Hysteresis and return-point memory in deterministic cellular automata

We have investigated hysteresis and the return-point memory (RPM) property in deterministic cellular automata with avalanche dynamics. The RPM property reflects a partial ordering of metastable states, preserved by the dynamics. Recently, Sethna et al. [Phys. Rev. Lett. 70, 3347 (1993)] proved this behavior for a homogeneously driven system with static disorder. This Letter shows that the partial ordering and the RPM can be displayed as well by systems driven heterogeneously, as a result of its own evolution dynamics. In particular, we prove the RPM property for a deterministic 2D sandpile automaton driven at a central site.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

Audit report on the City of Center Point, Iowa for the year ended June 30, 2011

Audit report on the City of Center Point, Iowa for the year ended June 30, 2011

Intrinsic noise-induced phase transitions: Beyond the noise interpretation

We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Itô vs Stratonovich), in particular in the context of noise-induced ordering phase transitions. We study a model which, contrary to all cases known so far, exhibits such ordering transitions when the noise is interpreted not only according to Stratonovich, but also to Itô. The main feature of this model is the absence of a linear instability at the transition point. The dynamical properties of the resulting noise-induced growth processes are studied and compared in the two interpretations and with a reference Ginzburg-Landau-type model. A detailed discussion of a different numerical algorithm valid for both interpretations is also presented.

Soil infiltration based on bp neural network and grey relational analysis

Soil infiltration is a key link of the natural water cycle process. Studies on soil permeability are conducive for water resources assessment and estimation, runoff regulation and management, soil erosion modeling, nonpoint and point source pollution of farmland, among other aspects. The unequal influence of rainfall duration, rainfall intensity, antecedent soil moisture, vegetation cover, vegetation type, and slope gradient on soil cumulative infiltration was studied under simulated rainfall and different underlying surfaces. We established a six factor-model of soil cumulative infiltration by the improved back propagation (BP)-based artificial neural network algorithm with a momentum term and self-adjusting learning rate. Compared to the multiple nonlinear regression method, the stability and accuracy of the improved BP algorithm was better. Based on the improved BP model, the sensitive index of these six factors on soil cumulative infiltration was investigated. Secondly, the grey relational analysis method was used to individually study grey correlations among these six factors and soil cumulative infiltration. The results of the two methods were very similar. Rainfall duration was the most influential factor, followed by vegetation cover, vegetation type, rainfall intensity and antecedent soil moisture. The effect of slope gradient on soil cumulative infiltration was not significant.

Woody Allen i l'esperit de la tragèdia grega: de Crimes and Misdemeanors a Match Point

Nombrosos són ja els estudis que s'han centrat en l'anomenat "cinema seriós" de Woody Allen i, entre ells, paga la pena de mencionar el que Pau Gilabert Barberà, autor d'aquest article, va escriure (2006) sobre el que, en opinió seva, és el llegat sofístic subjacent en el guió de Crimes and Misdemeanors. En aquesta ocasió, el seu objectiu és analitzar la trajectòria fluctuant del director americà en relació a la tragèdia grega, des de la convicció que, només així, és possible revelar la seva empatia amb l'esperit tràgic dels grecs i comprendre la seva necessitat de presentar aquell gènere literari com un paradigma des del qual entendre les grandeses i misèries del món contemporani.

Woody Allen and the Spirit of the Greek Tragedy: from Crimes and Misdemeanors to Match Point

Many studies have already paid attention to what is called the "serious films" by Woody Allen and, among them, it is also worth mentioning the one written by the very Pau Gilabert Barberà (2006), which is devoted to the Sophistic legacy underlying in his opinion the screenplay of Crimes and Misdemeanors. On this occasion, his aim is to analyse the fluctuating sight of the American director with regard to the Greek tragedy. Indeed, Gilabert is convinced that, only in this way, it is possible to reveal the true Allen¿s sympathy with the tragic spirit of the Greeks, as well as to understand his urge to present that ancient literary genre as a paradigm with the help of which one can evaluate the greatness and misery of our contemporary world.

Woody Allen y el espíritu de la tragedia griega: de Crimes and Misdemeanors a Match Point

Numerosos son ya los estudios que se han centrado en el llamado "cine serio" de Woody Allen y, entre ellos, cabe mencionar el que Pau Gilabert Barberà, autor de este artículo, escribió (2006) sobre lo que, en su opinión, es el legado sofístico subyacente en el guión de Crimes and Misdemeanors. En esta ocasión, su objetivo es analizar la trayectoria fluctuante del director americano en relación con la tragedia griega, desde la convicción de que, sólo así, es posible revelar su empatía con el espíritu trágico de los griegos y comprender su necesidad de presentar aquel género literario como un paradigma desde el cual entender las grandezas y miserias del mundo contemporáneo.

