The Early Toarcian anoxia, a synchronous event in the Western Tethys? An approach by quantitative biochronology (Unitary Associations), applied on calcareous nannofossils

During the Early Toarcian, major paleoenvironnemental and paleoceanographical changes occurred, leading to an oceanic anoxic event (OAE) and to a perturbation of the carbon isotope cycle. Although the standard biochronology of the Lower Jurassic is essentially based upon ammonites, in recent years biostratigraphy based on calcareous nannofossils and dinoflagellate cysts is increasingly used to date Jurassic rocks. However, the precise dating and correlation of the Early Toarcian OAE, and of the associated delta C-13 anomaly in different settings of the western Tethys, are still partly problematic, and it is still unclear whether these events are synchronous or not. In order to allow more accurate correlations of the organic rich levels recorded in the Lower Toarcian OAE, this account proposes a new biozonation based on a quantitative biochronology approach, the Unitary Associations (UA), applied to calcareous nannofossils. This study represents the first attempt to apply the UA method to Jurassic nannofossils. The study incorporates eighteen sections distributed across western Tethys and ranging from the Pliensbachian to Aalenian, comprising 1220 samples and 72 calcareous nannofossil taxa. The BioGraph [Savary, J., Guex, J., 1999. Discrete biochronological scales and unitary associations: description of the Biograph Computer program. Memoires de Geologie de Lausanne 34, 282 pp] and UA-Graph (Copyright Hammer O., Guex and Savary, 2002) softwares provide a discrete biochronological framework based upon multi-taxa concurrent range zones in the different sections. The optimized dataset generates nine UAs using the co-occurrences of 56 taxa. These UAs are grouped into six Unitary Association Zones (UA-Z), which constitute a robust biostratigraphic synthesis of all the observed or deduced biostratigraphic relationships between the analysed taxa. The UA zonation proposed here is compared to ``classic'' calcareous nannofossil biozonations, which are commonly used for the southern and the northern sides of Tethys. The biostratigraphic resolution of the UA-Zones varies from one nannofossil subzone or part of it to several subzones, and can be related to the pattern of calcareous nannoplankton originations and extinctions during the studied time interval. The Late Pliensbachian - Early Toarcian interval (corresponding to the UA-Z II) represents a major step in the Jurassic nannoplankton radiation. The recognized UA-Zones are also compared to the carbon isotopic negative excursion and TOC maximum in five sections of central Italy, Germany and England, with the aim of providing a more reliable correlation tool for the Early Toarcian OAE, and of the associated isotopic anomaly, between the southern and northern part of western Tethys. The results of this work show that the TOC maximum and delta C-13 negative excursion correspond to the upper part of the UA-Z II (i.e., UA 3) in the sections analysed. This suggests that the Early Toarcian OAE was a synchronous event within the western Tethys. (c) 2006 Elsevier B.V. All rights reserved.

Immediate Effects of Neurodynamic Sliding versus Muscle Stretching on Hamstring Flexibility in Subjects with Short Hamstring Syndrome.

Background. Hamstring injuries continue to affect active individuals and although inadequate muscle extensibility remains a commonly accepted factor, little is known about the most effective method to improve flexibility. Purpose. To determine if an isolated neurodynamic sciatic sliding technique would improve hamstring flexibility to a greater degree than stretching or a placebo intervention in asymptomatic subjects with short hamstring syndrome (SHS). Study Design. Randomized double-blinded controlled trial. Methods. One hundred and twenty subjects with SHS were randomized to 1 of 3 groups: neurodynamic sliding, hamstring stretching, and placebo control. Each subject's dominant leg was measured for straight leg raise (SLR) range of motion (ROM) before and after interventions. Data were analyzed with a 3 × 2 mixed model ANOVA followed by simple main effects analyses. Results. At the end of the study, more ROM was observed in the Neurodynamic and Stretching groups compared to the Control group and more ROM in the Neurodynamic group compared to Stretching group. Conclusion. Findings suggest that a neurodynamic sliding technique will increase hamstring flexibility to a greater degree than static hamstring stretching in healthy subjects with SHS. Clinical Relevance. The use of neurodynamic sliding techniques to improve hamstring flexibility in sports may lead to a decreased incidence in injuries; however, this needs to be formally tested.

