937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.
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Balance functions have been measured for charged-particle pairs, identified charged-pion pairs, and identified charged-kaon pairs in Au + Au, d + Au, and p + p collisions at root s(NN) = 200 GeV at the Relativistic Heavy Ion Collider using the STAR detector. These balance functions are presented in terms of relative pseudorapidity, Delta eta, relative rapidity, Delta y, relative azimuthal angle, Delta phi, and invariant relative momentum, q(inv). For charged-particle pairs, the width of the balance function in terms of Delta eta scales smoothly with the number of participating nucleons, while HIJING and UrQMD model calculations show no dependence on centrality or system size. For charged-particle and charged-pion pairs, the balance functions widths in terms of Delta eta and Delta y are narrower in central Au + Au collisions than in peripheral collisions. The width for central collisions is consistent with thermal blast-wave models where the balancing charges are highly correlated in coordinate space at breakup. This strong correlation might be explained by either delayed hadronization or limited diffusion during the reaction. Furthermore, the narrowing trend is consistent with the lower kinetic temperatures inherent to more central collisions. In contrast, the width of the balance function for charged-kaon pairs in terms of Delta y shows little centrality dependence, which may signal a different production mechanism for kaons. The widths of the balance functions for charged pions and kaons in terms of q(inv) narrow in central collisions compared to peripheral collisions, which may be driven by the change in the kinetic temperature.
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We study the spin-1/2 Ising model on a Bethe lattice in the mean-field limit, with the interaction constants following one of two deterministic aperiodic sequences, the Fibonacci or period-doubling one. New algorithms of sequence generation were implemented, which were fundamental in obtaining long sequences and, therefore, precise results. We calculate the exact critical temperature for both sequences, as well as the critical exponents beta, gamma, and delta. For the Fibonacci sequence, the exponents are classical, while for the period-doubling one they depend on the ratio between the two exchange constants. The usual relations between critical exponents are satisfied, within error bars, for the period-doubling sequence. Therefore, we show that mean-field-like procedures may lead to nonclassical critical exponents.
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In this work, we study the role of the ac Stark effects on the excitation of nS(1/2) cold Rydberg atoms produced in a rubidium magneto-optical trap. We have observed an atomic population in the nP(3/2) state after excitation of nS(1/2) for 29 <= n <= 37. Such an observation is normally attributed to binary collisions; however, the interaction between Rb nS(1/2) atoms is repulsive. To explain our results, the dipole-dipole interaction and ac Stark shifts from the excitation laser must be considered. We find that the Rydberg-atom-pair state asymptotically correlating to nP(3/2)+(n-1)P(3/2) is excited directly.
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The parallel mutation-selection evolutionary dynamics, in which mutation and replication are independent events, is solved exactly in the case that the Malthusian fitnesses associated to the genomes are described by the random energy model (REM) and by a ferromagnetic version of the REM. The solution method uses the mapping of the evolutionary dynamics into a quantum Ising chain in a transverse field and the Suzuki-Trotter formalism to calculate the transition probabilities between configurations at different times. We find that in the case of the REM landscape the dynamics can exhibit three distinct regimes: pure diffusion or stasis for short times, depending on the fitness of the initial configuration, and a spin-glass regime for large times. The dynamic transition between these dynamical regimes is marked by discontinuities in the mean-fitness as well as in the overlap with the initial reference sequence. The relaxation to equilibrium is described by an inverse time decay. In the ferromagnetic REM, we find in addition to these three regimes, a ferromagnetic regime where the overlap and the mean-fitness are frozen. In this case, the system relaxes to equilibrium in a finite time. The relevance of our results to information processing aspects of evolution is discussed.
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Background: Identifying local similarity between two or more sequences, or identifying repeats occurring at least twice in a sequence, is an essential part in the analysis of biological sequences and of their phylogenetic relationship. Finding such fragments while allowing for a certain number of insertions, deletions, and substitutions, is however known to be a computationally expensive task, and consequently exact methods can usually not be applied in practice. Results: The filter TUIUIU that we introduce in this paper provides a possible solution to this problem. It can be used as a preprocessing step to any multiple alignment or repeats inference method, eliminating a possibly large fraction of the input that is guaranteed not to contain any approximate repeat. It consists in the verification of several strong necessary conditions that can be checked in a fast way. We implemented three versions of the filter. The first is simply a straightforward extension to the case of multiple sequences of an application of conditions already existing in the literature. The second uses a stronger condition which, as our results show, enable to filter sensibly more with negligible (if any) additional time. The third version uses an additional condition and pushes the sensibility of the filter even further with a non negligible additional time in many circumstances; our experiments show that it is particularly useful with large error rates. The latter version was applied as a preprocessing of a multiple alignment tool, obtaining an overall time (filter plus alignment) on average 63 and at best 530 times smaller than before (direct alignment), with in most cases a better quality alignment. Conclusion: To the best of our knowledge, TUIUIU is the first filter designed for multiple repeats and for dealing with error rates greater than 10% of the repeats length.
