The fitting of the German yield curve: A dynamic approach using latent, macroeconomic and stock market variables

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Identification of Wax Esters in Latent Print Residues by Gas Chromatography-Mass Spectromertry and Their Potential Use as Aging Parameters

Recent studies show that the composition of fingerprint residue varies significantly from the same donor as well as between donors. This variability is a major drawback in latent print dating issues. This study aimed, therefore, at the definition of a parameter that is less variable from print to print, using a ratio of peak area of a target compound degrading over time divided by the summed area of peaks of more stable compounds also found in latent print residues.Gas chromatography-mass spectrometry (GC/MS) analysis of the initial lipid composition of latent prints identifies four main classes of compounds that can be used in the definition of an aging parameter: fatty acids, sterols, sterol precursors, and wax esters (WEs). Although the entities composing the first three groups are quite well known, those composing WEs are poorly reported. Therefore, the first step of the present work was to identify WE compounds present in latent print residues deposited by different donors. Of 29 WEs recorded in the chromatograms, seven were observed in the majority of samples.The identified WE compounds were subsequently used in the definition of ratios in combination with squalene and cholesterol to reduce the variability of the initial composition between latent print residues from different persons and more particularly from the same person. Finally, the influence of a latent print enhancement process on the initial composition was studied by analyzing traces after treatment with magnetic powder, 1,2-indanedione, and cyanoacrylate.

Genetic differentiation between hosts and locations in populations of latent Botrytis cinerea in southern England

This study tested the hypothesis that aggressive, localized infections and asymptomatic systemic infections were caused by distinct specialized groups of Botrytis cinerea, using microsatellite genotypes at nine loci of 243 isolates of B. cinerea obtained from four hosts (strawberry (Fragaria ´ananassa), blackberry (Rubus fruticosus agg.), dandelion, (Taraxacum of®- cinale agg.) and primrose (Primula vulgaris)) in three regions in southern England (in the vicinities of Brighton, Reading and Bath). The populations were extremely variable, with up to 20 alleles per locus and high genic diversity. Each host in each region had a population of B. cinerea with distinctive genetic features, and there were also consistent host and regional distinctions. The B. cinerea population from strawberry was distinguished from that on other hosts, including blackberry, most notably by a common 154-bp amplicon at locus 5 (present in 35 of 77 samples) that was rare in isolates from other hosts (9¤166), and by the rarity (3¤77) of a 112-bp allele at locus 7 that was common (58¤166) in isolates from other hosts. There was signi®cant linkage disequilibrium overall within the B. cinerea populations on blackberry and strawberry, but with quite different patterns of association among isolates from the two hosts. No evidence was found for differentiation between populations of B. cinerea from systemically infected hosts and those from locally infected fruits.

The variable link between PNA and NAO in observations and in multi-century CGCM simulations

The link between the Pacific/North American pattern (PNA) and the North Atlantic Oscillation (NAO) is investigated in reanalysis data (NCEP, ERA40) and multi-century CGCM runs for present day climate using three versions of the ECHAM model. PNA and NAO patterns and indices are determined via rotated principal component analysis on monthly mean 500 hPa geopotential height fields using the varimax criteria. On average, the multi-century CGCM simulations show a significant anti-correlation between PNA and NAO. Further, multi-decadal periods with significantly enhanced (high anti-correlation, active phase) or weakened (low correlations, inactive phase) coupling are found in all CGCMs. In the simulated active phases, the storm track activity near Newfoundland has a stronger link with the PNA variability than during the inactive phases. On average, the reanalysis datasets show no significant anti-correlation between PNA and NAO indices, but during the sub-period 1973–1994 a significant anti-correlation is detected, suggesting that the present climate could correspond to an inactive period as detected in the CGCMs. An analysis of possible physical mechanisms suggests that the link between the patterns is established by the baroclinic waves forming the North Atlantic storm track. The geopotential height anomalies associated with negative PNA phases induce an increased advection of warm and moist air from the Gulf of Mexico and cold air from Canada. Both types of advection contribute to increase baroclinicity over eastern North America and also to increase the low level latent heat content of the warm air masses. Thus, growth conditions for eddies at the entrance of the North Atlantic storm track are enhanced. Considering the average temporal development during winter for the CGCM, results show an enhanced Newfoundland storm track maximum in the early winter for negative PNA, followed by a downstream enhancement of the Atlantic storm track in the subsequent months. In active (passive) phases, this seasonal development is enhanced (suppressed). As the storm track over the central and eastern Atlantic is closely related to the NAO variability, this development can be explained by the shift of the NAO index to more positive values.

