Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

Effect of steeping conditions (sulfur dioxide, lactic acid, and temperature) on starch yield, starch quality, and germ quality from the Intermittent Milling and Dynamic Steeping process (IMDS) for a Brazilian corn hybrid

Effect of lactic acid, SO2, temperature, and their interactions were assessed on the dynamic steeping of a Brazilian dent corn (hybrid XL 606) to determine the ideal relationship among these variables to improve the wet-milling process for starch and corn by-products production. A 2x2x3 factorial experimental design was used with SO2 levels of 0.05 and 0.1% (w/v), lactic acid levels of 0 and 0.5% (v/v), and temperatures of 52, 60, and 68degreesC. Starch yield was used as deciding factor to choose the best treatment. Lactic acid added in the steep solution improved the starch yield by an average of 5.6 percentage points. SO2 was more available to break down the structural protein network at 0.1% than at the 0.05% level. Starch-gluten separation was difficult at 68degreesC. The lactic acid and SO2 concentrations and steeping temperatures for better starch recovery were 0.5, 0.1, and 52degreesC, respectively. The Intermittent Milling and Dynamic Steeping (IMDS) process produced, on average, 1.4% more starch than the conventional 36- hr steeping process. Protein in starch, oil content in germ, and germ damage were used as quality factors. Total steep time can be reduced from 36 hr for conventional wet-milling to 8 hr for the IMDS process.

On high Q(2) behavior of the pion form factor for transitions gamma*gamma -> pi(0) and gamma*gamma* -> pi(0) within the nonlocal quark-pion model

The behavior of the transition pion form factor for processes gamma (*)gamma --> pi(0) and gamma (*)gamma (*) --> pi(0) at large values of space-like photon momenta is estimated within the nonlocal covariant quark-pion model. It is shown that, in general, the coefficient of the leading asymptotic term depends dynamically on the ratio of the constituent quark mass and the average virtuality of quarks in the vacuum and kinematically on the ratio of photon virtualities. The kinematic dependence of the transition form factor allows us to obtain the relation between the pion light-cone distribution amplitude and the quark-pion vertex function. The dynamic dependence indicates that the transition form factor gamma (*)gamma -->, pi(0) at high momentum transfers is very sensitive to the nonlocality size of nonperturbative fluctuations in the QCD vacuum. (C) 2000 Elsevier B.V. B.V. All rights reserved.

Dynamic Scaling and Growth Kinetics of 3-Glycidoxypropyltrimethoxysilane-Derived Organic/Silica Hybrids

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Properties of BaBi2Ta2O9 thin films prepared by chemical solution deposition technique for dynamic random-access memory applications

We report on the properties of BaBi2Ta2O9 (BBT) thin films for dynamic random-access memory (DRAM) and integrated capacitor applications. Crystalline BBT thin films were successfully fabricated by the chemical solution deposition technique on Pt-coated Si substrates at a low annealing temperature of 650°C. The films were characterized in terms of structural, dielectric, and insulating properties. The electrical measurements were conducted on Pt/BBT/Pt capacitors. The typical measured small signal dielectric constant and dissipation factor, at 100 kHz, were 282 and 0.023, respectively, for films annealed at 700°C for 60 min. The leakage current density of the films was lower than 10-9 A/cm2 at an applied electric field of 300 kV/cm. A large storage density of 38.4 fC/μm2 was obtained at an applied electric field of 200 kV/cm. The high dielectric constant, low dielectric loss and low leakage current density suggest the suitability of BBT thin films as dielectric layer for DRAM and integrated capacitor applications.

Modeling of pre-regulator boost ZCS interleaved operating in critical conduction mode and with high power factor

This paper presents a new pre-regulator boost operating in the boundary area between the continuous and discontinuous conduction modes of the boost inductor current, where the switches and boost diode performing zero-current commutations during its turn-off, eliminating the disadvantages related to the reverse recovery losses and electromagnetic interference problems of the boost diode when operating in the continuous conduction mode. Additionally, the interleaving technique is applied in the power cell, providing a significant input current ripple reduction. It should be noticed that the main objective of this paper is to present a complete modeling for the converter operating in the critical conduction mode, allowing an improved design procedure for interleaved techniques with high input power factor, a complete dynamic analysis of the structure, and the possibility of implementing digital control techniques in closed loop.

