Vision-based representation and recognition of human activities in image sequences

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2013

Low autocorrelation sequences and flat polynomials

Magdeburg, Univ., Fak. für Mathematik, Habil.-Schr., 2014

A nonlinear threshold model for the dependence of extremes of stationary sequences

One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In order to prove this we propose a TAR(3,1)-GARCH(1,1) model that is able to describe two different types of extreme events: a first type generated by large uncertainty regimes where runs of extremes are not predictable and a second type where extremes come from isolated dread/joy events. This model is new in the literature in nonlinear processes. Its novelty resides on two features of the model that make it different from previous TAR methodologies. The regimes are motivated by the occurrence of extreme values and the threshold variable is defined by the shock affecting the process in the preceding period. In this way this model is able to uncover dependence and clustering of extremes in high as well as in low volatility periods. This model is tested with data from General Motors stocks prices corresponding to two crises that had a substantial impact in financial markets worldwide; the Black Monday of October 1987 and September 11th, 2001. By analyzing the periods around these crises we find evidence of statistical significance of our model and thereby of predictability of extremes for September 11th but not for Black Monday. These findings support the hypotheses of a big negative event producing runs of negative returns in the first case, and of the burst of a worldwide stock market bubble in the second example. JEL classification: C12; C15; C22; C51 Keywords and Phrases: asymmetries, crises, extreme values, hypothesis testing, leverage effect, nonlinearities, threshold models

Segmentation and Clustering of Textual Sequences: a Typological Approach

The long term goal of this research is to develop a program able to produce an automatic segmentation and categorization of textual sequences into discourse types. In this preliminary contribution, we present the construction of an algorithm which takes a segmented text as input and attempts to produce a categorization of sequences, such as narrative, argumentative, descriptive and so on. Also, this work aims at investigating a possible convergence between the typological approach developed in particular in the field of text and discourse analysis in French by Adam (2008) and Bronckart (1997) and unsupervised statistical learning.

A public-key cryptosystem based on second order linear sequences

Based on Lucas functions, an improved version of the Diffie-Hellman distribution key scheme and to the ElGamal public key cryptosystem scheme are proposed, together with an implementation and computational cost. The security relies on the difficulty of factoring an RSA integer and on the difficulty of computing the discrete logarithm.

Facies, depositional environment, and palaeoecology of the Middle Triassic Cassina Beds (Meride Limestone, Monte San Giorgio, Switzerland).

The Ladinian Cassina beds belong to the fossiliferous levels of the world-famous Middle Triassic Monte San Giorgio Lagerstatte (UNESCO World Heritage List, Canton Ticino, Southern Alps). Although they are a rich archive for the depositional environment of an important thanatocoenosis, previous excavations focused on vertebrates and particularly on marine reptiles. In 2006, the Museo Cantonale di Storia Naturale (Lugano) started a new research project focusing for the first time on microfacies, micropalaeontological, palaeoecological and taphonomic analyses. So far, the upper third of the sequence has been excavated on a surface of around 40 m(2), and these new data complete those derived from new vertebrate finds (mainly fishes belonging to Saurichthys, Archaeosemionotus, Eosemionotus and Peltopleurus), allowing a better characterization of the basin. Background sedimentation on an anoxic to episodically suboxic seafloor resulted in a finely laminated succession of black shales and limestones, bearing a quasi-anaerobic biofacies, which is characterized by a monotypic benthic foraminiferal meiofauna and has been documented for the first time from the whole Monte San Giorgio sequence. Event deposition, testified by turbidites and volcaniclastic layers, is related to sediment input from basin margins and to distant volcanic eruptions, respectively. Fossil nekton points to an environment with only limited connection to the open sea. Terrestrial macroflora remains document the presence of emerged areas covered with vegetation and probably located relatively far away. Proliferation of benthic microbial mats is inferred on the basis of microfabrics, ecological considerations and taphonomic (both biostratinomic and diagenetic) features of the new vertebrate finds, whose excellent preservation is ascribed to sealing by biofilms. The occurrence of allochthonous elements allows an insight into the shallow-waters of the adjoining time-equivalent Salvatore platform. Finally, the available biostratigraphic data are critically reviewed.

Importance of sequences adjacent to the terminal tripeptide in the import of a peroxisomal Candida tropicalis protein in plant peroxisomes.

The peroxisome targeting signal (PTS) required for import of the rat acyl-CoA oxidase (AOX; EC 1.3.3.6) and the Candida tropicalis multifunctional protein (MFP) in plant peroxisomes was assessed in transgenic Arabidopsis thaliana (L.) Heynh. The native rat AOX accumulated in peroxisomes in A. thaliana cotyledons and targeting was dependent on the presence of the C-terminal tripeptide S-K-L. In contrast, the native C. tropicalis MFP, containing the consensus PTS sequence A-K-I was not targeted to plant peroxisomes. Modification of the carboxy terminus to the S-K-L tripeptide also failed to deliver the MFP to peroxisomes while addition of the last 34 amino acids of the Brassica napus isocitrate lyase, containing the terminal tripeptide S-R-M, enabled import of the fusion protein into peroxisomes. These results underline the influence of the amino acids adjacent to the terminal tripeptide of the C. tropicalis MFP on peroxisomal targeting, even in the context of a protein having a consensus PTS sequence S-K-L.

