10,263 research outputs found

    Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures

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    In this work we present a non-parametric online market regime detection method for multidimensional data structures using a path-wise two-sample test derived from a maximum mean discrepancy-based similarity metric on path space that uses rough path signatures as a feature map. The latter similarity metric has been developed and applied as a discriminator in recent generative models for small data environments, and has been optimised here to the setting where the size of new incoming data is particularly small, for faster reactivity. On the same principles, we also present a path-wise method for regime clustering which extends our previous work. The presented regime clustering techniques were designed as ex-ante market analysis tools that can identify periods of approximatively similar market activity, but the new results also apply to path-wise, high dimensional-, and to non-Markovian settings as well as to data structures that exhibit autocorrelation. We demonstrate our clustering tools on easily verifiable synthetic datasets of increasing complexity, and also show how the outlined regime detection techniques can be used as fast on-line automatic regime change detectors or as outlier detection tools, including a fully automated pipeline. Finally, we apply the fine-tuned algorithms to real-world historical data including high-dimensional baskets of equities and the recent price evolution of crypto assets, and we show that our methodology swiftly and accurately indicated historical periods of market turmoil.Comment: 65 pages, 52 figure

    Dissecting the mechanisms of transport of herpes simplex virus between Langerhans Cells & dendritic cells in epidermis and dermis following infection of human genital mucosa and skin

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    Herpes Simplex Virus (HSV) is a sexually transmitted infection (STI) that the World Health Organisation (WHO) has deemed a priority for a vaccine. CD8 and CD4T cells are important in the control and clearance of HSV, however no known vaccine has been able to stimulate CD8T cells. The dermal dendritic cells (dDCs) are suspected to play a role. Previously the host lab has shown in human tissue that HSV-1 infection of Langerhans cells (LCs) caused apoptosis and migration of LCs to the dermis, where they were phagocytosed by dDCs (termed HSV viral relay). Very little is known about the mechanisms of this relay. The host lab has also identified a second resident epidermal immune cell, Epi-cDC2s, which are infectable by HSV. This thesis aims to unravel the mechanisms involved in the relay. RNA-seq and cell surface phenotyping on human dDCs subsets showed that was differential chemokine receptor expression. Bead-based immunoassays were used to determine the chemokines produced by HSV-1 infected LCs and Epi-cDC2s,and showed HSV infected LCs produced increased CXCR3 ligands, while HSV infected Epi-cDC2s produced increased CCR5 ligands. The importance of these chemokine axes was investigated using chemotaxis assays. An cyclic immunofluorescent microscopy panel was then developed to investigate whether this migration could be seen in situ in HSV infected foreskin explants. Underneath epidermal foci of infection, there was migration of both cDC1s and cDC2s towards the basement membrane. Under foci of infection there was a greater proportion of cDC2s clustering with LCs. The uptake of HSV infected epidermal cells by the dDC subsets was examined using imaging cytometry. Preliminary results suggest that there were no significant differences between the ability of dDCs to phagocytose HSV infected epidermal cells. Understanding the mechanisms and the role of each dDC subset in the HSV viral relay will determine which dDC subsets are crucial for CD8 and CD4 T cell stimulation

    Fish biomass in Taranaki streams in relation to sources and availability of energy

