High-frequency analysis of parabolic stochastic PDEs

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and related functionals to construct consistent nonparametric estimators and asymptotic confidence bounds for the integrated volatility process. As a byproduct of our analysis, we also obtain feasible estimators for the regularity of the spatial covariance function of the noise.Comment: Including supplementary material; accepted for publication in the Annals of Statistic

Analysis of Binarized High Frequency Financial Data

A non-trivial probability structure is evident in the binary data extracted from the up/down price movements of very high frequency data such as tick-by-tick data for USD/JPY. In this paper, we analyze the Sony bank USD/JPY rates, ignoring the small deviations from the market price. We then show there is a similar non-trivial probability structure in the Sony bank rate, in spite of the Sony bank rate's having less frequent and larger deviations than tick-by-tick data. However, this probability structure is not found in the data which has been sampled from tick-by-tick data at the same rate as the Sony bank rate. Therefore, the method of generating the Sony bank rate from the market rate has the potential for practical use since the method retains the probability structure as the sampling frequency decreases.Comment: 8pages, 4figures, contribution to the 3rd International Conference NEXT-SigmaPh

The Analysis of Extremely Low Frequency (ELF) Electric and Magnetic Field Exposure Biological Effects around Medical Equipments

Naturally, we have been exposed to electric fields and natural magnetic fields emitted by the Sun, Earth and objects in nature. The process of life will proceed normally in conditions exposed to electric fields and natural magnetic fields. However, the intensity of electric field and magnetic field Extremely Low Frequency (ELF) in the environment always increases along with the development of the electric-powered equipment utilization. This study will describe the increase of electric field and ELF magnetic field around the medical equipment in the hospital. The results of measuring the intensity of the electric field and the ELF magnetic field at a distance of more than 100 cm are not significantly different than the natural intensity. The exposure to the electric field and the ELF magnetic field at the operator position (more than 40 cm) of medical equipment, the ELF electric field is in the range of intensity (2.75 - 166) V / m and the ELF magnetic field is in the range of intensity (0.021 - 3.26) T. Until now, there has been no reference results of research that proves exposure to the intensity of the ELF electric field and the ELF magnetic field resulted in a real biological impact. The results conclusion of this study is that the exposure to electric fields and magnetic fields ELF by medical equipment does not have the potential to cause biological effects

Least-squares analysis of clock frequency comparison data to deduce optimized frequency and frequency ratio values

A method is presented for analysing over-determined sets of clock frequency comparison data involving standards based on a number of different reference transitions. This least-squares adjustment procedure, which is based on the method used by CODATA to derive a self-consistent set of values for the fundamental physical constants, can be used to derive optimized values for the frequency ratios of all possible pairs of reference transitions. It is demonstrated to reproduce the frequency values recommended by the International Committee for Weights and Measures, when using the same input data used to derive those values. The effects of including more recently published data in the evaluation is discussed and the importance of accounting for correlations between the input data is emphasised.Comment: 12 pages, 4 figure

Analysis of histological frequency and pediatric cancer in Rondônia, Western Amazonia (Brazil)

Objective:Describe the histological and cancer frequency in children and adolescents attended at the Hospital de Base Dr. Ary Pinheiro and the Hospital de Barretos / Rondônia, Western Amazonia, in the years 2014 and 2015. Method: This is a descriptive, quantitative and transverse study. We used a structured instrument containing a series of variables, such as gender, age, histological types, more frequent neoplasms, lymphomas, leukemias, among others. We asked The Comitê de Ética em Pesquisa em Seres Humanos (Research Ethics Committee) to dispense the Informed Consent Form because the study did not require intervention on the patient or collection of biological material, and no possibility of constraints on patients and their relatives. Results: From 75 cases, 32 (42.7%) were female and 43 (57.3%) were male. Regarding the distribution of patients according to the age group, 21 (28.0%) were younger than 4 years, 12 (16.0%), 5 to 9 years, 17 (22.6%) from 10 to 14 and 25 (33.4%) from 15 to 19. The most frequent histological types by gender were leukemias of myeloproliferative diseases and myelodysplastic diseases with 30% and 50% new cases in the period, followed by lymphomas and reticuloendothelial neoplasms with 16.65% and 20, 0% of the histological types in the period. Leukemia in the hematopoietic and reticuloendothelial system (C42) is the most frequent cancer in both, female and male gender, with 47.5% of cancers in the biennium. The second group of cancers in children from 0 to 19 years old and location of the primary tumor is the encephalon carcinoma (C71), with 11.25% of the new cases. Conclusions: The results presented with their proper nuances are in agreement with the data of studies carried out in Brazil and in other countries

Analysis of Extremely Low Frequency (ELF) Magnetic Field Effect to Oyster Mushroom Productivity

Extremely Low Frequency magnetic field has frequency 0-300 Hz and included on non-ionizing radiation. The side effect of ELF magnetic field researched by many researcher on some sectors, such as on food sector and agriculture sector. In food sector, research of Sudarti (2016) shown that ELF magnetic field can use as alternative sterilization gado-gado food to decrease population of Salmonella. Oyster mushroom as alternative nutrition sources with many advantages for health, many people consume it and start cultivation it. ELF magnetic field can use as growth accelerator in agriculture sector, such as for oyster mushroom growth. This research aims to analyze of effect of ELF magnetic field to oyster mushroom productivity based on appearance of pin head and oyster mushroom wet weight. Result shown that exposure ELF magnetic field with intensity 500 µT in 50 minutes influence appearance of pin head with average amount 20,2 and influence oyster mushroom wet weight amount 212,2 grams