Very High Energy Gamma-Rays emitting BL LAC's Population Study

Context: BL Lacs are the most numerous extragalactic objects which are detected in Very High Energy (VHE) gamma-rays band. They are a subclass of blazars. Large flux variability amplitude, sometimes happens in very short time scale, is a common characteristic of them. Significant optical polarization is another main characteristics of BL Lacs. BL Lacs' spectra have a continuous and featureless Spectral Energy Distribution (SED) which have two peaks. Among 1442 BL Lacs in the Roma-BZB catalogue, only 51 are detected in VHE gamma-rays band. BL Lacs are most numerous (more than 50% of 514 objects) objects among the sources that are detected above 10 GeV by FERMI-LAT. Therefore, many BL Lacs are expected to be discovered in VHE gamma-rays band. However, due to the limitation on current and near future technology of Imaging Air Cherenkov Telescope, astronomers are forced to predict whether an object emits VHE gamma-rays or not. Some VHE gamma-ray prediction methods are already introduced but still are not confirmed. Cross band correlations are the building blocks of introducing VHE gamma-rays prediction method. Aims: We will attempt to investigate cross band correlations between flux energy density, luminosity and spectral index of the sample. Also, we will check whether recently discovered MAGIC J2001+435 is a typical BL Lac. Methods: We select a sample of 42 TeV BL Lacs and collect 20 of their properties within five energy bands from literature and Tuorla blazar monitoring program database. All of the data are synchronized to be comparable to each other. Finally, we choose 55 pair of datasets for cross band correlations finding and investigating whether there is any correlation between each pair. For MAGIC J2001+435 we analyze the publicly available SWIFT-XRT data, and use the still unpublished VHE gamma-rays data from MAGIC collaboration. The results are compared to the other sources of the sample. Results: Low state luminosity of multiple detected VHE gamma-rays is strongly correlated luminosities in all other bands. However, the high state does not show such strong correlations. VHE gamma-rays single detected sources have similar behaviour to the low state of multiple detected ones. Finally, MAGIC J2001+435 is a typical TeV BL Lac. However, for some of the properties this source is located at the edge of the whole sample (e.g. in terms of X-rays flux). Keywords: BL Lac(s), Population study, Correlations finding, Multi wavelengths analysis, VHE gamma-rays, gamma-rays, X-rays, Optical, Radio

Study of Control Methods of a High-Frequency Cycloconverter for Domestic Induction Heating Appliances

A high-frequency cyclonverter acts as a direct ac-to-ac power converter circuit that does not require a diode bidge rectifier. Bridgeless topology makes it possible to remove forward voltage drop losses that are present in a diode bridge. In addition, the on-state losses can be reduced to 1.5 times the on-state resistance of switches in half-bridge operation of the cycloconverter. A high-frequency cycloconverter is reviewed and the charging effect of the dc-capacitors in ``back-to-back'' or synchronous mode operation operation is analyzed. In addition, a control method is introduced for regulating dc-voltage of the ac-side capacitors in synchronous operation mode. The controller regulates the dc-capacitors and prevents switches from reaching overvoltage level. This can be accomplished by variating phase-shift between the upper and the lower gate signals. By adding phase-shift between the gate signal pairs, the charge stored in the energy storage capacitors can be discharged through the resonant load and substantially, the output resonant current amplitude can be improved. The above goals are analyzed and illustrated with simulation. Theory is supported with practical measurements where the proposed control method is implemented in an FPGA device and tested with a high-frequency cycloconverter using super-junction power MOSFETs as switching devices.

High frequency of the CCR5delta32 variant among individuals from an admixed Brazilian population with sickle cell anemia

Homozygous sickle cell disease (SCD) has a wide spectrum of clinical manifestations. In Brazil, the main cause of death of individuals with SCD is recurrent infection. The CCR5delta32 allele, which confers relative resistance to macrophage-tropic HIV virus infection, probably has reached its frequency and world distribution due to other pathogens that target macrophage in European populations. In the present investigation a relatively higher prevalence (5.1%) of the CCR5delta32 allele was identified, by PCR amplification using specific primers, in 79 SCD patients when compared to healthy controls (1.3%) with the same ethnic background (Afro-Brazilians). Based on a hypothesis that considers SCD as a chronic inflammatory condition, and since the CCR5 chemokine receptor is involved in directing a Th1-type immune response, we suggest that a Th1/Th2 balance can influence the morbidity of SCD. If the presence of the null CCR5delta32 allele results in a reduction of the chronic inflammation state present in SCD patients, this could lead to differential survival of SCD individuals who are carriers of the CCR5delta32 allele. This differential survival could be due to the development of less severe infections and consequently reduced or less severe vaso-occlusive crises.

