrieval by contrasting fMRI responses to studied versus unstudied cues for which the equivalent "target" associate was produced. By comparing the difference in this repetition-related contrast across the intentional and incidental tests, we could identify the correlates of voluntary explicit retrieval. This contrast revealed increased bilateral hippocampal responses in the intentional test, but decreased hippocampal responses in the incidental test. A similar pattern in the bilateral amygdale was further modulated by the emotionality of the word pairs, although surprisingly only in the incidental test. Parietal regions, however, showed increased repetition-related responses in both tests. These results suggest that the neural correlates of successful voluntary explicit memory differ in directionality, even if not in location, from the neural correlates of successful involuntary implicit (or explicit) memory, even when the incidental test taps conceptual processes.

Estudi de software lliure en diferents entorns

El software lliure està tenint últimament un pes cada cop més important en les empreses, però encara és el gran desconegut per a molta gent. Des de la seva creació als anys 80 fins ara, hi ha hagut un creixement exponencial de software lliure de gran qualitat, oferint eines per a tot tipus de necessitats, eines ofimàtiques, gestors de correu, sistemes de fitxer, sistemes operatius…. Tot aquest moviment no ha passat desapercebut per a molts usuaris i empreses, que s’han aprofitat d’ell per cobrir les seves necessitats. Pel que fa a les empreses, cada cop n’hi ha més que en petita o gran mesura, utilitzen el software lliure, ja sigui per el seu menor cost d’adquisició, o bé per la seva gran fiabilitat o per que és fàcilment adaptable o per no establir cap lligam tecnològic, en definitiva per tenir més llibertat. En el moment de la creació d’una nova empresa, on es parteix de zero en tota la tecnologia informàtica, és el moment menys costòs d’implementar l’arquitectura informàtica amb software lliure, és quan l’impacte que té sobre l’empresa, usuaris i clients és menor. En les empreses que ja tenen un sistema informàtic, caldrà establir un pla de migració, ja sigui total o parcial. La finalitat d’aquest projecte no és la de dir quin software és millor que l’altre o de dir quin s’ha d’instal•lar, sinó el de donar a conèixer el món del software lliure, mostrar part d’aquest software, fer alguna comparativa de software lliure amb software propietari, donant idees i un conjunt de solucions per a empreses, per què una empresa pugui agafar idees d’implementació d’algunes de les solucions informàtiques exposades o seguir algun dels consells proposats. Actualment ja hi ha moltes empreses que utilitzen software lliure. Algunes només n’utilitzen una petita part en les seves instal•lacions, ja que el fet de que una empresa funcioni al 100% amb software lliure, tot i que n’hi comença ha haver, de moment ho considero una mica arriscat, però que en poc temps, aquest fet serà cada cop més habitual.

Software per al cronometratge de temps mitjançant sensors digitals

L’Slot, conegut per tots amb el nom d’Scalextric, s’ha implantat com a una forma d’oci habitual, la pràctica del qual no queda restringida als més petits, sinó que cada vegada crea més afició entre els grans. El fet que l’Slot s’hagi extès entre els adults n’ha revolucionat la pràctica. L’entrada al mercat de l’Slot de gent adulta, i amb poder adquisitiu molt superior als adolescents, ha provocat que les marques especialitzades vagin evolucionant els seus productes cada vegada més. Totes les marques s’han vist obligades a desenvolupar vehicles més competitius i alhora treure al mercat accessoris que augmentin la realitat del joc. Una de les necessitats que s’ha creat és la de competir entre jugadors. Aquesta competició tan pot ser en forma de carrera entre diversos participants, com de forma individual, cronometrant el temps de cada participant en un circuit. L’objectiu principal del projecte és crear un sistema capaç de realitzar cronometratges en temps real mitjançant sensors digitals ja existents en el mercat de l’Slot i poder controlar i visualitzar la informació des d’un PC. Per a poder captar els senyals dels sensors s’ha utilitzat un sistema microcontrolat, que garanteix gran velocitat d’adquisició, processament de dades i transmissió. La comunicació del Microcontrolador amb el PC s’ha realizat mitjançant el bus USB. El PC serà el controlador del sistema i donarà les ordres al Microcontrolador, podent així tenir control total sobre el funcionament del programa. També serà el PC el que tractarà els crocometratges enregistrats i els mostrarà per pantalla

Disseny i muntatge d'un mòdul d'entrades digitals per comunicació modbus

Actualment l’exigència i la competitivitat del mercat, obliguen les industries a modernitzar-se i automatitzar tots els seus processos productius. En aquests processos les dades i paràmetres de control són dades fonamentals a verificar. Amb aquest treball final de carrera, es pretén realitzar un mòdul d’entrades digitals, per tal de gestionar les dades rebudes d’un procés automatitzat. L’objectiu d’aquest TFC ha estat dissenyar un mòdul d’entrades digitals capaç de gestionar dades de qualsevol tipus de procés automatitzat i transmetre-les a un mestremitjançant un bus de comunicació Modbus. El projecte però, s’ha centrat en el cas específic d’un procés automatitzat per al tractament de la fusta. El desenvolupament d’aquest sistema, comprèn el disseny del circuit, la realització de la placa, el software de lectura de dades i la implementació del protocol Modbus. Tot el mòdul d’entrades està controlat per un microcontrolador PIC 18F4520. El disseny és un sistema multiplataforma per tal d’adaptar-se a qualsevol procés automàtic i algunes de les seves característiques més rellevants són: entrades aïllades multitensió, control de fugues, sortides a relé, i memòria externa de dades, entre altres. Com a conclusions cal dir que s’han assolit els objectius proposats amb èxit. S’ha aconseguit un disseny robust, fiable, polivalent i altament competitiu en el mercat. A nivell acadèmic, s’han ampliat els coneixements en el camp del disseny i de la programació.