A Semantic Approach to Problem-Based Learning with Conceptual Models

El aprendizaje basado en problemas se lleva aplicando con éxito durante las últimas tres décadas en un amplio rango de entornos de aprendizaje. Este enfoque educacional consiste en proponer problemas a los estudiantes de forma que puedan aprender sobre un dominio particular mediante el desarrollo de soluciones a dichos problemas. Si esto se aplica al modelado de conocimiento, y en particular al basado en Razonamiento Cualitativo, las soluciones a los problemas pasan a ser modelos que representan el compotamiento del sistema dinámico propuesto. Por lo tanto, la tarea del estudiante en este caso es acercar su modelo inicial (su primer intento de representar el sistema) a los modelos objetivo que proporcionan soluciones al problema, a la vez que adquieren conocimiento sobre el dominio durante el proceso. En esta tesis proponemos KaiSem, un método que usa tecnologías y recursos semánticos para guiar a los estudiantes durante el proceso de modelado, ayudándoles a adquirir tanto conocimiento como sea posible sin la directa supervisión de un profesor. Dado que tanto estudiantes como profesores crean sus modelos de forma independiente, estos tendrán diferentes terminologías y estructuras, dando lugar a un conjunto de modelos altamente heterogéneo. Para lidiar con tal heterogeneidad, proporcionamos una técnica de anclaje semántico para determinar, de forma automática, enlaces entre la terminología libre usada por los estudiantes y algunos vocabularios disponibles en la Web de Datos, facilitando con ello la interoperabilidad y posterior alineación de modelos. Por último, proporcionamos una técnica de feedback semántico para comparar los modelos ya alineados y generar feedback basado en las posibles discrepancias entre ellos. Este feedback es comunicado en forma de sugerencias individualizadas que el estudiante puede utilizar para acercar su modelo a los modelos objetivos en cuanto a su terminología y estructura se refiere. ABSTRACT Problem-based learning has been successfully applied over the last three decades to a diverse range of learning environments. This educational approach consists of posing problems to learners, so they can learn about a particular domain by developing solutions to them. When applied to conceptual modeling, and particularly to Qualitative Reasoning, the solutions to problems are models that represent the behavior of a dynamic system. Therefore, the learner's task is to move from their initial model, as their first attempt to represent the system, to the target models that provide solutions to that problem while acquiring domain knowledge in the process. In this thesis we propose KaiSem, a method for using semantic technologies and resources to scaffold the modeling process, helping the learners to acquire as much domain knowledge as possible without direct supervision from the teacher. Since learners and experts create their models independently, these will have different terminologies and structure, giving rise to a pool of models highly heterogeneous. To deal with such heterogeneity, we provide a semantic grounding technique to automatically determine links between the unrestricted terminology used by learners and some online vocabularies of the Web of Data, thus facilitating the interoperability and later alignment of the models. Lastly, we provide a semantic-based feedback technique to compare the aligned models and generate feedback based on the possible discrepancies. This feedback is communicated in the form of individualized suggestions, which can be used by the learner to bring their model closer in terminology and structure to the target models.

A multidisciplinary reference framework to support innovative design, implementation and assessment of chronic care models

