Spot inversion in the Heston model

We analyse the Heston stochastic volatility model under an inversion of spot. The result is that under the appropriate measure changes the resulting process is again a Heston type process whose parameters can be explicitly determined from those of the original process. This behaviour can be interpreted as some measure of sanity of the Heston model but does not seem to be a general feature of stochastic volatility processes.

3D geoelectrical monitoring to follow hydric soil behaviour during rainfall

RESUME Durant les dernières années, les méthodes électriques ont souvent été utilisées pour l'investigation des structures de subsurface. L'imagerie électrique (Electrical Resistivity Tomography, ERT) est une technique de prospection non-invasive et spatialement intégrée. La méthode ERT a subi des améliorations significatives avec le développement de nouveaux algorithmes d'inversion et le perfectionnement des techniques d'acquisition. La technologie multicanale et les ordinateurs de dernière génération permettent la collecte et le traitement de données en quelques heures. Les domaines d'application sont nombreux et divers: géologie et hydrogéologie, génie civil et géotechnique, archéologie et études environnementales. En particulier, les méthodes électriques sont souvent employées dans l'étude hydrologique de la zone vadose. Le but de ce travail est le développement d'un système de monitorage 3D automatique, non- invasif, fiable, peu coûteux, basé sur une technique multicanale et approprié pour suivre les variations de résistivité électrique dans le sous-sol lors d'événements pluvieux. En raison des limitations techniques et afin d'éviter toute perturbation physique dans la subsurface, ce dispositif de mesure emploie une installation non-conventionnelle, où toutes les électrodes de courant sont placées au bord de la zone d'étude. Le dispositif le plus approprié pour suivre les variations verticales et latérales de la résistivité électrique à partir d'une installation permanente a été choisi à l'aide de modélisations numériques. Les résultats démontrent que le dispositif pôle-dipôle offre une meilleure résolution que le dispositif pôle-pôle et plus apte à détecter les variations latérales et verticales de la résistivité électrique, et cela malgré la configuration non-conventionnelle des électrodes. Pour tester l'efficacité du système proposé, des données de terrain ont été collectées sur un site d'étude expérimental. La technique de monitorage utilisée permet de suivre le processus d'infiltration 3D pendant des événements pluvieux. Une bonne corrélation est observée entre les résultats de modélisation numérique et les données de terrain, confirmant par ailleurs que le dispositif pôle-dipôle offre une meilleure résolution que le dispositif pôle-pôle. La nouvelle technique de monitorage 3D de résistivité électrique permet de caractériser les zones d'écoulement préférentiel et de caractériser le rôle de la lithologie et de la pédologie de manière quantitative dans les processus hydrologiques responsables d'écoulement de crue. ABSTRACT During the last years, electrical methods were often used for the investigation of subsurface structures. Electrical resistivity tomography (ERT) has been reported to be a useful non-invasive and spatially integrative prospecting technique. The ERT method provides significant improvements, with the developments of new inversion algorithms, and the increasing efficiency of data collection techniques. Multichannel technology and powerful computers allow collecting and processing resistivity data within few hours. Application domains are numerous and varied: geology and hydrogeology, civil engineering and geotechnics, archaeology and environmental studies. In particular, electrical methods are commonly used in hydrological studies of the vadose zone. The aim of this study was to develop a multichannel, automatic, non-invasive, reliable and inexpensive 3D monitoring system designed to follow electrical resistivity variations in soil during rainfall. Because of technical limitations and in order to not disturb the subsurface, the proposed measurement device uses a non-conventional electrode set-up, where all the current electrodes are located near the edges of the survey grid. Using numerical modelling, the most appropriate arrays were selected to detect vertical and lateral variations of the electrical resistivity in the framework of a permanent surveying installation system. The results show that a pole-dipole array has a better resolution than a pole-pole array and can successfully follow vertical and lateral resistivity variations despite the non-conventional electrode configuration used. Field data are then collected at a test site to assess the efficiency of the proposed monitoring technique. The system allows following the 3D infiltration processes during a rainfall event. A good correlation between the results of numerical modelling and field data results can be observed since the field pole-dipole data give a better resolution image than the pole-pole data. The new device and technique makes it possible to better characterize the zones of preferential flow and to quantify the role of lithology and pedology in flood- generating hydrological processes.

Inversion Analytics: Análisis sobre rentabilidad de inversiones mediante VAN y TIR

Inversion Analytics es una herramienta para facilitar el análisis en inversiones que se planteen en pequeñas, medianas y grandes empresas, en el que se plasmará toda la información necesaria para determinar los valores que entran en juego en la inversión. La aplicación realiza esta función mediante el cálculo de VAN (Valor Actual Neto) y TIR (Tasa Interna de Rentabilidad) de una inversión determinada, a partir de la información introducida por el usuario y teniendo en cuenta los distintos métodos de amortización de la inversión inicial, así como los distintos enfoques o supuestos en el que clasificaremos el horizonte temporal de la misma.

Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities

This paper shows that certain quotients of entire functions are characteristic functions. Under some conditions, we provide expressions for the densities of such characteristic functions which turn out to be generalized Dirichlet series which in turn can be expressed as an infinite linear combination of exponential or Laplace densities. We apply these results to several examples.

Inversion prepared coronary MR angiography: direct visualization of coronary blood flow.

PURPOSE: Visualization of coronary blood flow by means of a slice-selective inversion pre-pulse in concert with bright-blood coronary MRA. MATERIALS AND METHODS: Coronary magnetic resonance angiography (MRA) of the right coronary artery (RCA) was performed in eight healthy adult subjects on a 1.5 Tesla MR system (Gyroscan ACS-NT, Philips Medical Systems, Best, NL) using a free-breathing navigator-gated and cardiac-triggered 3D steady-state free-precession (SSFP) sequence with radial k-space sampling. Imaging was performed with and without a slice-selective inversion pre-pulse, which was positioned along the main axis of the coronary artery but perpendicular to the imaging volume. Objective image quality parameters such as SNR, CNR, maximal visible vessel length, and vessel border definition were analyzed. RESULTS: In contrast to conventional bright-blood 3D coronary MRA, the selective inversion pre-pulse provided a direct measure of coronary blood flow. In addition, CNR between the RCA and right ventricular blood pool was increased and the vessels had a tendency towards better delineation. Blood SNR and CNR between right coronary blood and epicardial fat were comparable in both sequences. CONCLUSION: The combination of a free-breathing navigator-gated and cardiac-triggered 3D SSFP sequence with a slice-selective inversion pre-pulse allows for direct and directional visualization of coronary blood flow with the additional benefit of improved contrast between coronary and right ventricular blood pool.

Polytene chromosome map and inversion polymorphism in Drosophila mediopunctata

Drosophila mediopunctata belongs to the tripunctata group, and is one of the commonest Drosophila species collected in some places in Brazil, especially in the winter. A standard map of the polytene chromosomes is presented. The breakpoints of the naturally occurring chromosomal rearrangements are marked on the map. The distribution of breaking points through the chromosomes of D. mediopunctata is apparently non-random. Chromosomes X, II and IV show inversion polymorphisms. Chromosome II is the most polymorphic, with 17 inversions, 8 inversions in the distal region and 9 in the proximal region. Chromosome X has four different gene arrangements, while chromosome IV has only two.

Molecular design of the Calphabeta interface favors specific pairing of introduced TCRalphabeta in human T cells.

A promising approach to adoptive transfer therapy of tumors is to reprogram autologous T lymphocytes by TCR gene transfer of defined Ag specificity. An obstacle, however, is the undesired pairing of introduced TCRalpha- and TCRbeta-chains with the endogenous TCR chains. These events vary depending on the individual endogenous TCR and they not only may reduce the levels of cell surface-introduced TCR but also may generate hybrid TCR with unknown Ag specificities. We show that such hybrid heterodimers can be generated even by the pairing of human and mouse TCRalpha- and TCRbeta-chains. To overcome this hurdle, we have identified a pair of amino acid residues in the crystal structure of a TCR that lie at the interface of associated TCR Calpha and Cbeta domains and are related to each other by both a complementary steric interaction analogous to a "knob-into-hole" configuration and the electrostatic environment. We mutated the two residues so as to invert the sense of this interaction analogous to a charged "hole-into-knob" configuration. We show that this inversion in the CalphaCbeta interface promotes selective assembly of the introduced TCR while preserving its specificity and avidity for Ag ligand. Noteworthily, this TCR modification was equally efficient on both a Mu and a Hu TCR. Our data suggest that this approach is generally applicable to TCR independently of their Ag specificity and affinity, subset distribution, and species of origin. Thus, this strategy may optimize TCR gene transfer to efficiently and safely reprogram random T cells into tumor-reactive T cells.

Automatic self-configuration of the logical network using distributed software agents

We present a system for dynamic network resource configuration in environments with bandwidth reservation. The proposed system is completely distributed and automates the mechanisms for adapting the logical network to the offered load. The system is able to manage dynamically a logical network such as a virtual path network in ATM or a label switched path network in MPLS or GMPLS. The system design and implementation is based on a multi-agent system (MAS) which make the decisions of when and how to change a logical path. Despite the lack of a centralised global network view, results show that MAS manages the network resources effectively, reducing the connection blocking probability and, therefore, achieving better utilisation of network resources. We also include details of its architecture and implementation

Quantified set inversion with applications to control

This paper describes a new reliable method, based on modal interval analysis (MIA) and set inversion (SI) techniques, for the characterization of solution sets defined by quantified constraints satisfaction problems (QCSP) over continuous domains. The presented methodology, called quantified set inversion (QSI), can be used over a wide range of engineering problems involving uncertain nonlinear models. Finally, an application on parameter identification is presented