Versión reducida del cuestionario CaMir (CaMir-R) para la evaluación del apego [Short version of CaMir questionnaire (CaMir-R) to assess attachment].

The CaMir is a questionnaire aimed at measuring attachment cognitions. It is based on subjects' evaluations of past and present attachment experiences and family functioning. It is a widely used tool both in research and in clinical settings. The aim of this study was to develop a short version of CaMir in Spanish (CaMir-R) and to obtain evidence about its validity and reliability in a sample of 676 adolescents (364 female and 312 male) belonging to different groups (clinical, maltreated, and community samples) with an age range between 13 and 19 years (M = 15.62, SD = 1.49). We examined its internal structure, convergent, and decision validity, the relationship between its dimensions and psychopathological symptoms, as well as its internal consistency and temporal stability. The CaMir-R included 7 factors whose internal consistency indexes ranged between 0.60 and 0.85. With the exception of the «Parental Permissiveness» dimension, which did not show good reliability, the results suggest that the CaMir-R provides a valid and reliable assessment of attachment representations and of the conception of family functioning.

Behavioral aspects of investment fund's markets: are good managers lucky or skilled?

It is generally accepted that financial markets are efficient in the long run a lthough there may be some deviations in the short run. It is also accepted that a good portfolio manager is the one who beats the market persistently along time, this type of manager could not exist if markets were perfectly efficient According to this in a pure efficient market we should find that managers know that they can not beat the market so they would undertake only pure passive management strategies. Assuming a certain degree of inefficiency in the short run, a market may show some managers who tr y to beat the market by undertaking active strategies. From Fama’s efficient markets theory we can state that these active managers may beat the market occasionally although they will not be able to enhance significantly their performance in the long run. On the other hand, in an inefficient market it would be expected to find a higher level of activity related with the higher probability of beating the market. In this paper we follow two objectives: first, we set a basis to analyse the level of efficiency in an asset invest- ment funds market by measuring performance, strategies activity and it’s persistence for a certain group of funds during the period of study. Second, we analyse individual performance persistence in order to determine the existence of skilled managers. The CAPM model is taken as theoretical background and the use of the Sharpe’s ratio as a suitable performance measure in a limited information environment leads to a group performance measurement proposal. The empiri- cal study takes quarterly data from 1999-2007 period, for the whole population of the Spanish asset investment funds market, provided by the CNMV (Comisión Nacional del Mercado de Valores). This period of study has been chosen to ensure a wide enough range of efficient market observation so it would allow us to set a proper basis to compare with the following period. As a result we develop a model that allows us to measure efficiency in a given asset mutual funds market, based on the level of strategy’s activity undertaken by managers. We also observe persistence in individual performance for a certain group of funds

Constructing brain functional networks from EEG: partial and unpartial correlations.

We consider electroencephalograms (EEGs) of healthy individuals and compare the properties of the brain functional networks found through two methods: unpartialized and partialized cross-correlations. The networks obtained by partial correlations are fundamentally different from those constructed through unpartial correlations in terms of graph metrics. In particular, they have completely different connection efficiency, clustering coefficient, assortativity, degree variability, and synchronization properties. Unpartial correlations are simple to compute and they can be easily applied to large-scale systems, yet they cannot prevent the prediction of non-direct edges. In contrast, partial correlations, which are often expensive to compute, reduce predicting such edges. We suggest combining these alternative methods in order to have complementary information on brain functional networks.