Hoy en día, por primera vez en la historia, la mayor parte de la población podrá vivir hasta los sesenta años y más (United Nations, 2015). Sin embargo, todavía existe poca evidencia que demuestre que las personas mayores, estén viviendo con mejor salud que sus padres, a la misma edad, ya que la mayoría de los problemas de salud en edades avanzadas están asociados a las enfermedades crónicas (WHO, 2015). Los sistemas sanitarios de los países desarrollados funcionan adecuadamente cuando se trata del cuidado de enfermedades agudas, pero no son lo suficientemente eficaces en la gestión de las enfermedades crónicas. Durante la última década, se han realizado esfuerzos para mejorar esta gestión, por medio de la utilización de estrategias de prevención y de reenfoque de la provisión de los servicios de atención para la salud (Kane et al. 2005). Según una revisión sistemática de modelos de cuidado de salud, comisionada por el sistema nacional de salud Británico, pocos modelos han conceptualizado cuáles son los componentes que hay que utilizar para proporcionar un cuidado crónico efectivo, y estos componentes no han sido suficientemente estructurados y articulados. Por lo tanto, no hay suficiente evidencia sobre el impacto real de cualquier modelo existente en la actualidad (Ham, 2006). Las innovaciones podrían ayudar a conseguir mejores diagnósticos, tratamientos y gestión de pacientes crónicos, así como a dar soporte a los profesionales y a los pacientes en el cuidado. Sin embargo, la forma en las que estas innovaciones se proporcionan no es lo suficientemente eficiente, efectiva y amigable para el usuario. Para mejorar esto, hace falta crear equipos de trabajo y estrategias multidisciplinares. En conclusión, hacen falta actividades que permitan conseguir que las innovaciones sean utilizadas en los sistemas de salud que quieren mejorar la gestión del cuidado crónico, para que sea posible: 1) traducir la “atención sanitaria basada en la evidencia” en “conocimiento factible”; 2) hacer frente a la complejidad de la atención sanitaria a través de una investigación multidisciplinaria; 3) identificar una aproximación sistemática para que se establezcan intervenciones innovadoras en el cuidado de salud. El marco de referencia desarrollado en este trabajo de investigación es un intento de aportar estas mejoras. Las siguientes hipótesis han sido propuestas: Hipótesis 1: es posible definir un proceso de traducción que convierta un modelo de cuidado crónico en una descripción estructurada de objetivos, requisitos e indicadores clave de rendimiento. Hipótesis 2: el proceso de traducción, si se ejecuta a través de elementos basados en la evidencia, multidisciplinares y de orientación económica, puede convertir un modelo de cuidado crónico en un marco descriptivo, que define el ciclo de vida de soluciones innovadoras para el cuidado de enfermedades crónicas. Hipótesis 3: es posible definir un método para evaluar procesos, resultados y capacidad de desarrollar habilidades, y asistir equipos multidisciplinares en la creación de soluciones innovadoras para el cuidado crónico. Hipótesis 4: es posible dar soporte al desarrollo de soluciones innovadoras para el cuidado crónico a través de un marco de referencia y conseguir efectos positivos, medidos en indicadores clave de rendimiento. Para verificar las hipótesis, se ha definido una aproximación metodológica compuesta de cuatro Fases, cada una asociada a una hipótesis. Antes de esto, se ha llevado a cabo una “Fase 0”, donde se han analizado los antecedentes sobre el problema (i.e. adopción sistemática de la innovación en el cuidado crónico) desde una perspectiva multi-dominio y multi-disciplinar. Durante la fase 1, se ha desarrollado un Proceso de Traducción del Conocimiento, elaborado a partir del JBI Joanna Briggs Institute (JBI) model of evidence-based healthcare (Pearson, 2005), y sobre el cual se han definido cuatro Bloques de Innovación. Estos bloques consisten en una descripción de elementos innovadores, definidos en la fase 0, que han sido añadidos a los cuatros elementos que componen el modelo JBI. El trabajo llevado a cabo en esta fase ha servido también para definir los materiales que el proceso de traducción tiene que ejecutar. La traducción que se ha llevado a cabo en la fase 2, y que traduce la mejor evidencia disponible de cuidado crónico en acción: resultado de este proceso de traducción es la parte descriptiva del marco de referencia, que consiste en una descripción de un modelo de cuidado crónico (se ha elegido el Chronic Care Model, Wagner, 1996) en términos de objetivos, especificaciones e indicadores clave de rendimiento y organizada en tres ciclos de innovación (diseño, implementación y evaluación). Este resultado ha permitido verificar la segunda hipótesis. Durante la fase 3, para demostrar la tercera hipótesis, se ha desarrollado un método-mixto de evaluación de equipos multidisciplinares que trabajan en innovaciones para el cuidado crónico. Este método se ha creado a partir del método mixto usado para la evaluación de equipo multidisciplinares translacionales (Wooden, 2013). El método creado añade una dimensión procedural al marco. El resultado de esta fase consiste, por lo tanto, en una primera versión del marco de referencia, lista para ser experimentada. En la fase 4, se ha validado el marco a través de un caso de estudio multinivel y con técnicas de observación-participante como método de recolección de datos. Como caso de estudio se han elegido las actividades de investigación que el grupo de investigación LifeStech ha desarrollado desde el 2008 para mejorar la gestión de la diabetes, actividades realizadas en un contexto internacional. Los resultados demuestran que el marco ha permitido mejorar las actividades de trabajo en distintos niveles: 1) la calidad y cantidad de las publicaciones; 2) se han conseguido dos contratos de investigación sobre diabetes: el primero es un proyecto de investigación aplicada, el segundo es un proyecto financiado para acelerar las innovaciones en el mercado; 3) a través de los indicadores claves de rendimiento propuestos en el marco, una prueba de concepto de un prototipo desarrollado en un proyecto de investigación ha sido transformada en una evaluación temprana de una intervención eHealth para el manejo de la diabetes, que ha sido recientemente incluida en Repositorio de prácticas innovadoras del Partenariado de Innovación Europeo en Envejecimiento saludable y activo. La verificación de