Critical clusters and efficient dynamics for frustrated spin models

A general method to find, in a systematic way, efficient Monte Carlo cluster dynamics among the avast class of dynamics introduced by Kandel et al. [Phys. Rev. Lett. 65, 941 (1990)] is proposed. The method is successfully applied to a class of frustrated two-dimensional Ising systems. In the case of the fully frustrated model, we also find the intriguing result that critical clusters consist of self-avoiding walk at the theta point.

On the problematic of reserving and stochastic loss models

Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

Percolation and cluster Monte Carlo dynamics for spin models

A general scheme for devising efficient cluster dynamics proposed in a previous paper [Phys. Rev. Lett. 72, 1541 (1994)] is extensively discussed. In particular, the strong connection among equilibrium properties of clusters and dynamic properties as the correlation time for magnetization is emphasized. The general scheme is applied to a number of frustrated spin models and the results discussed.

Percolation transition and the onset of nonexponential relaxation in fully frustrated models

We numerically study the dynamical properties of fully frustrated models in two and three dimensions. The results obtained support the hypothesis that the percolation transition of the Kasteleyn-Fortuin clusters corresponds to the onset of stretched exponential autocorrelation functions in systems without disorder. This dynamical behavior may be due to the large scale effects of frustration, present below the percolation threshold. Moreover, these results are consistent with the picture suggested by Campbell et al. [J. Phys. C 20, L47 (1987)] in the space of configurations.

Invaded cluster dynamics for frustrated models

The invaded cluster (IC) dynamics introduced by Machta et al. [Phys. Rev. Lett. 75, 2792 (1995)] is extended to the fully frustrated Ising model on a square lattice. The properties of the dynamics that exhibits numerical evidence of self-organized criticality are studied. The fluctuations in the IC dynamics are shown to be intrinsic of the algorithm and the fluctuation-dissipation theorem is no longer valid. The relaxation time is found to be very short and does not present a critical size dependence.

Alkylpurine-DNA-N-glycosylase confers resistance to temozolomide in xenograft models of glioblastoma multiforme and is associated with poor survival in patients.

Glioblastoma multiforme (GBM) is the most common and lethal of all gliomas. The current standard of care includes surgery followed by concomitant radiation and chemotherapy with the DNA alkylating agent temozolomide (TMZ). O⁶-methylguanine-DNA methyltransferase (MGMT) repairs the most cytotoxic of lesions generated by TMZ, O⁶-methylguanine. Methylation of the MGMT promoter in GBM correlates with increased therapeutic sensitivity to alkylating agent therapy. However, several aspects of TMZ sensitivity are not explained by MGMT promoter methylation. Here, we investigated our hypothesis that the base excision repair enzyme alkylpurine-DNA-N-glycosylase (APNG), which repairs the cytotoxic lesions N³-methyladenine and N⁷-methylguanine, may contribute to TMZ resistance. Silencing of APNG in established and primary TMZ-resistant GBM cell lines endogenously expressing MGMT and APNG attenuated repair of TMZ-induced DNA damage and enhanced apoptosis. Reintroducing expression of APNG in TMZ-sensitive GBM lines conferred resistance to TMZ in vitro and in orthotopic xenograft mouse models. In addition, resistance was enhanced with coexpression of MGMT. Evaluation of APNG protein levels in several clinical datasets demonstrated that in patients, high nuclear APNG expression correlated with poorer overall survival compared with patients lacking APNG expression. Loss of APNG expression in a subset of patients was also associated with increased APNG promoter methylation. Collectively, our data demonstrate that APNG contributes to TMZ resistance in GBM and may be useful in the diagnosis and treatment of the disease.

DEA does not like positive discrimination : a comparison of alternative models based on empirical data

Due to the existence of free software and pedagogical guides, the use of data envelopment analysis (DEA) has been further democratized in recent years. Nowadays, it is quite usual for practitioners and decision makers with no or little knowledge in operational research to run themselves their own efficiency analysis. Within DEA, several alternative models allow for an environment adjustment. Five alternative models, each of them easily accessible to and achievable by practitioners and decision makers, are performed using the empirical case of the 90 primary schools of the State of Geneva, Switzerland. As the State of Geneva practices an upstream positive discrimination policy towards schools, this empirical case is particularly appropriate for an environment adjustment. The alternative of the majority of DEA models deliver divergent results. It is a matter of concern for applied researchers and a matter of confusion for practitioners and decision makers. From a political standpoint, these diverging results could lead to potentially opposite decisions. Grâce à l'existence de logiciels en libre accès et de guides pédagogiques, la méthode data envelopment analysis (DEA) s'est démocratisée ces dernières années. Aujourd'hui, il n'est pas rare que les décideurs avec peu ou pas de connaissances en recherche opérationnelle réalisent eux-mêmes leur propre analyse d'efficience. A l'intérieur de la méthode DEA, plusieurs modèles permettent de tenir compte des conditions plus ou moins favorables de l'environnement. Cinq de ces modèles, facilement accessibles et applicables par les décideurs, sont utilisés pour mesurer l'efficience des 90 écoles primaires du canton de Genève, Suisse. Le canton de Genève pratiquant une politique de discrimination positive envers les écoles défavorisées, ce cas pratique est particulièrement adapté pour un ajustement à l'environnement. La majorité des modèles DEA génèrent des résultats divergents. Ce constat est préoccupant pour les chercheurs appliqués et perturbant pour les décideurs. D'un point de vue politique, ces résultats divergents conduisent à des prises de décision différentes selon le modèle sur lequel elles sont fondées.

