On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Probabilistic tomography of atmospheric parameters from GNSS data

The objective of the work is the evaluation of the potential capabilities of navigation satellite signals to retrieve basic atmospheric parameters. A capillary study have been performed on the assumptions more or less explicitly contained in the common processing steps of navigation signals. A probabilistic procedure has been designed for measuring vertical discretised profiles of pressure, temperature and water vapour and their associated errors. Numerical experiments on a synthetic dataset have been performed with the main objective of quantifying the information that could be gained from such approach, using entropy and relative entropy as testing parameters. A simulator of phase delay and bending of a GNSS signal travelling across the atmosphere has been developed to this aim.

Implementation of network entropy algorithms on hpc machines, with application to high-dimensional experimental data

Network Theory is a prolific and lively field, especially when it approaches Biology. New concepts from this theory find application in areas where extensive datasets are already available for analysis, without the need to invest money to collect them. The only tools that are necessary to accomplish an analysis are easily accessible: a computing machine and a good algorithm. As these two tools progress, thanks to technology advancement and human efforts, wider and wider datasets can be analysed. The aim of this paper is twofold. Firstly, to provide an overview of one of these concepts, which originates at the meeting point between Network Theory and Statistical Mechanics: the entropy of a network ensemble. This quantity has been described from different angles in the literature. Our approach tries to be a synthesis of the different points of view. The second part of the work is devoted to presenting a parallel algorithm that can evaluate this quantity over an extensive dataset. Eventually, the algorithm will also be used to analyse high-throughput data coming from biology.

Correlations and Quantum Dynamics of 1D Fermionic Models: New Results for the Kitaev Chain with Long-Range Pairing

In the first part of the thesis, we propose an exactly-solvable one-dimensional model for fermions with long-range p-wave pairing decaying with distance as a power law. We studied the phase diagram by analyzing the critical lines, the decay of correlation functions and the scaling of the von Neumann entropy with the system size. We found two gapped regimes, where correlation functions decay (i) exponentially at short range and algebraically at long range, (ii) purely algebraically. In the latter the entanglement entropy is found to diverge logarithmically. Most interestingly, along the critical lines, long-range pairing breaks also the conformal symmetry. This can be detected via the dynamics of entanglement following a quench. In the second part of the thesis we studied the evolution in time of the entanglement entropy for the Ising model in a transverse field varying linearly in time with different velocities. We found different regimes: an adiabatic one (small velocities) when the system evolves according the instantaneous ground state; a sudden quench (large velocities) when the system is essentially frozen to its initial state; and an intermediate one, where the entropy starts growing linearly but then displays oscillations (also as a function of the velocity). Finally, we discussed the Kibble-Zurek mechanism for the transition between the paramagnetic and the ordered phase.

Structure and thermodynamics of H3O+(H2O)8 clusters: A combined molecular dynamics and quantum mechanics approach

We have studied the structure and stability of (H3O+)(H2O)8 clusters using a combination of molecular dynamics sampling and high-level ab initio calculations. 20 distinct oxygen frameworks are found within 2 kcal/mol of the electronic or standard Gibbs free energy minimum. The impact of quantum zero-point vibrational corrections on the relative stability of these isomers is quite significant. The box-like isomers are favored in terms of electronic energy, but with the inclusion of zero-point vibrational corrections and entropic effects tree-like isomers are favored at higher temperatures. Under conditions from 0 to 298.15 K, the global minimum is predicted to be a tree-like structure with one dangling singly coordinated water molecule. Above 298.15 K, higher entropy tree-like isomers with two or more singly coordinated water molecules are favored. These assignments are generally consistent with experimental IR spectra of (H3O+)(H2O)8 obtained at 150 K.

Relative sensitivity factors of inorganic cations in frozen-hydrated standards in secondary ion MS analysis

We describe the measurement, at 100 K, of the SIMS relative sensitivity factors (RSFs) of the main physiological cations Na+, K+, Mg2+, and Ca2+ in frozen-hydrated (F-H) ionic solutions. Freezing was performed by either plunge freezing or high-pressure freezing. We also report the measurement of the RSFs in flax fibers, which are a model for ions in the plant cell wall, and in F-H ionic samples, which are a model for ions in the vacuole. RSFs were determined under bombardment with neutral oxygen (FAB) for both the fibers and the F-H samples. We show that referencing to ice-characteristic secondary ions is of little value in determining RSFs and that referencing to K is preferable. The RSFs of Na relative to K and of Ca relative to Mg in F-H samples are similar to their respective values in fiber samples, whereas the RSFs of both Ca and Mg relative to K are lower in fibers than in F-H samples. Our data show that the physical factors important for the determination of the RSFs are not the same in F-H samples and in homogeneous matrixes. Our data show that it is possible to perform a SIMS relative quantification of the cations in frozen-hydrated samples with an accuracy on the order of 15%. Referencing to K permits the quantification of the ionic ratios, even when the absolute concentration of the referencing ion is unknown. This is essential for physiological studies of F-H biological samples.