las 4 hipótesis ha permitido demonstrar la hipótesis principal de este trabajo de investigación: es posible contribuir a crear un puente entre la atención sanitaria y la innovación y, por lo tanto, mejorar la manera en que el cuidado crónico sea procurado en los sistemas sanitarios. ABSTRACT Nowadays, for the first time in history, most people can expect to live into their sixties and beyond (United Nations, 2015). However, little evidence suggests that older people are experiencing better health than their parents, and most of the health problems of older age are linked to Chronic Diseases (WHO, 2015). The established health care systems in developed countries are well suited to the treatment of acute diseases but are mostly inadequate for dealing with CDs. Healthcare systems are challenging the burden of chronic diseases by putting more emphasis on the prevention of disease and by looking for new ways to reorient the provision of care (Kane et al., 2005). According to an evidence-based review commissioned by the British NHS Institute, few models have conceptualized effective components of care for CDs and these components have been not structured and articulated. “Consequently, there is limited evidence about the real impact of any of the existing models” (Ham, 2006). Innovations could support to achieve better diagnosis, treatment and management for patients across the continuum of care, by supporting health professionals and empowering patients to take responsibility. However, the way they are delivered is not sufficiently efficient, effective and consumer friendly. The improvement of innovation delivery, involves the creation of multidisciplinary research teams and taskforces, rather than just working teams. There are several actions to improve the adoption of innovations from healthcare systems that are tackling the epidemics of CDs: 1) Translate Evidence-Based Healthcare (EBH) into actionable knowledge; 2) Face the complexity of healthcare through multidisciplinary research; 3) Identify a systematic approach to support effective implementation of healthcare interventions through innovation. The framework proposed in this research work is an attempt to provide these improvements. The following hypotheses have been drafted: Hypothesis 1: it is possible to define a translation process to convert a model of chronic care into a structured description of goals, requirements and key performance indicators. Hypothesis 2: a translation process, if executed through evidence-based, multidisciplinary, holistic and business-oriented elements, can convert a model of chronic care in a descriptive framework, which defines the whole development cycle of innovative solutions for chronic disease management. Hypothesis 3: it is possible to design a method to evaluate processes, outcomes and skill acquisition capacities, and assist multidisciplinary research teams in the creation of innovative solutions for chronic disease management. Hypothesis 4: it is possible to assist the development of innovative solutions for chronic disease management through a reference framework and produce positive effects, measured through key performance indicators. In order to verify the hypotheses, a methodological approach, composed of four Phases that correspond to each one of the stated hypothesis, was defined. Prior to this, a “Phase 0”, consisting in a multi-domain and multi-disciplinary background analysis of the problem (i.e.: systematic adoption of innovation to chronic care), was carried out. During phase 1, in order to verify the first hypothesis, a Knowledge Translation Process (KTP) was developed, starting from the JBI Joanna Briggs Institute (JBI) model of evidence-based healthcare was used (Pearson, 2005) and adding Four Innovation Blocks. These blocks represent an enriched description, added to the JBI model, to accelerate the transformation of evidence-healthcare through innovation; the innovation blocks are built on top of the conclusions drawn after Phase 0. The background analysis gave also indication on the materials and methods to be used for the execution of the KTP, carried out during phase 2, that translates the actual best available evidence for chronic care into action: this resulted in a descriptive Framework, which is a description of a model of chronic care (the Chronic Care Model was chosen, Wagner, 1996) in terms of goals, specified requirements and Key Performance Indicators, and articulated in the three development cycles of innovation (i.e. design, implementation and evaluation). Thanks to this result the second hypothesis was verified. During phase 3, in order to verify the third hypothesis, a mixed-method to evaluate multidisciplinary teams working on innovations for chronic care, was created, based on a mixed-method used for the evaluation of Multidisciplinary Translational Teams (Wooden, 2013). This method adds a procedural dimension to the descriptive component of the Framework, The result of this phase consisted in a draft version of the framework, ready to be tested in a real scenario. During phase 4, a single and multilevel case study, with participant-observation data collection, was carried out, in order to have a complete but at the same time multi-sectorial evaluation of the framework. The activities that the LifeStech research group carried out since 2008 to improve the management of diabetes have been selected as case study. The results achieved showed that the framework allowed to improve the research activities in different directions: the quality and quantity of the research publications that LifeStech has issued, have increased substantially; 2 project grants to improve the management of diabetes, have been assigned: the first is a grant funding applied research while the second is about accelerating innovations into the market; by using the assessment KPIs of the framework, the proof of concept validation of a prototype developed in a research project was transformed into an early stage assessment of innovative eHealth intervention for Diabetes Management, which has been recently included in the repository of innovative practice of the European Innovation Partnership on Active and Health Ageing initiative. The verification of the 4 hypotheses lead to verify the main hypothesis of this research work: it is possible to contribute to bridge the gap between healthcare and innovation and, in turn, improve the way chronic care is delivered by healthcare systems.

