The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour. The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. This result is illustrated with the daily US Dollar/ French Franc exchange rate series.

Realized volatility: evidence from Brazil

Using intraday data for the most actively traded stocks on the São Paulo Stock Market (BOVESPA) index, this study considers two recently developed models from the literature on the estimation and prediction of realized volatility: the Heterogeneous Autoregressive Model of Realized Volatility (HAR-RV), developed by Corsi (2009), and the Mixed Data Sampling model (MIDAS-RV), developed by Ghysels et al. (2004). Using measurements to compare in-sample and out-of-sample forecasts, better results were obtained with the MIDAS-RV model for in-sample forecasts. For out-of-sample forecasts, however, there was no statistically signi cant di¤erence between the models. We also found evidence that the use of realized volatility induces distributions of standardized returns that are closer to normal

Conditional alphas and realized betas

This paper proposes a two-step procedure to back out the conditional alpha of a given stock using high-frequency data. We rst estimate the realized factor loadings of the stocks, and then retrieve their conditional alphas by estimating the conditional expectation of their risk-adjusted returns. We start with the underlying continuous-time stochastic process that governs the dynamics of every stock price and then derive the conditions under which we may consistently estimate the daily factor loadings and the resulting conditional alphas. We also contribute empiri-cally to the conditional CAPM literature by examining the main drivers of the conditional alphas of the S&P 100 index constituents from January 2001 to December 2008. In addition, to con rm whether these conditional alphas indeed relate to pricing errors, we assess the performance of both cross-sectional and time-series momentum strategies based on the conditional alpha estimates. The ndings are very promising in that these strategies not only seem to perform pretty well both in absolute and relative terms, but also exhibit virtually no systematic exposure to the usual risk factors (namely, market, size, value and momentum portfolios).

Estimates for the Poisson kernel and Hardy spaces on compact manifolds

We study Hardy spaces on the boundary of a smooth open subset or R-n and prove that they can be defined either through the intrinsic maximal function or through Poisson integrals, yielding identical spaces. This extends to any smooth open subset of R-n results already known for the unit ball. As an application, a characterization of the weak boundary values of functions that belong to holomorphic Hardy spaces is given, which implies an F. and M. Riesz type theorem. (C) 2004 Elsevier B.V. All rights reserved.

Low levels of realized seed and pollen gene flow and strong spatial genetic structure in a small, isolated and fragmented population of the tropical tree Copaifera langsdorffii Desf

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

How to not inflate population estimates? Spatial density distribution of white-lipped peccaries in a continuous Atlantic forest

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

Realized evolvability: quantifying phenotypic evolution in a Drosophila clade

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Characterization of the Pulp and Kernel Oils from Syagrus oleracea, Syagrus romanzoffiana, and Acrocomia aculeata

Vegetable oils are important sources of essential fatty acids. It is, therefore, important to characterize plant species that can be used as new oil sources. This study aimed to characterize the oils from guariroba (Syagrus oleracea), jeriva (Syagrus romanzoffiana), and macauba (Acrocomia aculeata). The physicochemical characterization was performed using official analytical methods for oils and fats, free fatty acids, peroxide value, refractive index, iodine value, saponification number, and unsaponifiable matter. The oxidative stability was determined using the Rancimat at 110 degrees C. The fatty acid composition was performed by gas chromatography. The results were submitted to Tukey's test for the medium to 5% using the ESTAT program. The pulp oils were more unsaturated than kernel oils, as evidenced by the higher refractive index and iodine value, especially the macauba pulp oil which gave 1.4556 and 80 g I(2)/100 g, respectively, for these indices. The kernel oils were less altered by oxidative process and had high induction period, free fatty acids below 0.5%, and peroxide value around 0.19 meq/kg. The guariroba kernel oil showed the largest induction period, 91.82 h.

HEAT-KERNEL EXPANSION AT FINITE TEMPERATURE

We show how the zero-temperature result for the heat-kernel asymptotic expansion can be generalized to the finite-temperature one. We observe that this general result depends on the interesting ratio square-root tau/beta, where tau is the regularization parameter and beta = 1/T, so that the zero-temperature limit beta --> infinity corresponds to the cutoff limit tau --> 0. As an example, we discuss some aspects of the axial model at finite temperature.

Kernel polynomials from L-orthogonal polynomials

A positive measure ψ defined on [a,b] such that its moments μn=∫a btndψ(t) exist for n=0,±1,±2,⋯, is called a strong positive measure on [a,b]. If 0≤akernel polynomials associated with these L-orthogonal polynomials. As applications, we consider the quadrature rules associated with these kernel polynomials. Associated eigenvalue problems and numerical evaluation of the nodes and weights of such quadrature rules are also considered. © 2010 IMACS. Published by Elsevier B.V. All rights reserved.

