Portafolio selection with skewness: a comparison of methods and a generalized two fund separation result

This contribution compares existing and newly developed techniques for geometrically representing mean-variances-kewness portfolio frontiers based on the rather widely adapted methodology of polynomial goal programming (PGP) on the one hand and the more recent approach based on the shortage function on the other hand. Moreover, we explain the working of these different methodologies in detail and provide graphical illustrations. Inspired by these illustrations, we prove a generalization of the well-known two fund separation theorem from traditionalmean-variance portfolio theory.

Epidemic models with an infected-infectious period

The introduction of an infective-infectious period on the geographic spread of epidemics is considered in two different models. The classical evolution equations arising in the literature are generalized and the existence of epidemic wave fronts is revised. The asymptotic speed is obtained and improves previous results for the Black Death plague

Generalized food-deceptive orchid species flower earlier and occur at lower altitudes than rewarding ones

Aims Food-deceptive pollination, in which plants do not offer any food reward to their pollinators, is common within the Orchidaceae. As food-deceptive orchids are poorer competitors for pollinator visitation than rewarding orchids, their occurrence in a given habitat may be more constrained than that of rewarding orchids. In particular, the success of deceptive orchids strongly relies on several biotic factors such as interactions with co-flowering rewarding species and pollinators, which may vary with altitude and over time. Our study compares generalized food-deceptive (i.e. excluding sexually deceptive) and rewarding orchids to test whether (i) deceptive orchids flower earlier compared to their rewarding counterparts and whether (ii) the relative occurrence of deceptive orchids decreases with increasing altitude. Methods To compare the flowering phenology of rewarding and deceptive orchids, we analysed data compiled from the literature at the species level over the occidental Palaearctic area. Since flowering phenology can be constrained by the latitudinal distribution of the species and by their phylogenetic relationships, we accounted for these factors in our analysis. To compare the altitudinal distribution of rewarding and deceptive orchids, we used field observations made over the entire Swiss territory and over two Swiss mountain ranges. Important Findings We found that deceptive orchid species start flowering earlier than rewarding orchids do, which is in accordance with the hypotheses of exploitation of naive pollinators and/or avoidance of competition with rewarding co-occurring species. Also, the relative frequency of deceptive orchids decreases with altitude, suggesting that deception may be less profitable at high compared to low altitude.

Hyperbolic reaction-diffusion equations for a forest fire model

Forest fire models have been widely studied from the context of self-organized criticality and from the ecological properties of the forest and combustion. On the other hand, reaction-diffusion equations have interesting applications in biology and physics. We propose here a model for fire propagation in a forest by using hyperbolic reaction-diffusion equations. The dynamical and thermodynamical aspects of the model are analyzed in detail

Speed of wave-front solutions to hyperbolic reaction-diffusion equations

The asymptotic speed problem of front solutions to hyperbolic reaction-diffusion (HRD) equations is studied in detail. We perform linear and variational analyses to obtain bounds for the speed. In contrast to what has been done in previous work, here we derive upper bounds in addition to lower ones in such a way that we can obtain improved bounds. For some functions it is possible to determine the speed without any uncertainty. This is also achieved for some systems of HRD (i.e., time-delayed Lotka-Volterra) equations that take into account the interaction among different species. An analytical analysis is performed for several systems of biological interest, and we find good agreement with the results of numerical simulations as well as with available observations for a system discussed recently

A generalized mechanistic codon model.

Models of codon evolution have attracted particular interest because of their unique capabilities to detect selection forces and their high fit when applied to sequence evolution. We described here a novel approach for modeling codon evolution, which is based on Kronecker product of matrices. The 61 × 61 codon substitution rate matrix is created using Kronecker product of three 4 × 4 nucleotide substitution matrices, the equilibrium frequency of codons, and the selection rate parameter. The entities of the nucleotide substitution matrices and selection rate are considered as parameters of the model, which are optimized by maximum likelihood. Our fully mechanistic model allows the instantaneous substitution matrix between codons to be fully estimated with only 19 parameters instead of 3,721, by using the biological interdependence existing between positions within codons. We illustrate the properties of our models using computer simulations and assessed its relevance by comparing the AICc measures of our model and other models of codon evolution on simulations and a large range of empirical data sets. We show that our model fits most biological data better compared with the current codon models. Furthermore, the parameters in our model can be interpreted in a similar way as the exchangeability rates found in empirical codon models.