A study of the mechanical behaviour of the human aortic artery by means of non-linear finite element models

En la presente tesis desarrollamos una estrategia para la simulación numérica del comportamiento mecánico de la aorta humana usando modelos de elementos finitos no lineales. Prestamos especial atención a tres aspectos claves relacionados con la biomecánica de los tejidos blandos. Primero, el análisis del comportamiento anisótropo característico de los tejidos blandos debido a las familias de fibras de colágeno. Segundo, el análisis del ablandamiento presentado por los vasos sanguíneos cuando estos soportan cargas fuera del rango de funcionamiento fisiológico. Y finalmente, la inclusión de las tensiones residuales en las simulaciones en concordancia con el experimento de apertura de ángulo. El análisis del daño se aborda mediante dos aproximaciones diferentes. En la primera aproximación se presenta una formulación de daño local con regularización. Esta formulación tiene dos ingredientes principales. Por una parte, usa los principios de la teoría de la fisura difusa para garantizar la objetividad de los resultados con diferentes mallas. Por otra parte, usa el modelo bidimensional de Hodge-Petruska para describir el comportamiento mesoscópico de los fibriles. Partiendo de este modelo mesoscópico, las propiedades macroscópicas de las fibras de colágeno son obtenidas a través de un proceso de homogenización. En la segunda aproximación se presenta un modelo de daño no-local enriquecido con el gradiente de la variable de daño. El modelo se construye a partir del enriquecimiento de la función de energía con un término que contiene el gradiente material de la variable de daño no-local. La inclusión de este término asegura una regularización implícita de la implementación por elementos finitos, dando lugar a resultados de las simulaciones que no dependen de la malla. La aplicabilidad de este último modelo a problemas de biomecánica se estudia por medio de una simulación de un procedimiento quirúrgico típico conocido como angioplastia de balón. In the present thesis we develop a framework for the numerical simulation of the mechanical behaviour of the human aorta using non-linear finite element models. Special attention is paid to three key aspects related to the biomechanics of soft tissues. First, the modelling of the characteristic anisotropic behaviour of the softue due to the collagen fibre families. Secondly, the modelling of damage-related softening that blood vessels exhibit when subjected to loads beyond their physiological range. And finally, the inclusion of the residual stresses in the simulations in accordance with the opening-angle experiment The modelling of damage is addressed with two major and different approaches. In the first approach a continuum local damage formulation with regularisation is presented. This formulation has two principal ingredients. On the one hand, it makes use of the principles of the smeared crack theory to avoid the mesh size dependence of the structural response in softening. On the other hand, it uses a Hodge-Petruska bidimensional model to describe the fibrils as staggered arrays of tropocollagen molecules, and from this mesoscopic model the macroscopic material properties of the collagen fibres are obtained using an homogenisation process. In the second approach a non-local gradient-enhanced damage formulation is introduced. The model is built around the enhancement of the free energy function by means of a term that contains the referential gradient of the non-local damage variable. The inclusion of this term ensures an implicit regularisation of the finite element implementation, yielding mesh-objective results of the simulations. The applicability of the later model to biomechanically-related problems is studied by means of the simulation of a typical surgical procedure, namely, the balloon angioplasty.

Depth Averaged Models for Fast Landslide Propagation: Mathematical, Rheological and Numerical Aspects

This paper presents an overview of depth averaged modelling of fast catastrophic landslides where coupling of solid skeleton and pore fluid (air and water) is important. The first goal is to show how Biot-Zienkiewicz models can be applied to develop depth integrated, coupled models. The second objective of the paper is to consider a link which can be established between rheological and constitutive models. Perzyna´s viscoplasticity can be considered a general framework within which rheological models such as Bingham and cohesive frictional fluids can be derived. Among the several alternative numerical models, we will focus here on SPH which has not been widely applied by engineers to model landslide propagation. We propose an improvement, based on combining Finite Difference meshes associated to SPH nodes to describe pore pressure evolution inside the landslide mass. We devote a Section to analyze the performance of the models, considering three sets of tests and examples which allows to assess the model performance and limitations: (i) Problems having an analytical solution, (ii) Small scale laboratory tests, and (iii) Real cases for which we have had access to reliable information