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    Light and temperature are the principal drivers of ecosystem function influencing nutrient cycling, energy flows, and food web dynamics. Solar irradiance controls stream thermodynamics, and in-stream temperature governs the metabolic rate of stream biota. The loss of riparian vegetation can lead to unpredictable changes in fish biomass due to variations in metabolic requirements and energy availability. In New Zealand, unshaded pasture streams have been shown to support greater fish biomass, leading to questions about supply and demand synchronies and energy sources that support fish biomass under differing light and temperature regimes. This thesis focuses on the ecological processes in relation to the interactions among stream biota and their physical and chemical environment linking freshwater fish biomass, food web dynamics and energy availability. Using a variety of field assessments, I investigate food web dynamics and characterise energy flow with respect to land use and longitudinal riparian fragmentation in mountainous Taranaki streams, New Zealand. I further analyse the influence of alternative energy sources derived from terrestrial and marine environments and their subsidiary role in supporting fish biomass. Fish densities and biomasses were five-fold greater in pasture than in forest streams and significant correlations were found with light intensity and water temperature (p < 0.05). Body mass to abundance (M-N) allometry was similar between land uses, but the effects of increased light and temperature in pasture streams likely resulted in increased abundance for the equivalent body sizes across the entire community. Stable isotope analyses (SIA) revealed evidence for energetic and functional food web alterations, in response to land use. Changes in food sources were reflected by the transition in physical variables at the forest to pasture boundary. Here, non-predatory invertebrates showed a distinct food dominance transition between land uses, predominantly assimilating leaf litter (77%) in forest and shifting to periphyton (73%) in pasture. Periphyton biomass was significantly greater in pasture streams and was the most important food source for crayfish (Paranephrops planifrons), contributing 76% to crayfish diet in forest and 97% to crayfish diet in pasture. This highlights the importance of periphyton for energy transfer to higher trophic levels in streams. Fish showed a distinct dietary reliance on both crayfish and terrestrial invertebrates in both land uses. Unexpectedly, terrestrial invertebrate inputs were five-fold greater at pasture sites when compared to forest sites (p < 0.05). Since terrestrial invertebrates are an important food source consumed by New Zealand fish species, these terrestrially derived food sources may play a significant role in the observed fish biomass. This research highlighted the role of terrestrially derived invertebrates in providing a significant subsidiary energy source, irrespective of land use. Temperature plays a fundamental role in metabolic rates and energetic requirements of fish, emphasising the importance of temperature-driven changes in supply-demand synchronies. Importantly, summer water temperatures at pasture sites were closer to the thermal preferences of New Zealand fish species. This suggests that higher temperatures increase metabolic scope and food requirements. However, there must be sufficient food supply to compensate for rising metabolic demands of fish. On a longitudinal scale, Taranaki streams showed localised variations in energy utilisation in response to riparian fragmentation. Non-predatory invertebrates showed a food dominance transition back to allochthonous sources at lower sites, corresponding with greater riparian vegetation cover downstream. Transitions in source dominance were also observed in longfin eel (Anguilla dieffenbachii) and shortfin eel (Anguilla australis) diets, where the proportional dominance shifted from aquatic invertebrates to terrestrial invertebrates at vegetated downstream sites. These data were more reflective of recent conceptualised models derived from the Riverine Ecosystem Synthesis (RES), rather than the River Continuum Concept (RCC), with localised processes influencing pathways of energy transfer. There is limited research on the contribution of marine-derived nitrogen (MDN) by diadromous New Zealand fish, which may provide an important subsidiary source of nutrients for stream production. MDN was detected in migratory inanga larvae (Galaxias maculatus) and shrimp (Paratya curvirostris), with these species showing comparable δ15N that reflected a period of marine residence. The incorporation of MDN was not expressed in the food web, however, most likely due to low densities of inanga and shrimp in the study reaches. High δ15N in inanga shows the potential for MDN to be incorporated into stream food webs where significant seasonal whitebait migrations occur. This research provides critical insight into the drivers behind fish biomass, highlighting temperature-driven supply and demand synchronies and the importance of resource availability in sustaining New Zealand fish populations

    Modelling, Monitoring, Control and Optimization for Complex Industrial Processes

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    This reprint includes 22 research papers and an editorial, collected from the Special Issue "Modelling, Monitoring, Control and Optimization for Complex Industrial Processes", highlighting recent research advances and emerging research directions in complex industrial processes. This reprint aims to promote the research field and benefit the readers from both academic communities and industrial sectors

    Differential effects of script system acquisition and social immersion experience on face perception

