Análisis de la fiabilidad de indicadores para sistemas de seguimiento de precios en los mercados

Para este trabajo se ha desarrollado un programa en Matlab, que nos permite realizar ensayos con algunas de las herramientas fundamentales del análisis técnico. Concretamente nos hemos centrado en el “Indicador de Movimiento Direccional” de Wilder. El programa está formado por seis funciones que permiten descargar datos, hacer la simulación del indicador, ajustar automáticamente algunos de sus parámetros y presentar los resultados obtenidos en la simulación. Con los experimentos y simulaciones realizadas se ha visto la importancia de escoger adecuadamente los períodos de ±DIs (indicadores direccionales positivo y negativo) y el ADX (Average Directional Movement Index). También hemos visto que la reglas decisión apuntadas por autores de reconocido prestigio como Cava y Ortiz ,no siempre se comportan como cabría esperar. Se propone mejorar el rendimiento y la fiabilidad de este indicador Incluyendo alguna media móvil de los precios y el volumen de contratación, en los criterios de decisión. También se podría mejorar implementando un sistema para que se pudiesen autoajustar los criterios de decisión.

Numerical simulation of ambient seismic wavefield modification caused by pore-fluid effects in an oil reservoir

We have modeled numerically the seismic response of a poroelastic inclusion with properties applicable to an oil reservoir that interacts with an ambient wavefield. The model includes wave-induced fluid flow caused by pressure differences between mesoscopic-scale (i.e., in the order of centimeters to meters) heterogeneities. We used a viscoelastic approximation on the macroscopic scale to implement the attenuation and dispersion resulting from this mesoscopic-scale theory in numerical simulations of wave propagation on the kilometer scale. This upscaling method includes finite-element modeling of wave-induced fluid flow to determine effective seismic properties of the poroelastic media, such as attenuation of P- and S-waves. The fitted, equivalent, viscoelastic behavior is implemented in finite-difference wave propagation simulations. With this two-stage process, we model numerically the quasi-poroelastic wave-propagation on the kilometer scale and study the impact of fluid properties and fluid saturation on the modeled seismic amplitudes. In particular, we addressed the question of whether poroelastic effects within an oil reservoir may be a plausible explanation for low-frequency ambient wavefield modifications observed at oil fields in recent years. Our results indicate that ambient wavefield modification is expected to occur for oil reservoirs exhibiting high attenuation. Whether or not such modifications can be detected in surface recordings, however, will depend on acquisition design and noise mitigation processing as well as site-specific conditions, such as the geologic complexity of the subsurface, the nature of the ambient wavefield, and the amount of surface noise.

Comparison of thinning methods in a Scots pine stand on drained peatland : a simulation study

Tiivistelmä: Harvennusmenetelmien vertailu ojitetun turvemaan männikössä. Simulointitutkimus

Applicability of a distributed watershed pollution model in a data-poor environment in Santa Catarina State, Brazil

Intensification of agricultural production without a sound management and regulations can lead to severe environmental problems, as in Western Santa Catarina State, Brazil, where intensive swine production has caused large accumulations of manure and consequently water pollution. Natural resource scientists are asked by decision-makers for advice on management and regulatory decisions. Distributed environmental models are useful tools, since they can be used to explore consequences of various management practices. However, in many areas of the world, quantitative data for model calibration and validation are lacking. The data-intensive distributed environmental model AgNPS was applied in a data-poor environment, the upper catchment (2,520 ha) of the Ariranhazinho River, near the city of Seara, in Santa Catarina State. Steps included data preparation, cell size selection, sensitivity analysis, model calibration and application to different management scenarios. The model was calibrated based on a best guess for model parameters and on a pragmatic sensitivity analysis. The parameters were adjusted to match model outputs (runoff volume, peak runoff rate and sediment concentration) closely with the sparse observed data. A modelling grid cell resolution of 150 m adduced appropriate and computer-fit results. The rainfall runoff response of the AgNPS model was calibrated using three separate rainfall ranges (< 25, 25-60, > 60 mm). Predicted sediment concentrations were consistently six to ten times higher than observed, probably due to sediment trapping along vegetated channel banks. Predicted N and P concentrations in stream water ranged from just below to well above regulatory norms. Expert knowledge of the area, in addition to experience reported in the literature, was able to compensate in part for limited calibration data. Several scenarios (actual, recommended and excessive manure applications, and point source pollution from swine operations) could be compared by the model, using a relative ranking rather than quantitative predictions.

Method to assess and optimise dependability of complex macro-systems: application to a railway signalling system

Achieving a high degree of dependability in complex macro-systems is challenging. Because of the large number of components and numerous independent teams involved, an overview of the global system performance is usually lacking to support both design and operation adequately. A functional failure mode, effects and criticality analysis (FMECA) approach is proposed to address the dependability optimisation of large and complex systems. The basic inductive model FMECA has been enriched to include considerations such as operational procedures, alarm systems. environmental and human factors, as well as operation in degraded mode. Its implementation on a commercial software tool allows an active linking between the functional layers of the system and facilitates data processing and retrieval, which enables to contribute actively to the system optimisation. The proposed methodology has been applied to optimise dependability in a railway signalling system. Signalling systems are typical example of large complex systems made of multiple hierarchical layers. The proposed approach appears appropriate to assess the global risk- and availability-level of the system as well as to identify its vulnerabilities. This enriched-FMECA approach enables to overcome some of the limitations and pitfalls previously reported with classical FMECA approaches.

