In the mood: the dynamics of collective sentiments on Twitter

We study the relationship between the sentiment levels of Twitter users and the evolving network structure that the users created by @-mentioning each other. We use a large dataset of tweets to which we apply three sentiment scoring algorithms, including the open source SentiStrength program. Specifically we make three contributions. Firstly we find that people who have potentially the largest communication reach (according to a dynamic centrality measure) use sentiment differently than the average user: for example they use positive sentiment more often and negative sentiment less often. Secondly we find that when we follow structurally stable Twitter communities over a period of months, their sentiment levels are also stable, and sudden changes in community sentiment from one day to the next can in most cases be traced to external events affecting the community. Thirdly, based on our findings, we create and calibrate a simple agent-based model that is capable of reproducing measures of emotive response comparable to those obtained from our empirical dataset.

The land-atmosphere water flux in the tropics

Tropical vegetation is a major source of global land surface evapotranspiration, and can thus play a major role in global hydrological cycles and global atmospheric circulation. Accurate prediction of tropical evapotranspiration is critical to our understanding of these processes under changing climate. We examined the controls on evapotranspiration in tropical vegetation at 21 pan-tropical eddy covariance sites, conducted a comprehensive and systematic evaluation of 13 evapotranspiration models at these sites, and assessed the ability to scale up model estimates of evapotranspiration for the test region of Amazonia. Net radiation was the strongest determinant of evapotranspiration (mean evaporative fraction was 0.72) and explained 87% of the variance in monthly evapotranspiration across the sites. Vapor pressure deficit was the strongest residual predictor (14%), followed by normalized difference vegetation index (9%), precipitation (6%) and wind speed (4%). The radiation-based evapotranspiration models performed best overall for three reasons: (1) the vegetation was largely decoupled from atmospheric turbulent transfer (calculated from X decoupling factor), especially at the wetter sites; (2) the resistance-based models were hindered by difficulty in consistently characterizing canopy (and stomatal) resistance in the highly diverse vegetation; (3) the temperature-based models inadequately captured the variability in tropical evapotranspiration. We evaluated the potential to predict regional evapotranspiration for one test region: Amazonia. We estimated an Amazonia-wide evapotranspiration of 1370 mm yr(-1), but this value is dependent on assumptions about energy balance closure for the tropical eddy covariance sites; a lower value (1096 mm yr(-1)) is considered in discussion on the use of flux data to validate and interpolate models.

ADRB2 and LEPR Gene Polymorphisms: Synergistic Effects on the Risk of Obesity in Japanese

The objective of the present study was to validate a recently reported synergistic effect between variants located in the leptin receptor (LEPR) gene and in the beta-2 adrenergic receptor (ADRB2) gene on the risk of overweight/obesity. We studied a middle-aged/ elderly sample of 4,193 nondiabetic Japanese subjects stratified according gender (1,911 women and 2,282 men). The LEPR Gln223Arg (rs1137101) variant as well as both ADRB2 Arg16Gly (rs1042713) and Gln27Glu (rs1042714) polymorphisms were analyzed. The primary outcome was the risk of overweight/obesity defined as BMI >= 25 kg/m(2), whereas secondary outcomes included the risk of a BMI >= 27 kg/m(2) and BMI as a continuous variable. None of the studied polymorphisms showed statistically significant individual effects, regardless of the group or phenotype studied. Haplotype analysis also did not disclose any associations of ADRB2 polymorphisms with BMI. However, dimensionality reduction-based models confirmed significant interactions among the investigated variants for BMI as a continuous variable as well as for the risk of obesity defined as BMI >= 27 kg/m(2). All disclosed interactions were found in men only. Our results provide external validation for a male specific ADRB2-LEPR interaction effect on the risk of overweight/obesity, but indicate that effect sizes associated with these interactions may be smaller in the population studied.

