Clustering stock market companies via chaotic map synchronization

A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial time series are associated to the coupling strengths between maps. The simulation of a chaotic map dynamics gives rise to a natural partition of the data, as companies belonging to the same industrial branch are often grouped together. The identification of clusters of companies of a given stock market index can be exploited in the portfolio optimization strategies.Comment: 12 pages, 3 figure

Hausdorff clustering of financial time series

A clustering procedure, based on the Hausdorff distance, is introduced and tested on the financial time series of the Dow Jones Industrial Average (DJIA) index.Comment: 9 pages, 3 figure

Feasibility of Tsunami Early Warning Systems for small volcanic islands

Abstract. This paper investigates the feasibility of Tsunami Early Warning Systems for small volcanic islands focusing on warning of waves generated by landslides at the coast of the island itself. The critical concern is if there is enough time to spread the alarm once the system has recognized that a tsunami has been generated. We use the results of a large scale physical model experiment in order to estimate the time that tsunamis take to travel around the island inundating the coast. We discuss how and where it is convenient to place instruments for the measurement of the waves

Large-scale numerical modeling of hydro-acoustic waves generated by tsunamigenic earthquakes

Abstract. Tsunamigenic fast movements of the seabed generate pressure waves in weakly compressible seawater, namely hydro-acoustic waves, which travel at the sound celerity in water (about 1500 m s−1). These waves travel much faster than the counterpart long free-surface gravity waves and contain significant information on the source. Measurement of hydro-acoustic waves can therefore anticipate the tsunami arrival and significantly improve the capability of tsunami early warning systems. In this paper a novel numerical model for reproduction of hydro-acoustic waves is applied to analyze the generation and propagation in real bathymetry of these pressure perturbations for two historical catastrophic earthquake scenarios in Mediterranean Sea. The model is based on the solution of a depth-integrated equation, and therefore results are computationally efficient in reconstructing the hydro-acoustic waves propagation scenarios

Nicotinaldehyde, a Novel Precursor of NAD Biosynthesis, Abrogates the Anti-Cancer Activity of an NAD-Lowering Agent in Leukemia.

Targeting NAD depletion in cancer cells has emerged as an attractive therapeutic strategy for cancer treatment, based on the higher reliance of malignant vs. healthy cells on NAD to sustain their aberrant proliferation and altered metabolism. NAD depletion is exquisitely observed when NAMPT, a key enzyme for the biosynthesis of NAD, is inhibited. Growing evidence suggests that alternative NAD sources present in a tumor environment can bypass NAMPT and render its inhibition ineffective. Here, we report the identification of nicotinaldehyde as a novel precursor that can be used for NAD biosynthesis by human leukemia cells. Nicotinaldehyde supplementation replenishes the intracellular NAD level in leukemia cells treated with NAMPT inhibitor APO866 and prevents APO866-induced oxidative stress, mitochondrial dysfunction and ATP depletion. We show here that NAD biosynthesis from nicotinaldehyde depends on NAPRT and occurs via the Preiss-Handler pathway. The availability of nicotinaldehyde in a tumor environment fully blunts the antitumor activity of APO866 in vitro and in vivo. This is the first study to report the role of nicotinaldehyde in the NAD-targeted anti-cancer treatment, highlighting the importance of the tumor metabolic environment in modulating the efficacy of NAD-lowering cancer therapy

Real-time inversion of tsunamis generated by landslides

Abstract. In this paper, we test a method for forecasting in real-time the properties of offshore propagating tsunami waves generated by landslides, with the aim of supporting tsunami early warning systems. The method uses an inversion procedure, that takes input data measurements of water surface elevation at a point close to the tsunamigenic source. The measurements are used to correct the results of pre-computed numerical simulations, reproducing the wave field induced by different landslide scenarios. The accuracy of the method is evaluated using the results of laboratory experiments, aimed at studying tsunamis generated by landslides sliding along the flank of a circular shoreline island. The paper investigates what the optimal position is of where to measure the tsunamis, what the effects are, the accuracy of the results, and of uncertainties on the landslide scenarios. Finally, the method is successfully tested using partial input time series, simulating the behaviour of the system in real-time during the tsunami event when forecasts are updated, as the measurements become available

Comparison of simulated longitudinal profiles of hadronic air showers with MASS2 balloon data

The KASKADE and CORSIKA air shower generators are compared to the data collected by MASS2 balloon experiment in 1991. The test of longitudinal profile for proton, helium and muon flux production provide good constraints on these air shower generators. KASKADE and CORSIKA especially with the new simulator UrQMD for low energies are found to fit these data well. This study is limited to a comparison of longitudinal profiles and therefore does not provide constraints on the overall shower development.Comment: to be published in Astroparticle Physic

Nucleon decay and atmospheric neutrinos in the Mont Blanc experiment

In the NUSEX experiment, during 2.8 years of operation, 31 fully contained events have been collected; 3 among them are nucleon decay candidates, while the others have been attributed to upsilon interactions. Limits on nucleon lifetime and determinations of upsilon interaction rates are presented