Pair trading: Clustering based on principal component analysis

This study focuses on the implementation of several pair trading strategies across three emerging markets, with the objective of comparing the results obtained from the different strategies and assessing if pair trading benefits from a more volatile environment. The results show that, indeed, there are higher potential profits arising from emerging markets. However, the higher excess return will be partially offset by higher transaction costs, which will be a determinant factor to the profitability of pair trading strategies. Also, a new clustering approach based on the Principal Component Analysis was tested as an alternative to the more standard clustering by Industry Groups. The new clustering approach delivers promising results, consistently reducing volatility to a greater extent than the Industry Group approach, with no significant harm to the excess returns.

Electrohysterogram signal component cataloging with spectral and time-frequency methods

The Electrohysterogram (EHG) is a new instrument for pregnancy monitoring. It measures the uterine muscle electrical signal, which is closely related with uterine contractions. The EHG is described as a viable alternative and a more precise instrument than the currently most widely used method for the description of uterine contractions: the external tocogram. The EHG has also been indicated as a promising tool in the assessment of preterm delivery risk. This work intends to contribute towards the EHG characterization through the inventory of its components which are: • Contractions; • Labor contractions; • Alvarez waves; • Fetal movements; • Long Duration Low Frequency Waves; The instruments used for cataloging were: Spectral Analysis, parametric and non-parametric, energy estimators, time-frequency methods and the tocogram annotated by expert physicians. The EHG and respective tocograms were obtained from the Icelandic 16-electrode Electrohysterogram Database. 288 components were classified. There is not a component database of this type available for consultation. The spectral analysis module and power estimation was added to Uterine Explorer, an EHG analysis software developed in FCT-UNL. The importance of this component database is related to the need to improve the understanding of the EHG which is a relatively complex signal, as well as contributing towards the detection of preterm birth. Preterm birth accounts for 10% of all births and is one of the most relevant obstetric conditions. Despite the technological and scientific advances in perinatal medicine, in developed countries, prematurity is the major cause of neonatal death. Although various risk factors such as previous preterm births, infection, uterine malformations, multiple gestation and short uterine cervix in second trimester, have been associated with this condition, its etiology remains unknown [1][2][3].

Data supporting the role of enzymes and polysaccharides during cassava postharvest physiological deterioration

This data article is referred to the research article entitled The role of ascorbate peroxidase, guaiacol peroxidase, and polysaccharides in cassava (Manihot esculenta Crantz) roots under postharvest physiological deterioration by Uarrota et al. (2015). Food Chemistry 197, Part A, 737746. The stress duo to PPD of cassava roots leads to the formation of ROS which are extremely harmful and accelerates cassava spoiling. To prevent or alleviate injuries from ROS, plants have evolved antioxidant systems that include non-enzymatic and enzymatic defence systems such as ascorbate peroxidase, guaiacol peroxidase and polysaccharides. In this data article can be found a dataset called newdata, in RData format, with 60 observations and 06 variables. The first 02 variables (Samples and Cultivars) and the last 04, spectrophotometric data of ascorbate peroxidase, guaiacol peroxidase, tocopherol, total proteins and arcsined data of cassava PPD scoring. For further interpretation and analysis in R software, a report is also provided. Means of all variables and standard deviations are also provided in the Supplementary tables (data.long3.RData, data.long4.RData and meansEnzymes.RData), raw data of PPD scoring without transformation (PPDmeans.RData) and days of storage (days.RData) are also provided for data analysis reproducibility in R software.

Bioclimatic Characteristics of Recreational Zones – Important Component of the Passport of the Health Resort – Tourist Potential of Georgia

მოყვანილია საკურორტო-ტურისტული პოტენციალის პასპორტის ძირითადი მაჩვენებლების აღწერილობა. განსაკუთრებული ყურადღება ეთმობა ბიოკლიმატურ პარამეტრებს. მოყვანილია პრაქტიკული მაგალითები აღნიშნული პარამეტრების გამოყენებისა საქართველოს ზოგიერთი საკურორტო-ტურისტული რაიონების ბიოკლიმატური პირობების შესაფასებლად.

Component oriented method for simulation of multibody dynamics

Modular modelling, dynamics simulation, multibodies, O(N) method, closed loops, post-stabilization

Analysis of functional magnetic resonance imaging time series by independent component analysis

Independent Component Analysis, Time Series Analysis, Functional Magnetic Resonance Imaging

Reusability evaluation of component-based embedded automative software systems

Magdeburg, Univ., Fak. für Informatik, Diss., 2012

Role of secretory immunoglobulin A and secretory component in the protection of mucosal surfaces.