Building intuition of iron evolution during solar cell processing through analysis of different process models

An important aspect of Process Simulators for photovoltaics is prediction of defect evolution during device fabrication. Over the last twenty years, these tools have accelerated process optimization, and several Process Simulators for iron, a ubiquitous and deleterious impurity in silicon, have been developed. The diversity of these tools can make it difficult to build intuition about the physics governing iron behavior during processing. Thus, in one unified software environment and using self-consistent terminology, we combine and describe three of these Simulators. We vary structural defect distribution and iron precipitation equations to create eight distinct Models, which we then use to simulate different stages of processing. We find that the structural defect distribution influences the final interstitial iron concentration ([Fe-i]) more strongly than the iron precipitation equations. We identify two regimes of iron behavior: (1) diffusivity-limited, in which iron evolution is kinetically limited and bulk [Fe-i] predictions can vary by an order of magnitude or more, and (2) solubility-limited, in which iron evolution is near thermodynamic equilibrium and the Models yield similar results. This rigorous analysis provides new intuition that can inform Process Simulation, material, and process development, and it enables scientists and engineers to choose an appropriate level of Model complexity based on wafer type and quality, processing conditions, and available computation time.

Retinoic acid (RA) and As2O3 treatment in transgenic models of acute promyelocytic leukemia (APL) unravel the distinct nature of the leukemogenic process induced by the PML-RARα and PLZF-RARα oncoproteins

Acute promyelocytic leukemia (APL) is associated with chromosomal translocations always involving the RARα gene, which variably fuses to one of several distinct loci, including PML or PLZF (X genes) in t(15;17) or t(11;17), respectively. APL in patients harboring t(15;17) responds well to retinoic acid (RA) treatment and chemotherapy, whereas t(11;17) APL responds poorly to both treatments, thus defining a distinct syndrome. Here, we show that RA, As2O3, and RA + As2O3 prolonged survival in either leukemic PML-RARα transgenic mice or nude mice transplanted with PML-RARα leukemic cells. RA + As2O3 prolonged survival compared with treatment with either drug alone. In contrast, neither in PLZF-RARα transgenic mice nor in nude mice transplanted with PLZF-RARα cells did any of the three regimens induce complete disease remission. Unexpectedly, therapeutic doses of RA and RA + As2O3 can induce, both in vivo and in vitro, the degradation of either PML-RARα or PLZF-RARα proteins, suggesting that the maintenance of the leukemic phenotype depends on the continuous presence of the former, but not the latter. Our findings lead to three major conclusions with relevant therapeutic implications: (i) the X-RARα oncoprotein directly determines response to treatment and plays a distinct role in the maintenance of the malignant phenotype; (ii) As2O3 and/or As2O3 + RA combination may be beneficial for the treatment of t(15;17) APL but not for t(11;17) APL; and (iii) therapeutic strategies aimed solely at degrading the X-RARα oncoprotein may not be effective in t(11;17) APL.

Three independent lines of evidence suggest retinoids as causal to schizophrenia

Retinoid dysregulation may be an important factor in the etiology of schizophrenia. This hypothesis is supported by three independent lines of evidence that triangulate on retinoid involvement in schizophrenia: (i) congenital anomalies similar to those caused by retinoid dysfunction are found in schizophrenics and their relatives; (ii) those loci that have been suggestively linked to schizophrenia are also the loci of the genes of the retinoid cascade (convergent loci); and (iii) the transcriptional activation of the dopamine D2 receptor and numerous schizophrenia candidate genes is regulated by retinoic acid. These findings suggest a close causal relationship between retinoids and the underlying pathophysiological defects in schizophrenia. This leads to specific strategies for linkage analyses in schizophrenia. In view of the heterodimeric nature of the retinoid nuclear receptor transcription factors, e.g., retinoid X receptor β at chromosome 6p21.3 and retinoic acid receptor β at 3p24.3, two-locus linkage models incorporating genes of the retinoid cascade and their heterodimeric partners, e.g., peroxisome proliferator-activated receptor α at chromosome 22q12-q13 or nuclear-related receptor 1 at chromosome 2q22-q23, are proposed. New treatment modalities using retinoid analogs to alter the downstream expression of the dopamine receptors and other genes that are targets of retinoid regulation, and that are thought to be involved in schizophrenia, are suggested.