An empirical examination of relative profitability in the nursing facility industry between ownership form and regionality in the state of Texas

The purpose of this research is to examine the relative profitability of the firm within the nursing facility industry in Texas. An examination is made of the variables expected to affect profitability and of importance to the design and implementation of regulatory policy. To facilitate this inquiry, specific questions addressed are: (1) Do differences in ownership form affect profitability (defined as operating income before fixed costs)? (2) What impact does regional location have on profitability? (3) Do patient case-mix and access to care by Medicaid patients differ between proprietary and non-profit firms and facilities located in urban versus rural regions, and what association exists between these variables and profitability? (4) Are economies of scale present in the nursing home industry? (5) Do nursing facilities operate in a competitive output market characterized by the inability of a single firm to exhibit influence over market price?^ Prior studies have principally employed a cost function to assess efficiency differences between classifications of nursing facilities. The inherent weakness in this approach is that it only considers technical efficiency. Not both technical and price efficiency which are the two components of overall economic efficiency. One firm is more technically efficient compared to another if it is able to produce a given quantity of output at the least possible costs. Price efficiency means that scarce resources are being directed towards their most valued use. Assuming similar prices in both input and output markets, differences in overall economic efficiency between firm classes are assessed through profitability, hence a profit function.^ Using the framework of the profit function, data from 1990 Medicaid Costs Reports for Texas, and the analytic technique of Ordinary Least Squares Regression, the findings of the study indicated (1) similar profitability between nursing facilities organized as for-profit versus non-profit and located in urban versus rural regions, (2) an inverse association between both payor-mix and patient case-mix with profitability, (3) strong evidence for the presence of scale economies, and (4) existence of a competitive market structure. The paper concludes with implications regarding reimbursement methodology and construction moratorium policies in Texas. ^

Figures of dinoflagellate cysts (relative abundance, temperature, salinity and nutrients)

This Atlas summarises the global distribution of extant organic-walled dinoflagellate cysts in the form of 61 maps illustrated by the relative abundance of individual cyst taxa in recent marine sediments from the Atlantic Ocean and adjacent basins, the Antarctic region (South Atlantic, southwestern Pacific and southern Indian Ocean sections), the Arabian Sea and the northwestern Pacific. This synthesis is based on the integration of literature sources together with data from 835 marine surface sediments prepared on a comparable methodology and taxonomy. The relationships between distribution patterns of cyst species and the surface-water parameters (temperature, salinity, phosphate and nitrate concentrations) are documented with graphs depicting the relative abundance of species in relation to seasonal and annual values of the above mentioned parameters at the sample sites. Two ordination techniques (detrended correspondence analysis and canonical correspondence analysis) have been carried out to statistically illustrate the relationships between species distribution and sea-surface conditions. Results have been compared with previously published records and an overview of the ecological significance of each individual species is presented. Characterisations of selected environments as well as a discussion about how additional processes such as preservation and transport could have affected the present dataset are included.

Relative Dynamics and Control of an Ion Beam Shepherd Satellite

The ion beam shepherd (IBS) is a recently proposed concept for modifying the orbit and/or attitude of a generic orbiting body in a contactless manner, which makes it a candidate technology for active space debris removal. In this paper we deal with the problem of controlling the relative position of a shepherd satellite coorbiting at small separation distance with a target debris. After deriving the orbit relative motion equations including the effect of the ion beam perturbation we study the system stability and propose different control strategies.

Solvent effects on the energy landscapes and folding kinetics of polyalanine

The effect of a solvation on the thermodynamics and kinetics of polyalanine (Ala12) is explored on the basis of its energy landscapes in vacuum and in an aqueous solution. Both energy landscapes are characterized by two basins, one associated with α-helical structures and the other with coil and β-structures of the peptide. In both environments, the basin that corresponds to the α-helical structure is considerably narrower than the basin corresponding to the β-state, reflecting their different contributions to the entropy of the peptide. In vacuum, the α-helical state of Ala12 constitutes the native state, in agreement with common helical propensity scales, whereas in the aqueous medium, the α-helical state is destabilized, and the β-state becomes the native state. Thus solvation has a dramatic effect on the energy landscape of this peptide, resulting in an inverted stability of the two states. Different folding and unfolding time scales for Ala12 in hydrophilic and hydrophobic chemical environments are caused by the higher entropy of the native state in water relative to vacuum. The concept of a helical propensity has to be extended to incorporate environmental solvent effects.

Persistent confusion of total entropy and chemical system entropy in chemical thermodynamics.

The change in free energy with temperature at constant pressure of a chemical reaction is determined by the sum (dS) of changes in entropy of the system of reagents, dS(i), and the additional entropy change of the surroundings, dS(H), that results from the enthalpy change, W. A faulty identification of the total entropy change on reaction with dS(i) has been responsible for the attribution of general validity to the expressions (d deltaG/dT)p = -deltaS(i) and d(deltaG/T)/d(1/T)= deltaH, which are found in most textbooks and in innumerable papers.

Least activation path for protein folding: investigation of staphylococcal nuclease folding by stopped-flow circular dichroism.

