Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Management of XML data by means of schema matching

Magdeburg, Univ., Fak. für Informatik, Diss., 2010

Computergestützte interaktive Leitlinien auf der Basis von XML-Standards demonstriert an der Behandlung kolorektaler Karzinome

Magdeburg, Univ., Medizin. Fakultät, Diss., 2005

Online-Recruiting als Methode der Personalgewinnung : Theoretische Grundlagen und deren Umsetzung in der Praxis

[s.c.]

Product-line specification and verification with feature-oriented contracts

Magdeburg, Univ., Fak. für Informatik, Diss., 2015

A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.

Comprehensive Expression Analyses of Neural Cell-Type-Specific miRNAs Identify New Determinants of the Specification and Maintenance of Neuronal Phenotypes.

MicroRNAs (miRNAs) have been shown to play important roles in both brain development and the regulation of adult neural cell functions. However, a systematic analysis of brain miRNA functions has been hindered by a lack of comprehensive information regarding the distribution of miRNAs in neuronal versus glial cells. To address this issue, we performed microarray analyses of miRNA expression in the four principal cell types of the CNS (neurons, astrocytes, oligodendrocytes, and microglia) using primary cultures from postnatal d 1 rat cortex. These analyses revealed that neural miRNA expression is highly cell-type specific, with 116 of the 351 miRNAs examined being differentially expressed fivefold or more across the four cell types. We also demonstrate that individual neuron-enriched or neuron-diminished RNAs had a significant impact on the specification of neuronal phenotype: overexpression of the neuron-enriched miRNAs miR-376a and miR-434 increased the differentiation of neural stem cells into neurons, whereas the opposite effect was observed for the glia-enriched miRNAs miR-223, miR-146a, miR-19, and miR-32. In addition, glia-enriched miRNAs were shown to inhibit aberrant glial expression of neuronal proteins and phenotypes, as exemplified by miR-146a, which inhibited neuroligin 1-dependent synaptogenesis. This study identifies new nervous system functions of specific miRNAs, reveals the global extent to which the brain may use differential miRNA expression to regulate neural cell-type-specific phenotypes, and provides an important data resource that defines the compartmentalization of brain miRNAs across different cell types.

Traductor de especificaciones XML de redes de Petri coloreadas a un lenguaje para la resolución de problemas de optimización

Este proyecto presenta el desarrollo de una aplicación que permite traducir Redes de Petri Coloreadas diseñadas en CPN Tools a un lenguaje para la generación de ficheros de entrada a un simulador/optimizador de Redes de Petri Coloreadas. De esta manera se podrán optimizar modelos creados en CPN Tools ya que esta herramienta no facilita la optimización. Todo el proyecto se ha realizado en C++.

The mzTab Data Exchange Format: Communicating Mass-spectrometry-based Proteomics and Metabolomics Experimental Results to a Wider Audience.

The HUPO Proteomics Standards Initiative has developed several standardized data formats to facilitate data sharing in mass spectrometry (MS)-based proteomics. These allow researchers to report their complete results in a unified way. However, at present, there is no format to describe the final qualitative and quantitative results for proteomics and metabolomics experiments in a simple tabular format. Many downstream analysis use cases are only concerned with the final results of an experiment and require an easily accessible format, compatible with tools such as Microsoft Excel or R. We developed the mzTab file format for MS-based proteomics and metabolomics results to meet this need. mzTab is intended as a lightweight supplement to the existing standard XML-based file formats (mzML, mzIdentML, mzQuantML), providing a comprehensive summary, similar in concept to the supplemental material of a scientific publication. mzTab files can contain protein, peptide, and small molecule identifications together with experimental metadata and basic quantitative information. The format is not intended to store the complete experimental evidence but provides mechanisms to report results at different levels of detail. These range from a simple summary of the final results to a representation of the results including the experimental design. This format is ideally suited to make MS-based proteomics and metabolomics results available to a wider biological community outside the field of MS. Several software tools for proteomics and metabolomics have already adapted the format as an output format. The comprehensive mzTab specification document and extensive additional documentation can be found online.

Northern Ireland Framework Specification for the Degree in Social Work (PDF 213 KB)

Northern Ireland Framework Specification for the Degree in Social Work

Deficient T cell fate specification in mice with an induced inactivation of Notch1.

Notch proteins are cell surface receptors that mediate developmental cell specification events. To explore the function of murine Notch1, an essential portion of the gene was flanked with loxP sites and inactivation induced via interferon-regulated Cre recombinase. Mice with a neonatally induced loss of Notch1 function were transiently growth retarded and had a severe deficiency in thymocyte development. Competitive repopulation of lethally irradiated wild-type hosts with wild-type- and Notch1-deficient bone marrow revealed a cell autonomous blockage in T cell development at an early stage, before expression of T cell lineage markers. Notch1-deficient bone marrow did, however, contribute normally to all other hematopoietic lineages. These findings suggest that Notch1 plays an obligatory and selective role in T cell lineage induction.