Storage moduli, loss moduli and damping factor of GaAs and Ga1-xMnxAs thin films using DMA 2980

The spin injector part of spintronic FET and diodes suffers from fatigue due to rising heat on the depletion layer. In this study the stiffness of Ga1-xMnxAs spin injector in terms of storage modulus with respect to a varying temperature, 45 degrees C <= T <= 70 degrees C was determined. It was observed that the storage modulus for MDLs (Manganese Doping Levels) of 0%, 1% and 10% decreased with increase in temperature while that with MDLs of 20% and 50% increase with increase in temperature. MDLs of 20% and 50% appear not to allow for damping but MDLs <= 20% allow damping at temperature range of 45 degrees C <= T <= 70 degrees C. The magnitude of storage moduli of GaAs is smaller than that for ferromagnetic Ga1-xMnxAs systems. The loss moduli for GaAs were found to reduce with increase in temperature. Its magnitude of reducing gradient is smaller than Ga1-xMnxAs systems. The two temperature extremes show a general reduction in loss moduli for different MDLs at the study temperature range. From damping factor analysis, damping factors for ferromagnetic Ga1-xMnxAs was found to increase with decrease in MDLs contrary to GaAs which recorded the largest damping factor at 45 degrees C <= T <= 70 degrees C Hence, MDL of 20% shows little damping followed by 50% while MDL of 0% has the most damping in an increasing trend with temperature. (C) 2013 Elsevier Ltd. All rights reserved.

Reliability and differentiation capability of dynamic and static kinematic measurements of rearfoot eversion in patellofemoral pain

Excessive rearfoot eversion is thought to be a risk factor for patellofemoral pain development, due to the kinesiological relationship with ascendant adaptations. Individuals with patellofemoral pain are often diagnosed through static clinical tests, in scientific studies and clinical practice. However, the adaptations seem to appear in dynamic conditions. Performing static vs. dynamic evaluations of widely used measures would add to the knowledge in this area. Thus, the aim of this study was to determine the reliability and differentiation capability of three rearfoot eversion measures: rearfoot range of motion, static clinical test and static measurement using a three-dimensional system. A total of 29 individuals with patellofemoral pain and 25 control individuals (18-30 years) participated in this study. Each subject underwent three-dimensional motion analysis during stair climbing and static clinical tests. Intraclass correlation coefficient and standard error measurements were performed to verify the reliability of the variables and receiver operating characteristic curves to show the diagnostic accuracy of each variable. In addition, analyses of variance were performed to identify differences between groups. Rearfoot range of motion demonstrated higher diagnostic accuracy (an area under the curve score of 0.72) than static measures and was able to differentiate the groups. Only the static clinical test presented poor and moderate reliability. Other variables presented high to very high values. Rearfoot range of motion was the variable that presented the best results in terms of reliability and differentiation capability. Static variables do not seem to be related to patellofemoral pain and have low accuracy values.

Dynamic complex formation between HD-GYP, GGDEF and PilZ domain proteins regulates motility in Xanthomonas campestris

RpfG is a member of a class of wide spread bacterial two-component regulators with an HD-GYP cyclic di-GMP phosphodiesterase domain. In the plant pathogen Xanthomonas campestris, RpfG together with the sensor kinase RpfC regulates multiple factors as a response to the cell-to-cell Diffusible Signalling Factor (DSF). A dynamic physical interaction of RpfG with two diguanylate cyclase (GGDEF) domain proteins controls motility. Here we show that, contrary to expectation, regulation of motility by the GGDEF domain proteins does not depend upon their cyclic di-GMP synthetic activity. Furthermore we show that the complex of RpfG and GGDEF domain proteins recruits a specific PilZ domain adaptor protein, and this complex then interacts with the pilus motor proteins PilU and PiIT. The results support a model in which DSF signalling influences motility through the highly regulated dynamic interaction of proteins that affect pilus action. A specific motif that we identify to be required for HD-GYP domain interaction is conserved in a number of GGDEF domain proteins, suggesting that regulation via interdomain interactions is of broad relevance.

