927 resultados para implied volatility, VIX, volatility forecasts, informational efficiency


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Marked changes in the content of protein in the diet affects the rat"s pattern of growth, but there is not any data on the effects to moderate changes. Here we used a genetically obese rat strain (Zucker) to examine the metabolic modifications induced to moderate changes in the content of protein of diets, doubling (high-protein (HP): 30%) or halving (low-protein (LP): 8%) the content of protein of reference diet (RD: 16%). Nitrogen, energy balances, and amino acid levels were determined in lean (L) and obese (O) animals after 30 days on each diet. Lean HP (LHP) animals showed higher energy efficiency and amino acid catabolism but maintained similar amino acid accrual rates to the lean RD (LRD) group. Conversely, the lean LP (LLP) group showed a lower growth rate, which was compensated by a relative increase in fat mass. Furthermore, these animals showed greater efficiency accruing amino acids. Obesity increased amino acid catabolism as a result of massive amino acid intake; however, obese rats maintained protein accretion rates, which, in the OHP group, implied a normalization of energy efficiency. Nonetheless, the obese OLP group showed the same protein accretion pattern as in lean animals (LLP). In the base of our data, concluded that the Zucker rats accommodate their metabolism to support moderates increases in the content of protein in the diet, but do not adjust in the same way to a 50% decrease in content of protein, as shown by an index of growth reduced, both in lean and obese rats.

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High-energy charged particles in the van Allen radiation belts and in solar energetic particle events can damage satellites on orbit leading to malfunctions and loss of satellite service. Here we describe some recent results from the SPACECAST project on modelling and forecasting the radiation belts, and modelling solar energetic particle events. We describe the SPACECAST forecasting system that uses physical models that include wave-particle interactions to forecast the electron radiation belts up to 3 h ahead. We show that the forecasts were able to reproduce the >2 MeV electron flux at GOES 13 during the moderate storm of 7-8 October 2012, and the period following a fast solar wind stream on 25-26 October 2012 to within a factor of 5 or so. At lower energies of 10- a few 100 keV we show that the electron flux at geostationary orbit depends sensitively on the high-energy tail of the source distribution near 10 RE on the nightside of the Earth, and that the source is best represented by a kappa distribution. We present a new model of whistler mode chorus determined from multiple satellite measurements which shows that the effects of wave-particle interactions beyond geostationary orbit are likely to be very significant. We also present radial diffusion coefficients calculated from satellite data at geostationary orbit which vary with Kp by over four orders of magnitude. We describe a new automated method to determine the position at the shock that is magnetically connected to the Earth for modelling solar energetic particle events and which takes into account entropy, and predict the form of the mean free path in the foreshock, and particle injection efficiency at the shock from analytical theory which can be tested in simulations.

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BACKGROUND AND AIMS: Fish oil (FO) supplementation prevents the development of obesity and insulin resistance, and upregulate the expression of UCP3 in skeletal muscle in rodents. This may represent indirect evidence that FO promotes fat oxidation and/or alter energy efficiency. The aim of this study was to evaluate whether such effects can be observed in humans. The metabolic effects of FO were assessed during exercise in order to obtain a direct measurement of energy efficiency. METHODS: Eight healthy male volunteers were studied with and without supplementation with 7.2 g/day FO (including 1.1 g/day eicosopentaenoic acid and 0.7 g/day decosahexaenoic acid) during 14 days. Their VO(2 max) was measured on cycle ergometer. Thereafter, energy metabolism (substrate oxidation, energy expenditure and energy efficiency) was assessed during a 30 min cycling exercise at 50% VO(2 max) performed 2 h 30 after a standardized, high carbohydrate breakfast. RESULTS: VO(2 max) was 38.6+/-2.2 after FO and 38.4+/-2.0 (mL x kg(-1) x min(-1)) in control conditions (NS). Basal plasma glucose, insulin and NEFA concentrations, and energy metabolism were similar with FO and in controls. During exercise, the increases in plasma NEFA concentrations, energy expenditure, glucose and lipid oxidation, and the decreases in glycaemia and insulinemia were not altered by FO intake. Energy efficiency was 22.4+/-0.6% after FO vs 21.8+/-0.7% in controls. In order to ascertain that the absence of effects of FO was not due to consumption of a carbohydrate meal immediately before exercise, 4 of the 8 subjects were re-studied in fasting conditions, FO also failed to alter energy efficiency in this subset of studies. CONCLUSION: FO supplementation did not significantly alter energy metabolism and energy efficiency during exercise in healthy humans.

