Quantitative Information Flow, Relations and Polymorphic Types

This paper uses Shannon's information theory to give a quantitative definition of information flow in systems that transform inputs to outputs. For deterministic systems, the definition is shown to specialise to a simpler form when the information source and the known inputs jointly determine the inputs. For this special case, the definition is related to the classical security condition of non-interference and an equivalence is established between non-interference and independence of random variables. Quantitative information flow for deterministic systems is then presented in relational form. With this presentation, it is shown how relational parametricity can be used to derive upper and lower bounds on information flows through families of functions defined in the second order lambda calculus.

Investigation of Iron (III) desferrioxamine B oxalate ligand exchange by UV-vis spectroscopy: the next step in developing a quantitative analytical method for measuring bioavailable iron in marine ecosystems

To date there are no analytical techniques designed to exclusively measure bioavailable iron in marine environments. The goal of this research is to develop such a technique by isolating the bioavailable iron using the terrestrial siderophore desferrioxamine B (DFB). This project contained many challenging aspects, but the specific goal of this study was to develop a robust analytical technique for quantification of Fe(III)-DFB complexes at nanomolar concentrations. Past work showed that oxalate (Ox) promotes photodissociation of Fe(III)-DFB to Fe(Il), and we are specifically interested in the mechanism of this process. A model was developed using known thermodynamic constants for Fe(III)-DFB and Fe(III) oxalato complexes and adjusting for ionic strength. The model was confirmed by monitoring the UV-VIS absorbance of the system at a variety of oxalate concentrations and pH. The model did not include ternary complexes. Next., the rate of Fe(1I) production during UV irradiation was examined. The results showed that the rate of Fe(II) production was based entirely on the [Fe(Ox)?]3- speciation, and that reoxidation of Fe(II) occurred via reactive oxygen intermediates. This reoxidation could be avoided by either decreasing the oxygen concentration or by adding a Fe(II) stabilizing reagent, such as ferrozine. Further studies need to be done to confirm that these results apply at sub nanomolar concentrations, and the issue of Fe(II) reoxidation at lower Fe concentrations needs to be addressed.

Quantitative Analysis of Diepoxybutane Damage within the Chicken β-globin Domain

In industrial polymer and synthetic rubber production facilities, workers are exposed to 1,3-butadiene. This compound is converted in vivo to 1,2,3,4-diepoxybutane (DEB) and has been linked to increased incidences of cancer in these individuals. Carcinogenesis has been attributed to formation of DEB induced DNA interstrand cross-links. Previous studies have demonstrated that DEB cross-links deoxyguanosine residues within 5'-GNC sequences in synthetic DNA, in restriction fragments, and in defined sequence nucleosomes. The current study utilized the polymerase chain reaction (PCR) to examine DEB damage frequencies within nuclear genes, found within "open" regions of chromatin, as compared to regions of unexpressed sequence that reside in tightly packed, "closed" chromatin, to more closely model DEB reactivity in vivo. These initial studies have been performed in chicken liver homogenates. Preliminarily, we have found a dose-dependent DEB lesion-forming response within "open" chromatin. DEB appears to have little-to-no effect upon regions of "closed" chromatin.

Mapping of Diepoxybutane Damage in the Cytochrome b Domain of Mitochondrial DNA and the β-globin Domain of Nuclear Chicken DNA Using Quantitative PCR

Diepoxybutane (DEB), a known industrial carcinogen, reacts with DNA primarily at the N7 position of deoxyguanosine residues and creates interstrand cross-links at the sequence 5'-GNC. Since N7-N7 cross-links cause DNA to fragment upon heating, quantative polymerase chain reaction (QPCR) is being used in this experiment to measure the amount of DEB damage (lesion frequency) with three different targets-mitochondrial (unpackaged), open chromatin region, and closed chromatin region. Initial measurements of DEB damage within these three targets were not consistent because the template DNA was not the limiting reagent in the PCR. Follow-up PCR trials using a limiting amount of DNA are still in progress although initial experimentation looks promising. Sequencing of these three targets to confirm the primer targets has only been successfully performed for the closed chromatin target and does not match the sequence from NIH used to design that primer pair. Further sequencing trials need to be conducted on all three targets to assure that a mitochondrial, open chromatin, and closed chromatin region are actually being amplified in this experimental series.