Measuring Application Availability,Usage and Performance : Implementation of EnView System

The main objective for this degree project is to implement an Application Availability Monitoring (AAM) system named Softek EnView for Fujitsu Services. The aim of implementing the AAM system is to proactively identify end user performance problems, such as application and site performance, before the actual end users experience them. No matter how well applications and sites are designed and nomatter how well they meet business requirements, they are useless to the end users if the performance is slow and/or unreliable. It is important for the customers to find out whether the end user problems are caused by the network or application malfunction. The Softek EnView was comprised of the following EnView components: Robot, Monitor, Reporter, Collector and Repository. The implemented system, however, is designed to use only some of these EnView elements: Robot, Reporter and depository. Robots can be placed at any key user location and are dedicated to customers, which means that when the number of customers increases, at the sametime the amount of Robots will increase. To make the AAM system ideal for the company to use, it was integrated with Fujitsu Services’ centralised monitoring system, BMC PATROL Enterprise Manager (PEM). That was actually the reason for deciding to drop the EnView Monitor element. After the system was fully implemented, the AAM system was ready for production. Transactions were (and are) written and deployed on Robots to simulate typical end user actions. These transactions are configured to run with certain intervals, which are defined collectively with customers. While they are driven against customers’ applicationsautomatically, transactions collect availability data and response time data all the time. In case of a failure in transactions, the robot immediately quits the transactionand writes detailed information to a log file about what went wrong and which element failed while going through an application. Then an alert is generated by a BMC PATROL Agent based on this data and is sent to the BMC PEM. Fujitsu Services’ monitoring room receives the alert, reacts to it according to the incident management process in ITIL and by alerting system specialists on critical incidents to resolve problems. As a result of the data gathered by the Robots, weekly reports, which contain detailed statistics and trend analyses of ongoing quality of IT services, is provided for the Customers.

Agents and the Grid: Service Discovery

The Grid is a large-scale computer system that is capable of coordinating resources that are not subject to centralised control, whilst using standard, open, general-purpose protocols and interfaces, and delivering non-trivial qualities of service. In this chapter, we argue that Grid applications very strongly suggest the use of agent-based computing, and we review key uses of agent technologies in Grids: user agents, able to customize and personalise data; agent communication languages offering a generic and portable communication medium; and negotiation allowing multiple distributed entities to reach service level agreements. In the second part of the chapter, we focus on Grid service discovery, which we have identified as a prime candidate for use of agent technologies: we show that Grid-services need to be located via personalised, semantic-rich discovery processes, which must rely on the storage of arbitrary metadata about services that originates from both service providers and service users. We present UDDI-MT, an extension to the standard UDDI service directory approach that supports the storage of such metadata via a tunnelling technique that ties the metadata store to the original UDDI directory. The outcome is a flexible service registry which is compatible with existing standards and also provides metadata-enhanced service discovery.

On the Use of Agents in a Bioinformatics Grid

MyGrid is an e-Science Grid project that aims to help biologists and bioinformaticians to perform workflow-based in silico experiments, and help them to automate the management of such workflows through personalisation, notification of change and publication of experiments. In this paper, we describe the architecture of myGrid and how it will be used by the scientist. We then show how myGrid can benefit from agents technologies. We have identified three key uses of agent technologies in myGrid: user agents, able to customize and personalise data, agent communication languages offering a generic and portable communication medium, and negotiation allowing multiple distributed entities to reach service level agreements.

Leveraging new plans in AgentSpeak(PL)

In order to facilitate the development of agent-based software, several agent programming languages and architectures, have been created. Plans in these architectures are often self-contained procedures with an associated triggering event and a context condition, while any further information about the consequences of executing a plan is absent. However, agents designed using such an approach have limited flexibility at runtime, and rely on the designer’s ability to foresee all relevant situations an agent might have to handle. In order to overcome this limitation, we have created AgentSpeak(PL), an interpreter capable of performing state-space planning to generate new high-level plans. As the planning module creates new plans, the plan library is expanded, improving performance over time. However, for new plans to be useful in the long run, it is critical that the context condition associated with new plans is carefully generated. In this paper we describe a plan reuse technique aimed at improving an agent’s runtime performance by deriving optimal context conditions for new plans, allowing an agent to reuse generated plans as much as possible.