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The objective of this work was to assess the spatial and temporal variability of sugarcane yield efficiency and yield gap in the state of São Paulo, Brazil, throughout 16 growing seasons, considering climate and soil as main effects, and socioeconomic factors as complementary. An empirical model was used to assess potential and attainable yields, using climate data series from 37 weather stations. Soil effects were analyzed using the concept of production environments associated with a soil aptitude map for sugarcane. Crop yield efficiency increased from 0.42 to 0.58 in the analyzed period (1990/1991 to 2005/2006 crop seasons), and yield gap consequently decreased from 58 to 42%. Climatic factors explained 43% of the variability of sugarcane yield efficiency, in the following order of importance: solar radiation, water deficit, maximum air temperature, precipitation, and minimum air temperature. Soil explained 15% of the variability, considering the average of all seasons. There was a change in the correlation pattern of climate and soil with yield efficiency after the 2001/2002 season, probably due to the crop expansion to the west of the state during the subsequent period. Socioeconomic, biotic and crop management factors together explain 42% of sugarcane yield efficiency in the state of São Paulo.

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High-energy charged particles in the van Allen radiation belts and in solar energetic particle events can damage satellites on orbit leading to malfunctions and loss of satellite service. Here we describe some recent results from the SPACECAST project on modelling and forecasting the radiation belts, and modelling solar energetic particle events. We describe the SPACECAST forecasting system that uses physical models that include wave-particle interactions to forecast the electron radiation belts up to 3 h ahead. We show that the forecasts were able to reproduce the >2 MeV electron flux at GOES 13 during the moderate storm of 7-8 October 2012, and the period following a fast solar wind stream on 25-26 October 2012 to within a factor of 5 or so. At lower energies of 10- a few 100 keV we show that the electron flux at geostationary orbit depends sensitively on the high-energy tail of the source distribution near 10 RE on the nightside of the Earth, and that the source is best represented by a kappa distribution. We present a new model of whistler mode chorus determined from multiple satellite measurements which shows that the effects of wave-particle interactions beyond geostationary orbit are likely to be very significant. We also present radial diffusion coefficients calculated from satellite data at geostationary orbit which vary with Kp by over four orders of magnitude. We describe a new automated method to determine the position at the shock that is magnetically connected to the Earth for modelling solar energetic particle events and which takes into account entropy, and predict the form of the mean free path in the foreshock, and particle injection efficiency at the shock from analytical theory which can be tested in simulations.

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Contemporary coronary magnetic resonance angiography techniques suffer from signal-to-noise ratio (SNR) constraints. We propose a method to enhance SNR in gradient echo coronary magnetic resonance angiography by using sensitivity encoding (SENSE). While the use of sensitivity encoding to improve SNR seems counterintuitive, it can be exploited by reducing the number of radiofrequency excitations during the acquisition window while lowering the signal readout bandwidth, therefore improving the radiofrequency receive to radiofrequency transmit duty cycle. Under certain conditions, this leads to improved SNR. The use of sensitivity encoding for improved SNR in three-dimensional coronary magnetic resonance angiography is investigated using numerical simulations and an in vitro and an in vivo study. A maximum 55% SNR enhancement for coronary magnetic resonance angiography was found both in vitro and in vivo, which is well consistent with the numerical simulations. This method is most suitable for spoiled gradient echo coronary magnetic resonance angiography in which a high temporal and spatial resolution is required.

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The objective of this work was to evaluate a generalized response function to the atmospheric CO2 concentration [f(CO2)] by the radiation use efficiency (RUE) in rice. Experimental data on RUE at different CO2 concentrations were collected from rice trials performed in several locations around the world. RUE data were then normalized, so that all RUE at current CO2 concentration were equal to 1. The response function was obtained by fitting normalized RUE versus CO2 concentration to a Morgan-Mercer-Flodin (MMF) function, and by using Marquardt's method to estimate the model coefficients. Goodness of fit was measured by the standard deviation of the estimated coefficients, the coefficient of determination (R²), and the root mean square error (RMSE). The f(CO2) describes a nonlinear sigmoidal response of RUE in rice, in function of the atmospheric CO2 concentration, which has an ecophysiological background, and, therefore, renders a robust function that can be easily coupled to rice simulation models, besides covering the range of CO2 emissions for the next generation of climate scenarios for the 21st century.

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This paper suggests a method for obtaining efficiency bounds in models containing either only infinite-dimensional parameters or both finite- and infinite-dimensional parameters (semiparametric models). The method is based on a theory of random linear functionals applied to the gradient of the log-likelihood functional and is illustrated by computing the lower bound for Cox's regression model

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The objective of this work was to determine the maintenance requirement and the deposition efficiency of lysine in growing pigs. It was used the incomplete changeover experimental design, with replicates over time. Twelve castrated pigs with average body weight (BW) of 52±2 kg were kept in metabolism crates with a controlled temperature of 22ºC. The diets were formulated to supply 30, 50, 60, and 70% of the expected requirements of standardized lysine, and provided at 2.6 times the energy requirements for maintenance. The trial lasted 24 days and was divided into two periods of 12 days: seven days for animal adaptation to the diet and five days for sample collection. The increasing content of lysine in the diet did not affect dry matter intake of the pigs. The amount of nitrogen excreted was 47% of the nitrogen intake, of which 35% was excreted through feces and 65% through urine. The estimated endogenous losses of lysine were 36.4 mg kg-1 BW0.75. The maintenance requirement of lysine for pigs weighing around 50 kg is 40.4 mg kg-1 BW0.75, and the deposition efficiency of lysine is 90%.