A study of the impacts of quantitative easing on the macroeconomics variables

Neste trabalho, propusemos um modelo DSGE que busca responder algumas questões sobre políticas de afrouxamento monetário (Quantitative Easing - QE) recentemente implementadas em resposta à crise de 2008. Desenvolvemos um modelo DSGE com agentes heterogêneos e preferred-habitat nas compras de títulos do governo. Nosso modelo permite o estudo da otimalidade da compra de portfolio (em termos de duration dos títulos) para os bancos centrais quando estão implementando a política. Além disso, a estrutura heterogênea nos permite olhar para distribuição de renda provocada pelas compras de títulos. Nossos resultados preliminares evidenciam o efeito distributivo do QE. No entanto, nosso modelo expandido apresentou alguns problemas de estabilidade.

Pair trading in Bovespa with a quantitative approach: cointegration, Ornstein-Uhlenbeck equation and Kelly criterion.

Pair trading is an old and well-known technique among traders. In this paper, we discuss an important element not commonly debated in Brazil: the cointegration between pairs, which would guarantee the spread stability. We run the Dickey-Fuller test to check cointegration, and then compare the results with non-cointegrated pairs. We found that the Sharpe ratio of cointegrated pairs is greater than the non-cointegrated. We also use the Ornstein-Uhlenbeck equation in order to calculate the half-life of the pairs. Again, this improves their performance. Last, we use the leverage suggested by Kelly Formula, once again improving the results.

Sovereign debt with adverse selection : a quantitative approach

We construct a dynamic equilibrium model to quantitatively study sovereign debt with contingent services and country risk spreads such that the benefits of defaulting are tempered by higher interest rates in the future. For a wide range of parameters, the only equilibrium of the model is one in which the sovereign defaults in all states, unless defaulting incurs additional costs. Due to the adverse selection problem, some countries choose to delay default in order to reduce reputation loss. Although equilibria with no default imply in greater welfare levels, they are not sustainable in the highly indebted and volatile countries.

O impacto da quantitative easing americano no preço dos ativos brasileiros

Aplicando uma metodologia de testes de eventos, este estudo avalia o impacto dos anúncios de implementação e retirada dos estímulos monetários pelo Banco Central americano (FED) entre 2008 a 2013 sobre a curva de juros, a taxa de câmbio e a bolsa brasileira. Os resultados mostram que os anúncios de política monetária americana impactaram o preço dos ativos brasileiros significativamente principalmente durante o QE1 e o Tapering. Para os demais QEs, Operação Twist e eventos de postergação da retirada de estímulos, o não Tapering, ainda que os resultados encontrados estivessem dentro do esperado, eles tiveram baixa significância. Concluímos que a política monetária americana não convencional foi eficaz em impactar o preço dos ativos brasileiros, em especial os eventos não esperados. Ao incluirmos defasagens nos testes aplicados concluímos que em alguns casos houve “atraso” na incorporação das novas informações no preço dos ativos.

The impact of social security reform on occupational and retirement behavior : a quantitative assessment for Brazil

Population ageing is a problem that countries will have to cope with within a few years. How would changes in the social security system affect individual behaviour? We develop a multi-sectoral life-cycle model with both retirement and occupational choices to evaluate what are the macroeconomic impacts of social security reforms. We calibrate the model to match 2011 Brazilian economy and perform a counterfactual exercise of the long-run impacts of a recently adopted reform. In 2013, the Brazilian government approximated the two segregated social security schemes, imposing a ceiling on public pensions. In the benchmark equilibrium, our modelling economy is able to reproduce the early retirement claiming, the agents' stationary distribution among sectors, as well as the social security deficit and the public job application decision. In the counterfactual exercise, we find a significant reduction of 55\% in the social security deficit, an increase of 1.94\% in capital-to-output ratio, with both output and capital growing, a delay in retirement claims of public workers and a modification in the structure of agents applying to the public sector job.

