Clustering and diffusion in a symplectic map lattice with non-local coupling

We study a symplectic chain with a non-local form of coupling by means of a standard map lattice where the interaction strength decreases with the lattice distance as a power-law, in Such a way that one can pass continuously from a local (nearest-neighbor) to a global (mean-field) type of coupling. We investigate the formation of map clusters, or spatially coherent structures generated by the system dynamics. Such clusters are found to be related to stickiness of chaotic phase-space trajectories near periodic island remnants, and also to the behavior of the diffusion coefficient. An approximate two-dimensional map is derived to explain some of the features of this connection. (C) 2008 Elsevier Ltd. All rights reserved.

A novel MAP-MRF approach for multispectral image contextual classification using combination of suboptimal iterative algorithms

In this paper we present a novel approach for multispectral image contextual classification by combining iterative combinatorial optimization algorithms. The pixel-wise decision rule is defined using a Bayesian approach to combine two MRF models: a Gaussian Markov Random Field (GMRF) for the observations (likelihood) and a Potts model for the a priori knowledge, to regularize the solution in the presence of noisy data. Hence, the classification problem is stated according to a Maximum a Posteriori (MAP) framework. In order to approximate the MAP solution we apply several combinatorial optimization methods using multiple simultaneous initializations, making the solution less sensitive to the initial conditions and reducing both computational cost and time in comparison to Simulated Annealing, often unfeasible in many real image processing applications. Markov Random Field model parameters are estimated by Maximum Pseudo-Likelihood (MPL) approach, avoiding manual adjustments in the choice of the regularization parameters. Asymptotic evaluations assess the accuracy of the proposed parameter estimation procedure. To test and evaluate the proposed classification method, we adopt metrics for quantitative performance assessment (Cohen`s Kappa coefficient), allowing a robust and accurate statistical analysis. The obtained results clearly show that combining sub-optimal contextual algorithms significantly improves the classification performance, indicating the effectiveness of the proposed methodology. (C) 2010 Elsevier B.V. All rights reserved.

Groundwater favorability map using GIS multicriteria data analysis on crystalline terrain, Sao Paulo State, Brazil

This paper presents the groundwater favorability mapping on a fractured terrain in the eastern portion of Sao Paulo State, Brazil. Remote sensing, airborne geophysical data, photogeologic interpretation, geologic and geomorphologic maps and geographic information system (GIS) techniques have been used. The results of cross-tabulation between these maps and well yield data allowed groundwater prospective parameters in a fractured-bedrock aquifer. These prospective parameters are the base for the favorability analysis whose principle is based on the knowledge-driven method. The mutticriteria analysis (weighted linear combination) was carried out to give a groundwater favorabitity map, because the prospective parameters have different weights of importance and different classes of each parameter. The groundwater favorability map was tested by cross-tabulation with new well yield data and spring occurrence. The wells with the highest values of productivity, as well as all the springs occurrence are situated in the excellent and good favorabitity mapped areas. It shows good coherence between the prospective parameters and the well yield and the importance of GIS techniques for definition of target areas for detail study and wells location. (c) 2008 Elsevier B.V. All rights reserved.

Spacelike Surfaces in L(4) with Degenerate Gauss Map

In this paper we study and present a complete classification of spacelike surfaces with degenerate Gauss map in the Lorentz-Minkowski space L(4).

Thioredoxin-1 promotes survival in cells exposed to S-nitrosoglutathione: Correlation with reduction of intracellular levels of nitrosothiols and up-regulation of the ERK1/2 MAP Kinases

Accumulating evidence indicates that post-translational protein modifications by nitric oxide and its derived species are critical effectors of redox signaling in cells. These protein modifications are most likely controlled by intracellular reductants. Among them, the importance of the 12 kDa dithiol protein thioredoxin-1 (TRX-1) has been increasingly recognized. However, the effects of TRX-1 in cells exposed to exogenous nitrosothiols remain little understood. We investigated the levels of intracellular nitrosothiols and survival signaling in HeLa cells over-expressing TRX-1 and exposed to S-nitrosoglutahione (GSNO). A role for TRX-1 expression on GSNO catabolism and cell viability was demonstrated by the concentration-dependent effects of GSNO on decreasing TRX-1 expression, activation of capase-3, and increasing cell death. The over-expressaion of TRX-1 in HeLa cells partially attenuated caspase-3 activation and enhanced cell viability upon GSNO treatment. This was correlated with reduction of intracellular levels of nitrosothiols and increasing levels of nitrite and nitrotyrosine. The involvement of ERK, p38 and JNK pathways were investigated in parental cells treated with GSNO. Activation of ERK1/2 MAP kinases was shown to be critical for survival signaling. lit cells over-expressing TRX-1, basal phosphorylation levels of ERK1/2 MAP kinases were higher and further increased after GSNO treatment. These results indicate that the enhanced cell viability promoted by TRX-1 correlates with its capacity to regulate the levels of intracellular nitiosothiols and to up-regulate the survival signaling pathway mediated by the ERK1/2 MAP kinases.

