Self-affinity in financial asset returns

We test for departures from normal and independent and identically distributed (NIID) log returns, for log returns under the alternative hypothesis that are self-affine and either long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moments. The finite sample performance of estimators of the two forms of self-affinity is explored in a simulation study. In contrast to rescaled range analysis and other conventional estimation methods, the variant of fluctuation analysis that considers finite sample moments only is able to identify both forms of self-affinity. When log returns are self-affine and long-range dependent under the alternative hypothesis, however, rescaled range analysis has higher power than fluctuation analysis. The techniques are illustrated by means of an analysis of the daily log returns for the indices of 11 stock markets of developed countries. Several of the smaller stock markets by capitalization exhibit evidence of long-range dependence in log returns. © 2012 Elsevier Inc. All rights reserved.

Conjugate Compositions in Even-Dimensional Affinely Connected Spaces without a Torsion

Let in even-dimensional a±nely connected space without a torsion A2m be given a composition Xm£Xm by the affinor a¯ ®. The affinor b¯ ®, determined with the help of the eigen-vectors of the matrix (a¯ ®), de¯nes the second composition Ym £ Y m. Conjugate compositions are introduced by the condition: the a±nors of any of both compositions transform the vectors from the one position of the composition, generated by the other a±nor, in the vectors from the another its position. It is proved that the compositions de¯ne by a±nors a¯ ® and b¯ ® are conjugate. It is proved also that if the composition Xm£Xm is Cartesian and composition Ym£Y m is Cartesian or chebyshevian, or geodesic than the space A2m is affine.

A Solver for Complex-Valued Parametric Linear Systems

This work reports on a new software for solving linear systems involving affine-linear dependencies between complex-valued interval parameters. We discuss the implementation of a parametric residual iteration for linear interval systems by advanced communication between the system Mathematica and the library C-XSC supporting rigorous complex interval arithmetic. An example of AC electrical circuit illustrates the use of the presented software.

A Smooth Four-Dimensional G-Hilbert Scheme

2000 Mathematics Subject Classification: 14C05, 14L30, 14E15, 14J35.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

Plaintext Recovery in DES-like Cryptosystems Based on S-boxes with Embedded Parity Check

We describe an approach for recovering the plaintext in block ciphers having a design structure similar to the Data Encryption Standard but with improperly constructed S-boxes. The experiments with a backtracking search algorithm performing this kind of attack against modified DES/Triple-DES in ECB mode show that the unknown plaintext can be recovered with a small amount of uncertainty and this algorithm is highly efficient both in time and memory costs for plaintext sources with relatively low entropy. Our investigations demonstrate once again that modifications resulting to S-boxes which still satisfy some design criteria may lead to very weak ciphers. ACM Computing Classification System (1998): E.3, I.2.7, I.2.8.

Régularité Lipschitzienne des Géodésiques Minimisantes pour Quelques Distributions Affines

2000 Mathematics Subject Classification: 49J15, 49J30, 53B50.

Special compositions in affinely connected spaces without a torsion

2000 Mathematics Subject Classification: 53B05, 53B99.

Polynomial automorphisms over finite fields: Mimicking tame maps by the Derksen group

2010 Mathematics Subject Classification: 14L99, 14R10, 20B27.

Physical and ultrastructural basis of blue leaf iridescence in four Malaysian understory plants

Iridescent blue leaf coloration in four Malaysian rain forest understory plants, Diplazium tomentosum Bl. (Athyriaceae), Lindsaea lucida Bl. (Lindsaeaceae), Begonia pavonina Ridl. (Begoniaceae), and Phyllagathis rotundifolia Bl. (Melastomataceae) is caused by a physical effect, constructive interference of reflected blue light. The ultrastructural basis for this in D. tomentosum and L. lucida is multiple layers of cellulose microfibrils in the uppermost cell walls of the adaxial epidermis. The helicoidal arrangement of these fibrils is analogous to that which produces a similar color in arthropods. In B. pavonina and P. rotundifolia the blue-green coloration is caused by parallel lamellae in specialized plastids adjacent to the abaxial wall of the adaxial epidermis. The selective advantage of this color production, if any, is unknown.