The contribution of secretory immunoglobulin A (SIgA) antibodies in the defense of mucosal epithelia plays an important role in preventing pathogen adhesion to host cells, therefore blocking dissemination and further infection. This mechanism, referred to as immune exclusion, represents the dominant mode of action of the antibody. However, SIgA antibodies combine multiple facets, which together confer properties extending from intracellular and serosal neutralization of antigens, activation of non-inflammatory pathways and homeostatic control of the endogenous microbiota. The sum of these features suggests that future opportunities for translational application from research-based knowledge to clinics include the mucosal delivery of bioactive antibodies capable of preserving immunoreactivity in the lung, gastrointestinal tract, the genito-urinary tract for the treatment of infections. This article covers topics dealing with the structure of SIgA, the dissection of its mode of action in epithelia lining different mucosal surfaces and its potential in immunotherapy against infectious pathogens.

Desenvolupament d'un component de tolerància a fallades per a un sistema d'agents mòbils sobre plataformes lleugeres

A mesura que la complexitat de les tasques dels agents mòbils va creixent, és més important que aquestes no perdin el treball realitzat. Hem de saber en tot moment que la execució s’està desenvolupant favorablement. Aquest projecte tracta d’explicar el procés d’elaboració d’un component de tolerància a fallades des de la seva idea inicial fins a la seva implementació. Analitzarem la situació i dissenyarem una solució. Procurarem que el nostre component emmascari la fallada d’un agent, detectant-la i posteriorment recuperant l’execució des d’on s’ha interromput. Tot això procurant seguir la metodologia de disseny d’agents mòbils per a plataformes lleugeres.

Design and evaluation of a solid sampler for the monitoring of airborne 1,6-hexamethylene diisocyanate (HDI) and its prepolymers in 2-component spray painting

An active, solvent-free solid sampler was developed for the collection of 1,6-hexamethylene diisocyanate (HDI) aerosol and prepolymers. The sampler was made of a filter impregnated with 1-(2-methoxyphenyl)piperazine contained in a filter holder. Interferences with HDI were observed when a set of cellulose acetate filters and a polystyrene filter holder were used; a glass fiber filter and polypropylene filter cassette gave better results. The applicability of the sampling and analytical procedure was validated with a test chamber, constructed for the dynamic generation of HDI aerosol and prepolymers in commercial two-component spray paints (Desmodur(R) N75) used in car refinishing. The particle size distribution, temporal stability, and spatial uniformity of the simulated aerosol were established in order to test the sample. The monitoring of aerosol concentrations was conducted with the solid sampler paired to the reference impinger technique (impinger flasks contained 10 mL of 0.5 mg/mL 1-(2-methoxyphenyl)piperazine in toluene) under a controlled atmosphere in the test chamber. Analyses of derivatized HDI and prepolymers were carried out by using high-performance liquid chromatography and ultraviolet detection. The correlation between the solvent-free and the impinger techniques appeared fairly good (Y = 0.979X - 0.161; R = 0.978), when the tests were conducted in the range of 0.1 to 10 times the threshold limit value (TLV) for HDI monomer and up to 60-mu-g/m3 (3 U.K. TLVs) for total -N = C = O groups.

A recombinant hybrid protein as antigen for an anti-blood stage malaria vaccine: a study on the conservation of a protective component

Recently we have shown that two hybrid proteins expressed in Escherichia coli confer protective immunity to Aotus monkeys against an experimental Plasmodium falciparum infection (Knapp et al., 1992). Both hybrid proteins carry a sequence containing amino acids 631 to 764 of the serine stretch protein SERP (Knapp et al., 1989b). We have studied the diversity of this SERP region in field isolates of P. falciparum. Genomic DNA was extracted from the blood of six donors from different endemic areas of Brazil and West Africa. The SERP region encoding amino acids 630 to 781 was amplified by polymerase chain reaction (PCR) and sequenced. Only conserved amino acid substitutions in maximally two positions of the analyzed SERP fragment could be detected which supports the suitability of this SERP region as a component of anti-blood stage malaria vaccine.

Immunoglobulin classes in aquatic mammals. Characterization by serologic cross-reactivity, molecular size and binding of human free secretory component.

On the basis of serologic cross-reactivity, three immunoglobulin classes homologous to human IgG, IgM and IgA were identified in two species of acquatic mammal representing the orders Cetacea (dolphin) and Pinnipedea (sea lion). Molecular size was estimated by sucrose density gradient ultracentrifugation and Sephadex G-200 chromatography, indicating a 7S IgG, 19S IgM and heterogeneous serum IgA. Human secretory component was readily bound to the IgM of both species and to an apparently lesser extent to the larger molecular size populations of IgA. No binding was observed with IgG. Several antisera specific for human γ-chains gave a single precipitin line with the sea lion IgG but when made to react with dolphin serum produced two lines, suggesting the presence of two different subclasses of IgG in this species.