Spatial relationships between soil attributes and corn yield in no-tillage system

Soil properties play an important role in spatial variability of crop yield. However, a low spatial correlation has generally been observed between maps of crop yield and of soil properties. The objectives of the present investigation were to assess the spatial pattern variability of soil properties and of corn yield at the same sampling intensity, and evaluate its cause-and-effect relationships. The experimental site was structured in a grid of 100 referenced points, spaced at 10 m intervals along four parallel 250 m long rows spaced 4.5 m apart. Thus, points formed a rectangle containing four columns and 25 rows. Therefore, each sampling cell encompassed an area of 45 m² and consisted of five 10 m long crop rows, in which the referenced points represented the center. Samples were taken from the layers 0-0.1 m and 0.1-0.2 m. Soil physical and chemical properties were evaluated. Statistical analyses consisted of data description and geostatistics. The spatial dependence of corn yield and soil properties was confirmed. The hypothesis of this study was confirmed, i.e., when sampling the soil to determine the values of soil characteristics at similar to sampling intensity as for crop yield assessments, correlations between the spatial distribution of soil characteristics and crop yield were observed. The spatial distribution pattern of soil properties explained 65 % of the spatial distribution pattern of corn yield. The spatial distribution pattern of clay content and percentage of soil base saturation explained most of the spatial distribution pattern of corn yield.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

Legumes and forage species sole or intercropped with corn in soybean-corn succession in midwestern Brazil

The feasibility of no-tillage in the Cerrado (Savanna-like vegetation of Brazil) depends on the production of sufficient above-ground crop residue, which can be increased by corn-forage intercropping. This study evaluated how above-ground crop residue production and yields of soybean and late-season corn in a soybean-corn rotation were influenced by the following crops in the year before soybean: corn (Zea mays L.) intercropped with Brachiaria (Urochloa) brizantha cv. Marandu, B. decumbens cv. Basilisk, B. ruziziensis, cv. comum., Panicummaximum cv. Tanzânia, sunn hemp (Crotalaria juncea L.), pigeon pea [Cajanus cajan (L.) Millsp]; sole corn, forage sorghum [Sorghum bicolor (L.) Moench (cv. Santa Elisa)], and ruzi grass. In March 2005, corn and forage species were planted in alternate rows spaced 0.90 m apart, and sole forage species were planted in rows spaced 0.45 m apart. In October 2005, the forages were killed with glyphosate and soybean was planted. After the soybean harvest in March 2006, sole late-season corn was planted in the entire experimental area. Corn grain and stover yields were unaffected by intercropping. Above-ground crop residue was greater when corn was intercropped with Tanzania grass (10.7 Mg ha-1), Marandu (10.1 Mg ha-1), and Ruzi Grass (9.8 Mg ha-1) than when corn was not intercropped (4.0 Mg ha-1). The intercropped treatments increased the percentage of soil surface covered with crop residue. Soybean and corn grain yields were higher after sole ruzi grass and intercropped ruzi grass than after other crops. The intercropping corn with Brachiaria spp. and corn with Panicum spp. increases above-ground crop residue production and maintains nutrients in the soil without reducing late-season corn yield and the viability of no-till in the midwestern region of Brazil.

Mineralogy of the clay fraction of Alfisols in two slope curvatures: III - spatial variability

A good knowledge of the spatial distribution of clay minerals in the landscape facilitates the understanding of the influence of relief on the content and crystallographic attributes of soil minerals such as goethite, hematite, kaolinite and gibbsite. This study aimed at describing the relationships between the mineral properties of the clay fraction and landscape shapes by determining the mineral properties of goethite, hematite, kaolinite and gibbsite, and assessing their dependence and spatial variability, in two slope curvatures. To this end, two 100 × 100 m grids were used to establish a total of 121 regularly spaced georeferenced sampling nodes 10 m apart. Samples were collected from the layer 0.0-0.2 m and analysed for iron oxides, and kaolinite and gibbsite in the clay fraction. Minerals in the clay fraction were characterized from their X-ray diffraction (XRD) patterns, which were interpreted and used to calculate the width at half height (WHH) and mean crystallite dimension (MCD) of iron oxides, kaolinite, and gibbsite, as well as aluminium substitution and specific surface area (SSA) in hematite and goethite. Additional calculations included the goethite and hematite contents, and the goethite/(goethite+hematite) [Gt/(Gt+Hm)] and kaolinite/(kaolinite+gibbsite) [Kt/(Kt+Gb)] ratios. Mineral properties were established by statistical analysis of the XRD data, and spatial dependence was assessed geostatistically. Mineralogical properties differed significantly between the convex area and concave area. The geostatistical analysis showed a greater number of mineralogical properties with spatial dependence and a higher range in the convex than in the concave area.

