Model-Free Reconstruction of Excitatory Neuronal Connectivity from Calcium Imaging Signals

A systematic assessment of global neural network connectivity through direct electrophysiological assays has remained technically infeasible, even in simpler systems like dissociated neuronal cultures. We introduce an improved algorithmic approach based on Transfer Entropy to reconstruct structural connectivity from network activity monitored through calcium imaging. We focus in this study on the inference of excitatory synaptic links. Based on information theory, our method requires no prior assumptions on the statistics of neuronal firing and neuronal connections. The performance of our algorithm is benchmarked on surrogate time series of calcium fluorescence generated by the simulated dynamics of a network with known ground-truth topology. We find that the functional network topology revealed by Transfer Entropy depends qualitatively on the time-dependent dynamic state of the network (bursting or non-bursting). Thus by conditioning with respect to the global mean activity, we improve the performance of our method. This allows us to focus the analysis to specific dynamical regimes of the network in which the inferred functional connectivity is shaped by monosynaptic excitatory connections, rather than by collective synchrony. Our method can discriminate between actual causal influences between neurons and spurious non-causal correlations due to light scattering artifacts, which inherently affect the quality of fluorescence imaging. Compared to other reconstruction strategies such as cross-correlation or Granger Causality methods, our method based on improved Transfer Entropy is remarkably more accurate. In particular, it provides a good estimation of the excitatory network clustering coefficient, allowing for discrimination between weakly and strongly clustered topologies. Finally, we demonstrate the applicability of our method to analyses of real recordings of in vitro disinhibited cortical cultures where we suggest that excitatory connections are characterized by an elevated level of clustering compared to a random graph (although not extreme) and can be markedly non-local.

The Forecast Performance of Model-Free Implied Volatility: Evidence from DAX Index Options

Volatility has a central role in various theoretical and practical applications in financial markets. These include the applications related to portfolio theory, derivatives pricing and financial risk management. Both theoretical and practical applications require good estimates and forecasts for the asset return volatility. The goal of this study is to examine the forecast performance of one of the more recent volatility measures, model-free implied volatility. Model-free implied volatility is extracted from the prices in the option markets, and it aims to provide an unbiased estimate for the market’s expectation on the future level of volatility. Since it is extracted from the option prices, model-free implied volatility should contain all the relevant information that the market participants have. Moreover, model-free implied volatility requires less restrictive assumptions than the commonly used Black-Scholes implied volatility, which means that it should be less biased estimate for the market’s expectations. Therefore, it should also be a better forecast for the future volatility. The forecast performance of model-free implied volatility is evaluated by comparing it to the forecast performance of Black-Scholes implied volatility and GARCH(1,1) forecast. Weekly forecasts for six years period were calculated for the forecasted variable, German stock market index DAX. The data consisted of price observations for DAX index options. The forecast performance was measured using econometric methods, which aimed to capture the biasedness, accuracy and the information content of the forecasts. The results of the study suggest that the forecast performance of model-free implied volatility is superior to forecast performance of GARCH(1,1) forecast. However, the results also suggest that the forecast performance of model-free implied volatility is not as good as the forecast performance of Black-Scholes implied volatility, which is against the hypotheses based on theory. The results of this study are consistent with the majority of prior research on the subject.

Integrable variant of the one-dimensional Hubbard model

A new integrable model which is a variant of the one-dimensional Hubbard model is proposed. The integrability of the model is verified by presenting the associated quantum R-matrix which satisfies the Yang-Baxter equation. We argue that the new model possesses the SO(4) algebra symmetry, which contains a representation of the eta-pairing SU(2) algebra and a spin SU(2) algebra. Additionally, the algebraic Bethe ansatz is studied by means of the quantum inverse scattering method. The spectrum of the Hamiltonian, eigenvectors, as well as the Bethe ansatz equations, are discussed. (C) 2002 American Institute of Physics.

Three-dimensional transient complex free surface flows: Numerical simulation of XPP fluid

In this paper we present a finite difference MAC-type approach for solving three-dimensional viscoelastic incompressible free surface flows governed by the eXtended Pom-Pom (XPP) model, considering a wide range of parameters. The numerical formulation presented in this work is an extension to three-dimensions of our implicit technique [Journal of Non-Newtonian Fluid Mechanics 166 (2011) 165-179] for solving two-dimensional viscoelastic free surface flows. To enhance the stability of the numerical method, we employ a combination of the projection method with an implicit technique for treating the pressure on the free surfaces. The differential constitutive equation of the fluid is solved using a second-order Runge-Kutta scheme. The numerical technique is validated by performing a mesh refinement study on a pipe flow, and the numerical results presented include the simulation of two complex viscoelastic free surface flows: extrudate-swell problem and jet buckling phenomenon. © 2013 Elsevier B.V.

