LIBOR additive model calibration to swaptions markets

In the current paper, we introduce a new calibration methodology for the LIBOR market model driven by LIBOR additive processes based in an inverse problem. This problem can be splitted in the calibration of the continuous and discontinuous part, linking each part of the problem with at-the-money and in/out -of -the-money swaption volatilies. The continuous part is based on a semidefinite programming (convex) problem, with constraints in terms of variability or robustness, and the calibration of the Lévy measure is proposed to calibrate inverting the Fourier Transform

LIBOR additive model calibration to swaptions markets

In the current paper, we introduce a new calibration methodology for the LIBOR market model driven by LIBOR additive processes based in an inverse problem. This problem can be splitted in the calibration of the continuous and discontinuous part, linking each part of the problem with at-the-money and in/out -of -the-money swaption volatilies. The continuous part is based on a semidefinite programming (convex) problem, with constraints in terms of variability or robustness, and the calibration of the Lévy measure is proposed to calibrate inverting the Fourier Transform.Lévy Market model, Calibration, Semidefinite programming

Influence of new irrigated croplands on wild boar (Sus scrofa) road kills in NW Spain

Influencia de los nuevos cultivos en regadío sobre las colisiones de vehículos con jabalí (Sus scrofa) en el Noroeste de España Las poblaciones de jabalí han aumentado en número y distribución en las últimas décadas en España. En dicho aumento, interviene la mayor extensión de los cultivos de maíz (Zea mays); donde la especie encuentra refugio y alimento. La expansión de la especie, provoca un aumento de colisiones de jabalí con vehículos (WBVC). El presente trabajo trata de la distribución espacio–temporal del WBVC en la meseta norte española. Normalmente, el WBVC se relaciona con la velocidad, el volumen de tráfico y/o cubierta forestal. Sin embargo, el maizal resulta la variable más relacionada en atropellos con jabalí en la meseta norte. Se dan algunas recomendaciones para evitar futuras colisiones en esta área.Influencia de los nuevos cultivos en regadío sobre las colisiones de vehículos con jabalí (Sus scrofa) en el Noroeste de España Las poblaciones de jabalí han aumentado en número y distribución en las últimas décadas en España. En dicho aumento, interviene la mayor extensión de los cultivos de maíz (Zea mays); donde la especie encuentra refugio y alimento. La expansión de la especie, provoca un aumento de colisiones de jabalí con vehículos (WBVC). El presente trabajo trata de la distribución espacio–temporal del WBVC en la meseta norte española. Normalmente, el WBVC se relaciona con la velocidad, el volumen de tráfico y/o cubierta forestal. Sin embargo, el maizal resulta la variable más relacionada en atropellos con jabalí en la meseta norte. Se dan algunas recomendaciones para evitar futuras colisiones en esta área.In recent decades, wild boar populations have increased both in number and distribution. This rise is partly related to the increase in cropland devoted to maize (Zea mays) cultivation, as wild boar find food and refuge in these areas. This population expansion has led to an increase in the number of wild boar vehicle collisions (WBVCs). The goal of the present study was to evaluate a set of spatio–temporal factors that influence WBVCs related to maize crops on the Northern Spanish Plateau (the region of Castile and Leon). We compared the maize pattern with the factors related to total WBVC numbers. We observed that whereas the total occurrence of WBVCs usually increased with forest cover and speed and traffic volumes, maize areas were one of the main explanatory variables in plateau models. To avoid collisions in these areas in future, a number of mitigation measures are outlined

Flux flow resistivity and vortex viscosity of high-Tc films

The flux flow regime of high-T$_{\rm c}$ samples of different normal state resistivities is studied in the temperature range where the sign of the Hall effect is reversed. The scaling of the vortex viscosity with normal state resistivity is consistent with the Bardeen-Stephen theory. Estimates of the influence of possible mechanisms suggested for the sign reversal of the Hall effect are also given.Comment: 3 pages. 4 figures upon reques

Development of a mechanism and an accurate and simple mathematical model for the description of drug release: Application to a relevant example of acetazolamide-controlled release from a bio-inspired elastin-based hydrogel

Producción CientíficaTransversality between mathematical modeling, pharmacology, and materials science is essential in order to achieve controlled-release systems with advanced properties. In this regard, the area of biomaterials provides a platform for the development of depots that are able to achieve controlled release of a drug, whereas pharmacology strives to find new therapeutic molecules and mathematical models have a connecting function, providing a rational understanding by modeling the parameters that influence the release observed. Herein we present a mechanism which, based on reasonable assumptions, explains the experimental data obtained very well. In addition, we have developed a simple and accurate “lumped” kinetics model to correctly fit the experimentally observed drug release behavior. This lumped model allows us to have simple analytic solutions for the mass and rate of drug release as a function of time without limitations of time or mass of drug released, which represents an important step-forward in the area of in vitro drug delivery when compared to the current state of the art in mathematical modeling. As an example, we applied the mechanism and model to the release data for acetazolamide from a recombinant polymer. Both materials were selected because of a need to develop a suitable ophthalmic formulation for the treatment of glaucoma. The in vitro release model proposed herein provides a valuable predictive tool for ensuring product performance and batch-to-batch reproducibility, thus paving the way for the development of further pharmaceutical devices.Este trabajo forma parte de los Proyectos de Investigación financiados por la Comisión Europea a través del Fondo Social Europeo (FSE) y de la Consejería de Educación mediante el Fondo Europeo de Desarrollo Regional (ERDF), el MINECO (Proyectos MAT2013-41723-R, MAT2013-42473-R, PRI−PIBAR-2011-1403 y MAT2012-38043), la Junta de Castilla y León (Proyectos VA155A12, VA152A12, and VA244U13), el CIBER-BBN y el Instituto de Salud Carlos III mediante el Centro de Medicina Regenerativa y Terapia Celular de Castilla y León