High frequency of mutation G377S in Brazilian type 3 Gaucher disease patients

Gaucher disease (GD), the most prevalent lysosome storage disorder, presents an autosomal recessive mode of inheritance. It is a paradigm for therapeutic intervention in medical genetics due to the existence of effective enzyme replacement therapy. We report here the analysis of GD in 262 unrelated Brazilian patients, carried out in order to establish the frequency of the most common mutations and to provide prognostic information based on genotype-phenotype correlations. Among 247 type 1 GD patients, mutation N370S was detected in 47% of all the alleles, but N370S/N370S homozygosity was found in only 10% of the patients, a much lower frequency than expected, suggesting that most individuals presenting this genotype may not receive medical attention. Recombinant alleles were detected at a high frequency: 44% of the chromosomes bearing mutation L444P had other mutations derived from the pseudogene sequence, present in 25% of patients. Three neuronopathic type 2 patients were homozygous for L444P, all presenting additional mutations (E326K or recombinant alleles) that probably lead to the more severe phenotypes. Six children, classified as type 1 GD patients, had a L444P/L444P genotype, showing that neuronopathic symptoms may only manifest later in life. This would indicate the need for a higher treatment dose during enzyme replacement therapy. Finally, mutation G377S was present in 4 homozygous type 1 patients and also in compound heterozygosity in 5 (42%) type 3 patients. These findings indicate that G377S cannot be unambiguously classified as mild and suggest an allele-dose effect for this mutation.

The effect of an aerobic training program on the electrical remodeling of the heart: high-frequency components of the signal-averaged electrocardiogram are predictors of the maximal aerobic power

Increased heart rate variability (HRV) and high-frequency content of the terminal region of the ventricular activation of signal-averaged ECG (SAECG) have been reported in athletes. The present study investigates HRV and SAECG parameters as predictors of maximal aerobic power (VO2max) in athletes. HRV, SAECG and VO2max were determined in 18 high-performance long-distance (25 ± 6 years; 17 males) runners 24 h after a training session. Clinical visits, ECG and VO2max determination were scheduled for all athletes during thew training period. A group of 18 untrained healthy volunteers matched for age, gender, and body surface area was included as controls. SAECG was acquired in the resting supine position for 15 min and processed to extract average RR interval (Mean-RR) and root mean squared standard deviation (RMSSD) of the difference of two consecutive normal RR intervals. SAECG variables analyzed in the vector magnitude with 40-250 Hz band-pass bi-directional filtering were: total and 40-µV terminal (LAS40) duration of ventricular activation, RMS voltage of total (RMST) and of the 40-ms terminal region of ventricular activation. Linear and multivariate stepwise logistic regressions oriented by inter-group comparisons were adjusted in significant variables in order to predict VO2max, with a P < 0.05 considered to be significant. VO2max correlated significantly (P < 0.05) with RMST (r = 0.77), Mean-RR (r = 0.62), RMSSD (r = 0.47), and LAS40 (r = -0.39). RMST was the independent predictor of VO2max. In athletes, HRV and high-frequency components of the SAECG correlate with VO2max and the high-frequency content of SAECG is an independent predictor of VO2max.

Low occurrence of occult hepatitis B virus infection and high frequency of hepatitis C virus genotype 3 in hepatocellular carcinoma in Brazil

Occult hepatitis B virus (HBV) infection has been reported among patients with hepatitis C virus (HCV) infection and hepatocellular carcinoma (HCC). Our aim was to evaluate the presence of occult HBV infection in patients with HCV-related liver cirrhosis (LC) with or without HCC in São Paulo, Brazil. Serum and liver tissue samples from 50 hepatitis B surface antigen-negative patients with HCV-related LC who underwent liver transplantation at the University of São Paulo School of Medicine Hospital from 1993 to 2004 were divided into groups with LC only (N = 33) and with LC plus HCC (N = 17). HBV DNA was assayed for serum and paraffin-embedded liver tissue (tumoral and non-tumoral) using real time PCR and only 1 case with HCC had HBV DNA-positive serum. All liver samples were negative. HCV genotype 3 was detected in 17/39 (43.7%) cases. In conclusion, using a sensitive real time PCR directed to detect HBV variants circulating in Brazil, occult hepatitis B infection was not found among HCV-positive cirrhotic patients and was rarely found among HCV-positive HCC patients. These results are probably related to the low prevalence of HBV infection in our population. Furthermore, we have also shown that HCV genotype 3 is frequently found in Brazilian cirrhotic patients, particularly when they also have HCC. More studies involving a large number of cases should be carried out to confirm these data and to further characterize Brazilian HCV genotype isolates to elucidate genetic features that might be related to its carcinogenic potential.