Carotid sparing in definitive irradiation of T1N0 squamous cell larnyx cancer using helical tomotherapy

Objective: To implement a carotid sparing protocol using helical Tomotherapy(HT) in T1N0 squamous-cell laryngeal carcinoma.Materials/Methods: Between July and August 2010, 7 men with stage T1N0 laryngeal carcinoma were included in this study. Age ranged from 47-74 years. Staging included endoscopic examination, CT-scan and MRI when indicated.Planned irradiation dose was 70 Gy in 35 fractions over 7 weeks. A simple treatment planning algorithm for carotidsparing was used: maximum point dose to the carotids 35 Gy, to the spinal cord 30 Gy, and 100% PTV volume to becovered with 95% of the prescribed dose. Carotid volume of interest extended to 1 cm above and below of the PTV.Doses to the carotid arteries, critical organs, and planned target volume (PTV) with our standard laryngealirradiation protocol was compared. Daily megavoltage scans were obtained before each fraction. When necessary, thePlanned Adaptive? software (TomoTherapy Inc., Madison, WI) was used to evaluate the need for a re-planning,which has never been indicated. Dose data were extracted using the VelocityAI software (Atlanta, GA), and datanormalization and dosevolume histogram (DVH) interpolation were realized using the Igor Pro software (Portland,OR).Results: A significant (p < 0.05) carotid dose sparing compared to our standard protocol with an average maximum point dose of 38.3 Gy (standard devaition [SD] 4.05 Gy), average mean dose of 18.59 Gy (SD 0.83 Gy) was achieved.In all patients, 95% of the carotid volume received less than 28.4 Gy (SD 0.98 Gy). The average maximum point doseto the spinal cord was 25.8 Gy (SD 3.24 Gy). PTV was fully covered with more than 95% of the prescribed dose forall patients with an average maximum point dose of 74.1 Gy and the absolute maximum dose in a single patient of75.2 Gy. To date, the clinical outcomes have been excellent. Three patients (42%) developed stage 1 mucositis that was conservatively managed, and all the patients presented a mild to moderate dysphonia. All adverse effectsresolved spontaneously in the month following the end of treatment. Early local control rate is 100% considering a 4-5months post treatment follow-up.Conclusions: HT allows a clinically significant decrease of carotid irradiation dose compared tostandard irradiation protocols with an acceptable spinal cord dose tradeoff. Moreover, this technique allows the PTV to be homogenously covered with a curative irradiation dose. Daily control imaging brings added security marginsespecially when working with high dose gradients. Further investigations and follow-up are underway to better evaluatethe late clinical outcomes especially the local control rate, late laryngeal and vascular toxicity, and expected potentialimpact on cerebrovascular events.

Decision-making in pediatrics: a practical algorithm to evaluate complementary and alternative medicine for children.

We herein present a preliminary practical algorithm for evaluating complementary and alternative medicine (CAM) for children which relies on basic bioethical principles and considers the influence of CAM on global child healthcare. CAM is currently involved in almost all sectors of pediatric care and frequently represents a challenge to the pediatrician. The aim of this article is to provide a decision-making tool to assist the physician, especially as it remains difficult to keep up-to-date with the latest developments in the field. The reasonable application of our algorithm together with common sense should enable the pediatrician to decide whether pediatric (P)-CAM represents potential harm to the patient, and allow ethically sound counseling. In conclusion, we propose a pragmatic algorithm designed to evaluate P-CAM, briefly explain the underlying rationale and give a concrete clinical example.

Le point sur l'ergométrie en 2012 dans le diagnostic de la maladie coronarienne.

Background In patients presenting with acute cardiac symptoms, abnormal ECG and raised troponin, myocarditis may be suspected after normal angiography. Aims To analyse cardiac magnetic resonance (CMR) findings in patients with a provisional diagnosis of acute coronary syndrome (ACS) in whom acute myocarditis was subsequently considered more likely. Methods and results 79 patients referred for CMR following an admission with presumed ACS and raised serum troponin in whom no culprit lesion was detected were studied. 13% had unrecognised myocardial infarction and 6% takotsubo cardiomyopathy. The remainder (81%) were diagnosed with myocarditis. Mean age was 45615 years and 70% were male. Left ventricular ejection fraction (EF) was 58610%; myocardial oedema was detected in 58%. A myocarditic pattern of late gadolinium enhancement (LGE) was detected in 92%. Abnormalities were detected more frequently in scans performed within 2 weeks of symptom onset: oedema in 81% vs 11% (p<0.0005), and LGE in 100% vs 76% (p<0.005). In 20 patients with both an acute (<2 weeks) and convalescent scan (>3 weeks), oedema decreased from 84% to 39% (p<0.01) and LGE from 5.6 to 3.0 segments (p¼0.005). Three patients presented with sustained ventricular tachycardia, another died suddenly 4 days after admission and one resuscitated 7 weeks following presentation. All 5 patients had preserved EF. Conclusions Our study emphasises the importance of access to CMR for heart attack centres. If myocarditis is suspected, CMR scanning should be performed within 14 days. Myocarditis should not be regarded as benign, even when EF is preserved.

Numerical algorithm for spectroscopic ellipsometry of thick transparent films

We present a numerical method for spectroscopic ellipsometry of thick transparent films. When an analytical expression for the dispersion of the refractive index (which contains several unknown coefficients) is assumed, the procedure is based on fitting the coefficients at a fixed thickness. Then the thickness is varied within a range (according to its approximate value). The final result given by our method is as follows: The sample thickness is considered to be the one that gives the best fitting. The refractive index is defined by the coefficients obtained for this thickness.