Measurement and simulation of anisotropy in the Infrared and Raman spectra of beta-FeSi2 single crystals

In this paper we show that the orthorhombic phase of FeSi2 (stable at room temperature) displays a sizable anisotropy in the infrared spectra, with minor effects in the Raman data too. This fact is not trivial at all, since the crystal structure corresponds to a moderate distortion of the fluorite symmetry. Our analysis is carried out on small single crystals grown by flux transport, through polarization-resolved far-infrared reflectivity and Raman measurements. Their interpretation has been obtained by means of the simulated spectra with tight-binding molecular dynamics.

Smart Planning in Iowa - A Guide to Principles, Strategies and Policy Tools

This guide was created to aid communities in the process of smart planning and is organized around the 10 Smart Planning Principles signed into Iowa law in 2010. A general description of the concept, strategies for encouraging use, policy tools for implementation, and a current Iowa example are presented for each Principle. In addition, a brief list of resources is provided to help local governments, community organizations and citizen planners find information and ideas on community involvement and incorporation of smart planning concepts in every day decisions.

Antiangiogenic peptides and proteins: from experimental tools to clinical drugs.

The formation of a 'tumor-associated vasculature', a process referred to as tumor angiogenesis, is a stromal reaction essential for tumor progression. Inhibition of tumor angiogenesis suppresses tumor growth in many experimental models, thereby indicating that tumor-associated vasculature may be a relevant target to inhibit tumor progression. Among the antiangiogenic molecules reported to date many are peptides and proteins. They include cytokines, chemokines, antibodies to vascular growth factors and growth factor receptors, soluble receptors, fragments derived from extracellular matrix proteins and small synthetic peptides. The polypeptide tumor necrosis factor (TNF, Beromun) was the first drug registered for the regional treatment of human cancer, whose mechanisms of action involved selective disruption of the tumor vasculature. More recently, bevacizumab (Avastin), an antibody against vascular endothelial growth factor (VEGF)-A, was approved as the first systemic antiangiogenic drug that had a significant impact on the survival of patients with advanced colorectal cancer, in combination with chemotherapy. Several additional peptides and antibodies with antiangiogenic activity are currently tested in clinical trials for their therapeutic efficacy. Thus, peptides, polypeptides and antibodies are emerging as leading molecules among the plethora of compounds with antiangiogenic activity. In this article, we will review some of these molecules and discuss their mechanism of action and their potential therapeutic use as anticancer agents in humans.

SBML qualitative models: a model representation format and infrastructure to foster interactions between qualitative modelling formalisms and tools.

BACKGROUND: Qualitative frameworks, especially those based on the logical discrete formalism, are increasingly used to model regulatory and signalling networks. A major advantage of these frameworks is that they do not require precise quantitative data, and that they are well-suited for studies of large networks. While numerous groups have developed specific computational tools that provide original methods to analyse qualitative models, a standard format to exchange qualitative models has been missing. RESULTS: We present the Systems Biology Markup Language (SBML) Qualitative Models Package ("qual"), an extension of the SBML Level 3 standard designed for computer representation of qualitative models of biological networks. We demonstrate the interoperability of models via SBML qual through the analysis of a specific signalling network by three independent software tools. Furthermore, the collective effort to define the SBML qual format paved the way for the development of LogicalModel, an open-source model library, which will facilitate the adoption of the format as well as the collaborative development of algorithms to analyse qualitative models. CONCLUSIONS: SBML qual allows the exchange of qualitative models among a number of complementary software tools. SBML qual has the potential to promote collaborative work on the development of novel computational approaches, as well as on the specification and the analysis of comprehensive qualitative models of regulatory and signalling networks.

Critical behavior of a system with orientational and positional degrees of freedom: A Monte Carlo simulation study

The critical behavior of a system constituted by molecules with a preferred symmetry axis is studied by means of a Monte Carlo simulation of a simplified two-dimensional model. The system exhibits two phase transitions, associated with the vanishing of the positional order of the center of mass of the molecules and with the orientational order of the symmetry axis. The evolution of the order parameters and the specific heat is also studied. The transition associated with the positional degrees of freedom is found to change from a second-order to a first-order behavior when the two phase transitions are close enough, due to the coupling with the orientational degrees of freedom. This fact is qualitatively compared with similar results found in pure liquid crystals and liquid-crystal mixtures.

Monitoring drug therapy.

Drug development has improved over recent decades, with refinements in analytical techniques, population pharmacokinetic-pharmacodynamic (PK-PD) modelling and simulation, and new biomarkers of efficacy and tolerability. Yet this progress has not yielded improvements in individualization of treatment and monitoring, owing to various obstacles: monitoring is complex and demanding, many monitoring procedures have been instituted without critical assessment of the underlying evidence and rationale, controlled clinical trials are sparse, monitoring procedures are poorly validated and both drug manufacturers and regulatory authorities take insufficient account of the importance of monitoring. Drug concentration and effect data should be increasingly collected, analyzed, aggregated and disseminated in forms suitable for prescribers, along with efficient monitoring tools and evidence-based recommendations regarding their best use. PK-PD observations should be collected for both novel and established critical drugs and applied to observational data, in order to establish whether monitoring would be suitable. Methods for aggregating PK-PD data in systematic reviews should be devised. Observational and intervention studies to evaluate monitoring procedures are needed. Miniaturized monitoring tests for delivery at the point of care should be developed and harnessed to closed-loop regulated drug delivery systems. Intelligent devices would enable unprecedented precision in the application of critical treatments, i.e. those with life-saving efficacy, narrow therapeutic margins and high interpatient variability. Pharmaceutical companies, regulatory agencies and academic clinical pharmacologists share the responsibility of leading such developments, in order to ensure that patients obtain the greatest benefit and suffer the least harm from their medicines.