Optimization of the sampling scheme for maps of physical and chemical properties estimated by kriging

The sampling scheme is essential in the investigation of the spatial variability of soil properties in Soil Science studies. The high costs of sampling schemes optimized with additional sampling points for each physical and chemical soil property, prevent their use in precision agriculture. The purpose of this study was to obtain an optimal sampling scheme for physical and chemical property sets and investigate its effect on the quality of soil sampling. Soil was sampled on a 42-ha area, with 206 geo-referenced points arranged in a regular grid spaced 50 m from each other, in a depth range of 0.00-0.20 m. In order to obtain an optimal sampling scheme for every physical and chemical property, a sample grid, a medium-scale variogram and the extended Spatial Simulated Annealing (SSA) method were used to minimize kriging variance. The optimization procedure was validated by constructing maps of relative improvement comparing the sample configuration before and after the process. A greater concentration of recommended points in specific areas (NW-SE direction) was observed, which also reflects a greater estimate variance at these locations. The addition of optimal samples, for specific regions, increased the accuracy up to 2 % for chemical and 1 % for physical properties. The use of a sample grid and medium-scale variogram, as previous information for the conception of additional sampling schemes, was very promising to determine the locations of these additional points for all physical and chemical soil properties, enhancing the accuracy of kriging estimates of the physical-chemical properties.

Surface mapping, organic matter and water stocks in peatlands of the Serra do Espinhaço meridional - Brazil

Peatlands are soil environments that store carbon and large amounts of water, due to their composition (90 % water), low hydraulic conductivity and a sponge-like behavior. It is estimated that peat bogs cover approximately 4.2 % of the Earth's surface and stock 28.4 % of the soil carbon of the planet. Approximately 612 000 ha of peatlands have been mapped in Brazil, but the peat bogs in the Serra do Espinhaço Meridional (SdEM) were not included. The objective of this study was to map the peat bogs of the northern part of the SdEM and estimate the organic matter pools and water volume they stock. The peat bogs were pre-identified and mapped by GIS and remote sensing techniques, using ArcGIS 9.3, ENVI 4.5 and GPS Track Maker Pro software and the maps validated in the field. Six peat bogs were mapped in detail (1:20,000 and 1:5,000) by transects spaced 100 m and each transect were determined every 20 m, the UTM (Universal Transverse Mercator) coordinates, depth and samples collected for characterization and determination of organic matter, according to the Brazilian System of Soil Classification. In the northern part of SdEM, 14,287.55 ha of peatlands were mapped, distributed over 1,180,109 ha, representing 1.2 % of the total area. These peatlands have an average volume of 170,021,845.00 m³ and stock 6,120,167 t (428.36 t ha-1) of organic matter and 142,138,262 m³ (9,948 m³ ha-1) of water. In the peat bogs of the Serra do Espinhaço Meridional, advanced stages of decomposing (sapric) organic matter predominate, followed by the intermediate stage (hemic). The vertical growth rate of the peatlands ranged between 0.04 and 0.43 mm year-1, while the carbon accumulation rate varied between 6.59 and 37.66 g m-2 year-1. The peat bogs of the SdEM contain the headwaters of important water bodies in the basins of the Jequitinhonha and San Francisco Rivers and store large amounts of organic carbon and water, which is the reason why the protection and preservation of these soil environments is such an urgent and increasing need.

