Optical characterization of the growth and spatial structure of a substorm onset arc

We present a detailed case study of the characteristics of auroral forms that constitute the first ionospheric signatures of substorm expansion phase onset. Analysis of the optical frequency and along-arc (azimuthal) wave number spectra provides the strongest constraint to date on the potential mechanisms and instabilities in the near-Earth magnetosphere that accompany auroral onset and which precede poleward arc expansion and auroral breakup. We evaluate the frequency and growth rates of the auroral forms as a function of azimuthal wave number to determine whether these wave characteristics are consistent with current models of the substorm onset mechanism. We find that the frequency, spatial scales, and growth rates of the auroral forms are most consistent with the cross-field current instability or a ballooning instability, most likely triggered close to the inner edge of the ion plasma sheet. This result is supportive of a near-Earth plasma sheet initiation of the substorm expansion phase. We also present evidence that the frequency and phase characteristics of the auroral undulations may be generated via resonant processes operating along the geomagnetic field. Our observations provide the most powerful constraint to date on the ionospheric manifestation of the physical processes operating during the first few minutes around auroral substorm onset.

Modelo Nelson-Siegel dinâmico da estrutura a termo da taxa de juros com fatores exógenos macroeconômicos: uma aplicação ao mercado brasileiro

A tradicional representação da estrutura a termo das taxas de juros em três fatores latentes (nível, inclinação e curvatura) teve sua formulação original desenvolvida por Charles R. Nelson e Andrew F. Siegel em 1987. Desde então, diversas aplicações vêm sendo desenvolvidas por acadêmicos e profissionais de mercado tendo como base esta classe de modelos, sobretudo com a intenção de antecipar movimentos nas curvas de juros. Ao mesmo tempo, estudos recentes como os de Diebold, Piazzesi e Rudebusch (2010), Diebold, Rudebusch e Aruoba (2006), Pooter, Ravazallo e van Dijk (2010) e Li, Niu e Zeng (2012) sugerem que a incorporação de informação macroeconômica aos modelos da ETTJ pode proporcionar um maior poder preditivo. Neste trabalho, a versão dinâmica do modelo Nelson-Siegel, conforme proposta por Diebold e Li (2006), foi comparada a um modelo análogo, em que são incluídas variáveis exógenas macroeconômicas. Em paralelo, foram testados dois métodos diferentes para a estimação dos parâmetros: a tradicional abordagem em dois passos (Two-Step DNS), e a estimação com o Filtro de Kalman Estendido, que permite que os parâmetros sejam estimados recursivamente, a cada vez que uma nova informação é adicionada ao sistema. Em relação aos modelos testados, os resultados encontrados mostram-se pouco conclusivos, apontando uma melhora apenas marginal nas estimativas dentro e fora da amostra quando as variáveis exógenas são incluídas. Já a utilização do Filtro de Kalman Estendido mostrou resultados mais consistentes quando comparados ao método em dois passos para praticamente todos os horizontes de tempo estudados.

Can we constrain the interior structure of rocky exoplanets from mass and radius measurements?

Aims. We present an inversion method based on Bayesian analysis to constrain the interior structure of terrestrial exoplanets, in the form of chemical composition of the mantle and core size. Specifically, we identify what parts of the interior structure of terrestrial exoplanets can be determined from observations of mass, radius, and stellar elemental abundances. Methods. We perform a full probabilistic inverse analysis to formally account for observational and model uncertainties and obtain confidence regions of interior structure models. This enables us to characterize how model variability depends on data and associated uncertainties. Results. We test our method on terrestrial solar system planets and find that our model predictions are consistent with independent estimates. Furthermore, we apply our method to synthetic exoplanets up to 10 Earth masses and up to 1.7 Earth radii, and to exoplanet Kepler-36b. Importantly, the inversion strategy proposed here provides a framework for understanding the level of precision required to characterize the interior of exoplanets. Conclusions. Our main conclusions are (1) observations of mass and radius are sufficient to constrain core size; (2) stellar elemental abundances (Fe, Si, Mg) are principal constraints to reduce degeneracy in interior structure models and to constrain mantle composition; (3) the inherent degeneracy in determining interior structure from mass and radius observations does not only depend on measurement accuracies, but also on the actual size and density of the exoplanet. We argue that precise observations of stellar elemental abundances are central in order to place constraints on planetary bulk composition and to reduce model degeneracy. We provide a general methodology of analyzing interior structures of exoplanets that may help to understand how interior models are distributed among star systems. The methodology we propose is sufficiently general to allow its future extension to more complex internal structures including hydrogen- and water-rich exoplanets.

Maintenance of pre-mRNA secondary structure by epistatic selection.