Quali/quantitative characterization of biogas produced in batch digesters supplied with six distinct substrates

Com a finalidade de se analisar quali/quantitativamente o biogás produzido por 6 tipos de substratos, efetuou-se a presente pesquisa no DER/FCAV/UNESP- SP, Brasil. Os substratos utilizados na digestão anaeróbia foram caracterizados como: 1- Esterco de aves de postura (EAP); 2- Esterco de aves de postura triturado (EAPT); 3- Esterco de aves de corte com cama de maravalha (EACM); 4- Esterco de aves de corte com cama de maravalha triturado (EACMT); 5- Esterco de aves de corte com cama de casca de amendoim (EACA), e 6- Esterco de aves de corte com cama de casca de amendoim triturado (EACAT). Dos resultados obtidos, concluiu-se que, em relação à produção acumulada de biogás, o substrato EAPT foi superior aos demais, enquanto EACM apresentou produção acumulada inferior. em geral, os substratos triturados apresentaram maior quantidade de biogás acumulado em relação aos não triturados, exceto o EACAT, com 20,9 m³ inferior ao EACA. O período de produção máxima de biogás teve início entre 45 e 60 dias, começando a decair a partir dos 120 dias. Aos 57 dias após o enchimento dos biodigestores, o gás produzido possuía teores de CH4 superiores a 53%, e a partir dos 99 dias, todos produziram biogás com teores de CH4 superiores a 70%. Os substratos EAP e EAPT apresentaram maiores concentrações de metano no biogás.

Comparative validation using quantitative real-time PCR (qPCR) and conventional PCR of bovine semen centrifuged in continuous density gradient

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Influence of early quantitative food restriction on long bone growth at different environmental temperatures in broiler chickens

1. This investigation was carried out to study the influence of early quantitative food restriction (40% of ad libitum intake from 7 to 14 d of age) and environmental rearing temperature (thermoneutral, cold and hot) on long bone (tibia, femur and humerus) development in broiler chickens.2. Tibia, femur and humerus were obtained at the ages of 14, 21, 28, 35 and 42 d; and the variables studied were: length and width (mm, expressed as absolute values), bone breaking strength (kgf) and bone weight/bone length index (BW/BL, mg/mm).3. All bone variables increased with bird age. Food restriction reduced bone length and width but did not affect bone weight. High environmental rearing temperature reduced bone length and width at 42 d of age. Bone strength was not affected by environmental temperature but the calculated BW/BL index was reduced by heat exposure.4. The findings suggest that food restriction and high environmental rearing temperature reduce long bone growth; bone breaking strength was affected by bird age but not by food restriction nor rearing ambient temperature.

A quantitative nature of somatic embryogenesis in soybean

The objectives of this research were to investigate the genetic parameters associated with the in vitro formation of somatic embryos in soybean and to determine the effect of light intensity on the embryogenic capability of F-1, F-2, and backcross (RC1P1 and RC1P2) progenies derived from crosses between embryogenic (IAS-5 and Embrapa-1) and nonembryogenic (Parana) cultivars. Immature cotyledons (4-6 mm in length) derived from the parental lines, F-1, F-2, RC1P1, and RC1P2 were grown for 90 d on the inductive N10 medium, after which the number of somatic embryos was recorded. Chi-square tests for goodness of fit showed that the genetic component of the somatic embryogenesis trait is controlled in a quantitative manner by approximately 10 genes. A normal distribution for somatic embryo formation in the F-2 generations was observed reinforcing the quantitative nature of the trait. Variation in light intensity (8-12 and 27-33 mu mol m(-2) s(-1)) had no effect on somatic embryo formation in the parental material tested.

Selection and validation of reference genes for gene expression studies by reverse transcription quantitative PCR in Xanthomonas citri subsp citri during infection of Citrus sinensis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)