Uniformity Study of Amorphous and Microcrystalline Silicon Thin Films Deposited on 10cmx10cm Glass Substrate using Hot Wire CVD Technique

The scaling up of the Hot Wire Chemical Vapor Deposition (HW-CVD) technique to large deposition area can be done using a catalytic net of equal spaced parallel filaments. The large area deposition limit is defined as the limit whenever a further increment of the catalytic net area does not affect the properties of the deposited film. This is the case when a dense catalytic net is spread on a surface considerably larger than that of the film substrate. To study this limit, a system able to hold a net of twelve wires covering a surface of about 20 cm x 20 cm was used to deposit amorphous (a-Si:H) and microcrystalline (μc-Si:H) silicon over a substrate of 10 cm x 10 cm placed at a filament-substrate distance ranging from 1 to 2 cm. The uniformity of the film thickness d and optical constants, n(x, λ) and α(x,¯hω), was studied via transmission measurements. The thin film uniformity as a function of the filament-substrate distance was studied. The experimental thickness profile was compared with the theoretical result obtained solving the diffusion equations. The optimization of the filament-substrate distance allowed obtaining films with inhomogeneities lower than ±2.5% and deposition rates higher than 1 nm/s and 4.5 nm/s for (μc-Si:H) and (a-Si:H), respectively.

Water storage variability in a vineyard soil in the southern highlands of Santa Catarina state

In the subtropical regions of southern Brazil, rainfall distribution is uneven, which results in temporal variability of soil water storage. For grapes, water is generally available in excess and water deficiency occurs only occasionally. Furthermore, on the Southern Plateau of Santa Catarina, there are differences in soil properties, which results in high spatial variability. These two factors affect the composition of wine grapes. Spatio-temporal analyses are therefore useful in the selection of cultural practices as well as of adequate soils for vineyards. In this way, well-suited areas can produce grapes with a more appropriate composition for the production of quality wines. The aim of this study was to evaluate the spatio-temporal variability of water storage in a Cambisol during the growth cycle of a Cabernet Sauvignon vineyard and its relation to selected soil properties. The experimental area consisted of a commercial 8-year-old vineyard in São Joaquim, Santa Catarina, Brazil. A sampling grid with five rows and seven points per row, spaced 12 m apart, was outlined on an area of 3,456 m². Soil samples were collected with an auger at these points, 0.30 m away from the grapevines, in the 0.00-0.30 m layer, to determine gravimetric soil moisture. Measurements were taken once a week from December 2008 to April 2009, and every two weeks from December 2009 to March 2010. In December 2008, undisturbed soil samples were collected to determine bulk density, macro- and microporosity, and disturbed samples were used to quantify particle size distribution and organic carbon content. Results were subjected to descriptive analysis and semivariogram analysis, calculating the mean relative difference and the Pearson correlation. The average water storage in a Cambisol under grapevine on ridges had variable spatial dependence, i.e., the lower the average water storage, the higher the range of spatial dependence. Water storage had a stable spatial pattern during the trial period, indicating that the points with lower water storage or points with higher water storage during a certain period maintain these conditions throughout the experimental period. The relative difference is a simple method to identify positions that represent the average soil water storage more adequately at any time for a given area.

Depinning transition of dislocation assemblies: Pileups and low-angle grain boundaries

We investigate the depinning transition occurring in dislocation assemblies. In particular, we consider the cases of regularly spaced pileups and low-angle grain boundaries interacting with a disordered stress landscape provided by solute atoms, or by other immobile dislocations present in nonactive slip systems. Using linear elasticity, we compute the stress originated by small deformations of these assemblies and the corresponding energy cost in two and three dimensions. Contrary to the case of isolated dislocation lines, which are usually approximated as elastic strings with an effective line tension, the deformations of a dislocation assembly cannot be described by local elastic interactions with a constant tension or stiffness. A nonlocal elastic kernel results as a consequence of long-range interactions between dislocations. In light of this result, we revise statistical depinning theories of dislocation assemblies and compare the theoretical results with numerical simulations and experimental data.