High-frequency electroacupuncture versus carprofen in an incisional pain model in rats

The objective of the present study was to compare the effect of electroacupuncture (EA) and carprofen (CP) on postoperative incisional pain using the plantar incision (PI) model in rats. A 1-cm longitudinal incision was made through skin, fascia and muscles of a hind paw of male Wistar rats and the development of mechanical and thermal hypersensitivity was determined over 4 days using the von Frey and Hargreaves methods, respectively. Based on the experimental treatments received on the third postoperative day, the animals were divided into the following groups: PI+CP (CP, 2 mg/kg, po); PI+EAST36 (100-Hz EA applied bilaterally at the Zusanli point (ST36)); PI+EANP (EA applied to a non-acupoint region); PI+IMMO (immobilization only); PI (vehicle). In the von Frey test, the PI+EAST36 group had higher withdrawal force thresholds in response to mechanical stimuli than the PI, PI+IMMO and PI+EANP groups at several times studied. Furthermore, the PI+EAST36 group showed paw withdrawal thresholds in response to mechanical stimuli that were similar to those of the PI+CP group. In the Hargreaves test, all groups had latencies higher than those observed with PI. The PI+EAST36 group was similar to the PI+IMMO, PI+EANP and PI+CP groups. We conclude that 100-Hz EA at the ST36 point, but not at non-acupoints, can reduce mechanical nociception in the rat model of incisional pain, and its effectiveness is comparable to that of carprofen.

Volume-Synchronized Probability of Informed Trading (VPIN), Market Volatility, and High-Frequency Liquidity

We assess the predictive ability of three VPIN metrics on the basis of two highly volatile market events of China, and examine the association between VPIN and toxic-induced volatility through conditional probability analysis and multiple regression. We examine the dynamic relationship on VPIN and high-frequency liquidity using Vector Auto-Regression models, Granger Causality tests, and impulse response analysis. Our results suggest that Bulk Volume VPIN has the best risk-warning effect among major VPIN metrics. VPIN has a positive association with market volatility induced by toxic information flow. Most importantly, we document a positive feedback effect between VPIN and high-frequency liquidity, where a negative liquidity shock boosts up VPIN, which, in turn, leads to further liquidity drain. Our study provides empirical evidence that reflects an intrinsic game between informed traders and market makers when facing toxic information in the high-frequency trading world.

Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities

This note develops general model-free adjustment procedures for the calculation of unbiased volatility loss functions based on practically feasible realized volatility benchmarks. The procedures, which exploit the recent asymptotic distributional results in Barndorff-Nielsen and Shephard (2002a), are both easy to implement and highly accurate in empirically realistic situations. On properly accounting for the measurement errors in the volatility forecast evaluations reported in Andersen, Bollerslev, Diebold and Labys (2003), the adjustments result in markedly higher estimates for the true degree of return-volatility predictability.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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"Empirical Analysis of Jumps Contribution to Volatility Forecasting Using High Frequency Data".

Rapport de recherche présenté à la Faculté des arts et des sciences en vue de l'obtention du grade de Maîtrise en sciences économiques.