A critical revision of the estimation of the latent heat flux from two-wavelength scintillometry

Simultaneous scintillometer measurements at multiple wavelengths (pairing visible or infrared with millimetre or radio waves) have the potential to provide estimates of path-averaged surface fluxes of sensible and latent heat. Traditionally, the equations to deduce fluxes from measurements of the refractive index structure parameter at the two wavelengths have been formulated in terms of absolute humidity. Here, it is shown that formulation in terms of specific humidity has several advantages. Specific humidity satisfies the requirement for a conserved variable in similarity theory and inherently accounts for density effects misapportioned through the use of absolute humidity. The validity and interpretation of both formulations are assessed and the analogy with open-path infrared gas analyser density corrections is discussed. Original derivations using absolute humidity to represent the influence of water vapour are shown to misrepresent the latent heat flux. The errors in the flux, which depend on the Bowen ratio (larger for drier conditions), may be of the order of 10%. The sensible heat flux is shown to remain unchanged. It is also verified that use of a single scintillometer at optical wavelengths is essentially unaffected by these new formulations. Where it may not be possible to reprocess two-wavelength results, a density correction to the latent heat flux is proposed for scintillometry, which can be applied retrospectively to reduce the error.

Simultaneous spectrometric determination of Cu2+, Mn2+ and Zn2+ in polivitaminic/polimineral drug using SPA and GA algorithms for variable selection

Este artigo apresenta uma aplicação do método para determinação espectrofotométrica simultânea dos íons divalentes de cobre, manganês e zinco à análise de medicamento polivitamínico/polimineral. O método usa 4-(2-piridilazo) resorcinol (PAR), calibração multivariada e técnicas de seleção de variáveis e foi otimizado o empregando-se o algoritmo das projeções sucessivas (APS) e o algoritmo genético (AG), para escolha dos comprimentos de onda mais informativos para a análise. Com essas técnicas, foi possível construir modelos de calibração por regressão linear múltipla (RLM-APS e RLM-AG). Os resultados obtidos foram comparados com modelos de regressão em componentes principais (PCR) e nos mínimos quadrados parciais (PLS). Demonstra-se a partir do erro médio quadrático de previsão (RMSEP) que os modelos apresentam desempenhos semelhantes ao prever as concentrações dos três analitos no medicamento. Todavia os modelos RLM são mais simples pois requerem um número muito menor de comprimentos de onda e são mais fáceis de interpretar que os baseados em variáveis latentes.

Economic evaluation of latent tuberculosis infection screening among health care workers in Houston

Since interferon-gamma release assays (IGRAs) were introduced in the 2000's, tuberculin skin testing (TST) and IGRAs have been used in various latent tuberculosis infection (LTBI) screening settings. IGRAs are laboratory-based tests and are considered not to be affected by previous Bacille de Calmette et Guérin (BCG) vaccination; however, they are more costly when compared directly with TST, which does not require specimen processing in a laboratory. This study aimed to examine TST and two types of IGRAs, QuantiFERON-TB Gold in Tube (QFT-GIT) and T-SPOT. TB (TSPOT), from an economic viewpoint. Firstly, a systematic literature review was conducted to identify cost related analyses of LTBI screening. Secondly, specific cost information detailing each test's items and labor was collected from an LTBI screening program of health care workers in Houston, and the cost of each test was computed. Thirdly, using the computed cost estimate of each test, cost-effectiveness analyses were conducted to compare TST and IGRAs.^ A literature search showed that a limited number of studies have been conducted, but the IGRA's economic advantages were common among studies. Cost analyses showed that IGRAs were much more costly than TST. The results were consistent with previous studies. In cost-effectiveness analyses, where test cost and consequential TB-related cost were considered, IGRAs showed variable advantages over TST depending on the targeted population. When only non BCG-vaccinated people were considered, TST was the least costly option among the three tests. On the other hand, when only BCG-vaccinated people were considered, IGRAs were less costly options. These results were mostly consistent even with varying assumption parameters.^ IGRAs can be more costly than TST, but their economic disadvantages are alleviated when the target population was BCG-vaccinated. Based on current knowledge, IGRAs may be recommended in a population where the BCG history is mixed. Additional studies are needed to better understand IGRA's reliability among low-incidence and low-risk populations in which background TB prevalence is low.^

Latent varicella–zoster virus is located predominantly in neurons in human trigeminal ganglia