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    Informelle Berichte zeigten größere Amplituden der durch Gesichter ausgelösten N170 Komponente im Ereigniskorrelierten Potenzial (EKP) bei asiatischen als bei kaukasischen Probanden. Als mögliche Ursache vermutete ich unterschiedliche Erfahrungen mit logographischen bzw. alphabetischen Schriftsystemen (Schriftsystem-Hypothese) oder die verstärkte Exposition mit unbekannten Gesichtern während der Immersion in eine neue soziale oder ethnische Umgebung (soziale Immersions-Hypothese). Zur Überprüfung dieser Hypothesen führte ich zwei kulturvergleichende Studien mit Erwachsenen bzw. Kindern durch. In Studie 1 untersuchte ich einheimische Chinesen und nicht-chinesische Auswärtige in Hongkong und deutsche Einheimische und chinesische Auswärtige in Berlin. Die Auswärtigen an beiden Orten zeigten größere N170 Amplituden auf Gesichter als die Einheimischen. Außerdem zeigten Deutsche, die erst kurze Zeit in Berlin lebten ähnliche Amplituden wie langjährige Einheimische. Insgesamt unterstützt Studie 1 die soziale Immersions-Hypothese, dass die Immersion in eine neue ethnische Umgebung zu einer Vergrößerung der N170 führt. Studie 2 untersuchte die Schriftsystem-Hypothese bei chinesischen und deutschen Erstlesern am Ende der ersten oder zu Beginn des zweiten Schuljahres an ihrem jeweiligen Heimatort. Die Ergebnisse unterstützen die Schriftsystem-Hypothese, dass chinesische Kinder eine größere N170 auf Gesichter zeigen als deutsche. Insgesamt konnte die vorliegende Dissertation zwei neue Einfluss-Faktoren auf das Gesichterverarbeitungs-System nachweisen, das erworbene Schriftsystem (logographische versus alphabetisch) und die Erfahrung sozialer Immersion in eine neue ethnische Umgebung. Diese Effekte zu ganz unterschiedlichen Zeitpunkten der Entwicklung (Kindheit vs. junges Erwachsenen-Alter) zeigen, dass das Gesichterverarbeitungs-System über lange Zeit seine Plastizität behält.Informal reports have shown larger face-elicited N170 component of event-related potential (ERP) in Asians than Caucasians participants. I proposed that different experience with logographic versus alphabetic scripts (script system hypothesis) or by exposure to abundant novel faces during the immersion into a new social and/or ethnic environment (social immersion hypothesis) as a possible cause. To test these hypotheses, I conducted two cross-cultural ERP studies with adults and Children. In Study 1, I examined Chinese locals and non-Chinese foreigners in Hongkong, and German locals and Chinese foreigners in Berlin. It turned out that the foreigners in both locations showed larger N170 amplitudes to faces than the locals. In addition, Germans who had only lived in Berlin for a short time showed similar face N170 amplitudes as long-term Berlin residents. In sum, Study 1 supports the social immersion hypothesis that immersing into a new ethnic environment drives an increase of face N170. Study 2 investigated the scripts system hypothesis in Chinese and German early readers assessed at the end of the first-grade or at the beginning of the second grade in their respective home towns. The findings support the script system hypothesis that Chinese children showed larger face N170 amplitudes than German children. Overall, the present thesis demonstrated two new influencing factors on the face processing system, the acquired script system (logographic vs. alphabetic) and the social immersion experience in a new ethnic environment. More specifically, learning to read a visually complex logographic Chinese script or immersing into an other-ethnic social environment facilitates early perceptual processing of faces. These effects acquired at different stages of development (early childhood versus young adulthood) show that the face processing system retains its plasticity over a long period of time

    A systematic review and meta-analysis of interventions based on metacognition and self-regulation in school-aged mathematics

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    Mathematics is an important gatekeeper for educational and professional opportunities and a useful tool for discovery and expression. Given previous research and theory demonstrating potential for metacognitive and self-regulated learning (MC/SRL) interventions to support mathematics achievement with diverse learners, a systematic review was conducted to evaluate their effectiveness within the years of general education, with pupils of ages three to 18. Appropriately-designed studies that were reported in English between 2005 and 2019 were included. Following a systematic search, with double-reviewing and expert consultation for consistency, 1,761 bibliographic items were screened, resulting in 60 included studies. Qualitative aspects of the designs, contexts, participants, and intervention activities were synthesised narratively. Posttest-only and adjusted, random effects meta-analyses were performed using a single mathematics achievement measure from each study. The results indicate a generally positive effect from the included interventions (combined Cohen’s d=0.46, SE=0.08, 95% CI=0.30 to 0.60). This represents a somewhat more modest effect compared with previous reviews in this area, possibly due to a greater range of included reports. No risk of publication bias was identified, reflecting the breadth and diversity of included studies, but efforts to mitigate heterogeneity were only partially successful. Interventions using structured problem-solving with metacognitive prompts were more effective than those not using it, while dissertations reported lower effects than journal articles. No differences were found based on participant age or intervention dose. Primary studies used a variety of assessments and differed on reporting of interventions and quality-related factors, and there remained substantial heterogeneity in the meta-analysis. Implications of this review for educational theory, research, and practice are discussed, with emphasis on reporting studies fully, using broad-scope, comparable assessments, and investing in comprehensive metacognitive and self-regulated learning interventions that can support lasting change in teaching and learning
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