Linkage disequilibrium between polymorphisms in a natural population may result from various evolutionary forces, including random genetic drift due to sampling of gametes during reproduction, restricted migration between subpopulations in a subdivided population, or epistatic selection. In this report, we present evidence that the majority of significant linkage disequilibria observed in introns of the alcohol dehydrogenase locus (Adh) of Drosophila pseudoobscura are due to epistatic selection maintaining secondary structure of precursor mRNA (pre-mRNA). Based on phylogenetic-comparative analysis and a likelihood approach, we propose secondary structure models of Adh pre-mRNA for the regions of the adult intron and intron 2 where clustering of linkage disequilibria has been observed. Furthermore, we applied the likelihood ratio test to the phylogenetically predicted secondary structure in intron 1. In contrast to the other two structures, polymorphisms associated with the more conserved stem-loop structure of intron 1 are in low frequency, and linkage disequilibria have not been observed. These findings are qualitatively consistent with a model of compensatory fitness interactions. This model assumes that mutations disrupting pairing in a secondary structural element are individually deleterious if they destabilize a functionally important structure; a second "compensatory" mutation, however, may restabilize the structure and restore fitness.

Derivatív pénzügyi termékek árdinamikája és az új típusú kamatlábmodellek (Interest rate models and the price processes of financial derivatives)

Ennek a cikknek az a célja, hogy áttekintést adjon annak a folyamatnak néhány főbb állomásáról, amit Black, Scholes és Merton opcióárazásról írt cikkei indítottak el a 70-es évek elején, és ami egyszerre forradalmasította a fejlett nyugati pénzügyi piacokat és a pénzügyi elméletet. / === / This review article compares the development of financial theory within and outside Hungary in the last three decades starting with the Black-Scholes revolution. Problems like the term structure of interest rate volatilities which is in the focus of many research internationally has not received the proper attention among the Hungarian economists. The article gives an overview of no-arbitrage pricing, the partial differential equation approach and the related numerical techniques, like the lattice methods in pricing financial derivatives. The relevant concepts of the martingal approach are overviewed. There is a special focus on the HJM framework of the interest rate development. The idea that the volatility and the correlation can be traded is a new horizon to the Hungarian capital market.

On the mass determination of super-Earths orbiting active stars: the CoRoT-7 system

Context. Star activity makes the mass determination of CoRoT-7b and CoRoT 7c uncertain. Investigators of the CoRoT team proposed several solutions, but all but one of them are larger than the initial determinations of 4.8 +/- 0.8 M(Earth) for CoRoT-7b and 8.4 +/- 0.9 M(Earth) for CoRoT 7c. Aims. This investigation uses the excellent HARPS radial velocity measurements of CoRoT-7 to redetermine the planet masses and to explore techniques for determining mass and orbital elements of planets discovered around active stars when the relative variation in the radial velocity due to the star activity cannot be considered as just noise and can exceed the variation due to the planets. Methods. The main technique used here is a self-consistent version of the high-pass filter used by Queloz et al. (2009, A&A, 506, 303) in the first mass determination of CoRoT-7b and CoRoT-7c. The results are compared to those given by two alternative techniques: (1) the approach proposed by Hatzes et al. (2010, A&A, 520, A93) using only those nights in which two or three observations were done; (2) a pure Fourier analysis. In all cases, the eccentricities are taken equal to zero as indicated by the study of the tidal evolution of the system. The periods are also kept fixed at the values given by Queloz et al. Only the observations done in the time interval BJD 2 454 847-873 are used because they include many nights with multiple observations; otherwise, it is not possible to separate the effects of the rotation fourth harmonic (5.91 d = P(rot)/4) from the alias of the orbital period of CoRoT-7b (0.853585 d). Results. The results of the various approaches are combined to give planet mass values 8.0 +/- 1.2 M(Earth) for CoRoT-7b and 13.6 +/- 1.4 M(Earth) for CoRoT 7c. An estimation of the variation of the radial velocity of the star due to its activity is also given. Conclusions. The results obtained with three different approaches agree to give higher masses than those in previous determinations. From the existing internal structure models they indicate that CoRoT-7b is a much denser super-Earth. The bulk density is 11 +/- 3.5 g cm(-3), so CoRoT-7b may be rocky with a large iron core.

Models involving two inverse Weibull distributions

In this paper, we look at three models (mixture, competing risk and multiplicative) involving two inverse Weibull distributions. We study the shapes of the density and failure-rate functions and discuss graphical methods to determine if a given data set can be modelled by one of these models. (C) 2001 Elsevier Science Ltd. All rights reserved.

