Two EGARCH models and one fat tail

We compare two EGARCH models which belong to a new class of models in which the dynamics are driven by the score of the conditional distribution of the observations. Models of this kind are called dynamic conditional score (DCS) models and their form facilitates the development of a comprehensive and relatively straightforward theory for the asymptotic distribution of the maximum likelihood estimator. The EGB2 distribution is light-tailed, but with higher kurtosis than the normal. Hence it is complementary to the fat-tailed t. The EGB2-EGARCH model gives a good fit to many exchange rate return series, prompting an investigation into the misleading conclusions liable to be drawn from tail index estimates

Robust time series models with trend and seasonal components

We describe observation driven time series models for Student-t and EGB2 conditional distributions in which the signal is a linear function of past values of the score of the conditional distribution. These specifications produce models that are easy to implement and deal with outliers by what amounts to a soft form of trimming in the case of t and a soft form of Winsorizing in the case of EGB2. We show how a model with trend and seasonal components can be used as the basis for a seasonal adjustment procedure. The methods are illustrated with US and Spanish data.This is the final version of the article. It first appeared from Springer via http://dx.doi.org/10.1007/s13209-015-0134-

A new methodology for thermostructural topology optimization: Analytical definition and validation

In the last few years, the rapid diffusion of components produced through additive manufacturing processes has boosted the research on design methodologies based on topology optimization algorithms. Structural topology optimization is largely employed since it permits to minimize the component weight and maximize its stiffness and, accordingly, optimize its resistance under structural loads. On the other hand, thermal topology optimization has been less investigated, even if in many applications, such as turbine blades, engines, heat exchangers, thermal loads have a crucial impact. Currently, structural and thermal optimizations are mainly considered separately, despite the fact that they are both present and coupled in components in service condition. In the present paper, a novel methodology capable of defining the optimized structure under simultaneous thermomechanical constraints is proposed. The mathematical formulation behind the optimization algorithm is reported. The proposed methodology is finally validated on literature benchmarks and on a real component, confirming that it permits to define the topology, which presents the maximized thermal and mechanical performance

Intrusion detection for in-vehicle communication networks: An unsupervised kohonen SOM approach

The diffusion of embedded and portable communication devices on modern vehicles entails new security risks since in-vehicle communication protocols are still insecure and vulnerable to attacks. Increasing interest is being given to the implementation of automotive cybersecurity systems. In this work we propose an efficient and high-performing intrusion detection system based on an unsupervised Kohonen Self-Organizing Map (SOM) network, to identify attack messages sent on a Controller Area Network (CAN) bus. The SOM network found a wide range of applications in intrusion detection because of its features of high detection rate, short training time, and high versatility. We propose to extend the SOM network to intrusion detection on in-vehicle CAN buses. Many hybrid approaches were proposed to combine the SOM network with other clustering methods, such as the k-means algorithm, in order to improve the accuracy of the model. We introduced a novel distance-based procedure to integrate the SOM network with the K-means algorithm and compared it with the traditional procedure. The models were tested on a car hacking dataset concerning traffic data messages sent on a CAN bus, characterized by a large volume of traffic with a low number of features and highly imbalanced data distribution. The experimentation showed that the proposed method greatly improved detection accuracy over the traditional approach

A Kohonen SOM architecture for intrusion detection on in-vehicle communication networks

The diffusion of connected devices in modern vehicles involves a lack in security of the in-vehicle communication networks such as the controller area network (CAN) bus. The CAN bus protocol does not provide security systems to counter cyber and physical attacks. Thus, an intrusion-detection system to identify attacks and anomalies on the CAN bus is desirable. In the present work, we propose a distance-based intrusion-detection network aimed at identifying attack messages injected on a CAN bus using a Kohonen self-organizing map (SOM) network. It is a power classifier that can be trained both as supervised and unsupervised learning. SOM found broad application in security issues, but was never performed on in-vehicle communication networks. We performed two approaches, first using a supervised X-Y fused Kohonen network (XYF) and then combining the XYF network with a K-means clustering algorithm (XYF-K) in order to improve the efficiency of the network. The models were tested on an open source dataset concerning data messages sent on a CAN bus 2.0B and containing large traffic volume with a low number of features and more than 2000 different attack types, sent totally at random. Despite the complex structure of the CAN bus dataset, the proposed architectures showed a high performance in the accuracy of the detection of attack messages

Retórica del negro, blanco y rojo: razonabilidad y estética para persuadir con imagenes visuales

nuloOurproposal isto analyze how the use o f colo r can be a privileged element to argue in a visual image. The values and connotations ascribed to color in the context of a visual statement work as "proofs" in reasoning ofthe persuasive type. In this way, the use of rhetorical figures is not an end in itself, but the visible corre late oftbe argumentation that works as a hidden, implicit structure of persuasion. We bave chosen black, white, and red because of their high frequency in appearing, the great number o f uses, and the abundance o f socio-cultural interpretations -which even may be apparently paradoxical or contradictory. All these senses are latent, and coexist Colors are reinterpreted in correspondence witb the contexts of use in the texts tbemsel ves ( co-text), and witb tbe effective social contexts, which frame them in a real situation (historical space and time).Nuestra propuesta analizará cómo el uso del color puede ser un elemento privilegiado para argumentar en una imagen visual. Los valores y connotaciones atribuidos al color en el contexto de un enunciado visual funcionan como "pruebas" en razonamientos de tipo persuasivo. De este modo, el uso de figuras retóricas no es un fin en sí mismo sino el correlato visible de la argumentación que funciona como andamiaje oculto, implícito, de la persuasión. En esta oportunidad hemos elegido el rojo, el negro y el blanco por la frecuencia de su aparición, la cantidad de usos y lo nutrido de sus interpretaciones socioculturales - que incluso pueden resultar aparentemente paradójicas o contradictorias. Todos estos sentidos están latents y coexisten. Los colores son reinterpretados en correspondencia con los contextos de uso en los textos mismos (co-textos), y con los efectivos contextos sociales que los enmarcan en una situación real dada (espacio y tiempo históricos)