Liming in Agricultural Production Models with and Without the Adoption of Crop-Livestock Integration

ABSTRACT Perennial forage crops used in crop-livestock integration (CLI) are able to accumulate large amounts of straw on the soil surface in no-tillage system (NTS). In addition, they can potentially produce large amounts of soluble organic compounds that help improving the efficiency of liming in the subsurface, which favors root growth, thus reducing the risks of loss in yield during dry spells and the harmful effects of “overliming”. The aim of this study was to test the effects of liming on two models of agricultural production, with and without crop-livestock integration, for 2 years. Thus, an experiment was conducted in a Latossolo Vermelho (Oxisol) with a very clayey texture located in an agricultural area under the NTS in Bandeirantes, PR, Brazil. Liming was performed to increase base saturation (V) to 65, 75, and 90 % while one plot per block was maintained without the application of lime (control). A randomized block experimental design was adopted arranged in split-plots and four plots/block, with four replications. The soil properties evaluated were: pH in CaCl2, soil organic matter (SOM), Ca, Mg, K, Al, and P. The effects of liming were observed to a greater depth and for a long period through mobilization of ions in the soil, leading to a reduction in SOM and Al concentration and an increase in pH and the levels of Ca and Mg. In the first crop year, adoption of CLI led to an increase in the levels of K and Mg and a reduction in the levels of SOM; however, in the second crop year, the rate of decline of SOM decreased compared to the decline observed in the first crop year, and the level of K increased, whereas that of P decreased. The extent of the effects of liming in terms of depth and improvement in the root environment from the treatments were observed only partially from the changes observed in the chemical properties studied.

Evidence of aging in spin glass mean-field models

We study numerically the out-of-equilibrium dynamics of the hypercubic cell spin glass in high dimensionalities. We obtain evidence of aging effects qualitatively similar both to experiments and to simulations of low-dimensional models. This suggests that the Sherrington-Kirkpatrick model as well as other mean-field finite connectivity lattices can be used to study these effects analytically.

Evidence of a critical time in constrained Kinetic Ising models

We study the relaxational dynamics of the one-spin facilitated Ising model introduced by Fredrickson and Andersen. We show the existence of a critical time which separates an initial regime in which the relaxation is exponentially fast and aging is absent from a regime in which relaxation becomes slow and aging effects are present. The presence of this fast exponential process and its associated critical time is in agreement with some recent experimental results on fragile glasses.

Financial crisis: theory and practice

In the last 50 years, we have had approximately 40 events with characteristics related to financial crisis. The most severe crisis was in 1929, when the financial markets plummet and the US gross domestic product decline in more than 30 percent. Recently some years ago, a new crisis developed in the United States, but instantly caused consequences and effects in the rest of the world.This new economic and financial crisis has increased the interest and motivation for the academic community, professors and researchers, to understand the causes and effects of the crisis, to learn from it. This is the one of the main reasons for the compilation of this book, which begins with a meeting of a group of IAFI researchers from the University of Barcelona, where researchers form Mexico and Spain, explain causes and consequences of the crisis of 2007.For that reason, we believed this set of chapters related to methodologies, applications and theories, would conveniently explained the characteristics and events of the past and future financial crisisThis book consists in 3 main sections, the first one called "State of the Art and current situation", the second named "Econometric applications to estimate crisis time periods" , and the third one "Solutions to diminish the effects of the crisis". The first section explains the current point of view of many research papers related to financial crisis, it has 2 chapters. In the first one, it describe and analyzes the models that historically have been used to explain financial crisis, furthermore, it proposes to used alternative methodologies such as Fuzzy Cognitive Maps. On the other hand , Chapter 2 , explains the characteristics and details of the 2007 crisis from the US perspective and its comparison to 1929 crisis, presenting some effects in Mexico and Latin America.The second section presents two econometric applications to estimate possible crisis periods. For this matter, Chapter 3, studies 3 Latin-American countries: Argentina, Brazil and Peru in the 1994 crisis and estimates the multifractal characteristics to identify financial and economic distress.Chapter 4 explains the crisis situations in Argentina (2001), Mexico (1994) and the recent one in the United States (2007) and its effects in other countries through a financial series methodology related to the stock market.The last section shows an alternative to prevent the effects of the crisis. The first chapter explains the financial stability effects through the financial system regulation and some globalization standards. Chapter 6, study the benefits of the Investor activism and a way to protect personal and national wealth to face the financial crisis risks.

Una nova estimació retrospectiva del VAB regional industrial. Espanya, 1860-1930

[cat] En aquest treball, es realitza una nova estimació del VAB industrial espanyol a un nivell de desagregació territorial corresponent a les províncies (NUTSIII) i les Comunitats Autònomes (NUTS II). Per assolir aquest objectiu es planteja una nova metodologia d’estimació de les xifres històriques de VAB industrial regional. Front a les aproximacions tradicionals, basades en la utilització de fonts fiscals com a forma d’aproximar la capacitat productiva industrial, en aquest treball s’ofereix una estimació que també es basa en les rendes generades per la producció industrial de les regions. Amb aquest objectiu, es fa servir la metodologia proposada per Geary i Stark (2002) i les millores proposades per Crafts (2005). La utilització d’aquesta metodologia permet elaborar una nova estimació retrospectiva del VAB industrial de les regions espanyoles a diversos talls temporals corresponents al període 1860-1930.