Machine learning Gaussian short rate

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

As the world turns: short-term human spatial memory in egocentric and allocentric coordinates

We aimed to determine whether human subjects' reliance on different sources of spatial information encoded in different frames of reference (i.e., egocentric versus allocentric) affects their performance, decision time and memory capacity in a short-term spatial memory task performed in the real world. Subjects were asked to play the Memory game (a.k.a. the Concentration game) without an opponent, in four different conditions that controlled for the subjects' reliance on egocentric and/or allocentric frames of reference for the elaboration of a spatial representation of the image locations enabling maximal efficiency. We report experimental data from young adult men and women, and describe a mathematical model to estimate human short-term spatial memory capacity. We found that short-term spatial memory capacity was greatest when an egocentric spatial frame of reference enabled subjects to encode and remember the image locations. However, when egocentric information was not reliable, short-term spatial memory capacity was greater and decision time shorter when an allocentric representation of the image locations with respect to distant objects in the surrounding environment was available, as compared to when only a spatial representation encoding the relationships between the individual images, independent of the surrounding environment, was available. Our findings thus further demonstrate that changes in viewpoint produced by the movement of images placed in front of a stationary subject is not equivalent to the movement of the subject around stationary images. We discuss possible limitations of classical neuropsychological and virtual reality experiments of spatial memory, which typically restrict the sensory information normally available to human subjects in the real world.

Orthogonal higher order structure and confirmatory factor analysis of the French Wechsler Adult Intelligence Scale (WAIS-III).

According to the most widely accepted Cattell-Horn-Carroll (CHC) model of intelligence measurement, each subtest score of the Wechsler Intelligence Scale for Adults (3rd ed.; WAIS-III) should reflect both 1st- and 2nd-order factors (i.e., 4 or 5 broad abilities and 1 general factor). To disentangle the contribution of each factor, we applied a Schmid-Leiman orthogonalization transformation (SLT) to the standardization data published in the French technical manual for the WAIS-III. Results showed that the general factor accounted for 63% of the common variance and that the specific contributions of the 1st-order factors were weak (4.7%-15.9%). We also addressed this issue by using confirmatory factor analysis. Results indicated that the bifactor model (with 1st-order group and general factors) better fit the data than did the traditional higher order structure. Models based on the CHC framework were also tested. Results indicated that a higher order CHC model showed a better fit than did the classical 4-factor model; however, the WAIS bifactor structure was the most adequate. We recommend that users do not discount the Full Scale IQ when interpreting the index scores of the WAIS-III because the general factor accounts for the bulk of the common variance in the French WAIS-III. The 4 index scores cannot be considered to reflect only broad ability because they include a strong contribution of the general factor.

Assistance circulatoire chronique: le point en 2013 [Long-term mechanical circulatory support: where do we stand in 2013?].

With the advent of new technologies, experience with long-term mechanical circulatory support (MCS) is rapidly growing. Candidates to MCS are selected based on concepts, strategies and classifications that are specific to this indication. As results drastically improve, supported by stronger scientific evidence, the trend is towards earlier implantation. An adequate pre-implant follow-up is mandatory in order to avoid missing the best window of opportunity for implantation. While on chronic support, the hemodynamic profile of patients with continuous-flow ventricular assist devices is unique and remarkably influenced by the hydration status. Optimal management of these patients from the pre-implant phase to the long-term support phase requires a multidisciplinary approach that is similar to that already long validated for organ transplantation.

On the relevance of modeling volatility for pricing purposes

This paper presents a two-factor (Vasicek-CIR) model of the term structure of interest rates and develops its pricing and empirical properties. We assume that default free discount bond prices are determined by the time to maturity and two factors, the long-term interest rate and the spread. Assuming a certain process for both factors, a general bond pricing equation is derived and a closed-form expression for bond prices is obtained. Empirical evidence of the model's performance in comparisson with a double Vasicek model is presented. The main conclusion is that the modeling of the volatility in the long-term rate process can help (in a large amount) to fit the observed data can improve - in a reasonable quantity - the prediction of the future movements in the medium- and long-term interest rates. However, for shorter maturities, it is shown that the pricing errors are, basically, negligible and it is not so clear which is the best model to be used.

Evolution of mRNA expression levels of autosomal and sex-linked genes in amniotes