Use of a short hPDE6b promoter for rod gene transfer in a model of severe retinal cystrophy, the Rd10 mouse

Purpose: Gene therapy of severe retinal dystrophies directly affecting photoreceptor is still a challenge in terms of clinical application. One of the main hurdles is to generate high transgene expression specifically in rods or cones. In the present study, we are investigating the possibility to drive hPDE6b expression in the Rd10 mouse retina using a specific sequence of the human PDE6b promoter. Methods: Two 5' flanking fragments of the human PDE6b gene: (-93 to +53 (146 bp) and -297 to +53 (350 bp, see Di Polo and Farber, 1995) were cloned in different plasmids in order to check their expression in vitro and in vivo. These elements drove the activity of either luciferase (pGL3 plasmids) or EGFP (AAV2/8 backbone). Then, an AAV2/8 vector carrying the PDE6b cDNA was tested with subretinal injections at P9 in the Rd10 eyes. Eye fundus, OCT, ERG recordings and histological investigations were performed to assess the efficacy of the gene transfer. Results: The short PDE6b promoter containing 146bp (-93 to +53) showed the highest activity in the Y-79 cells, as described previously (Di Polo and Farber, 1995). Subretinal administrations of AAV2/8-PDE6bpromoter-EGFP allowed a rapid expression specifically in rods and not in cones. The expression is faster than a vector containing the CMV promoter. The AAV2/8-PDE6bpromoter-PDE6b and the control vector were injected at P9 in the Rd10 mouse retina and investigated 5 weeks post-injection. Out of 14 eyes, 6 presented an increased rod sensitivity of about 300 fold, and increased a- and b-wave responses in ERG recordings. Flicker stimulations revealed that cones are also functional. OCT images and histological analyses revealed an increased ONL size in the injected area. The retina treated with the therapeutic vector presented 4-6 rows of photoreceptors with outersegments containing PDE6b. In the control eyes, only 2-4 rows of photoreceptors with almost no OS were observed . Conclusions: The 146 bp promoter sequence (-93 to + 53) is the shortest regulatory element described to date which allows to obtain efficient rod-specific expression in the context of somatic gene transfer. This first result is of great interest for AAV vector design in general allowing more space for the accommodation of transgenes of interest and good expression in rods. Moreover we showed the proof of principle of the efficacy of AAV2/8-PDE6bp-PDE6b vector in the Rd10 mouse model of severe photoreceptor degeneration without using neither AAV mutated capsids, nor self-complementary vectors.

Contribution pollinique à l'étude du pléistocène de la région lémanique (Suisse) : paléoenvironnement des derniers 800'000 ans

