Libor at crossroads: stochastic switching detection using information theory quantifiers

This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies), during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexity-Entropy Causality Plane. This planar representation allows the discrimination of different stochastic and chaotic regimes. Using a temporal analysis based on moving windows, this paper unveals an abnormal movement of Libor time series arround the period of the 2007 financial crisis. This alteration in the stochastic dynamics of Libor is contemporary of what press called "Libor scandal", i.e. the manipulation of interest rates carried out by several prime banks. We argue that our methodology is suitable as a market watch mechanism, as it makes visible the temporal redution in informational efficiency of the market.Comment: 17 pages, 9 figures. arXiv admin note: text overlap with arXiv:1508.04748, arXiv:1509.0021

A permutation Information Theory tour through different interest rate maturities: the Libor case

This paper analyzes Libor interest rates for seven different maturities and referred to operations in British Pounds, Euro, Swiss Francs and Japanese Yen, during the period years 2001 to 2015. The analysis is performed by means of two quantifiers derived from Information Theory: the permutation Shannon entropy and the permutation Fisher information measure. An anomalous behavior in the Libor is detected in all currencies except Euro during the years 2006--2012. The stochastic switch is more severe in 1, 2 and 3 months maturities. Given the special mechanism of Libor setting, we conjecture that the behavior could have been produced by the manipulation that was uncovered by financial authorities. We argue that our methodology is pertinent as a market overseeing instrument.Comment: arXiv admin note: text overlap with arXiv:1304.039

Métodos no destructivos para la determinación de firmeza. Sensores de Aceleración. Impactadores.

Impact techniques can be used to evaluate firmness on fruit. Chen and Ruiz-Altisent developed and used a 50,4 g impactor with a 19 mm diameter spherical tip, dropping from different heights onto the fruit. Another impactor device is a semispherical impacting tip attached to the end of a pivoting arm. In both devices a small accelerometer is mounted behind the impacting tip. Prototype lateral impactor on-line sorting system for high-speed firmness sorting of fruits has been developed and tested. Preliminary results shows that is possible its use on-line. The last version of an impact device has new elements that improve the data resolution, the signal-noise ratio and the precision

Detección del ahuecado interno en sandía sin semillas usando métodos acústicos.

Hollow heart is a problem quite specific to seedless watermelon, affecting to all varieties. Percentage of fruits affected range from nil to up to more than 50% of the fruits. The acoustic impulse response of 158 watermelons was measured using a prepolarized free-field microphone. After carrying out a fast Fourier transformation on the time signal of the generated sound several acoustic parameters were evaluated. Values of spectral density were significantly different between 'good watermelons' and 'hollow heart watermelons'

Effect of water potential and host defense on the growth of Amylostereum areolatum and A. chailletii, fungal symbionts of siricides, and study of wood associated mycobiota of conifers in Patagonia, Argentina