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Animals can compete for resources by displaying various acoustic signals that may differentially affect the outcome of competition. We propose the hypothesis that the most efficient signal to deter opponents should be the one that most honestly reveals motivation to compete. We tested this hypothesis in the barn owl (Tyto alba) in which nestlings produce more calls of longer duration than siblings to compete for priority access to the indivisible prey item their parents will deliver next. Because nestlings increase call rate to a larger extent than call duration when they become hungrier, call rate would signal more accurately hunger level. This leads us to propose three predictions. First, a high number of calls should be more efficient in deterring siblings to compete than long calls. Second, the rate at which an individual calls should be more sensitive to variation in the intensity of the sibling vocal competition than the duration of its calls. Third, call rate should influence competitors' vocalization for a longer period of time than call duration. To test these three predictions we performed playback experiments by broadcasting to singleton nestlings calls of varying durations and at different rates. According to the first prediction, singleton nestlings became less vocal to a larger extent when we broadcasted more calls compared to longer calls. In line with the second prediction, nestlings reduced vocalization rate to a larger extent than call duration when we broadcasted more or longer calls. Finally, call rate had a longer influence on opponent's vocal behavior than call duration. Young animals thus actively and differentially use multiple signaling components to compete with their siblings over parental resources.

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The objective of this work was to isolate and characterize rhizobia from nodules of Centrolobium paraense and to evaluate their symbiotic efficiency. Soil samples collected from four sites of the Roraima Cerrado, Brazil, were used to cultivate C. paraense in order to obtain nodules. Isolates (178) were obtained from 334 nodules after cultivation on medium 79. Twenty-five isolates belonging to six morphological groups were authenticated using Vigna unguiculata and they were characterized by 16S rRNA. Isolates identified as Bradyrhizobium were further characterized using rpoB gene sequencing. A greenhouse experiment was carried out with C. paraense to test the 18 authenticated isolates. Approximately 90% of the isolates grew slowly in medium 79. The 16S rRNA analysis showed that 14 authenticated isolates belong to the genus Bradyrhizobium, and rpoB indicated they constitute different groups compared to previously described species. Only four of the 11 fast-growing isolates nodulated V. unguiculata, two of which belong to Rhizobium, and two to Pleomorphomonas, which was not previously reported as a nodulating genus. The Bradyrhizobium isolates ERR 326, ERR 399, and ERR 435 had the highest symbiotic efficiency on C. paraense and showed a contribution similar to the nitrogen treatment. Centrolobium paraense is able to nodulate with different rhizobium species, some of which have not yet been described.

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Diplomityön tavoitteena on luoda kokonaisvaltainen kuva sähkökaupassa esiintyvistä riskeistä ja niiden analysointi- sekä hallintamenetelmistä. Toinen päätavoitteista on lisätä ymmärrystä markkinoiden erikoispiirteistä, kuten siirtokapasiteettirajoituksista, kysynnän hintajouston puutteesta ja markkinoiden keskittyneisyydestä, sekä arvioida niiden merkitystä sähkökaupan riskienhallinnan näkökulmasta. Markkinoiden erikoispiirteet ja sähkön tuotantoon ja kulutukseen vaikuttavat fundamentaaliset tekijät aiheuttavat suuria muutoksia pörssisähkön hintatasossa. Sähkön volatiliteetti yhdessä useiden muiden riskitekijöiden kanssa aiheuttaa sähkökaupantoimijoille todellisen tarpeen riskienhallinnalle. Sähkökauppa tarjoaa haasteellisen toimintaympäristön riskienhallinnan näkökulmasta. Sähkökaupassa esiintyvien riskien täydellinen hallitseminen on miltei mahdoton tehtävä, mutta sähkökaupan toimintaympäristön tunteminen ja järjestelmällisesti toteutettu riskienhallinta luovat hyvät edellytykset menestyksekkäälle toiminnalle sähkökaupassa. Diplomityössä käsitellään sähkökaupassa esiintyviä riskejä ja niidensyntyyn vaikuttavia tekijöitä. Näiden asioiden ymmärtäminen luo pohjan sähkökaupan onnistuneelle riskienhallinnalle. Työssä käydään myös läpi yleisimmät sähkökaupassa käytetyt riskianalyysin menetelmät. Diplomityössä esitellään sähköpörssin tarjoamat johdannaistuotteet ja havainnollistetaan niiden käyttöä osana sähkökaupan riskienhallintaa. Työn lopussa käsitellään profiiliriskin muodostumista jasen vaikutuksia sähkön hankintakustannuksiin.

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The reproductive efficiency of stabled domestic stallions is often lower than what could be expected from observations in feral herds. In the wild, stallions typically live with mares in harem bands, with other stallions in bachelor bands, or occasionally in mixed-sex transitional bands. We, therefore, argue that permanent contact with mares may increase reproductive efficiency of stallions suffering from low libido and/or fertility. We also provide a summary of our present knowledge of natural conditions, management, and husbandry of domestic stallions, and of intra- and intersexual behavioral interactions in horses.