BAYESIAN ESTIMATION OF THE GAUSSIAN MIXTURE GARCH MODEL

In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model can capture the patterns usually exhibited by many financial time series such as volatility clustering, large kurtosis and extreme observations. A Griddy-Gibbs sampler implementation is proposed for parameter estimation and volatility prediction. The method is illustrated using the Swiss Market Index.

Leibniz and Toulmin: Rationalism without Dogmas (Pluralism, Pragmatism, and Gradualism)

The aim of this paper is to connect Leibniz’s and Toulmin’s conceptions about practical and deliberative rationality. When trying to rationally justify contingent judgments Leibniz, like Toulmin, defends a weighing argumentative method. Thus, in Leibniz we can discern the balance between the legitimate demands of formal models of rationality and the lessons of a practice “situated” on a historical, social, and evaluative context (theoria cum praxi)

IDN1 and IDN2 are required for de novo DNA methylation in Arabidopsis thaliana.

DNA methylation is an epigenetic mark affecting genes and transposons. Screening for mutants that fail to establish DNA methylation yielded two we termed "involved in de novo" (idn) 1 and 2. IDN1 encodes DMS3, an SMC-related protein, and IDN2 encodes a previously unknown double-stranded RNA-binding protein with homology to SGS3. IDN1 and IDN2 control de novo methylation and small interfering RNA (siRNA)-mediated maintenance methylation and are components of the RNA-directed DNA methylation pathway

TRANSIENT BAYESIAN INFERENCE FOR SHORT AND LONG-TAILED GI/G/1 QUEUEING SYSTEMS

In this paper, we describe how to make Bayesian inference for the transient behaviour and busy period in a single server system with general and unknown distribution for the service and interarrival time. The dense family of Coxian distributions is used for the service and arrival process to the system. This distribution model is reparametrized such that it is possible to define a non-informative prior which allows for the approximation of heavytailed distributions. Reversible jump Markov chain Monte Carlo methods are used to estimate the predictive distribution of the interarrival and service time. Our procedure for estimating the system measures is based in recent results for known parameters which are frequently implemented by using symbolical packages. Alternatively, we propose a simple numerical technique that can be performed for every MCMC iteration so that we can estimate interesting measures, such as the transient queue length distribution. We illustrate our approach with simulated and real queues.

Efficient stability analysis of flows using complex mapping techniques

Global linear stability analysis of open flows leads to difficulties associated to boundary conditions, leading to either spurious wave reflections (in compressible cases) or to non-local feedback due to the elliptic nature of the pressure equation (in incompressible cases). A novel approach is introduced to address both these problems. The approach consists of solving the problem using a complex mapping of the spatial coordinates, in a way that can be directly applicable in an existing code without any additional auxiliary variable. The efficiency of the method is first demonstrated for a simple 1D equation modeling incompressible Navier–Stokes, and for a linear acoustics problem. The application to full linearized Navier–Stokes equation is then discussed. A criterion on how to select the parameters of the mapping function is derived by analyzing the effect of the mapping on plane wave solutions. Finally, the method is demonstrated for three application cases, including an incompressible jet, a compressible hole-tone configuration and the flow past an airfoil. The examples allow to show that the method allows to suppress the artificial modes which otherwise dominate the spectrum and can possibly hide the physical modes. Finally, it is shown that the method is still efficient for small truncated domains, even in cases where the computational domain is comparable to the dominant wavelength

Estudio de los objetivos de desarrollo sostenible en la Universidad de Valladolid desde la ingeniería.

Los Objetivos de Desarrollo Sostenible son un conjunto de metas aprobadas por la Asamblea de la Organización de las Naciones Unidas (ONU), pretenden que todas las necesidades y problemas que existen en la actualidad sobre la humanidad (pobreza, medio ambiente, educación, cambio climático, infraestructuras, corrupción…) desaparezcan. Los Estados, las organizaciones y las personas necesitan saber de su existencia para poder cumplir estos objetivos en el año 2030, fecha limite de cumplimiento. Por ello la función de este Trabajo Fin de Grado. Es imprescindible que la Universidad de Valladolid —y nosotros como ingenieros— tenga en consideración estos nuevos objetivos y lleve a cabo la implantación de medidas para mejorar el conocimiento sobre los Objetivos de Desarrollo Sostenible además de acciones particulares que contribuyan en el cumplimiento de estos objetivos.The Sustainable Development Goals are a set of objectives approved by the United Nations (UN) assembly, its purpose is to end the mayor global problems such as poverty, escalating environmental issues (including climate change), corruption or access to education to name a few. Governments, organizations, and people need to be aware of these global issues in order to work together towards achieving these goals before 2030 as agreed. Therefore, the purpose of this Final Degree Project. It is essential that the University of Valladolid —and we as engineers— takes into consideration these new objectives and carry out the implementation of measures accordingly to improve the knowledge about the Sustainable Development Goals as well as individual actions that contribute to meet these objectives.Departamento de Tecnología ElectrónicaGrado en Ingeniería Mecánic