USE OF SCALED SEMIVARIOGRAMS IN THE PLANNING SAMPLE OF SOIL PHYSICAL PROPERTIES IN SOUTHERN AMAZONAS, BRAZIL

There is a great lack of information from soil surveys in the southern part of the State of Amazonas, Brazil. The use of tools such as geostatistics may improve environmental planning, use and management. In this study, we aimed to use scaled semivariograms in sample design of soil physical properties of some environments in Amazonas. We selected five areas located in the south of the state of Amazonas, Brazil, with varied soil uses, such as forest, archaeological dark earth (ADE), pasture, sugarcane cropping, and agroforestry. Regular mesh grids were set up in these areas with 64 sample points spaced at 10 m from each other. At these points, we determined the particle size composition, soil resistance to penetration, moisture, soil bulk density and particle density, macroporosity, microporosity, total porosity, and aggregate stability in water at a depth of 0.00-0.20 m. Descriptive and geostatistical analyses were performed. The sample density requirements were lower in the pasture area but higher in the forest. We concluded that managed-environments had differences in their soil physical properties compared to the natural forest; notably, the soil in the ADE environment is physically improved in relation to the others. The physical properties evaluated showed a structure of spatial dependence with a slight variability of the forest compared to the others. The use of the range parameter of the semivariogram analysis proved to be effective in determining an ideal sample density.

USE OF SCALED SEMIVARIOGRAMS IN THE PLANNING SAMPLE OF SOIL CHEMICAL PROPERTIES IN SOUTHERN AMAZONAS, BRAZIL

The lack of information concerning the variability of soil properties has been a major concern of researchers in the Amazon region. Thus, the aim of this study was to evaluate the spatial variability of soil chemical properties and determine minimal sampling density to characterize the variability of these properties in five environments located in the south of the State of Amazonas, Brazil. The five environments were archaeological dark earth (ADE), forest, pasture land, agroforestry operation, and sugarcane crop. Regular 70 × 70 m mesh grids were set up in these areas, with 64 sample points spaced at 10 m distance. Soil samples were collected at the 0.0-0.1 m depth. The chemical properties of pH in water, OM, P, K, Ca, Mg, H+Al, SB, CEC, and V were determined at these points. Data were analyzed by descriptive and geostatistical analyses. A large part of the data analyzed showed spatial dependence. Chemical properties were best fitted to the spherical model in almost all the environments evaluated, except for the sugarcane field with a better fit to the exponential model. ADE and sugarcane areas had greater heterogeneity of soil chemical properties, showing a greater range and higher sampling density; however, forest and agroforestry areas had less variability of chemical properties.

Scaling and data collapse for the mean exit time of asset prices

We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a prefactor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both two-state and three-state Markov chain models. The analytical results obtained with the two-state Markov chain model allows us to obtain a data collapse of the 20 measured MET profiles in a single master curve.

Key electrophysiological, molecular, and metabolic signatures of sleep and wakefulness revealed in primary cortical cultures.

Although sleep is defined as a behavioral state, at the cortical level sleep has local and use-dependent features suggesting that it is a property of neuronal assemblies requiring sleep in function of the activation experienced during prior wakefulness. Here we show that mature cortical cultured neurons display a default state characterized by synchronized burst-pause firing activity reminiscent of sleep. This default sleep-like state can be changed to transient tonic firing reminiscent of wakefulness when cultures are stimulated with a mixture of waking neurotransmitters and spontaneously returns to sleep-like state. In addition to electrophysiological similarities, the transcriptome of stimulated cultures strikingly resembles the cortical transcriptome of sleep-deprived mice, and plastic changes as reflected by AMPA receptors phosphorylation are also similar. We used our in vitro model and sleep-deprived animals to map the metabolic pathways activated by waking. Only a few metabolic pathways were identified, including glycolysis, aminoacid, and lipids. Unexpectedly large increases in lysolipids were found both in vivo after sleep deprivation and in vitro after stimulation, strongly suggesting that sleep might play a major role in reestablishing the neuronal membrane homeostasis. With our in vitro model, the cellular and molecular consequences of sleep and wakefulness can now be investigated in a dish.

Random diffusion and leverage effect in financial markets

We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our analysis lets us to fully estimate all parameters involved and allows a deeper study of correlated random diffusion models that may have practical implications for many aspects of financial markets.

Institution Reentry Coordinators Proving to be Important Link, Data Download, Iowa Department of Corrections, March 2010

An offender reentry grant program funded through the Governor’s Office of Drug Control Policy supports one reentry coordinator at each of the following institutions: Mount Pleasant Correctional Facility (MPCF), Fort Dodge Correctional Facility and the Clarinda Correctional Facility. The reentry coordinators there engage in a myriad of activities, working with institution educators, counselors and medical personnel, probation/parole officers and counselors, and most importantly the offenders themselves. The program has not been in operation for very long, and only MPCF has operated long enough to be looking at outcomes. The early returns for MPCF show good promise.