Abstact : Pollinic contribution to a Pleistocene study of the Lake Geneva region (Switzerland) Palaeoenvironment of the last 800,000 years. Although the "Plateau Romand" (tableland of French-speaking Switzerland) has been marked by the repetitive action of different Quaternary glacial thrusts, numerous preserved outcrops here and there, thanks to favourable topographical conditions, provide sufficient pollinic content to reconstitute the significant botanical fluctuations and allow bio- and chrono-stratigraphical correlations with the long European sequences. The present study examines around ten Pleistocene deposits rich in pollens, whose presumed ages cover a range of 800,000 years. - The Early and Early-Middle Pleistocene are examined at Ecoteaux (VD), undeniably the oldest site in this study. The "Lower Formation of Ecoteaux", whose low pollinic content reveals an environment of the cold desert type, shows an inverse palaeomagnetic remanence. An age earlier than 780,000 years BP (Matuyama period or earlier) is proposed. The "Upper Formation of Ecoteaux" contains over eight major fluctuations in the vegetal covering, of which at least four temporal phases and one climatic optimum. The presence of botanical genera, relics of the Tertiary in particular Pterocarya and Carya, associated with the vegetal dynamic made up of short oscillations, contrives to link this formation to the Cromerian Complex. The thermomeres recorded could correspond to one or several interglacial periods from Middle Pleistocene. Possible correlations with marine isotopic stages 15, 17 and 19 are discussed. - The Middle and Late Pleistocene is approached through the sediments of Onnens (VD), Creux d'Enfer (FR), Port-Valais (VS), La Dénériaz (VD) and Cortaillod (NE). Each site provides a temperate interglacial flora, whose pollinic content is evaluated according to the different conceivable bio-stratigraphic correlations. - Finally the Würm is studied thanks to the outcrop of Marly (FR), together with the excavations at Villars-sous-Yens (VD), Versoix (GE) and Ollon (VD). Together, these observations tend to show that the west of the Swiss Plateau is a zone of transition between the meridian vegetation of the lower Rhone valley and that of beyond the Jura. At the outlet of the Rhone glacier, and on the borders of the prealpine and Jurassian glaciers, the region is situated at the crossroads of post-glacial botanical migrations, between the major axis of the Rhone valley and the Eastern refuge zones; this situation confers particular importance on it. Although believed to be deeply scraped by ice, one notices today that the "Plateau Romand" harbours overtwenty interglacial and interstadial sites. The abrasive action of the Rhone glacier has thus been more modest than previously estimated. The effective extension of glacial tongues, together with atmospheric circulation, are doubtless varying from one interglacial to another. Finally, the speeds of glacial movements, and the unbelievable vegetal vitality, are important parameters, capable of leading to deposits, very early enriched in pollens. RÉSUMÉS : Contribution pollinique à l'étude du Pléistocène de la région lémanique (Suisse) - Paléoenvironnement des derniers 800'000 ans Bien que le Plateau romand soit marqué par l'action répétitive des différentes poussées glaciaires quaternaires, de nombreux affleurements préservés ça et là, à la faveur de conditions topographiques favorables, livrent un contenu pollinique suffisant pour reconstituer des fluctuations botaniques significatives et autoriser des corrélations bioet chronostratigraphiques avec les longues séquences européennes. Le présent travail étudie une dizaine de dépôts pléistocènes riches en pollens, dont les âges présumés balaient un éventail de plus de 800'000 ans. - Le Pléistocène Ancien et Moyen inférieur, sont examinés à Ecoteaux (VD); indéniablement le site le plus ancien de cette étude. La "Formation inférieure d'Ecoteaux", dont le maigre contenu pollinique traduit un environnement de type désertique froid, présente une rémanence magnétique inverse. Un âge antérieur à 780'000 ans BP (période de Matuyama ou antérieure) est proposé. La "Formation supérieure d'Ecoteaux" comprend plus de huit fluctuations majeures du couvert végétal, parmi lesquelles on compte au moins quatre épisodes tempérés et un optimum climatique. La présence de genres botaniques reliques du Tertiaire, en particulier Pterocarya et Carya, associée à la dynamique végétale faite de courtes oscillations, concourent à lier cette formation au Complexe Cromérien. Les thermomères enregistrées pourraient correspondre à un- ou plusieurs interglaciaires du Pléistocène moyen. Les corrélations possibles avec les stades isotopiques marins, MIS 15, 17 et 19 sont discutées. - Le Pléistocène Moyen et Récent est abordé à travers les sédiments d'Onnens (VD), du Creux d'Enfer (FR), de Port-Valais (VS), de La Dénériaz (VD) et de Cortaillod (NE). Chaque site livre une flore tempérée interglaciaire, dont le contenu pollinique est évalué en fonction des différentes corrélations bio-stratigraphiques envisageables. - Enfin le Würm est étudié grâce à l'affleurement de Marly (FR), accompagné des forages de Villars-sous-Yens (VD), Versoix (GE) et Ollon (VD). L'ensemble de ces observations tend à montrer que l'ouest du Plateau suisse est une zone charnière entre la végétation méridionale de la basse vallée du Rhône et celle d'au-delà du Jura. Au débouché du glacier du Rhône et aux confins des glaciers préalpins et jurassiens, cette région est située au carrefour des migrations botaniques post-glaciaires, entre l'axe majeur de la vallée du Rhône et les zones refuges de l'Est. Cette situation lui confère une importance toute particulière. Alors qu'on pensait le Plateau romand profondément raboté par les glaces, on constate aujourd'hui qu'il recèle plus d'une vingtaine de sites interglaciaires et interstadiaires. L'action abrasive du glacier rhodanien a donc été plus modeste qu'envisagée jusqu'ici. L'extension effective des langues glaciaires, tout comme la circulation atmosphérique, diffèrent sans doute d'un interglaciaire à l'autre. Enfin la vitesse des mouvements glaciaires et l'incroyable vitalité végétale sont des paramètres importants, susceptibles d'avoir entraîné des dépôts, très précocement enrichis en pollens.

Short term impact of Tribulus terrestris intake on doping control analysis of endogenous steroids.