The Hurst exponent as an indicator of the behaviour of a model monopile in an ocean wave testing basin

With the importance of renewable energy well-established worldwide, and targets of such energy quantified in many cases, there exists a considerable interest in the assessment of wind and wave devices. While the individual components of these devices are often relatively well understood and the aspects of energy generation well researched, there seems to be a gap in the understanding of these devices as a whole and especially in the field of their dynamic responses under operational conditions. The mathematical modelling and estimation of their dynamic responses are more evolved but research directed towards testing of these devices still requires significant attention. Model-free indicators of the dynamic responses of these devices are important since it reflects the as-deployed behaviour of the devices when the exposure conditions are scaled reasonably correctly, along with the structural dimensions. This paper demonstrates how the Hurst exponent of the dynamic responses of a monopile exposed to different exposure conditions in an ocean wave basin can be used as a model-free indicator of various responses. The scaled model is exposed to Froude scaled waves and tested under different exposure conditions. The analysis and interpretation is carried out in a model-free and output-only environment, with only some preliminary ideas regarding the input of the system. The analysis indicates how the Hurst exponent can be an interesting descriptor to compare and contrast various scenarios of dynamic response conditions.

NMR structure and backbone dynamics of a concatemer of epidermal growth factor homology modules of the human low-density lipoprotein receptor

The ligand-binding region of the low-density lipoprotein (LDL) receptor is formed by seven N-terminal, imperfect, cysteine-rich (LB) modules. This segment is followed by an epidermal growth factor precursor homology domain with two N-terminal, tandem, EGF-like modules that are thought to participate in LDL binding and recycling of the endocytosed receptor to the cell surface. EGF-A and the concatemer, EGF-AB, of these modules were expressed in Escherichia coli. Correct protein folding of EGF-A and the concatemer EGF-AB was achieved in the presence or absence of calcium ions, in contrast to the LB modules, which require them for correct folding. Homonuclear and heteronuclear H-1-N-15 NMR spectroscopy at 17.6 T was used to determine the three-dimensional structure of the concatemer. Both modules are formed by two pairs of short, anti-parallel beta -strands. In the concatemer, these modules have a fixed relative orientation, stabilized by calcium ion-binding and hydrophobic interactions at the interface. N-15 longitudinal and transverse relaxation rates, and {H-1}-N-15 heteronuclear NOEs were used to derive a model-free description of the backbone dynamics of the molecule. The concatemer appears relatively rigid, particularly near the calcium ion-binding site at the module interface, with an average generalized order parameter of 0.85 +/- 0.11. Some mutations causing familial hypercholesterolemia may now be rationalized. Mutations of D41, D43 and E44 in the EGF-B calcium ion-binding region may affect the stability of the linker and thus the orientation of the tandem modules. The diminutive core also provides little structural stabilization, necessitating the presence of disulfide bonds. The structure and dynamics of EGF-AB contrast with the N-terminal LB modules, which require calcium ions both for folding to form the correct disulfide connectivities and for maintenance of the folded structure, and are connected by highly mobile linking peptides. (C) 2001 Academic Press.

Structural ordering of coal char during heat treatment and its impact on reactivity

The effect of heat treatment on the structure of an Australian semi-anthracite char was studied in detail in the 850-1150degreesC temperature range using XRD, HRTEM, and electrical resistivity techniques. It was found that the carbon crystallite size in the char does not change significantly during heat treatment in the temperature range studied, for both the raw coal and its ash-free derivative obtained by acid treatment. However, the fraction of the organized carbon in the raw coal chars, determined by XRD, increased with increase of heat treatment time and temperature, while that for the ash-free coal chars remained almost unchanged. This suggests the occurrence of catalytic ordering during heat treatment, supported by the observation that the electrical resistivity of the raw coal chars decreased with heat treatment, while that of the ash-free coal chars did not vary significantly. Further confirmatory evidence was provided by high resolution transmission electron micrographs depicting well-organized carbon layers surrounding iron particles. It is also found that the fraction of organized carbon does not reach unity, but attains an apparent equilibrium value that increases with increase in temperature, providing an apparent heat of ordering of 71.7 kJ mol(-1) in the temperature range studied. Good temperature-independent correlation was found between the electrical resistivity and the organized carbon fraction, indicating that electrical resistivity is indeed structure sensitive. Good correlation was also found between the electrical resistivity and the reactivity of coal char. All these results strongly suggest that the thermal deactivation is the result of a crystallite-perfecting process, which is effectively catalyzed by the inorganic matter in the coal char. Based on kinetic interpretation of the data it is concluded that the process is diffusion controlled, most likely involving transport of iron in the inter-crystallite nanospaces in the temperature range studied. The activation energy of this transport process is found to be very low, at about 11.8 kJ mol(-1), which is corroborated by model-free correlation of the temporal variation of organized carbon fraction as well as electrical resistivity data using the superposition method, and is suggestive of surface transport of iron. (C) 2002 Elsevier Science Ltd. All rights reserved.