Periodic Sequences of Arbitrage: A Tale of Four Currencies

This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we fi nd that arbitrage operations when four currencies are present may appear periodic in nature, and not involve smooth convergence to a \balanced" ensemble of exchange rates in which the law of one price holds. The goal of this article is to understand some interesting features of sequences of arbitrage operations, features which might well be relevant in other contexts in finance and economics.

Strong exceptional sequences of vector bundles on certain Fano varieties

"Vegeu el resum a l'inici del document del fitxer adjunt."

A public key encryption based on third order linear sequences

Based on third order linear sequences, an improvement version of the Diffie-Hellman distribution key scheme and the ElGamal public key cryptosystem scheme are proposed, together with an implementation and computational cost. The security relies on the difficulty of factoring an RSA integer and on the difficulty of computing the discrete logarithm.

Deletion, insertion and translocation of DNA sequences contribute to chromosome size polimorphism in Plasmodium berghei

Extensive chromosome size polymorphism in Plasmodium berghei in vivo mitotic multiplication. Size differences between homologous chromosomes mainly involve rearrangements in the subtelomeric regions while internal chromosomal regions are more conserved. Size differences are almost exclusively due to differences in the copy number of a 2.3 kb subtelomeric repeat unit. Not only deletion of 2.3 kb repeats occurs, but addition of new copies of this repeat sometimes results in the formation of enlarged chromosomes. Even chromosomes which originally lack 2.3 kb repeats, can acquire these during mitotic multiplication. In one karyotype mutant, 2.3 kb repeats were inserted within one of the original telomeres of chromosome 4, creating an internal stretch oftelomeric repeats. Chromosome translocation can contribute to chromosome size polymorphism as well We found a karyotype mutant in which chromosome 7 with a size of about 1.4 Mb is translocated to chromosome 13/14 with a size of about 3 Mb, resulting in a rearranged chromosome, which was shown to contain a junction between internal DNA sequences of chromosome 13/14 and subtelomeric 2.3 kb repeats of chromosome 7. In this mutant a new chromosome of 1.4 Mb is present which consists of part of chromosome 13/14.

Identification of schistosome-infected snails by detecting schistosomal antigens and DNA sequences

Cercarial shedding tests do not provide species identification of the shistosomes concerned and cannot detect prepatent schistosomal infections. We have demonstrated that both immunodetection by ELISA of schistosomal antigens in snail hemophlymph, and dot hybridization of snail extracts by DNA probe representing highly repeated sequences, proved suitable for detecting infected snails during prepatnecy as well as patency. A group-specific monoclonal antibody was found to be suitable for detecting Schistosoma mansoni infection in Biomphalaria sp., but not for positive identification of S. haematobium in Blulinus sp. Comparative evaluation of the diagnostic qualities, and technical aspects and cost of these tests, point to the superiority of the immunodetection approach for large scale detection of snails prepatently infected with S. mansoni. This approach is potentially useful for providing extended information on schistosome-snail epidemiology that may facilitate rapid evaluation of the danger of post-control reinfection, and help make decisions on the time and place of supplementary control measures. In this context the potential usefulness of the immunodetection or DNA probing approach for facilitating catalytic model representation of schistosome-snail epidemiology warrants further evaluation. Specific identification of S. haematobium in Bulinus by either of these approaches may be possible depending on the development of suitable antibodies or DNA probes.

CD8+ T-cell response to NY-ESO-1: relative antigenicity and in vitro immunogenicity of natural and analogue sequences.

We have shown previously that HLA-A*0201 melanoma patients can frequently develop a CTL response to the cancer testis antigen NY-ESO-1. In the present study, we have analyzed in detail the relative antigenicity and in vitro immunogenicity of natural and modified NY-ESO-1 peptide sequences. The results of this analysis revealed that, although suboptimal for binding to the HLA-A*0201 molecule, peptide NY-ESO-1 157-165 is, among natural sequences, very efficiently recognized by specific CTL clones derived from three melanoma patients. In contrast, peptides NY-ESO-1 157-167 and NY-ESO-1 155-163, which bind very strongly to HLA-A*0201, are recognized less efficiently. In agreement with previous data, substitution of peptide NY-ESO-1 157-165 COOH-terminal C with various other amino acids resulted in a significantly increased binding to HLA-A*0201 molecules as well as in an increased CTL recognition, although variable at the clonal level. Among natural peptides, NY-ESO-1 157-165 and NY-ESO-1 157-167 exhibited good in vitro immunogenicity, whereas peptide NY-ESO-1 155-163 was poorly immunogenic. The fine specificity of interaction between peptide NY-ESO-1 C165A, HLA-A*0201, and T-cell receptor was analyzed at the molecular level using a series of variant peptides containing single alanine substitutions. The findings reported here have significant implications for the formulation of NY-ESO-1-based vaccines as well as for the monitoring of either natural or vaccine-induced NY-ESO-1-specific CTL responses in cancer patients.