Neutralizing monoclonal antibodies to hepatocyte growth factor/scatter factor (HGF/SF) display antitumor activity in animal models

The hepatocyte growth factor (HGF/SF) receptor, Met, regulates mitogenesis, motility, and morphogenesis in a cell type-dependent fashion. Activation of Met via autocrine, paracrine, or mutational mechanisms can lead to tumorigenesis and metastasis and numerous studies have linked inappropriate expression of this ligand-receptor pair to most types of human solid tumors. To prepare mAbs to human HGF/SF, mice were immunized with native and denatured preparations of the ligand. Recloned mAbs were tested in vitro for blocking activity against scattering and branching morphogenesis. Our results show that no single mAb was capable of neutralizing the in vitro activity of HGF/SF, and that the ligand possesses a minimum of three epitopes that must be blocked to prevent Met tyrosine kinase activation. In vivo, the neutralizing mAb combination inhibited s.c. growth in athymic nu/nu mice of tumors dependent on an autocrine Met-HGF/SF loop. Importantly, growth of human glioblastoma multiforme xenografts expressing Met and HGF/SF were markedly reduced in the presence of HGF/SF-neutralizing mAbs. These results suggest interrupting autocrine and/or paracrine Met-HGF/SF signaling in tumors dependent on this pathway is a possible intervention strategy.

The "allosteric three-site model" of elongation cannot be confirmed in a well-defined ribosome system from Escherichia coli.

For the functional role of the ribosomal tRNA exit (E) site, two different models have been proposed. It has been suggested that transient E-site binding of the tRNA leaving the peptidyl (P) site promotes elongation factor G (EF-G)-dependent translocation by lowering the energetic barrier of tRNA release [Lill, R., Robertson, J. M. & Wintermeyer, W. (1989) EMBO J. 8, 3933-3938]. The alternative "allosteric three-site model" [Nierhaus, K.H. (1990) Biochemistry 29, 4997-5008] features stable, codon-dependent tRNA binding to the E site and postulates a coupling between E and aminoacyl (A) sites that regulates the tRNA binding affinity of the two sites in an anticooperative manner. Extending our testing of the two conflicting models, we have performed translocation experiments with fully active ribosomes programmed with heteropolymeric mRNA. The results confirm that the deacylated tRNA released from the P site is bound to the E site in a kinetically labile fashion, and that the affinity of binding, i.e., the occupancy of the E site, is increased by Mg2+ or polyamines. At conditions of high E-site occupancy in the posttranslocation complex, filling the A site with aminoacyl-tRNA had no influence on the E site, i.e., there was no detectable anticooperative coupling between the two sites, provided that second-round translocation was avoided by removing EF-G. On the basis of these results, which are entirely consistent with our previous results, we consider the allosteric three-site model of elongation untenable. Rather, as proposed earlier, the E site-bound state of the leaving tRNA is a transient intermediate and, as such, is a mechanistic feature of the classic two-state model of the elongating ribosome.