Varicella–zoster virus (VZV) is a human herpesvirus that causes varicella (chicken pox) as a primary infection and, after a variable period of latency in trigeminal and dorsal root ganglia, reactivates to cause herpes zoster (shingles). Both of these conditions may be followed by a variety of neurological complications, especially in immunocompromised individuals such as those with human immunodeficiency virus (HIV) infection. There have been a number of conflicting reports regarding the cellular location of latent VZV within human ganglia. To address this controversy we examined fixed wax-embedded trigeminal ganglia from 30 individuals obtained at autopsy, including 11 with HIV infection, 2 neonates, and 17 immunocompetent individuals, for the presence of latent VZV. Polymerase chain reaction (PCR), in situ hybridization, and PCR in situ amplification techniques with oligonucleotide probes and primer sequences to VZV genes 18, 21, 29, and 63 were used. VZV DNA in ganglia was detected in 15 individuals by using PCR alone, and in 12 individuals (6 normal non-HIV and 6 positive HIV individuals, but not neonatal ganglia) by using PCR in situ amplification. When in situ hybridization alone was used, 5 HIV-positive individuals and only 1 non-HIV individual showed VZV nucleic acid signals in ganglia. In all of the VZV-positive ganglia examined, VZV nucleic acid was detected in neuronal nuclei. Only occasional nonneuronal cells contained VZV DNA. We conclude from these studies that the neuron is the predominant site of latent VZV in human trigeminal ganglia.

New Advancements of Scalable Statistical Methods for Learning Latent Structures in Big Data

Constant technology advances have caused data explosion in recent years. Accord- ingly modern statistical and machine learning methods must be adapted to deal with complex and heterogeneous data types. This phenomenon is particularly true for an- alyzing biological data. For example DNA sequence data can be viewed as categorical variables with each nucleotide taking four different categories. The gene expression data, depending on the quantitative technology, could be continuous numbers or counts. With the advancement of high-throughput technology, the abundance of such data becomes unprecedentedly rich. Therefore efficient statistical approaches are crucial in this big data era.

Previous statistical methods for big data often aim to find low dimensional struc- tures in the observed data. For example in a factor analysis model a latent Gaussian distributed multivariate vector is assumed. With this assumption a factor model produces a low rank estimation of the covariance of the observed variables. Another example is the latent Dirichlet allocation model for documents. The mixture pro- portions of topics, represented by a Dirichlet distributed variable, is assumed. This dissertation proposes several novel extensions to the previous statistical methods that are developed to address challenges in big data. Those novel methods are applied in multiple real world applications including construction of condition specific gene co-expression networks, estimating shared topics among newsgroups, analysis of pro- moter sequences, analysis of political-economics risk data and estimating population structure from genotype data.

Petroleomics By Electrospray Ionization Ft-icr Mass Spectrometry Coupled To Partial Least Squares With Variable Selection Methods: Prediction Of The Total Acid Number Of Crude Oils.

Negative-ion mode electrospray ionization, ESI(-), with Fourier transform ion cyclotron resonance mass spectrometry (FT-ICR MS) was coupled to a Partial Least Squares (PLS) regression and variable selection methods to estimate the total acid number (TAN) of Brazilian crude oil samples. Generally, ESI(-)-FT-ICR mass spectra present a power of resolution of ca. 500,000 and a mass accuracy less than 1 ppm, producing a data matrix containing over 5700 variables per sample. These variables correspond to heteroatom-containing species detected as deprotonated molecules, [M - H](-) ions, which are identified primarily as naphthenic acids, phenols and carbazole analog species. The TAN values for all samples ranged from 0.06 to 3.61 mg of KOH g(-1). To facilitate the spectral interpretation, three methods of variable selection were studied: variable importance in the projection (VIP), interval partial least squares (iPLS) and elimination of uninformative variables (UVE). The UVE method seems to be more appropriate for selecting important variables, reducing the dimension of the variables to 183 and producing a root mean square error of prediction of 0.32 mg of KOH g(-1). By reducing the size of the data, it was possible to relate the selected variables with their corresponding molecular formulas, thus identifying the main chemical species responsible for the TAN values.

Hydrometeor and latent heat profiles of tropical cyclones Conson, Ivan and Catarina using PR/TRMM data

ABSTRACT Microphysical and thermodynamical features of two tropical systems, namely Hurricane Ivan and Typhoon Conson, and one sub-tropical, Catarina, have been analyzed based on space-born radar PR measurements available on the TRMM satellite. The procedure to classify the reflectivity profiles followed the Heymsfield et al (2000) and Steiner et al (1995) methodologies. The water and ice content have been calculated using a relationship obtained with data of the surface SPOL radar and PR in Rondonia State in Brazil. The diabatic heating rate due to latent heat release has been estimated using the methodology developed by Tao et al (1990). A more detailed analysis has been performed for Hurricane Catarina, the first of its kind in South Atlantic. High water content mean value has been found in Conson and Ivan at low levels and close to their centers. Results indicate that hurricane Catarina was shallower than the other two systems, with less water and the water was concentrated closer to its center. The mean ice content in Catarina was about 0.05 g kg-1 while in Conson it was 0.06 g kg-1 and in Ivan 0.08 g kg-1. Conson and Ivan had water content up to 0.3 g kg-1 above the 0ºC layer, while Catarina had less than 0.15 g kg-1. The latent heat released by Catarina showed to be very similar to the other two systems, except in the regions closer to the center.