A Map of Impoundments and Their Primary Purpose on Maine Rivers

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DETAILED MAP AND RECREATIONAL SUITABILITY ASSESSMENT OF THE COLBY TRAIL SYSTEM

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Pressure Perturbation Calorimetry and Guest-Host Chemistry of NDMG and N-MAP with p-Sulfonatocalix[6]arene

The aim of this project is to provide an explanation for recently obtained binding constants for two similar guest molecules, NDMG and N-MAP, with a p-sulfonatocalix[6]arene host in ammonium acetate buffer. This work was done primarily using pressure perturbation calorimetry, which is a technique that determines the coefficient of thermal expansion, α, which is in turn related to the solute molecule's effect on the order of the surrounding water molecules. A series of experiments were designed to test the effects of suspected confounding variables on the validity of PPC data. PPC was then used to study NDMG and N-MAP in ammonium acetate buffer. NDMG exhibited a minimum in α as function of temperature, while N-MAP did not. This difference was theorized to be due to the formation of an intramolecular hydrogen bond in monocationic NDMG that would lower the heat capacity of the molecule and better distribute the molecule's charge. Computational work and nuclear magnetic resonance spectroscopy confirmed that monocationic, ring-closed NDMG has less concentrated charge and more constrained motion than monocationic, ring-open NDMG. This evidence supports the theory that monocationic NDMG forms an intramolecular hydrogen bond and that this may be responsible for the minimum in α. This difference may explain the differences in binding constants between NDMG and N-MAP.

Detailed Map and Recreational Suitability Assessment of the Colby Trail System

This map is designed as a resource for students and the public to use and develop a better understanding of the trails system on the Colby Campus. I used a Garmin GPSmap 60CS to chart all the trails on Runnals Hill and in the Arboretum. Then, using ArcGIS, I compiled the tracked trails and laid them over an aerial photo of the campus. Because many of the trails are hard to find, I took digital photos of each trail entry to help the user locate them. Then, by taking note of the grade and width of the trail, I decided which trails were suitable for certain activities. This gives users an idea of where to go for walking, running, mountain biking, cross-country skiing, and snowshoeing.

February 2002: Futures, Part III, Cooperative Ventures and Services

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February 2011: National Broadband Map

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Are price limits on futures markets that cool? evidence from the brazilian merchantile & futures exchange

This paper investigates the impact of price limits on the Brazil- ian future markets using high frequency data. The aim is to identify whether there is a cool-off or a magnet effect. For that purpose, we examine a tick-by-tick data set that includes all contracts on the São Paulo stock index futures traded on the Brazilian Mercantile and Futures Exchange from January 1997 to December 1999. Our main finding is that price limits drive back prices as they approach the lower limit. There is a strong cool-off effect of the lower limit on the conditional mean, whereas the upper limit seems to entail a weak magnet effect on the conditional variance. We then build a trading strategy that accounts for the cool-off effect so as to demonstrate that the latter has not only statistical, but also economic signifi- cance. The resulting Sharpe ratio indeed is way superior to the buy-and-hold benchmarks we consider.

Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange

This paper investigates the impact of price limits on the Brazilian futures markets using high frequency data. The aim is to identify whether there is a cool-off or a magnet effect. For that purpose, we examine a tick-by-tick data set that includes all contracts on the S˜ao Paulo stock index futures traded on the Brazilian Mercantile and Futures Exchange from January 1997 to December 1999. The results indicate that the conditional mean features a floor cool-off effect, whereas the conditional variance significantly increases as the price approaches the upper limit. We then build a trading strategy that accounts for the cool-off effect in the conditional mean so as to demonstrate that the latter has not only statistical, but also economic significance. The in-sample Sharpe ratio indeed is way superior to the buy-and-hold benchmarks we consider, whereas out-of-sample results evince similar performances.

Spread trading strategy for intraday short term interest rate futures markets

Neste trabalho analisaram-se estratégias de spread calendário de contratos futuros de taxa de juros de curto prazo (STIR – Short Term Interest Rate) em operações de intraday trade. O spread calendário consiste na compra e venda simultânea de contratos de STIR com diferentes maturidades. Cada um dos contratos individualmente se comporta de forma aleatória e dificilmente previsível. No entanto, no longo prazo, pares de contratos podem apresentar um comportamento comum, com os desvios de curto prazo sendo corrigidos nos períodos seguintes. Se este comportamento comum for empiricamente confirmado, há a possibilidade de desenvolver uma estratégia rentável de trading. Para ser bem sucedida, esta estratégia depende da confirmação da existência de um equilíbrio de longo prazo entre os contratos e a definição do limite de spread mais adequado para a mudança de posições entre os contratos. Neste trabalho, foram estudadas amostras de 1304 observações de 5 diferentes séries de spread, coletadas a cada 10 minutos, durante um período de 1 mês. O equilíbrio de longo prazo entre os pares de contratos foi testado empiricamente por meio de modelos de cointegração. Quatro pares mostraram-se cointegrados. Para cada um destes, uma simulação permitiu a estimação de um limite que dispararia a troca de posições entre os contratos, maximizando os lucros. Uma simulação mostrou que a aplicação deste limite, levando em conta custos de comissão e risco de execução, permitiria obter um fluxo de caixa positivo e estável ao longo do tempo.

Pricing and hedging of oil futures : a unifying approach

We develop and empirically test a continuous time equilibrium model for the pricing of oil futures. The model provides a link between no-arbitrage models and expectation oriented models. It highlights the role of inventories for the identification of different pricing regimes. In an empirical study the hedging performance of our model is compared with five other one- and two-factor pricing models. The hedging problem considered is related to Metallgesellschaft´s strategy to hedge long-term forward commitments with short-term futures. The results show that the downside risk distribution of our inventory based model stochastically dominates those of the other models.