Construção e validação do Índice de Qualidade de Vida de Ferrans & Powers: versão feridas

O artigo visa a apresentar o processo de construção e validação do Índice de Qualidade de Vida de Ferrans & Powers - Versão Feridas (IQVFP-VF) para emprego em pessoas com feridas agudas e crônicas de diferentes etiologias. O estudo metodológico desenvolveu-se por meio de procedimentos teóricos, empíricos e analíticos. Os resultados indicaram que o instrumento possui consistência interna e estabilidade satisfatórias; confirmaram a validade de conteúdo, concorrente (com o item sua satisfação) e convergente (com o WHOQOL-breve), bem como sua capacidade de discriminar os indivíduos conforme o número e duração das feridas, intensidade de dor e idade. A análise fatorial confirmatória mostrou que o instrumento manteve-se razoavelmente ajustado ao modelo original. Em conclusão, pode-se considerar que o IQVFP-VF é válido e tem confiabilidade atestada nos aspectos mais importantes da Qualidade de Vida para a população com feridas - geral, saúde e aspectos psicológicos e espirituais.

Generalized low-density codes with BCH constituents for full-diversity near-outage performance

A new graph-based construction of generalized low density codes (GLD-Tanner) with binary BCH constituents is described. The proposed family of GLD codes is optimal on block erasure channels and quasi-optimal on block fading channels. Optimality is considered in the outage probability sense. Aclassical GLD code for ergodic channels (e.g., the AWGN channel,the i.i.d. Rayleigh fading channel, and the i.i.d. binary erasure channel) is built by connecting bitnodes and subcode nodes via a unique random edge permutation. In the proposed construction of full-diversity GLD codes (referred to as root GLD), bitnodes are divided into 4 classes, subcodes are divided into 2 classes, and finally both sides of the Tanner graph are linked via 4 random edge permutations. The study focuses on non-ergodic channels with two states and can be easily extended to channels with 3 states or more.

Cyclic AMP induces differentiation in vitro of human melanoma cells.

Treating human melanoma lines with dibutyryl adenosine 3':5'-cyclic monophosphate (dbc AMP) resulted in morphologic changes associated with the altered expression of cell surface antigens. After treatment, cells developed long cellular projections characteristic of mature melanocytes and showed the presence of an increased number of Stage II premelanosomes. In addition, induction of melanin synthesis, detected as brown perinuclear pigmentation, was observed. The AMP further drastically reduced the growth rate of the five melanoma cell lines that were tested. The influence of dbc AMP was completely reversible 3 days after the agent was removed from the culture medium. The antigenic phenotype of the melanoma lines was compared before and after dbc AMP treatment. This was done with four monoclonal antibodies directed against major histocompatibility complex (MHC) Class I and II antigens and 11 monoclonal antibodies defining eight different melanoma-associated antigenic systems. Treatment with dbc AMP reduced the expression of human leukocyte antigen (HLA)-ABC antigens and beta-2-microglobulin in five of five melanoma lines. In the two HLA-DR-positive cell lines dbc AMP reduced the expression of this antigen in one line and enhanced it in the other. No induction of HLA-DR or HLA-DC antigens was observed in the Class II negative cell lines. Furthermore, dbc-AMP modulated the expression of the majority of the melanoma antigenic systems tested. The expression of a 90-kilodalton (KD) antigen, which has been found to be upregulated by interferon-gamma, was markedly decreased in all the five cell lines. A similar decrease in the expression of the high molecular weight proteoglycan-associated antigen (220-240 KD) was observed. The reduced expression of Class I and II MHC antigens as well as the altered expression of the melanoma-associated antigens studied were shown to be reversible after dbc AMP was removed. Our results collectively show that the monoclonal antibody-defined melanoma-associated molecules are linked to differentiation. They could provide useful tools for monitoring the maturation of melanomas in vivo induced by chemical agents or natural components favoring differentiation.

Generalized linear and generalized additive models in studies of species distributions: setting the scene

An important statistical development of the last 30 years has been the advance in regression analysis provided by generalized linear models (GLMs) and generalized additive models (GAMs). Here we introduce a series of papers prepared within the framework of an international workshop entitled: Advances in GLMs/GAMs modeling: from species distribution to environmental management, held in Riederalp, Switzerland, 6-11 August 2001.We first discuss some general uses of statistical models in ecology, as well as provide a short review of several key examples of the use of GLMs and GAMs in ecological modeling efforts. We next present an overview of GLMs and GAMs, and discuss some of their related statistics used for predictor selection, model diagnostics, and evaluation. Included is a discussion of several new approaches applicable to GLMs and GAMs, such as ridge regression, an alternative to stepwise selection of predictors, and methods for the identification of interactions by a combined use of regression trees and several other approaches. We close with an overview of the papers and how we feel they advance our understanding of their application to ecological modeling.

Polietina Schnabl & Dziedzicki (Diptera, Muscidae): description of the male of P. major Albuquerque and female of P. wulpi Couri & Carvalho

Polietina Schnabl & Dziedzicki, 1911 (Diptera, Muscidae) is a New World genus of Muscini, which comprises 18 species. The male of P. major Albuquerque, 1956 and the female of P. wulpi Couri & Carvalho, 1997 are herein described and illustrated for the first time. New geographical localities are recorded for both species.