Amylostereum areolatum y A. chailletii son los simbiontes fúngicos de las avispas barrenadoras de la madera Sirex noctilio y Urocerus gigas, respectivamente. Las especies de Pinus, son susceptibles al ataque del patosistema S. noctilio - A. areolatum, no obstante en Patagonia, se ha observado que la madera apeada de Pseudotsuga menziesii puede ser atacada por U. gigas y su simbionte. En este estudio se evaluó la relación de A. areolatum, A. chailletii y el potencial agua (Ψ0), la defensa primaria de Pinus ponderosa y Pseudotsuga menziesii, y la micobiota endofítica asociada a ambas coníferas. Los Ψ0 se generaron por variación del potencial osmótico; se extrajeron y caracterizaron por GC y GC-MS los aceites esenciales de las oleorresinas constitutivas de la corteza y la albura de ambas coníferas y se evaluó el efecto de compuestos diferenciales y mayoritarios sobre el crecimiento de ambos hongos; la micobiota se analizó a partir de aislamientos de la albura de plantas sanas. Se observó que, el crecimiento de ambos hongos se ve significativamente afectado por el decrecimiento del Ψ0 y que A. chailletii creció más que A. areolatum en Ψ0 más bajos. Las oleorresinas tuvieron un efecto negativo sobre el crecimiento de ambos hongos sin observarse diferencias entre compuestos diferenciales de cada conífera. Hormonema dematioides fue el endófito más frecuente en P. menziesii, ya caracterizado por su influencia sobre el crecimiento de otros hongos, se presenta como una variable a considerar en cuanto al establecimiento del patosistema S. noctilio- A. areolatumAmylostereum areolatum and A. chailletii are fungal symbionts of wood-boring wasp Sirex noctilio and Urocerus gigas, respectively. Pinus species are susceptible to the S. noctilio - A. areolatum pathosystem, and in Patagonia, Argentina, it was found that the felled wood of Pseudotsuga menziesii can be attacked by U. gigas and its symbiont. This study evaluated the relationship of A. areolatum, A. chailletii and water potential (Ψ0), the primary defense of Pinus ponderosa and P. menziesii, and endophytic mycobiota associated to the wood of both conifers. The different Ψ0 were generated by variations in the osmotic potential; constitutive oleoresins of the bark and sapwood of both softwoods were extracted and characterized by GC and GC-MS and the effect of differential and majority compounds on growth of both fungi were assessed; the mycobiota was analyzed from isolates of the sapwood of healthy plants. It was observed that the growth of both fungi is significantly affected by the decrease of Ψ0 and that A. chailletii grew faster than A. areolatum under lower Ψ0. Oleoresins had a negative effect on the growth of both fungi with no differences between conifers. Hormonema dematioides was the most common endophyte on P. menziesii; this fungus is characterized by its influence on the growth of other fungi and appears as a variable to be considered in setting of S. noctilio - A. areolatum pathosystemFil: López, Sofía Natividad. Centro de Investigación y Extensión Forestal Andino Patagónico; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de la Patagonia "San Juan Bosco"; ArgentinaFil: Greslebin, Alina Gabriela. Universidad Nacional de la Patagonia "san Juan Bosco". Facultad de Ciencias Naturales - Sede Esquel; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Centro de Investigación y Extensión Forestal Andino Patagónico; ArgentinaFil: Gonzalez, Silvia B.. Universidad Nacional de la Patagonia "san Juan Bosco". Facultad de Ciencias Naturales - Sede Esquel; Argentina. Centro de Investigación y Extensión Forestal Andino Patagónico; ArgentinaFil: Pildain, Maria Belen. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Centro de Investigación y Extensión Forestal Andino Patagónico; Argentin

Longitudinal Changes in Response to a Cycle-Run Field Test of Young Male National "Talent identification" and Senior Elite Triathlon Squads.

This study investigated the changes in cardiorespiratory response and running performance of 9 male ?Talent Identification? (TID) and 6 male Senior Elite (SE) Spanish National Squad triathletes during a specific cycle-run test. The TID and SE triathletes (initial age 15.2±0.7 vs. 23.8±5.6 years, p=0.03; tests through the competitive period and the preparatory period, respectively, of two consecutive seasons: Test 1 was an incremental cycle test to determine the ventilatory threshold (Thvent); Test 2 (C-R) was 30 min constant load cycling at the Thvent power output followed by a 3-km time trial run; and Test 3 (R) was an isolated 3-km time trial control run, in randomized counterbalanced order. In both seasons the time required to complete the C-R 3-km run was greater than for R in TID (11:09±00:24 vs. 10:45±00:16 min:ss, pmenor que 0.01; and 10:24±00:22 vs. 10:04±00:14, p=0.006, for season 2005/06 and 2006/07, respectively) and SE (10:15±00:19 vs. 09:45±00:30, pmenor que 0.001 and 09:51±00:26 vs. 09:46±00:06, p= 0.02 for season 2005/06 and 2006/07, respectively). Compared to the first season, completion of the time trial run was faster in the second season (6.6%, pmenor que 0.01 and 6.4%, pmenor que 0.01, for C-R and R test, respectively) only in TID. Changes in post-cycling run performance were accompanied by changes in pacing strategy but only slight or non-significant changes in the cardiorespiratory response. Thus, the negative effect of cycling on performance may persist, independently of the period, over two consecutive seasons in TID and SE triathletes; however A improvements over time suggests that monitoring running pacing strategy after cycling may be a useful tool to control performance and training adaptations in TID. O2max 77.0±5.6 vs. 77.8±3.6 mL·kg-1·min-1, NS) underwent three TE D EP C

Trauma-Associated Tinnitus: Audiological, Demographic and Clinical Characteristics