Topological mass of magnetic Skyrmions probed by ultrafast dynamic imaging

In dieser Arbeit untersuchen wir mittels zeitaufgelöster Abbildungen die Gigahertz-Dynamik von magnetischen Skyrmionen, um die Bewegungsgleichungen für diese Quasiteilchen zu bestimmen. Um dieses Ziel zu erreichen haben wir zunächst ein CoB/Pt Schichtsystem entwickelt, das starke senkrechte magnetische Anisotropie mit einer besonders geringen Rauigkeit der Energielandschaft verbindet. Diese Eigenschaften sind für das repetitive dynamische Abbildungsverfahren unerlässlich. In einem zweiten Schritt haben wir das Probendesign optimiert und so weiterentwickelt, dass eine Beobachtung der Skyrmionenbewegung mit einer Auflösung von besser als 3 nm möglich wurde. Aufgrund dieser Verbesserungen ist es uns gelungen, die Trajektorie eines Skyrmionen aufzuzeichnen. Diese Bewegung ist eine Superposition von zwei Drehbewegungen, einer im Uhrzeigersinn und einer gegen läufigen. Aus der Existenz dieser zwei Moden lässt sich schließen, dass Skyrmionen träge Quasiteilchen sind, und aus den Frequenzen können wir einen Wert für die träge Masse ableiten. Es stellt sich heraus, dass die Masse von Skyrmion fünfmal größer ist als von existierenden Theorien vorhergesagt. Die Masse wird folglich durch einen neuartigen Mechanismus bestimmt, der sich aus der räumlichen Beschränkung der Skyrmionen ergibt, welche sich direkt aus der Topologie bleitenrnlässt.

The effects of dynamic loading on the intervertebral disc

Loading is important to maintain the balance of matrix turnover in the intervertebral disc (IVD). Daily cyclic diurnal assists in the transport of large soluble factors across the IVD and its surrounding circulation and applies direct and indirect stimulus to disc cells. Acute mechanical injury and accumulated overloading, however, could induce disc degeneration. Recently, there is more information available on how cyclic loading, especially axial compression and hydrostatic pressure, affects IVD cell biology. This review summarises recent studies on the response of the IVD and stem cells to applied cyclic compression and hydrostatic pressure. These studies investigate the possible role of loading in the initiation and progression of disc degeneration as well as quantifying a physiological loading condition for the study of disc degeneration biological therapy. Subsequently, a possible physiological/beneficial loading range is proposed. This physiological/beneficial loading could provide insight into how to design loading regimes in specific system for the testing of various biological therapies such as cell therapy, chemical therapy or tissue engineering constructs to achieve a better final outcome. In addition, the parameter space of 'physiological' loading may also be an important factor for the differentiation of stem cells towards most ideally 'discogenic' cells for tissue engineering purpose.

Static and Dynamic Error Correction of a Computer-Aided Mechanical Navigation Linkage for Arthroscopic Hip Surgery

While beneficially decreasing the necessary incision size, arthroscopic hip surgery increases the surgical complexity due to loss of joint visibility. To ease such difficulty, a computer-aided mechanical navigation system was developed to present the location of the surgical tool relative to the patient¿s hip joint. A preliminary study reduced the position error of the tracking linkage with limited static testing trials. In this study, a correction method, including a rotational correction factor and a length correction function, was developed through more in-depth static testing. The developed correction method was then applied to additional static and dynamic testing trials to evaluate its effectiveness. For static testing, the position error decreased from an average of 0.384 inches to 0.153 inches, with an error reduction of 60.5%. Three parameters utilized to quantify error reduction of dynamic testing did not show consistent results. The vertex coordinates achieved 29.4% of error reduction, yet with large variation in the upper vertex. The triangular area error was reduced by 5.37%, however inconsistent among all five dynamic trials. Error of vertex angles increased, indicating a shape torsion using the developed correction method. While the established correction method effectively and consistently reduced position error in static testing, it did not present consistent results in dynamic trials. More dynamic paramters should be explored to quantify error reduction of dynamic testing, and more in-depth dynamic testing methodology should be conducted to further improve the accuracy of the computer-aided nagivation system.