Tribulus terrestris is a nutritional supplement highly debated regarding its physiological and actual effects on the organism. The main claimed effect is an increase of testosterone anabolic and androgenic action through the activation of endogenous testosterone production. Even if this biological pathway is not entirely proven, T. terrestris is regularly used by athletes. Recently, the analysis of two female urine samples by GC/C/IRMS (gas chromatography/combustion/isotope-ratio-mass-spectrometry) conclusively revealed the administration of exogenous testosterone or its precursors, even if the testosterone glucuronide/epitestosterone glucuronide (T/E) ratio and steroid marker concentrations were below the cut-off values defined by World Anti-Doping Agency (WADA). To argue against this adverse analytical finding, the athletes recognized having used T. terrestris in their diet. In order to test this hypothesis, two female volunteers ingested 500 mg of T. terrestris, three times a day and for two consecutive days. All spot urines were collected during 48 h after the first intake. The (13)C/(12)C ratio of ketosteroids was determined by GC/C/IRMS, the T/E ratio and DHEA concentrations were measured by GC/MS and LH concentrations by radioimmunoassay. None of these parameters revealed a significant variation or increased above the WADA cut-off limits. Hence, the short-term treatment with T. terrestris showed no impact on the endogenous testosterone metabolism of the two subjects.

Méthodes sismiques actives adaptées à l'étude de milieux hétérogènes : application aux glissements de terrain