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This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent repeated samples from one or two populations. These inference problems are relevant in the analysis of diffusion tensor imaging data and polarized cosmic background radiation data, where the observations are, respectively, 3 x 3 and 2 x 2 symmetric positive definite matrices. The parameter sets involved in the inference problems for eigenvalues and eigenvectors are subsets of Euclidean space that are either affine subspaces, embedded submanifolds that are invariant under orthogonal transformations or polyhedral convex cones. We show that for a class of sets that includes the ones considered in this paper, the MLEs of the mean parameter do not depend on the covariance parameters if and only if the covariance structure is orthogonally invariant. Closed-form expressions for the MLEs and the associated LLRs are derived for this covariance structure.
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Efficient automatic protein classification is of central importance in genomic annotation. As an independent way to check the reliability of the classification, we propose a statistical approach to test if two sets of protein domain sequences coming from two families of the Pfam database are significantly different. We model protein sequences as realizations of Variable Length Markov Chains (VLMC) and we use the context trees as a signature of each protein family. Our approach is based on a Kolmogorov-Smirnov-type goodness-of-fit test proposed by Balding et at. [Limit theorems for sequences of random trees (2008), DOI: 10.1007/s11749-008-0092-z]. The test statistic is a supremum over the space of trees of a function of the two samples; its computation grows, in principle, exponentially fast with the maximal number of nodes of the potential trees. We show how to transform this problem into a max-flow over a related graph which can be solved using a Ford-Fulkerson algorithm in polynomial time on that number. We apply the test to 10 randomly chosen protein domain families from the seed of Pfam-A database (high quality, manually curated families). The test shows that the distributions of context trees coming from different families are significantly different. We emphasize that this is a novel mathematical approach to validate the automatic clustering of sequences in any context. We also study the performance of the test via simulations on Galton-Watson related processes.
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Various molecular systems are available for epidemiological, genetic, evolutionary, taxonomic and systematic studies of innumerable fungal infections, especially those caused by the opportunistic pathogen C. albicans. A total of 75 independent oral isolates were selected in order to compare Multilocus Enzyme Electrophoresis (MLEE), Electrophoretic Karyotyping (EK) and Microsatellite Markers (Simple Sequence Repeats - SSRs), in their abilities to differentiate and group C. albicans isolates (discriminatory power), and also, to evaluate the concordance and similarity of the groups of strains determined by cluster analysis for each fingerprinting method. Isoenzyme typing was performed using eleven enzyme systems: Adh, Sdh, M1p, Mdh, Idh, Gdh, G6pdh, Asd, Cat, Po, and Lap (data previously published). The EK method consisted of chromosomal DNA separation by pulsed-field gel electrophoresis using a CHEF system. The microsatellite markers were investigated by PCR using three polymorphic loci: EF3, CDC3, and HIS3. Dendrograms were generated by the SAHN method and UPGMA algorithm based on similarity matrices (S(SM)). The discriminatory power of the three methods was over 95%, however a paired analysis among them showed a parity of 19.7-22.4% in the identification of strains. Weak correlation was also observed among the genetic similarity matrices (S(SM)(MLEE) x S(SM)(EK) x S(SM)(SSRs)). Clustering analyses showed a mean of 9 +/- 12.4 isolates per cluster (3.8 +/- 8 isolates/taxon) for MLEE, 6.2 +/- 4.9 isolates per cluster (4 +/- 4.5 isolates/taxon) for SSRs, and 4.1 +/- 2.3 isolates per cluster (2.6 +/- 2.3 isolates/taxon) for EK. A total of 45 (13%), 39(11.2%), 5 (1.4%) and 3 (0.9%) clusters pairs from 347 showed similarity (Si) of 0.1-10%, 10.1-20%, 20.1-30% and 30.1-40%, respectively. Clinical and molecular epidemiological correlation involving the opportunistic pathogen C. albicans may be attributed dependently of each method of genotyping (i.e., MLEE, EK, and SSRs) supplemented with similarity and grouping analysis. Therefore, the use of genotyping systems that give results which offer minimum disparity, or the combination of the results of these systems, can provide greater security and consistency in the determination of strains and their genetic relationships. (C) 2010 Elsevier B.V. All rights reserved.
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This article intends to contribute to the reflection on the Educational Statistics as being source for the researches on History of Education. The main concern was to reveal the way Educational Statistics related to the period from 1871 to 1931 were produced, in central government. Official reports - from the General Statistics Directory - and Statistics yearbooks released by that department were analyzed and, on this analysis, recommendations and definitions to perform the works were sought. By rending problematic to the documental issues on Educational Statistics and their usual interpretations, the intention was to reduce the ignorance about the origin of the school numbers, which are occasionally used in current researches without the convenient critical exam.