Bootstrapping high frequency data

Nous développons dans cette thèse, des méthodes de bootstrap pour les données financières de hautes fréquences. Les deux premiers essais focalisent sur les méthodes de bootstrap appliquées à l’approche de "pré-moyennement" et robustes à la présence d’erreurs de microstructure. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. En se basant sur cette ap- proche d’estimation de la volatilité intégrée en présence d’erreurs de microstructure, nous développons plusieurs méthodes de bootstrap qui préservent la structure de dépendance et l’hétérogénéité dans la moyenne des données originelles. Le troisième essai développe une méthode de bootstrap sous l’hypothèse de Gaussianité locale des données financières de hautes fréquences. Le premier chapitre est intitulé: "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". Nous proposons dans ce chapitre, des méthodes de bootstrap robustes à la présence d’erreurs de microstructure. Particulièrement nous nous sommes focalisés sur la volatilité réalisée utilisant des rendements "pré-moyennés" proposés par Podolskij et Vetter (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à hautes fréquences consécutifs qui ne se chevauchent pas. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. Le non-chevauchement des blocs fait que les rendements "pré-moyennés" sont asymptotiquement indépendants, mais possiblement hétéroscédastiques. Ce qui motive l’application du wild bootstrap dans ce contexte. Nous montrons la validité théorique du bootstrap pour construire des intervalles de type percentile et percentile-t. Les simulations Monte Carlo montrent que le bootstrap peut améliorer les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques, pourvu que le choix de la variable externe soit fait de façon appropriée. Nous illustrons ces méthodes en utilisant des données financières réelles. Le deuxième chapitre est intitulé : "Bootstrapping pre-averaged realized volatility under market microstructure noise". Nous développons dans ce chapitre une méthode de bootstrap par bloc basée sur l’approche "pré-moyennement" de Jacod et al. (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à haute fréquences consécutifs qui se chevauchent. Le chevauchement des blocs induit une forte dépendance dans la structure des rendements "pré-moyennés". En effet les rendements "pré-moyennés" sont m-dépendant avec m qui croît à une vitesse plus faible que la taille d’échantillon n. Ceci motive l’application d’un bootstrap par bloc spécifique. Nous montrons que le bloc bootstrap suggéré par Bühlmann et Künsch (1995) n’est valide que lorsque la volatilité est constante. Ceci est dû à l’hétérogénéité dans la moyenne des rendements "pré-moyennés" au carré lorsque la volatilité est stochastique. Nous proposons donc une nouvelle procédure de bootstrap qui combine le wild bootstrap et le bootstrap par bloc, de telle sorte que la dépendance sérielle des rendements "pré-moyennés" est préservée à l’intérieur des blocs et la condition d’homogénéité nécessaire pour la validité du bootstrap est respectée. Sous des conditions de taille de bloc, nous montrons que cette méthode est convergente. Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques. Nous illustrons cette méthode en utilisant des données financières réelles. Le troisième chapitre est intitulé: "Bootstrapping realized covolatility measures under local Gaussianity assumption". Dans ce chapitre nous montrons, comment et dans quelle mesure on peut approximer les distributions des estimateurs de mesures de co-volatilité sous l’hypothèse de Gaussianité locale des rendements. En particulier nous proposons une nouvelle méthode de bootstrap sous ces hypothèses. Nous nous sommes focalisés sur la volatilité réalisée et sur le beta réalisé. Nous montrons que la nouvelle méthode de bootstrap appliquée au beta réalisé était capable de répliquer les cummulants au deuxième ordre, tandis qu’il procurait une amélioration au troisième degré lorsqu’elle est appliquée à la volatilité réalisée. Ces résultats améliorent donc les résultats existants dans cette littérature, notamment ceux de Gonçalves et Meddahi (2009) et de Dovonon, Gonçalves et Meddahi (2013). Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques et les résultats de bootstrap existants. Nous illustrons cette méthode en utilisant des données financières réelles.

Inference for nonparametric high-frequency estimators with an application to time variation in betas

We consider the problem of conducting inference on nonparametric high-frequency estimators without knowing their asymptotic variances. We prove that a multivariate subsampling method achieves this goal under general conditions that were not previously available in the literature. We suggest a procedure for a data-driven choice of the bandwidth parameters. Our simulation study indicates that the subsampling method is much more robust than the plug-in method based on the asymptotic expression for the variance. Importantly, the subsampling method reliably estimates the variability of the Two Scale estimator even when its parameters are chosen to minimize the finite sample Mean Squared Error; in contrast, the plugin estimator substantially underestimates the sampling uncertainty. By construction, the subsampling method delivers estimates of the variance-covariance matrices that are always positive semi-definite. We use the subsampling method to study the dynamics of financial betas of six stocks on the NYSE. We document significant variation in betas within year 2006, and find that tick data captures more variation in betas than the data sampled at moderate frequencies such as every five or twenty minutes. To capture this variation we estimate a simple dynamic model for betas. The variance estimation is also important for the correction of the errors-in-variables bias in such models. We find that the bias corrections are substantial, and that betas are more persistent than the naive estimators would lead one to believe.

A compact very-high-permittivity dielectric-eye resonator antenna for multiband wireless applications

very-high-permittivity (e, = 100) multiband dielectrice> e resonator antenna is presented. The compact antenna, excited by a m:'crostrip line, resonates at two frequencies centered around the 1.9- GHz and 2.4-GHz bands with identical polarization . The behavior of the antenna at different positions along the feed line is studied and optimized. Multiple resonances with the same polarization and broad radioticn patterns suggest the suitability of the antenna for multiband wireless application