Determining the Trustworthiness of New Electronic Contracts

Expressing contractual agreements electronically potentially allows agents to automatically perform functions surrounding contract use: establishment, fulfilment, renegotiation etc. For such automation to be used for real business concerns, there needs to be a high level of trust in the agent-based system. While there has been much research on simulating trust between agents, there are areas where such trust is harder to establish. In particular, contract proposals may come from parties that an agent has had no prior interaction with and, in competitive business-to-business environments, little reputation information may be available. In human practice, trust in a proposed contract is determined in part from the content of the proposal itself, and the similarity of the content to that of prior contracts, executed to varying degrees of success. In this paper, we argue that such analysis is also appropriate in automated systems, and to provide it we need systems to record salient details of prior contract use and algorithms for assessing proposals on their content. We use provenance technology to provide the former and detail algorithms for measuring contract success and similarity for the latter, applying them to an aerospace case study.

SESAME: Finding Ways Of Promoting SME Adaptation To Flood Risk

Small and medium-sized companies and other enterprises (SMEs) around the world are exposed to flood risk and many of the 4.5 million in the UK are at risk. As SMEs represent almost half of total business turnover in the UK, their protection is a vital part of the drive for greater climate change resilience. However, few have measures in place to ensure the continuity of their activities during a flood and its aftermath. The SESAME project aims to develop tools that encourage businesses to discover ways of becoming more resilient to floods and to appreciate how much better off they will be once they have adapted to the ongoing risk. By taking some of the mystery out of flooding and flood risk, it aims to make it susceptible to the same business acumen that enables the UK’s SMEs to deal with the many other challenges they face. In this paper we will report on the different aspects of the research in the project Understanding behaviour Changing behaviour Modelling impacts Economic impacts Through the above the project will advise government, local authorities and other public bodies on how to improve their responses to floods and will enable them to recommend ways to improve the guidelines provided to SMEs in flood risk areas.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

In this paper we revisit the relationship between the equity and the forward premium puzzles. We construct return-based stochastic discount factors under very mild assumptions and check whether they price correctly the equity and the foreign currency risk premia. We avoid log-linearizations by using moments restrictions associated with euler equations to test the capacity of our return-based stochastic discount factors to price returns on the relevant assets. Our main finding is that a pricing kernel constructed only using information on American domestic assets accounts for both domestic and international stylized facts that escape consumption based models. In particular, we fail to reject the null hypothesis that the foreign currency risk premium has zero price when the instrument is the own current value of the forward premium.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

We build a pricing kernel using only US domestic assets data and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our stochastic discount factor as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets. We address predictability issues associated with the forward premium puzzle by: i) using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations, and; ii) by pricing Lustig and Verdelhan (2007)'s foreign currency portfolios. Our results indicate that the relevant state variables that explain foreign-currency market asset prices are also the driving forces behind U.S. domestic assets behavior.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

Using information on US domestic financial data only, we build a stochastic discount factor—SDF— and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our SDF as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets prices. We address predictability issues associated with the forward premium puzzle by: i) using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations, and; ii) by pricing Lustig and Verdelhan (2007)’s foreign currency portfolios. Our results indicate that the relevant state variables that explain foreign-currency market asset prices are also the driving forces behind U.S. domestic assets behavior.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

Using information on US domestic financial data only, we build a stochastic discount factor—SDF— and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our SDF as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets prices. We address predictability issues associated with the forward premium puzzle by: i) using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations, and; ii) by comparing this out-of-sample results with the one obtained performing an in-sample exercise, where the return-based SDF captures sources of risk of a representative set of developed and emerging economies government bonds. Our results indicate that the relevant state variables that explain foreign-currency market asset prices are also the driving forces behind U.S. domestic assets behavior.