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Prolonged standing has been associated with the onset of low back pain symptoms in working populations. So far, it is unknown how individuals with chronic low back pain (CLBP) behave during prolonged unconstrained standing (PS). The aim of the present study was to analyze the control of posture by subjects with CLBP during PS in comparison to matched healthy adults. The center of pressure (COP) position of 12 CLBP subjects and 12 matched healthy controls was recorded in prolonged standing (30 min) and quiet stance tasks (60 s) on a force plate. The number and amplitude of COP patterns, the root mean square (RMS), speed, and frequency of COP sway were analyzed. Statistical analyses showed that CLBP subjects produced less Postural changes in the antero-posterior direction with decreased postural sway during the prolonged standing task in comparison to the healthy group. Only CLBP subjects were influenced by the prolonged standing task, as demonstrated by their increased COP RMS, COP speed and COP frequency in the quiet standing trial after the prolonged standing task in comparison to the pre-PS trial. The present study provides additional evidence that individuals with CLBP might have altered sensory-motor function. Their inability to generate responses similar to those of healthy subjects during prolonged standing may contribute to CLBP persistence or an increase risk of recurrent back pain episodes. Moreover, quantification of postural changes during prolonged standing could be useful to identify CLBP subjects prone to postural control deficits. (C) 2008 Elsevier B.V. All rights reserved.
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Electrodeposition of thin copper layer was carried out on titanium wires in acidic sulphate bath. The influence of titanium surface preparation, cathodic current density, copper sulphate and sulphuric acid concentrations, electrical charge density and stirring of the solution on the adhesion of the electrodeposits was studied using the Taguchi statistical method. A L(16) orthogonal array with the six factors of control at two levels each and three interactions was employed. The analysis of variance of the mean adhesion response and signal-to-noise ratio showed the great influence of cathodic current density on adhesion. on the contrary, the other factors as well as the three investigated interactions revealed low or no significant effect. From this study optimized electrolysis conditions were defined. The copper electrocoating improved the electrical conductivity of the titanium wire. This shows that copper electrocoated titanium wires could be employed for both electrical purpose and mechanical reinforcement in superconducting magnets. (C) 2008 Elsevier B.V. All rights reserved.
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This study presents the results of a mature landfill leachate treated by a homogeneous catalytic ozonation process with ions Fe(2+) and Fe(3+) at acidic pH. Quality assessments were performed using Taguchi`s method (L(8) design). Strong synergism was observed statistically between molecular ozone and ferric ions, pointing to their catalytic effect on (center dot)OH generation. The achievement of better organic matter depollution rates requires an ozone flow of 5 L h(-1) (590 mg h(-1) O(3)) and a ferric ion concentration of 5 mg L(-1).
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Introduction To determine and compare thresholds of cutaneous sensitivity of lower extremities in diabetic patients with an ulcer on only one lower extremity Methods and Materials The study group included 20 patients with mean age of 61 6 and average time with diabetes of 12 4 years All patients were previously tested using Semmes-Weinstein monofilament 5 07 Sensitivity was evaluated using the two point discrimination test and the PSSD (TM) (Pressure-Specified Sensory Device) in order to assess touch thresholds in a quantitative manner, in g/mm(2) Three skin areas were tested hallux pulp, dorsum of foot and medial heel, including four tests 1 point static, 1 point moving, 2 points static and 2 points moving Results Mean 2 point discrimination distance in mm was higher in feet with ulcers, but the difference between extremities was only statistically significant for the hallux. With the PSSD (TM), all patients had higher pressure thresholds in feet with ulcers when compared with feet without ulcers, in all tests, with statistical significance Conclusion The PSSD (TM) was able to differentiate levels of sensation between extremities with and without ulcers in diabetic patients, with statistical significance
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This work proposes a completely new approach for the design of resonant structures aiming at wavelength-filtering applications. The structure consists of a subwavelength metal-insulator-metal (MIM) waveguide presenting tilted coupled structures transversely arranged in the midpoint between the input and output ports. The cavity-like response of this device has shown that this concept can be particularly attractive for optical filter design for telecom applications. The extra degree of freedom provided by the tilting of the cavity has proved to be not only very effective on improving the quality factor of these structures, but also to be an elegant way of extending the range of applications for tuning multiple wavelengths, if necessary.
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This paper deals with the traditional permutation flow shop scheduling problem with the objective of minimizing mean flowtime, therefore reducing in-process inventory. A new heuristic method is proposed for the scheduling problem solution. The proposed heuristic is compared with the best one considered in the literature. Experimental results show that the new heuristic provides better solutions regarding both the solution quality and computational effort.