VAR models and methods for monetary and health economics

Negli ultimi anni i modelli VAR sono diventati il principale strumento econometrico per verificare se può esistere una relazione tra le variabili e per valutare gli effetti delle politiche economiche. Questa tesi studia tre diversi approcci di identificazione a partire dai modelli VAR in forma ridotta (tra cui periodo di campionamento, set di variabili endogene, termini deterministici). Usiamo nel caso di modelli VAR il test di Causalità di Granger per verificare la capacità di una variabile di prevedere un altra, nel caso di cointegrazione usiamo modelli VECM per stimare congiuntamente i coefficienti di lungo periodo ed i coefficienti di breve periodo e nel caso di piccoli set di dati e problemi di overfitting usiamo modelli VAR bayesiani con funzioni di risposta di impulso e decomposizione della varianza, per analizzare l'effetto degli shock sulle variabili macroeconomiche. A tale scopo, gli studi empirici sono effettuati utilizzando serie storiche di dati specifici e formulando diverse ipotesi. Sono stati utilizzati tre modelli VAR: in primis per studiare le decisioni di politica monetaria e discriminare tra le varie teorie post-keynesiane sulla politica monetaria ed in particolare sulla cosiddetta "regola di solvibilità" (Brancaccio e Fontana 2013, 2015) e regola del GDP nominale in Area Euro (paper 1); secondo per estendere l'evidenza dell'ipotesi di endogeneità della moneta valutando gli effetti della cartolarizzazione delle banche sul meccanismo di trasmissione della politica monetaria negli Stati Uniti (paper 2); terzo per valutare gli effetti dell'invecchiamento sulla spesa sanitaria in Italia in termini di implicazioni di politiche economiche (paper 3). La tesi è introdotta dal capitolo 1 in cui si delinea il contesto, la motivazione e lo scopo di questa ricerca, mentre la struttura e la sintesi, così come i principali risultati, sono descritti nei rimanenti capitoli. Nel capitolo 2 sono esaminati, utilizzando un modello VAR in differenze prime con dati trimestrali della zona Euro, se le decisioni in materia di politica monetaria possono essere interpretate in termini di una "regola di politica monetaria", con specifico riferimento alla cosiddetta "nominal GDP targeting rule" (McCallum 1988 Hall e Mankiw 1994; Woodford 2012). I risultati evidenziano una relazione causale che va dallo scostamento tra i tassi di crescita del PIL nominale e PIL obiettivo alle variazioni dei tassi di interesse di mercato a tre mesi. La stessa analisi non sembra confermare l'esistenza di una relazione causale significativa inversa dalla variazione del tasso di interesse di mercato allo scostamento tra i tassi di crescita del PIL nominale e PIL obiettivo. Risultati simili sono stati ottenuti sostituendo il tasso di interesse di mercato con il tasso di interesse di rifinanziamento della BCE. Questa conferma di una sola delle due direzioni di causalità non supporta un'interpretazione della politica monetaria basata sulla nominal GDP targeting rule e dà adito a dubbi in termini più generali per l'applicabilità della regola di Taylor e tutte le regole convenzionali della politica monetaria per il caso in questione. I risultati appaiono invece essere più in linea con altri approcci possibili, come quelli basati su alcune analisi post-keynesiane e marxiste della teoria monetaria e più in particolare la cosiddetta "regola di solvibilità" (Brancaccio e Fontana 2013, 2015). Queste linee di ricerca contestano la tesi semplicistica che l'ambito della politica monetaria consiste nella stabilizzazione dell'inflazione, del PIL reale o del reddito nominale intorno ad un livello "naturale equilibrio". Piuttosto, essi suggeriscono che le banche centrali in realtà seguono uno scopo più complesso, che è il regolamento del sistema finanziario, con particolare riferimento ai rapporti tra creditori e debitori e la relativa solvibilità delle unità economiche. Il capitolo 3 analizza l’offerta di prestiti considerando l’endogeneità della moneta derivante dall'attività di cartolarizzazione delle banche nel corso del periodo 1999-2012. Anche se gran parte della letteratura indaga sulla endogenità dell'offerta di moneta, questo approccio è stato adottato raramente per indagare la endogeneità della moneta nel breve e lungo termine con uno studio degli Stati Uniti durante le due crisi principali: scoppio della bolla dot-com (1998-1999) e la crisi dei mutui sub-prime (2008-2009). In particolare, si considerano gli effetti dell'innovazione finanziaria sul canale dei prestiti utilizzando la serie dei prestiti aggiustata per la cartolarizzazione al fine di verificare se il sistema bancario americano è stimolato a ricercare fonti più economiche di finanziamento come la cartolarizzazione, in caso di politica monetaria restrittiva (Altunbas et al., 2009). L'analisi si basa sull'aggregato monetario M1 ed M2. Utilizzando modelli VECM, esaminiamo una relazione di lungo periodo tra le variabili in livello e valutiamo gli effetti dell’offerta di moneta analizzando quanto la politica monetaria influisce sulle deviazioni di breve periodo dalla relazione di lungo periodo. I risultati mostrano che la cartolarizzazione influenza l'impatto dei prestiti su M1 ed M2. Ciò implica che l'offerta di moneta è endogena confermando l'approccio strutturalista ed evidenziando che gli agenti economici sono motivati ad aumentare la cartolarizzazione per una preventiva copertura contro shock di politica monetaria. Il capitolo 4 indaga il rapporto tra spesa pro capite sanitaria, PIL pro capite, indice di vecchiaia ed aspettativa di vita in Italia nel periodo 1990-2013, utilizzando i modelli VAR bayesiani e dati annuali estratti dalla banca dati OCSE ed Eurostat. Le funzioni di risposta d'impulso e la scomposizione della varianza evidenziano una relazione positiva: dal PIL pro capite alla spesa pro capite sanitaria, dalla speranza di vita alla spesa sanitaria, e dall'indice di invecchiamento alla spesa pro capite sanitaria. L'impatto dell'invecchiamento sulla spesa sanitaria è più significativo rispetto alle altre variabili. Nel complesso, i nostri risultati suggeriscono che le disabilità strettamente connesse all'invecchiamento possono essere il driver principale della spesa sanitaria nel breve-medio periodo. Una buona gestione della sanità contribuisce a migliorare il benessere del paziente, senza aumentare la spesa sanitaria totale. Tuttavia, le politiche che migliorano lo stato di salute delle persone anziane potrebbe essere necessarie per una più bassa domanda pro capite dei servizi sanitari e sociali.