Résumé Les glissements de terrain représentent un des principaux risques naturels dans les régions montagneuses. En Suisse, chaque année les glissements de terrains causent des dégâts qui affectent les infrastructures et ont des coûts financiers importants. Une bonne compréhension des mécanismes des glissements peut permettre d'atténuer leur impact. Celle-ci passe notamment par la connaissance de la structure interne du glissement, la détermination de son volume et de son ou ses plans de glissement. Dans un glissement de terrain, la désorganisation et la présence de fractures dans le matériel déplacé engendre un changement des paramètres physiques et en particulier une diminution des vitesses de propagation des ondes sismiques ainsi que de la densité du matériel. Les méthodes sismiques sont de ce fait bien adaptées à l'étude des glissements de terrain. Parmi les méthodes sismiques, l'analyse de la dispersion des ondes de surface est une méthode simple à mettre en oeuvre. Elle présente l'avantage d'estimer les variations des vitesses de cisaillement avec la profondeur sans avoir spécifiquement recours à l'utilisation d'une source d'onde S et de géophones horizontaux. Sa mise en oeuvre en trois étapes implique la mesure de la dispersion des ondes de surface sur des réseaux étendus, la détermination des courbes de dispersion pour finir par l'inversion de ces courbes. Les modèles de vitesse obtenus à partir de cette procédure ne sont valides que lorsque les milieux explorés ne présentent pas de variations latérales. En pratique cette hypothèse est rarement vérifiée, notamment pour un glissement de terrain dans lequel les couches remaniées sont susceptibles de présenter de fortes hétérogénéités latérales. Pour évaluer la possibilité de déterminer des courbes de dispersion à partir de réseaux de faible extension des mesures testes ont été effectuées sur un site (Arnex, VD) équipé d'un forage. Un profil sismique de 190 m de long a été implanté dans une vallée creusée dans du calcaire et remplie par des dépôts glacio-lacustres d'une trentaine de mètres d'épaisseur. Les données acquises le long de ce profil ont confirmé que la présence de variations latérales sous le réseau de géophones affecte l'allure des courbes de dispersion jusqu'à parfois empêcher leur détermination. Pour utiliser l'analyse de la dispersion des ondes de surface sur des sites présentant des variations latérales, notre approche consiste à déterminer les courbes de dispersions pour une série de réseaux de faible extension, à inverser chacune des courbes et à interpoler les différents modèles de vitesse obtenus. Le choix de la position ainsi que de l'extension des différents réseaux de géophones est important. Il tient compte de la localisation des hétérogénéités détectées à partir de l'analyse de sismique réfraction, mais également d'anomalies d'amplitudes observées sur des cartes qui représentent dans le domaine position de tir - position du récepteur, l'amplitude mesurée pour différentes fréquences. La procédure proposée par Lin et Lin (2007) s'est avérée être une méthode efficace permettant de déterminer des courbes de dispersion à partir de réseaux de faible extension. Elle consiste à construire à partir d'un réseau de géophones et de plusieurs positions de tir un enregistrement temps-déports qui tient compte d'une large gamme de distances source-récepteur. Au moment d'assembler les différentes données une correction de phase est appliquée pour tenir compte des hétérogénéités situées entre les différents points de tir. Pour évaluer cette correction nous suggérons de calculer pour deux tir successif la densité spectrale croisée des traces de même offset: Sur le site d'Arnex, 22 courbes de dispersions ont été déterminées pour de réseaux de géophones de 10 m d'extension. Nous avons également profité du forage pour acquérir un profil de sismique verticale en ondes S. Le modèle de vitesse S déduit de l'interprétation du profil de sismique verticale est utilisé comme information à priori lors l'inversion des différentes courbes de dispersion. Finalement, le modèle en deux dimension qui a été établi grâce à l'analyse de la dispersion des ondes de surface met en évidence une structure tabulaire à trois couches dont les limites coïncident bien avec les limites lithologiques observées dans le forage. Dans celui-ci des argiles limoneuses associées à une vitesse de propagation des ondes S de l'ordre de 175 m/s surmontent vers 9 m de profondeur des dépôts de moraine argilo-sableuse caractérisés par des vitesses de propagation des ondes S de l'ordre de 300 m/s jusqu'à 14 m de profondeur et supérieur ou égal à 400 m/s entre 14 et 20 m de profondeur. Le glissement de la Grande Combe (Ballaigues, VD) se produit à l'intérieur du remplissage quaternaire d'une combe creusée dans des calcaires Portlandien. Comme dans le cas du site d'Arnex les dépôts quaternaires correspondent à des dépôts glacio-lacustres. Dans la partie supérieure la surface de glissement a été localisée à une vingtaine de mètres de profondeur au niveau de l'interface qui sépare des dépôts de moraine jurassienne et des dépôts glacio-lacustres. Au pied du glissement 14 courbes de dispersions ont été déterminées sur des réseaux de 10 m d'extension le long d'un profil de 144 m. Les courbes obtenues sont discontinues et définies pour un domaine de fréquence de 7 à 35 Hz. Grâce à l'utilisation de distances source-récepteur entre 8 et 72 m, 2 à 4 modes de propagation ont été identifiés pour chacune des courbes. Lors de l'inversion des courbes de dispersion la prise en compte des différents modes de propagation a permis d'étendre la profondeur d'investigation jusqu'à une vingtaine de mètres de profondeur. Le modèle en deux dimensions permet de distinguer 4 couches (Vs1 < 175 m/s, 175 m/s < Vs2 < 225 m/s, 225 m/s < Vs3 < 400 m/s et Vs4 >.400 m/s) qui