Irradiance and spectral quality affect Asian tropical rain forest tree seedling development

Iridescent blue leaf coloration in four Malaysian rain forest understory plants, Diplazium tomentosum Bl. (Athyriaceae), Lindsaea lucida Bi. (Lindsaeaceae), Begonia pavonina Ridl. (Begoniaceae), and Phyllagathis rotundifolia Bl. (Melastoma- taceae) is caused by a physical effect, constructive interference of reflected blue light. The ultrastructural basis for this in D. tomentosum and L. lucida is multiple layers of cellulose microfibrils in the uppermost cell walls of the adaxial epidermis. The helicoidal arrangement of these fibrils is analogous to that which produces a similar color in arthropods. In B. pavonina and P. rotundifolia the blue-green coloration is caused by parallel lamellae in specialized plastids adjacent to the abaxial wall of the adaxial epidermis. The selective advantage of this color production, if any, is unknown.

Anti-quorum sensing agents from south Florida medicinal plants and their attenuation of Pseudomonas aeruginosa pathogenicity

With the difficulty in treating recalcitrant infections and the growing resistance to antibiotics, new therapeutic modalities are becoming increasingly necessary. The interruption of bacterial quorum sensing (QS), or cell-cell communication is known to attenuate virulence, while limiting selective pressure toward resistance. This study initiates an ethnobotanically-directed search for QS inhibiting agents in south Florida medicinal plants. Fifty plants were screened for anti-QS activity using two biomonitor strains, Chromobacterium violaceum and Agrobacterium tumefaciens. Of these plants, six showed QS inhibition: Conocarpus erectus L. (Combretaceae), Chamaecyce hypericifolia (L.) Millsp. (Euphorbiaceae), Callistemon viminalis (Sol.ex Gaertn.) G. Don (Myrtaceae), Bucida burceras L. (Combretaceae), Tetrazygia bicolor (Mill.) Cogn. (Melastomataceae), and Quercus virginiana Mill. (Fagaceae). These plants were further examined for their effects on the QS system and virulence of Pseudomonas aeruginosa, an intractable opportunistic pathogen responsible for morbidity and mortality in the immunocompromised patient. C. erectus, B. buceras, and C. viminalis were found to significantly inhibit multiple virulence factors and biofilm formation in this organism. Each plant presented a distinct profile of effect on QS genes and signaling molecules, suggesting varying modes of action. Virulence attenuation was observed with marginal reduction of bacterial growth, suggesting quorum quenching mechanisms unrelated to static or cidal effects. Extracts of these plants were also investigated for their effects on P. aeruginosa killing of the nematode Caenorhabditis elegans. Results were evaluated in both toxin-based and infection-based assays with P. aeruginosa strains PA01 and PA14. Overall nematode mortality was reduced 50-90%. There was no indication of host toxicity, suggesting the potential for further development as anti-infectives. Using low-pressure chromatography and HPLC, two stereoisomeric ellagitannins, vescalagin and castalagin were isolated from an aqueous extract of C. erectus . Structures were confirmed via mass spectrometry and NMR spectroscopy. Both ellagitannins were shown to decrease signal production, QS gene expression, and virulence factor production in P. aeruginosa. This study introduces a potentially new therapeutic direction for the treatment of bacterial infections. In addition, this is the first report of vescalagin and castalagin being isolated from C. erectus, and the first report of ellagitannin activity on the QS system.

Anti-Quorum Sensing Agents from South Florida Medicinal Plants and their Attenuation of Pseudomonas Aeruginosa Pathogenicity