Efeito de boro e zinco na cultura do milho

Pós-graduação em Agronomia (Agricultura) - FCA

Avaliação reprodutiva de touros bubalinos alimentados com subprodutos da agroindústria na Amazônia Oriental

Os subprodutos farelo de coco (FC) e a torta de amêndoa de dendê (TAD) disponíveis na agroindústria da Amazônia Oriental podem ser utilizados como alimentos alternativos na substituição de concentrados convencionais, porém com poucas informações a respeito da sua composição bromatológica, e sua relação com as características produtivas e reprodutivas dos animais. Assim, este trabalho visou avaliar o consumo alimentar, desempenho ponderal, perímetro escrotal, qualidade seminal e níveis de testosterona de búfalos suplementados com rações experimentais à base de TAD ou FC. O trabalho foi desenvolvido na Unidade de Pesquisa Animal “Senador Álvaro Adolpho”, da Embrapa Amazônia Oriental, em Belém-PA. Foram utilizados como doadores de sêmen 15 machos bubalinos (Bubalus bubalis) adultos, divididos em três grupos experimentais: Controle, Base-FC (farelo de coco) e Base-TAD (torta de amêndoa de dendê). Os concentrados experimentais foram fornecidos individualmente na proporção de 1% do peso vivo (PV) de cada animal, diariamente. As colheitas seminais (n=173) foram realizadas semanalmente, e iniciaram 112 dias após o início da suplementação. Foram avaliadas as características físicas (aspecto, cor, volume, concentração, pH, motilidade e vigor espermáticos) e morfológicas (defeitos espermáticos e integridade de membrana plasmática) do sêmen. Os resultados foram submetidos à análise de variâncias, pelo comando PROG GLM do SAS, com comparações de médias feitas por Teste t (P<0,05). O consumo médio de matéria seca dos concentrados experimentais foi de 4,778 ± 1,233 kg, no Grupo Controle, 3,112 ± 0,693 kg, no Base-FC, e 4,558 ± 1,077 kg no Base-TAD (P>0,05). Os pesos médios dos animais foram 591, 4 ± 103,3 kg, 566,4 ± 94,1 kg e 578,3 ± 107,5 kg (P>0,05), e as medidas de perímetro escrotal de 34,6 ± 2,0 cm, 33,0 ± 1,9 cm e 32,7 ± 1,9 cm, spectivamente, nos grupos Controle, Base-FC e Base-TAD. Não houve diferença na concentração espermática (x106 sptz/mL) entre Controle (1326,3 ± 893,8), Base-FC (1.698,1 ± 1023,0) e Base-TAD (1.003,2 ± 569,0). A integridade da membrana plasmática (%) foi de 68,0 ± 19,5, 72,0 ± 22,6 e 82,1 ± 12,2, respectivamente para Controle, Base-FC e Base-TAD, juntamente com a motilidade espermática progressiva (%), foram maiores (P<0,05) no grupo Base-TAD (71,7 ± 15,1%), quando comparadas ao Controle (59,3 ± 20,5%) e Base-FC (56,7 ± 24,8%). Foram observadas correlações entre as variáveis de resposta. O consumo dos concentrados experimentais e ingredientes contidos neles, como PB, lipídeos, macro, micronutrientes e metais foram maiores no Grupo Base-TAD, com exceção de K, maior no Grupo Controle, e de Ti, maior no Grupo Base-FC. Em relação os parâmetros seminais não houve diferença significativa (P>0,05) no volume espermático, movimento de massa, vigor espermático, pH e patologias espermáticas, contudo, maiores concentrações espermáticas foram observadas no Grupo Base-FC e, maior motilidade espermática e integridade de membrana plasmática no Grupo Base-TAD. Deste modo, podemos concluir que as rações à base de subprodutos, como farelo de coco e torta de amêndoa de dendê podem ser utilizadas para touros reprodutores bubalinos, contudo, a melhor qualidade seminal foi observada nas rações à base de torta de amêndoa de dendê.

An Extended Kernel for Generalized Multiple-Instance Learning

The multiple-instance learning (MIL) model has been successful in areas such as drug discovery and content-based image-retrieval. Recently, this model was generalized and a corresponding kernel was introduced to learn generalized MIL concepts with a support vector machine. While this kernel enjoyed empirical success, it has limitations in its representation. We extend this kernel by enriching its representation and empirically evaluate our new kernel on data from content-based image retrieval, biological sequence analysis, and drug discovery. We found that our new kernel generalized noticeably better than the old one in content-based image retrieval and biological sequence analysis and was slightly better or even with the old kernel in the other applications, showing that an SVM using this kernel does not overfit despite its richer representation.