Background: Tinnitus can result from different etiologies. Frequently, patients report the development of tinnitus after traumatic injuries. However, to which extent this specific etiologic factor plays a role for the phenomenology of tinnitus is still incompletely understood. Additionally, it remains a matter of debate whether the etiology of tinnitus constitutes a relevant criterion for defining tinnitus subtypes. Objective: By investigating a worldwide sample of tinnitus patients derived from the Tinnitus Research Initiative (TRI) Database, we aimed to identify differences in demographic, clinical and audiological characteristics between tinnitus patients with and without preceding trauma. Materials: A total of 1,604 patients were investigated. Assessment included demographic data, tinnitus related clinical data, audiological data, the Tinnitus Handicap Inventory, the Tinnitus Questionnaire, the Beck Depression Inventory, various numeric tinnitus rating scales, and the World Health Organisation Quality of Life Scale (WHOQoL). Results: Our data clearly indicate differences between tinnitus patients with and without trauma at tinnitus onset. Patients suffering from trauma-associated tinnitus suffer from a higher mental burden than tinnitus patients presenting with phantom perceptions based on other or unknown etiologic factors. This is especially the case for patients with whiplash and head trauma. Patients with posttraumatic noise-related tinnitus experience more frequently hyperacousis, were younger, had longer tinnitus duration, and were more frequently of male gender. Conclusions: Trauma before tinnitus onset seems to represent a relevant criterion for subtypization of tinnitus. Patients with posttraumatic tinnitus may require specific diagnostic and therapeutic management. A more systematic and - at best - standardized assessment for hearing related sequelae of trauma is needed for a better understanding of the underlying pathophysiology and for developing more tailored treatment approaches as well.Fil: Kreuzer, Peter M.. Universitat Regensburg; AlemaniaFil: Landgrebe, Michael. Universitat Regensburg; AlemaniaFil: Schecklmann, Martin. Universitat Regensburg; AlemaniaFil: Staudinger, Susanne. Universitat Regensburg; AlemaniaFil: Langguth, Berthold. Universitat Regensburg; AlemaniaFil: Vielsmeier, Veronika. The TRI Database Study Group; AlemaniaFil: Kleinjung, Tobias. The TRI Database Study Group; AlemaniaFil: Lehner, Astrid. The TRI Database Study Group; AlemaniaFil: Poeppl, Timm B.. The TRI Database Study Group; AlemaniaFil: Figueiredo, Ricardo. The TRI Database Study Group; AlemaniaFil: Azevedo, Andréia. The TRI Database Study Group; AlemaniaFil: Binetti, Ana Carolina. The TRI Database Study Group; AlemaniaFil: Elgoyhen, Ana Belen. Consejo Nacional de Investigaciones Científicas y Técnicas. Instituto de Investigaciones en Ingeniería Genética y Biología Molecular "Dr. Héctor N. Torres"; Argentina. The TRI Database Study Group; AlemaniaFil: Rates, Marcelo. The TRI Database Study Group; AlemaniaFil: Coelho, Claudia. The TRI Database Study Group; AlemaniaFil: Vanneste, Sven. The TRI Database Study Group; AlemaniaFil: de Ridder, Dirk. The TRI Database Study Group; AlemaniaFil: van de Heyning, Paul. The TRI Database Study Group; AlemaniaFil: Zeman, Florian. The TRI Database Study Group; AlemaniaFil: Mohr, Markus. The TRI Database Study Group; AlemaniaFil: Koller, Michael. The TRI Database Study Group; Alemani

Monitoring degradation mechanisms in PTB7:PC71BM photovoltaic cells by means of impedance spectroscopy

© 2016. This version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/We have used impedance spectroscopy technique to monitor degradation mechanisms in organic solar cells based on a blend of PTB7:PC71BM. We have measured the impedance of the cell on a periodical basis for almost four months, and experimental data have been modeled using three different circuits. The evolution of the circuital parameters gives information about the device dynamical mechanisms. We have observed at high voltages a low frequency feature that is more pronounced along days of measurement. This low frequency arc has been associated to charge accumulation that is related to a worsening of charge extraction through the contacts. The simultaneous increase of recombination and low frequency resistances at high voltages (around V-oc) results in a decrease of the fill factor and therefore of the efficiency.Peer ReviewedPostprint (author's final draft