Is the pathway of protein folding determined by the relative stability of folding intermediates, or by the relative height of the activation barriers leading to these intermediates? This is a fundamental question for resolving the Levinthal paradox, which stated that protein folding by a random search mechanism would require a time too long to be plausible. To answer this question, we have studied the guanidinium chloride (GdmCl)-induced folding/unfolding of staphylococcal nuclease [(SNase, formerly EC 3.1.4.7; now called microbial nuclease or endonuclease, EC 3.1.31.1] by stopped-flow circular dichroism (CD) and differential scanning microcalorimetry (DSC). The data show that while the equilibrium transition is a quasi-two-state process, kinetics in the 2-ms to 500-s time range are triphasic. Data support the sequential mechanism for SNase folding: U3 <--> U2 <--> U1 <--> N0, where U1, U2, and U3 are substates of the unfolded protein and N0 is the native state. Analysis of the relative population of the U1, U2, and U3 species in 2.0 M GdmCl gives delta-G values for the U3 --> U2 reaction of +0.1 kcal/mol and for the U2 --> U1 reaction of -0.49 kcal/mol. The delta-G value for the U1 --> N0 reaction is calculated to be -4.5 kcal/mol from DSC data. The activation energy, enthalpy, and entropy for each kinetic step are also determined. These results allow us to make the following four conclusions. (i) Although the U1, U2, and U3 states are nearly isoenergetic, no random walk occurs among them during the folding. The pathway of folding is unique and sequential. In other words, the relative stability of the folding intermediates does not dictate the folding pathway. Instead, the folding is a descent toward the global free-energy minimum of the native state via the least activation path in the vast energy landscape. Barrier avoidance leads the way, and barrier height limits the rate. Thus, the Levinthal paradox is not applicable to the protein-folding problem. (ii) The main folding reaction (U1 --> N0), in which the peptide chain acquires most of its free energy (via van der Waals' contacts, hydrogen bonding, and electrostatic interactions), is a highly concerted process. These energy-acquiring events take place in a single kinetic phase. (iii) U1 appears to be a compact unfolded species; the rate of conversion of U2 to U1 depends on the viscosity of solution. (iv) All four relaxation times reported here depend on GdmCl concentrations: it is likely that none involve the cis/trans isomerization of prolines. Finally, a mechanism is presented in which formation of sheet-like chain conformations and a hydrophobic condensation event precede the main-chain folding reaction.

Generalized isotropic Lipkin-Meshkov-Glick models: ground state entanglement and quantum entropies

We introduce a new class of generalized isotropic Lipkin–Meshkov–Glick models with su(m+1) spin and long-range non-constant interactions, whose non-degenerate ground state is a Dicke state of su(m+1) type. We evaluate in closed form the reduced density matrix of a block of Lspins when the whole system is in its ground state, and study the corresponding von Neumann and Rényi entanglement entropies in the thermodynamic limit. We show that both of these entropies scale as a log L when L tends to infinity, where the coefficient a is equal to (m  −  k)/2 in the ground state phase with k vanishing magnon densities. In particular, our results show that none of these generalized Lipkin–Meshkov–Glick models are critical, since when L-->∞ their Rényi entropy R_q becomes independent of the parameter q. We have also computed the Tsallis entanglement entropy of the ground state of these generalized su(m+1) Lipkin–Meshkov–Glick models, finding that it can be made extensive by an appropriate choice of its parameter only when m-k≥3. Finally, in the su(3) case we construct in detail the phase diagram of the ground state in parameter space, showing that it is determined in a simple way by the weights of the fundamental representation of su(3). This is also true in the su(m+1) case; for instance, we prove that the region for which all the magnon densities are non-vanishing is an (m  +  1)-simplex in R^m whose vertices are the weights of the fundamental representation of su(m+1).

Entanglement of two-mode Bose-Einstein condensates

We investigate the entanglement characteristics of two general bimodal Bose-Einstein condensates-a pair of tunnel-coupled Bose-Einstein condensates and the atom-molecule Bose-Einstein condensate. We argue that the entanglement is only physically meaningful if the system is viewed as a bipartite system, where the subsystems are the two modes. The indistinguishibility of the particles in the condensate means that the atomic constituents are physically inaccessible and, thus, the degree of entanglement between individual particles, unlike the entanglement between the modes, is not experimentally relevant so long as the particles remain in the condensed state. We calculate the entanglement between the two modes for the exact ground state of the two bimodal condensates and consider the dynamics of the entanglement in the tunnel-coupled case.

Entanglement of two atoms

We discuss the problem of creation of entangled states in a system of two two-level atoms which are separated by an arbitrary distance r(12) and interact with each other via the dipole-dipole interaction and both are driven by a laser field. The entangled antisymmetric state of the system is included throughout, even for small inter-atomic separations. Different mechanisms leading to effective transfer of population to the antisymmetric state are identified. The steady-state values of concurrence which is a measure of entanglement are calculated showing that perfect entanglement can be reached in case of two non-identical atoms.