Numerical test of the Cardy-Jacobsen conjecture in the site-diluted Potts model in three dimensions

We present a microcanonical Monte Carlo simulation of the site-diluted Potts model in three dimensions with eight internal states, partly carried out on the citizen supercomputer Ibercivis. Upon dilution, the pure model’s first-order transition becomes of the second order at a tricritical point. We compute accurately the critical exponents at the tricritical point. As expected from the Cardy-Jacobsen conjecture, they are compatible with their random field Ising model counterpart. The conclusion is further reinforced by comparison with older data for the Potts model with four states.

Three-dimensional inverse modelling of magnetic anomaly sources based on a genetic algorithm.

We present a modelling method to estimate the 3-D geometry and location of homogeneously magnetized sources from magnetic anomaly data. As input information, the procedure needs the parameters defining the magnetization vector (intensity, inclination and declination) and the Earth's magnetic field direction. When these two vectors are expected to be different in direction, we propose to estimate the magnetization direction from the magnetic map. Then, using this information, we apply an inversion approach based on a genetic algorithm which finds the geometry of the sources by seeking the optimum solution from an initial population of models in successive iterations through an evolutionary process. The evolution consists of three genetic operators (selection, crossover and mutation), which act on each generation, and a smoothing operator, which looks for the best fit to the observed data and a solution consisting of plausible compact sources. The method allows the use of non-gridded, non-planar and inaccurate anomaly data and non-regular subsurface partitions. In addition, neither constraints for the depth to the top of the sources nor an initial model are necessary, although previous models can be incorporated into the process. We show the results of a test using two complex synthetic anomalies to demonstrate the efficiency of our inversion method. The application to real data is illustrated with aeromagnetic data of the volcanic island of Gran Canaria (Canary Islands).

Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.

Analysing three basic decisions of tourists: going away, going abroad and going on tour

This study analyses determinant factors in the taking of three basic decisions on the part of holidaymakers: going on holiday, foreign holidays and multi-destination holidays. We propose various research hypotheses relating to the impact on these decisions of various personal characteristics. The methodology used estimates various Binomial Logit models. The empirical application carried out in Spain on a sample of 3,781 individuals allows us to conclude that personal characteristics related to the chosen destination, personal restrictions and socio-demographic and psychographic characteristics are determinants of these decisions.

Applying reactive models to column experiments to assess the hydrogeochemistry of seawater intrusion: optimising ACUAINTRUSION and selecting cation exchange coefficients with PHREEQC

Three sets of laboratory column experimental results concerning the hydrogeochemistry of seawater intrusion have been modelled using two codes: ACUAINTRUSION (Chemical Engineering Department, University of Alicante) and PHREEQC (U.S.G.S.). These reactive models utilise the hydrodynamic parameters determined using the ACUAINTRUSION TRANSPORT software and fit the chloride breakthrough curves perfectly. The ACUAINTRUSION code was improved, and the instabilities were studied relative to the discretisation. The relative square errors were obtained using different combinations of the spatial and temporal steps: the global error for the total experimental data and the partial error for each element. Good simulations for the three experiments were obtained using the ACUAINTRUSION software with slight variations in the selectivity coefficients for both sediments determined in batch experiments with fresh water. The cation exchange parameters included in ACUAINTRUSION are those reported by the Gapon convention with modified exponents for the Ca/Mg exchange. PHREEQC simulations performed using the Gains-Thomas convention were unsatisfactory, with the exchange coefficients from the database of PHREEQC (or range), but those determined with fresh water – natural sediment allowed only an approximation to be obtained. For the treated sediment, the adjusted exchange coefficients were determined to improve the simulation and are vastly different from those from the database of PHREEQC or batch experiment values; however, these values fall in an order similar to the others determined under dynamic conditions. Different cation concentrations were simulated using two different software packages; this disparity could be attributed to the defined selectivity coefficients that affect the gypsum equilibrium. Consequently, different calculated sulphate concentrations are obtained using each type of software; a smaller mismatch was predicted using ACUAINTRUSION. In general, the presented simulations by ACUAINTRUSION and PHREEQC produced similar results, making predictions consistent with the experimental data. However, the simulated results are not identical to the experimental data; sulphate (total S) is overpredicted by both models, most likely due to such factors as the kinetics of gypsum, the possible variations in the exchange coefficients due to salinity and the neglect of other processes.