O futuro da liderança de topo na administração pública portuguesa. Forças motrizes e cenários possíveis.

Dissertação de mestrado em Administração Pública, orientada pelo Professor Doutor J. A. Oliveira Rocha apresentada na Escola de Economia e Gestão da Universidade do Minho, em 2006.

Stochastic Complementarity

Classical definitions of complementarity are based on cross price elasticities, and so they do not apply, for example, when goods are free. This context includes many relevant cases such as online newspapers and public attractions. We look for a complementarity notion that does not rely on price variation and that is: behavioural (based only on observable choice data); and model-free (valid whether the agent is rational or not). We uncover a conflict between properties that complementarity should intuitively possess. We discuss three ways out of the impossibility.

Mapping complex tissue architecture with diffusion spectrum magnetic resonance imaging.

Methods are presented to map complex fiber architectures in tissues by imaging the 3D spectra of tissue water diffusion with MR. First, theoretical considerations show why and under what conditions diffusion contrast is positive. Using this result, spin displacement spectra that are conventionally phase-encoded can be accurately reconstructed by a Fourier transform of the measured signal's modulus. Second, studies of in vitro and in vivo samples demonstrate correspondence between the orientational maxima of the diffusion spectrum and those of the fiber orientation density at each location. In specimens with complex muscular tissue, such as the tongue, diffusion spectrum images show characteristic local heterogeneities of fiber architectures, including angular dispersion and intersection. Cerebral diffusion spectra acquired in normal human subjects resolve known white matter tracts and tract intersections. Finally, the relation between the presented model-free imaging technique and other available diffusion MRI schemes is discussed.

Transfer entropy reconstruction and labeling of neuronal connections from simulated calcium imaging

Neuronal dynamics are fundamentally constrained by the underlying structural network architecture, yet much of the details of this synaptic connectivity are still unknown even in neuronal cultures in vitro. Here we extend a previous approach based on information theory, the Generalized Transfer Entropy, to the reconstruction of connectivity of simulated neuronal networks of both excitatory and inhibitory neurons. We show that, due to the model-free nature of the developed measure, both kinds of connections can be reliably inferred if the average firing rate between synchronous burst events exceeds a small minimum frequency. Furthermore, we suggest, based on systematic simulations, that even lower spontaneous inter-burst rates could be raised to meet the requirements of our reconstruction algorithm by applying a weak spatially homogeneous stimulation to the entire network. By combining multiple recordings of the same in silico network before and after pharmacologically blocking inhibitory synaptic transmission, we show then how it becomes possible to infer with high confidence the excitatory or inhibitory nature of each individual neuron.

O emprego da termogravimetria para determinar a energia de ativação do processo de combustão de óleos combustíveis

Activation energy (Ea) is a parameter that can be applied to make predictions about the quality of oils to be used in an ICO engine. In this study, Ea was determined by thermogravimetry following two different procedures: ASTM E 1641 and Model-free kinetics. The energies were calculated in the low temperature oxidation (LTO) region for three Brazilian fuel oils (denominated A, B and C) and the results were equal using both methods: 43 kJ mol-1 (alpha=0.1 to 0.9) for oil A, 48 kJ mol-1 (alpha=0.1 to 0.5) and 65 kJ mol-1 (alpha=0.5 to 0.9) for oil B, and 58 kJ mol-1 (alpha=0.1 to 0.5) and 65 kJ mol-1 (alpha=0.5 to 0.9) for oil C. It was concluded that, among the oils studied, sample A was potentially the best option concerning the behavior in the LTO region.

Chasing performance persistence of hedge funds

The thesis examines the performance persistence of hedge funds using complement methodologies (namely cross-sectional regressions, quantile portfolio analysis and Spearman rank correlation test). In addition, six performance ranking metrics and six different combinations of selection and holding periods are compared. The data is gathered from HFI and Tremont databases covering over 14,000 hedge funds and time horizon is set from January 1996 to December 2007. The results suggest that there definitely exists performance persistence among hedge funds and the strength and existence of persistence vary among fund styles. The persistence depends on the metrics and combination of selection and prediction period applied. According to the results, the combination of 36-month selection and holding period outperforms other five period combinations in capturing performance persistence within the sample. Furthermore, model-free performance metrics capture persistence more sensitively than model-specific metrics. The study is the first one ever to use MVR as a performance ranking metric, and surprisingly MVR is more sensitive to detect persistence than other performance metrics employed.