With the difficulty in treating recalcitrant infections and the growing resistance to antibiotics, new therapeutic modalities are becoming increasingly necessary. The interruption of bacterial quorum sensing (QS), or cell-cell communication is known to attenuate virulence, while limiting selective pressure toward resistance. This study initiates an ethnobotanically-directed search for QS inhibiting agents in south Florida medicinal plants. Fifty plants were screened for anti-QS activity using two biomonitor strains, Chromobacterium violaceum and Agrobacterium tumefaciens. Of these plants, six showed QS inhibition: Conocarpus erectus L. (Combretaceae), Chamaecyce hypericifolia (L.) Millsp. (Euphorbiaceae), Callistemon viminalis (Sol.ex Gaertn.) G. Don (Myrtaceae), Bucida burceras L. (Combretaceae), Tetrazygia bicolor (Mill.) Cogn. (Melastomataceae), and Quercus virginiana Mill. (Fagaceae). These plants were further examined for their effects on the QS system and virulence of Pseudomonas aeruginosa, an intractable opportunistic pathogen responsible for morbidity and mortality in the immunocompromised patient. C. erectus, B. buceras, and C. viminalis were found to significantly inhibit multiple virulence factors and biofilm formation in this organism. Each plant presented a distinct profile of effect on QS genes and signaling molecules, suggesting varying modes of action. Virulence attenuation was observed with marginal reduction of bacterial growth, suggesting quorum quenching mechanisms unrelated to static or cidal effects. Extracts of these plants were also investigated for their effects on P. aeruginosa killing of the nematode Caenorhabditis elegans. Results were evaluated in both toxin-based and infection-based assays with P. aeruginosa strains PA01 and PA14. Overall nematode mortality was reduced 50-90%. There was no indication of host toxicity, suggesting the potential for further development as anti-infectives. Using low-pressure chromatography and HPLC, two stereoisomeric ellagitannins, vescalagin and castalagin were isolated from an aqueous extract of C. erectus. Structures were confirmed via mass spectrometry and NMR spectroscopy. Both ellagitannins were shown to decrease signal production, QS gene expression, and virulence factor production in P. aeruginosa. This study introduces a potentially new therapeutic direction for the treatment of bacterial infections. In addition, this is the first report of vescalagin and castalagin being isolated from C. erectus, and the first report of ellagitannin activity on the QS system.

Pollen distribution of sediment core MD96-2048 from the Western Indian Ocean

Glacial-interglacial fluctuations in the vegetation of South Africa might elucidate the climate system at the edge of the tropics between the Indian and Atlantic Oceans. However, vegetation records covering a full glacial cycle have only been published from the eastern South Atlantic. We present a pollen record of the marine core MD96-2048 retrieved by the Marion Dufresne from the Indian Ocean ~120 km south of the Limpopo River mouth. The sedimentation at the site is slow and continuous. The upper 6 m (spanning the past 342 Ka) have been analysed for pollen and spores at millennial resolution. The terrestrial pollen assemblages indicate that during interglacials, the vegetation of eastern South Africa and southern Mozambique largely consisted of evergreen and deciduous forests. During glacials open mountainous scrubland dominated. Montane forest with Podocarpus extended during humid periods was favoured by strong local insolation. Correlation with the sea surface temperature record of the same core indicates that the extension of mountainous scrubland primarily depends on sea surface temperatures of the Agulhas Current. Our record corroborates terrestrial evidence of the extension of open mountainous scrubland (including fynbos-like species of the high-altitude Grassland biome) for the last glacial as well as for other glacial periods of the past 300 Ka.

Some near horizon studies onWeyl and Vaidya spacetimes

This thesis comprises some studies on the Weyl, Vaidya and Weyl distorted Schwarzschild (WDS) spacetimes. The main focal areas are : a) construction of near horizon metric(NHM) for WDS spacetime and subsequently a "stretched horizon" prescribed by the membrane formalism for black holes, b) application of membrane formalism and construction of stretched horizons for Vaidya spacetime and c) using the thin shell formalism to construct an asymptotically flat spacetime with a Weyl interior where the construction does not violate energy conditions. For a), a standard formalism developed in [1] has been used wherein the metric is expanded as a Taylor series in ingoing Gaussian null coordinates with the affine parameter as the expansion parameter. This expansion is used to construct a timelike "stretched horizon" just outside the true horizon to facilitate some membrane formalism studies, the theory for which was first introduced in [2]. b) applies the membrane formalism to Vaidya spacetime and also extends a part of the work done in [1] in which event horizon candidates were located perturbatively. Here, we locate stretched horizons in close proximity to every event horizon candidate located in [1]. c) is an attempt to induce Weyl distortions with a thin shell of matter in an asymptotically flat spacetime without violating energy conditions.