The Use of Latent Semantic Indexing to Mitigate OCR Effects of Related Document Images

Due to both the widespread and multipurpose use of document images and the current availability of a high number of document images repositories, robust information retrieval mechanisms and systems have been increasingly demanded. This paper presents an approach to support the automatic generation of relationships among document images by exploiting Latent Semantic Indexing (LSI) and Optical Character Recognition (OCR). We developed the LinkDI (Linking of Document Images) service, which extracts and indexes document images content, computes its latent semantics, and defines relationships among images as hyperlinks. LinkDI was experimented with document images repositories, and its performance was evaluated by comparing the quality of the relationships created among textual documents as well as among their respective document images. Considering those same document images, we ran further experiments in order to compare the performance of LinkDI when it exploits or not the LSI technique. Experimental results showed that LSI can mitigate the effects of usual OCR misrecognition, which reinforces the feasibility of LinkDI relating OCR output with high degradation.

Skewed Distribution of Circulating Activated Natural Killer T (NKT) Cells in Patients with Common Variable Immunodeficiency Disorders (CVID)

Common variable immunodeficiency disorder (CVID) is the commonest cause of primary antibody failure in adults and children, and characterized clinically by recurrent bacterial infections and autoimmune manifestations. Several innate immune defects have been described in CVID, but no study has yet investigated the frequency, phenotype or function of the key regulatory cell population, natural killer T (NKT) cells. We measured the frequencies and subsets of NKT cells in patients with CVID and compared these to healthy controls. Our results show a skewing of NKT cell subsets, with CD4+ NKT cells at higher frequencies, and CD8+ NKT cells at lower frequencies. However, these cells were highly activated and expression CD161. The NKT cells had a higher expression of CCR5 and concomitantly expression of CCR5+CD69+CXCR6 suggesting a compensation of the remaining population of NKT cells for rapid effector action.

BONA FIDE, STRONG-VARIABLE GALACTIC LUMINOUS BLUE VARIABLE STARS ARE FAST ROTATORS: DETECTION OF A HIGH ROTATIONAL VELOCITY IN HR CARINAE

We report optical observations of the luminous blue variable (LBV) HR Carinae which show that the star has reached a visual minimum phase in 2009. More importantly, we detected absorptions due to Si lambda lambda 4088-4116. To match their observed line profiles from 2009 May, a high rotational velocity of nu(rot) similar or equal to 150 +/- 20 km s(-1) is needed (assuming an inclination angle of 30 degrees), implying that HR Car rotates at similar or equal to 0.88 +/- 0.2 of its critical velocity for breakup (nu(crit)). Our results suggest that fast rotation is typical in all strong-variable, bona fide galactic LBVs, which present S-Dor-type variability. Strong-variable LBVs are located in a well-defined region of the HR diagram during visual minimum (the ""LBV minimum instability strip""). We suggest this region corresponds to where nu(crit) is reached. To the left of this strip, a forbidden zone with nu(rot)/nu(crit) > 1 is present, explaining why no LBVs are detected in this zone. Since dormant/ex LBVs like P Cygni and HD 168625 have low nu(rot), we propose that LBVs can be separated into two groups: fast-rotating, strong-variable stars showing S-Dor cycles (such as AG Car and HR Car) and slow-rotating stars with much less variability (such as P Cygni and HD 168625). We speculate that supernova (SN) progenitors which had S-Dor cycles before exploding (such as in SN 2001ig, SN 2003bg, and SN 2005gj) could have been fast rotators. We suggest that the potential difficulty of fast-rotating Galactic LBVs to lose angular momentum is additional evidence that such stars could explode during the LBV phase.

Automated supervised classification of variable stars in the CoRoT programme Method and application to the first four exoplanet fields

Aims. In this work, we describe the pipeline for the fast supervised classification of light curves observed by the CoRoT exoplanet CCDs. We present the classification results obtained for the first four measured fields, which represent a one-year in-orbit operation. Methods. The basis of the adopted supervised classification methodology has been described in detail in a previous paper, as is its application to the OGLE database. Here, we present the modifications of the algorithms and of the training set to optimize the performance when applied to the CoRoT data. Results. Classification results are presented for the observed fields IRa01, SRc01, LRc01, and LRa01 of the CoRoT mission. Statistics on the number of variables and the number of objects per class are given and typical light curves of high-probability candidates are shown. We also report on new stellar variability types discovered in the CoRoT data. The full classification results are publicly available.