présentent des variations d'épaisseur. Des profils de sismiques réflexion en ondes S acquis avec une source construite dans le cadre de ce travail, complètent et corroborent le modèle établi à partir de l'analyse de la dispersion des ondes de surface. Un réflecteur localisé entre 5 et 10 m de profondeur et associé à une vitesse de sommation de 180 m/s souligne notamment la géométrie de l'interface qui sépare la deuxième de la troisième couche du modèle établi à partir de l'analyse de la dispersion des ondes de surface. Abstract Landslides are one of the main natural hazards in mountainous regions. In Switzerland, landslides cause damages every year that impact infrastructures and have important financial costs. In depth understanding of sliding mechanisms may help limiting their impact. In particular, this can be achieved through a better knowledge of the internal structure of the landslide, the determination of its volume and its sliding surface or surfaces In a landslide, the disorganization and the presence of fractures in the displaced material generate a change of the physical parameters and in particular a decrease of the seismic velocities and of the material density. Therefoe, seismic methods are well adapted to the study of landslides. Among seismic methods, surface-wave dispersion analysis is a easy to implement. Through it, shearwave velocity variations with depth can be estimated without having to resort to an S-wave source and to horizontal geophones. Its 3-step implementation implies measurement of surface-wave dispersion with long arrays, determination of the dispersion curves and finally inversion of these curves. Velocity models obtained through this approach are only valid when the investigated medium does not include lateral variations. In practice, this assumption is seldom correct, in particular for landslides in which reshaped layers likely include strong lateral heterogeneities. To assess the possibility of determining dispersion curves from short array lengths we carried out tests measurements on a site (Arnex, VD) that includes a borehole. A 190 m long seismic profile was acquired in a valley carved into limestone and filled with 30 m of glacio-lacustrine sediments. The data acquired along this profile confirmed that the presence of lateral variations under the geophone array influences the dispersion-curve shape so much that it sometimes preventes the dispersion curves determination. Our approach to use the analysis of surface-wave dispersion on sites that include lateral variations consists in obtaining dispersion curves for a series of short length arrays; inverting each so obtained curve and interpolating the different obtained velocity model. The choice of the location as well as the geophone array length is important. It takes into account the location of the heterogeneities that are revealed by the seismic refraction interpretation of the data but also, the location of signal amplitude anomalies observed on maps that represent, for a given frequency, the measured amplitude in the shot position - receiver position domain. The procedure proposed by Lin and Lin (2007) turned out to be an efficient one to determine dispersion curves using short extension arrays. It consists in building a time-offset from an array of geophones with a wide offset range by gathering seismograms acquired with different source-to-receiver offsets. When assembling the different data, a phase correction is applied in order to reduce static phase error induced by lateral variation. To evaluate this correction, we suggest to calculate, for two successive shots, the cross power spectral density of common offset traces. On the Arnex site, 22 curves were determined with 10m in length geophone-arrays. We also took advantage of the borehole to acquire a S-wave vertical seismic profile. The S-wave velocity depth model derived from the vertical seismic profile interpretation is used as prior information in the inversion of the dispersion-curves. Finally a 2D velocity model was established from the analysis of the different dispersion curves. It reveals a 3-layer structure in good agreement with the observed lithologies in the borehole. In it a clay layer with a shear-wave of 175 m/s shear-wave velocity overlies a clayey-sandy till layer at 9 m depth that is characterized down to 14 m by a 300 m/s S-wave velocity; these deposits have a S-wave velocity of 400 m/s between depths of 14 to 20 m. The La Grand Combe landslide (Ballaigues, VD) occurs inside the Quaternary filling of a valley carved into Portlandien limestone. As at the Arnex site, the Quaternary deposits correspond to glaciolacustrine sediments. In the upper part of the landslide, the sliding surface is located at a depth of about 20 m that coincides with the discontinuity between Jurassian till and glacio-lacustrine deposits. At the toe of the landslide, we defined 14 dispersion curves along a 144 m long profile using 10 m long geophone arrays. The obtained curves are discontinuous and defined within a frequency range of 7 to 35 Hz. The use of a wide range of offsets (from 8 to 72 m) enabled us to determine 2 to 4 mode of propagation for each dispersion curve. Taking these higher modes into consideration for dispersion curve inversion allowed us to reach an investigation depth of about 20 m. A four layer 2D model was derived (Vs1< 175 m/s, 175 m/s <Vs2< 225 m/s, 225 m/s < Vs3 < 400 m/s, Vs4> 400 m/s) with variable layer thicknesses. S-wave seismic reflection profiles acquired with a source built as part of this work complete and the velocity model revealed by surface-wave analysis. In particular, reflector at a depth of 5 to 10 m associated with a 180 m/s stacking velocity image the geometry of the discontinuity between the second and third layer of the model derived from the surface-wave dispersion analysis.