Two-bands superconductivity with intra- and interband pairing for synthetic superlattices

We consider a model for superconductivity in a two-band superconductor, having an anisotropic electronic structure made of two partially overlapping bands with a first hole-like and a second electron-like fermi surface. In this pairing scenario, driven by the interplay between interband $V_{i,j}$ and intraband $V_{i,i}$ pairing terms, we have solved the two gap equations at the critical temperature $T = T_c$ and calculate $T_c$ and the chemical potential $\mu$ as a function of the number of carriers $n$ for various values of pairing interactions, $V_{1,1}$, $V_{2,2}$, and $V_{1,2}$. The results show the complexity of the physics of condensates with multiple order parameters with the chemical potential near band edges.Comment: 6 pages, 2 figure

Shape resonance for the anisotropic superconducting gaps near a Lifshitz transition: the effect of electron hopping between layers

The multigap superconductivity modulated by quantum confinement effects in a superlattice of quantum wells is presented. Our theoretical BCS approach captures the low-energy physics of a shape resonance in the superconducting gaps when the chemical potential is tuned near a Lifshitz transition. We focus on the case of weak Cooper-pairing coupling channels and strong pair exchange interaction driven by repulsive Coulomb interaction that allows to use the BCS theory in the weak-coupling regime neglecting retardation effects like in quantum condensates of ultracold gases. The calculated matrix element effects in the pairing interaction are shown to yield a complex physics near the particular quantum critical points due to Lifshitz transitions in multigap superconductivity. Strong deviations of the ratio $2\Delta/T_c$ from the standard BCS value as a function of the position of the chemical potential relative to the Lifshitz transition point measured by the Lifshitz parameter are found. The response of the condensate phase to the tuning of the Lifshitz parameter is compared with the response of ultracold gases in the BCS-BEC crossover tuned by an external magnetic field. The results provide the description of the condensates in this regime where matrix element effects play a key role.Comment: 12 pages, 6 figure

DNA methylation dynamic of bone marrow hematopoietic stem cells after allogeneic transplantation

Background: Allogeneic hematopoietic stem cell transplantation (AHSCT) is a curative therapeutic approach for different hematological malignancies (HMs), and epigenetic modifications, including DNA methylation, play a role in the reconstitution of the hematopoietic system after AHSCT. This study aimed to explore global DNA methylation dynamic of bone marrow (BM) hematopoietic stem and progenitor cells (HSPCs) from donors and their respective recipients affected by acute myeloid leukemia (AML), acute lymphoid leukemia (ALL) and Hodgkin lymphoma (HL) during the first year after transplant. Methods: We measured DNA methylation profile by Illumina HumanMethylationEPIC in BM HSPC of 10 donors (t0) and their matched recipients at different time points after AHSCT, at day + 30 (t1), + 60 (t2), + 120 (t3), + 180 (t4), and + 365 (t5). Differential methylation analysis was performed by using R software and CRAN/Bioconductor packages. Gene set enrichment analysis was carried out on promoter area of significantly differentially methylated genes by clusterProfiler package and the mSigDB genes sets. Results: Results show significant differences in the global methylation profile between HL and acute leukemias, and between patients with mixed and complete chimerism, with a strong methylation change, with prevailing hypermethylation, occurring 30 days after AHSCT. Functional analysis of promoter methylation changes identified genes involved in hematopoietic cell activation, differentiation, shaping, and movement. This could be a consequence of donor cell “adaptation” in recipient BM niche. Interestingly, this epigenetic remodeling was reversible, since methylation returns similar to that of donor HSPCs after 1 year. Only for a pool of genes, mainly involved in dynamic shaping and trafficking, the DNA methylation changes acquired after 30 days were maintained for up to 1 year post-transplant. Finally, preliminary data suggest that the methylation profile could be used as predictor of relapse in ALL. Conclusions: Overall, these data provide insights into the DNA methylation changes of HSPCs after transplantation and a new framework to investigate epigenetics of AHSCT and its outcomes

From Majorana theory of atomic autoionization to Feshbach resonances in high temperature superconductors

The Ettore Majorana paper - Theory of incomplete P triplets- published in 1931, focuses on the role of selection rules for the non-radiative decay of two electron excitations in atomic spectra, involving the configuration interaction between discrete and continuum channels. This work is a key step for understanding the 1935 work of Ugo Fano on the asymmetric lineshape of two electron excitations and the 1958 Herman Feshbach paper on the shape resonances in nuclear scattering arising from configuration interaction between many different scattering channels. The Feshbach resonances are today of high scientific interest in many different fields and in particular for ultracold gases and high Tc superconductivity.Comment: 13 pages, 7 figures. Journal of Superconductivity and Novel Magnetism to be publishe