In addition to differences in protein-coding gene sequences, changes in expression resulting from mutations in regulatory sequences have long been hypothesized to be responsible for phenotypic differences between species. However, unlike comparison of genome sequences, few studies, generally restricted to pairwise comparisons of closely related mammalian species, have assessed between-species differences at the transcriptome level. They reported that gene expression evolves at different rates in various organs and in a pattern that is overall consistent with neutral models of evolution. In the first part of my thesis, I investigated the evolution of gene expression in therian mammals (i.e.7 placental and marsupials), based on microarray data from human, mouse and the gray short-tailed opossum (Monodelphis domestica). In addition to autosomal genes, a special focus was given to the evolution of X-linked genes. The therian X chromosome was recently shown to be younger than previously thought and to harbor a specific gene content (e.g., genes involved in brain or reproductive functions) that is thought to have been shaped by specific sex-related evolutionary forces. Sex chromosomes derive from ordinary autosomes and their differentiation led to the degeneration of the Y chromosome (in mammals) or W chromosome (in birds). Consequently, X- or Z-linked genes differ in gene dose between males and females such that the heterogametic sex has half the X/Z gene dose compared to the ancestral state. To cope with this dosage imbalance, mammals have been reported to have evolved mechanisms of dosage compensation.¦In the first project, I could first show that transcriptomes evolve at different rates in different organs. Out of the five tissues I investigated, the testis is the most rapidly evolving organ at the gene expression level while the brain has the most conserved transcriptome. Second, my analyses revealed that mammalian gene expression evolution is compatible with a neutral model, where the rates of change in gene expression levels is linked to the efficiency of purifying selection in a given lineage, which, in turn, is determined by the long-term effective population size in that lineage. Thus, the rate of DNA sequence evolution, which could be expected to determine the rate of regulatory sequence change, does not seem to be a major determinant of the rate of gene expression evolution. Thus, most gene expression changes seem to be (slightly) deleterious. Finally, X-linked genes seem to have experienced elevated rates of gene expression change during the early stage of X evolution. To further investigate the evolution of mammalian gene expression, we generated an extensive RNA-Seq gene expression dataset for nine mammalian species and a bird. The analyses of this dataset confirmed the patterns previously observed with microarrays and helped to significantly deepen our view on gene expression evolution.¦In a specific project based on these data, I sought to assess in detail patterns of evolution of dosage compensation in amniotes. My analyses revealed the absence of male to female dosage compensation in monotremes and its presence in marsupials and, in addition, confirmed patterns previously described for placental mammals and birds. I then assessed the global level of expression of X/Z chromosomes and contrasted this with its ancestral gene expression levels estimated from orthologous autosomal genes in species with non-homologous sex chromosomes. This analysis revealed a lack of up-regulation for placental mammals, the level of expression of X-linked genes being proportional to gene dose. Interestingly, the ancestral gene expression level was at least partially restored in marsupials as well as in the heterogametic sex of monotremes and birds. Finally, I investigated alternative mechanisms of dosage compensation and found that gene duplication did not seem to be a widespread mechanism to restore the ancestral gene dose. However, I could show that placental mammals have preferentially down-regulated autosomal genes interacting with X-linked genes which underwent gene expression decrease, and thus identified a novel alternative mechanism of dosage compensation.

The hourglass and the early conservation models--co-existing patterns of developmental constraints in vertebrates.

Developmental constraints have been postulated to limit the space of feasible phenotypes and thus shape animal evolution. These constraints have been suggested to be the strongest during either early or mid-embryogenesis, which corresponds to the early conservation model or the hourglass model, respectively. Conflicting results have been reported, but in recent studies of animal transcriptomes the hourglass model has been favored. Studies usually report descriptive statistics calculated for all genes over all developmental time points. This introduces dependencies between the sets of compared genes and may lead to biased results. Here we overcome this problem using an alternative modular analysis. We used the Iterative Signature Algorithm to identify distinct modules of genes co-expressed specifically in consecutive stages of zebrafish development. We then performed a detailed comparison of several gene properties between modules, allowing for a less biased and more powerful analysis. Notably, our analysis corroborated the hourglass pattern at the regulatory level, with sequences of regulatory regions being most conserved for genes expressed in mid-development but not at the level of gene sequence, age, or expression, in contrast to some previous studies. The early conservation model was supported with gene duplication and birth that were the most rare for genes expressed in early development. Finally, for all gene properties, we observed the least conservation for genes expressed in late development or adult, consistent with both models. Overall, with the modular approach, we showed that different levels of molecular evolution follow different patterns of developmental constraints. Thus both models are valid, but with respect to different genomic features.

Interest rates mapping

The present study deals with the analysis and mapping of Swiss franc interest rates. Interest rates depend on time and maturity, defining term structure of the interest rate curves (IRC). In the present study IRC are considered in a two-dimensional feature space - time and maturity. Exploratory data analysis includes a variety of tools widely used in econophysics and geostatistics. Geostatistical models and machine learning algorithms (multilayer perceptron and Support Vector Machines) were applied to produce interest rate maps. IR maps can be used for the visualisation and pattern perception purposes, to develop and to explore economical hypotheses, to produce dynamic asset-liability simulations and for financial risk assessments. The feasibility of an application of interest rates mapping approach for the IRC forecasting is considered as well. (C) 2008 Elsevier B.V. All rights reserved.