Calibration of stochastic volatility models via second order approximation: the Heston model case

Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.

On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

Formation of the long range Dpp morphogen gradient.

The TGF-β homolog Decapentaplegic (Dpp) acts as a secreted morphogen in the Drosophila wing disc, and spreads through the target tissue in order to form a long range concentration gradient. Despite extensive studies, the mechanism by which the Dpp gradient is formed remains controversial. Two opposing mechanisms have been proposed: receptor-mediated transcytosis (RMT) and restricted extracellular diffusion (RED). In these scenarios the receptor for Dpp plays different roles. In the RMT model it is essential for endocytosis, re-secretion, and thus transport of Dpp, whereas in the RED model it merely modulates Dpp distribution by binding it at the cell surface for internalization and subsequent degradation. Here we analyzed the effect of receptor mutant clones on the Dpp profile in quantitative mathematical models representing transport by either RMT or RED. We then, using novel genetic tools, experimentally monitored the actual Dpp gradient in wing discs containing receptor gain-of-function and loss-of-function clones. Gain-of-function clones reveal that Dpp binds in vivo strongly to the type I receptor Thick veins, but not to the type II receptor Punt. Importantly, results with the loss-of-function clones then refute the RMT model for Dpp gradient formation, while supporting the RED model in which the majority of Dpp is not bound to Thick veins. Together our results show that receptor-mediated transcytosis cannot account for Dpp gradient formation, and support restricted extracellular diffusion as the main mechanism for Dpp dispersal. The properties of this mechanism, in which only a minority of Dpp is receptor-bound, may facilitate long-range distribution.

A century of global equity market correlations

In this paper, we use a unique long-run dataset of regulatory constraints on capital account openness to explain stock market correlations. Since stock returns themselves are highly volatile, any examination of what drives correlations needs to focus on long runs of data. This is particularly true since some of the short-term changes in co-movements appear to reverse themselves (Delroy Hunter 2005). We argue that changes in the co-movement of indices have not been random. Rather, they are mainly driven by greater freedom to move funds from one country to another. In related work, Geert Bekaert and Campbell Harvey (2000) show that equity correlations increase after liberalization of capital markets, using a number of case studies from emerging countries. We examine this pattern systematically for the last century, and find it to be most pronounced in the recent past. We compare the importance of capital account openness with one main alternative explanation, the growing synchronization of economic fundamentals. We conclude that greater openness has been the single most important cause of growing correlations during the last quarter of a century, though increasingly correlated economic fundamentals also matter. In the conclusion, we offer some thoughts on why the effects of greater openness appear to be so much stronger today than they were during the last era of globalization before 1914.

Local-scale spatial variation in diversity of social wasps in an Amazonian rain forest in Caxiuanã, Pará, Brazil (Hymenoptera, Vespidae, Polistinae)

Polistine wasps are important in Neotropical ecosystems due to their ubiquity and diversity. Inventories have not adequately considered spatial attributes of collected specimens. Spatial data on biodiversity are important for study and mitigation of anthropogenic impacts over natural ecosystems and for protecting species. We described and analyzed local-scale spatial patterns of collecting records of wasp species, as well as spatial variation of diversity descriptors in a 2500-hectare area of an Amazon forest in Brazil. Rare species comprised the largest fraction of the fauna. Close range spatial effects were detected for most of the more common species, with clustering of presence-data at short distances. Larger spatial lag effects could also be identified in some species, constituting probably cases of exogenous autocorrelation and candidates for explanations based on environmental factors. In a few cases, significant or near significant correlations were found between five species (of Agelaia, Angiopolybia, and Mischocyttarus) and three studied environmental variables: distance to nearest stream, terrain altitude, and the type of forest canopy. However, association between these factors and biodiversity variables were generally low. When used as predictors of polistine richness in a linear multiple regression, only the coefficient for the forest canopy variable resulted significant. Some level of prediction of wasp diversity variables can be attained based on environmental variables, especially vegetation structure. Large-scale landscape and regional studies should be scheduled to address this issue.

Semiclassical theory of shot noise in ballistic n+in+ semiconductor structures: relevance of Pauli and long range Coulomb interactions

We work out a semiclassical theory of shot noise in ballistic n+-i-n+ semiconductor structures aiming at studying two fundamental physical correlations coming from Pauli exclusion principle and long-range Coulomb interaction. The theory provides a unifying scheme which, in addition to the current-voltage characteristics, describes the suppression of shot noise due to Pauli and Coulomb correlations in the whole range of system parameters and applied bias. The whole scenario is summarized by a phase diagram in the plane of two dimensionless variables related to the sample length and contact chemical potential. Here different regions of physical interest can be identified where only Coulomb or only Pauli correlations are active, or where both are present with different relevance. The predictions of the theory are proven to be fully corroborated by Monte Carlo simulations.