Predicting asthma control and exacerbations: chronic asthma as a complex dynamic model

PURPOSE OF REVIEW: Predicting asthma episodes is notoriously difficult but has potentially significant consequences for the individual, as well as for healthcare services. The purpose of this review is to describe recent insights into the prediction of acute asthma episodes in relation to classical clinical, functional or inflammatory variables, as well as present a new concept for evaluating asthma as a dynamically regulated homeokinetic system. RECENT FINDINGS: Risk prediction for asthma episodes or relapse has been attempted using clinical scoring systems, considerations of environmental factors and lung function, as well as inflammatory and immunological markers in induced sputum or exhaled air, and these are summarized here. We have recently proposed that newer mathematical methods derived from statistical physics may be used to understand the complexity of asthma as a homeokinetic, dynamic system consisting of a network comprising multiple components, and also to assess the risk for future asthma episodes based on fluctuation analysis of long time series of lung function. SUMMARY: Apart from the classical analysis of risk factor and functional parameters, this new approach may be used to assess asthma control and treatment effects in the individual as well as in future research trials.

Differential dynamic properties of scleroderma fibroblasts in response to perturbation of environmental stimuli.

Diseases are believed to arise from dysregulation of biological systems (pathways) perturbed by environmental triggers. Biological systems as a whole are not just the sum of their components, rather ever-changing, complex and dynamic systems over time in response to internal and external perturbation. In the past, biologists have mainly focused on studying either functions of isolated genes or steady-states of small biological pathways. However, it is systems dynamics that play an essential role in giving rise to cellular function/dysfunction which cause diseases, such as growth, differentiation, division and apoptosis. Biological phenomena of the entire organism are not only determined by steady-state characteristics of the biological systems, but also by intrinsic dynamic properties of biological systems, including stability, transient-response, and controllability, which determine how the systems maintain their functions and performance under a broad range of random internal and external perturbations. As a proof of principle, we examine signal transduction pathways and genetic regulatory pathways as biological systems. We employ widely used state-space equations in systems science to model biological systems, and use expectation-maximization (EM) algorithms and Kalman filter to estimate the parameters in the models. We apply the developed state-space models to human fibroblasts obtained from the autoimmune fibrosing disease, scleroderma, and then perform dynamic analysis of partial TGF-beta pathway in both normal and scleroderma fibroblasts stimulated by silica. We find that TGF-beta pathway under perturbation of silica shows significant differences in dynamic properties between normal and scleroderma fibroblasts. Our findings may open a new avenue in exploring the functions of cells and mechanism operative in disease development.

Effect of VEGF treatment on the blood-spinal cord barrier permeability in experimental spinal cord injury: dynamic contrast-enhanced magnetic resonance imaging.

Compromised blood-spinal cord barrier (BSCB) is a factor in the outcome following traumatic spinal cord injury (SCI). Vascular endothelial growth factor (VEGF) is a potent stimulator of angiogenesis and vascular permeability. The role of VEGF in SCI is controversial. Relatively little is known about the spatial and temporal changes in the BSCB permeability following administration of VEGF in experimental SCI. Dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) studies were performed to noninvasively follow spatial and temporal changes in the BSCB permeability following acute administration of VEGF in experimental SCI over a post-injury period of 56 days. The DCE-MRI data was analyzed using a two-compartment pharmacokinetic model. Animals were assessed for open field locomotion using the Basso-Beattie-Bresnahan score. These studies demonstrate that the BSCB permeability was greater at all time points in the VEGF-treated animals compared to saline controls, most significantly in the epicenter region of injury. Although a significant temporal reduction in the BSCB permeability was observed in the VEGF-treated animals, BSCB permeability remained elevated even during the chronic phase. VEGF treatment resulted in earlier improvement in locomotor ability during the chronic phase of SCI. This study suggests a beneficial role of acutely administered VEGF in hastening neurobehavioral recovery after SCI.