Achondroplasia with 47, xxy karyotype: a case report of the neonatal diagnosis of an extremely unusual association

Background: The association of achondroplasia and Klinefelter syndrome is extremely rare. To date, five cases have been previously reported, all of them diagnosed beyond the postnatal period, and only one was molecularly characterized. We describe the first case of this unusual association diagnosed in the neonatal period, the clinical findings and the molecular studies undertaken. Case presentation: The boy was born at term with clinical and radiological features indicating the diagnosis of achondroplasia or hypochondroplasia combined with the prenatal karyotype of Klinefelter syndrome (47,XXY). Neonatal FGFR3 mutation screening showed that the newborn was heterozygous for the classic achondroplasia G340R mutation. Microsatellite marker analysis showed that the sex chromosome aneuploidy had arisen from a non-disjunction error in paternal meiosis I, with a recombination event in the pseudoautosomal region 1 (PAR1). Conclusion: Specific mutation analysis is appropriate to confirm the clinical diagnosis of achondroplasia for appropriate diagnosis, prognosis, and genetic counseling, especially when the karyotype does not explain the abnormal prenatal sonographic findings. In the present case, a recombination event was observed in the PAR1 region, although recombinational events in paternally derived Klinefelter syndrome cases are much rarer than expected

Enhancement of synchronized vortex lattice motion in hybrid magnetic/amorphous superconducting nanostructures

Superconducting a-Mo_(3)Si and Nb films have been grown on arrays of Ni nanodots. We have studied the vortex lattice dynamics close to critical temperatures. Different vortex lattice configurations are obtained with the same array unit cell. These different vortex lattices occur at matching conditions between the vortex lattice and the array unit cell. The interplay between the random intrinsic pinning of the superconducting films and the periodic pinning of the array govern the vortex lattice configurations. Different vortex lattice configurations and enhancement of synchronized vortex lattice motion are obtained by increasing the periodic pinning strength and decreasing the random pinning strength

Amphiphilic Elastin-Like Block Co-Recombinamers Containing 2 Leucine Zippers: Cooperative Interplay between Both Domains 3 Results in Injectable and Stable Hydrogels

Many biological processes are regulated by reversible binding events, with these interactions between macromolecules representing the core of dynamic chemistry. As such, any attempt to gain a better understanding of such interactions, which would pave the way to the extrapolation of natural designs to create new advanced systems, is clearly of interest. This work focuses on the development of a leucine zipper-elastin-like recombinamer (ZELR) in order to elucidate the behavior of such domains when coexisting along the same molecule and to engineer reversible, injectable and stable hydrogels. The unique propensity of the Z-moiety selected to dimerize, together with the thermosensitive behavior of the ELR, which has been constructed as a thermosensitive amphiphilic tetrablock, has been engineered into a single recombinant molecule. In this molecular design, the Z-moieties are unable to form a network, while the ELR is below its Tt, thus, guaranteeing the liquid-like state of the system. However, this situation changes rapidly as the temperature increases above Tt, where a stable hydrogel is formed, as demostrated by rheological tests. The inability of the ELR molecule (without Z-domains) to form such a stable hydrogel above Tt clearly points to a positive cooperative effect between these two domains (Z and EL), and no conformational changes in the former are involved, as demonstrated by circular dichroism analysis. AFM shows that Z-motifs seem to induce the aggregation of micelles, which supports the enhanced stability displayed by ZELRs when compared to ELR at the macroscale level. To the best of our knowledge, this is the first time that such an interplay between these two domains has been reported. Furthermore, the cytocompatibility of the resulting hydrogels opens the door to their use in biomedical applications.Este trabajo forma parte de Proyectos de Investigación financiados por la Comisión Europea a través del Fondo Social Europeo (FSE) y el Fondo Europeo de Desarrollo Regional (ERDF), por el del MINECO (MAT2013-41723R, MAT2013-42473-R, MAT2012-38043 y PRI-PIBAR-2011-1403), la Junta de Castilla y León (VA049A11, VA152A12 y VA155A12) y el Instituto de Salud Carlos III bajo el Centro en Red de Medicina Regenerativa y Terapia Celular de Castilla y León

Simulation of the interband s–d and intraband s–s electron–phonon contributions to the temperature dependence of the electrical resistivity in Fe/Cr multilayers

High-resolution electrical resistivity (rho, d rho/dT) measurements were performed in three series of [Fe-30 Cr-Angstrom(t) (Angstrom)] multilayers in the temperature range 15-300 K, with an applied magnetic saturation field (7.5 kOe). The samples were deposited by molecular beam epitaxy on MgO substrates and by sputtering on MgO and Si substrates. For T 150 K the resistivity attains the classical regime with rho proportional to T. To simulate the observed rho(i)(T) we have used a model that takes into account intraband s-s and interband s-d electron-phonon scattering, written as rho(sd) = A X f(1)(T) and rho(ss) = B X f(2)(T), where f(1) and f(2) are functions only of the temperature, A and B are sample-dependent constants and rho(i) = rho(sd) + rho(ss). The model predicts that rho(i) proportional to T-3 at low temperatures and rho(i) proportional to T at high temperatures as observed in our multilayers. The experimental curves of rho(i) and d rho/dT are well reproduced in the whole temperature range (15-300 K) and from the fits to these curves A and B are determined for each sample. By plotting B vs A we find that each point from all the multilayers falls in a straight line indicating that B is proportional to A. The simulated resistivity thus predicts that rho(i) = beta f(T) where f(T) = alpha(1) x f(1)(T) + alpha(2) x f(2)(T) is a function only of the temperature, as observed experimentally