Properties of low variability periods in financial time series

Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability periods and multi-affinity of the time series. It is shown that this technically simple method is capable of reveling more details about time-series than the traditional multi-affine analysis. We have applied this scaling analysis to financial time series: a number of daily currency and stock index time series. The results show a good scaling behaviour for different model parameters. The analysis of high-frequency USD-EUR exchange rate data confirmed the theoretical expectations.Comment: 14 pages, 5 figures, 3 tables, Submitted to Physica

Robust visual odometry using uncertainty models

In dense, urban environments, GPS by itself cannot be relied on to provide accurate positioning information. Signal reception issues (e.g. occlusion, multi-path effects) often prevent the GPS receiver from getting a positional lock, causing holes in the absolute positioning data. In order to keep assisting the driver, other sensors are required to track the vehicle motion during these periods of GPS disturbance. In this paper, we propose a novel method to use a single on-board consumer-grade camera to estimate the relative vehicle motion. The method is based on the tracking of ground plane features, taking into account the uncertainty on their backprojection as well as the uncertainty on the vehicle motion. A Hough-like parameter space vote is employed to extract motion parameters from the uncertainty models. The method is easy to calibrate and designed to be robust to outliers and bad feature quality. Preliminary testing shows good accuracy and reliability, with a positional estimate within 2 metres for a 400 metre elapsed distance. The effects of inaccurate calibration are examined using artificial datasets, suggesting a self-calibrating system may be possible in future work

Econophysics studies in Estonia

A short review of the econophysics research done in Estonia, devoted to the 15th anniversary of the term "econophysics".Comment: Submitted to the special issue on "Econophysics" of the journal Science & Culture (http://www.scienceandculture-isna.org/journal.htm), a publication of the Indian Science News Association, established in 193

The EXERRT Trial: EXErcise to Regadenoson in Recovery Trial : a Phase 3b, Open-label, Parallel Group, Randomized, Multicenter Study to Assess Regadenoson Administration Following an Inadequate Exercise Stress Test as Compared to Regadenoson Without Exercise for Myocardial Perfusion Imaging Using a SPECT Protocol

BACKGROUND: This study assessed the non-inferiority and safety of regadenoson administration during recovery from inadequate exercise compared with administration without exercise. METHODS: Patients unable to achieve adequate exercise stress were randomized to regadenoson 0.4 mg either during recovery (Ex-Reg) or 1 hour after inadequate exercise (Regadenoson) (MPI1). All patients also underwent non-exercise regadenoson MPI 1-14 days later (MPI2). The number of segments with reversible perfusion defects (RPDs) detected using single photon emission computerized tomography imaging was categorized. The primary analysis evaluated the majority agreement rate between Ex-Reg and Regadenoson groups. RESULTS: 1,147 patients were randomized. The lower bound of the 95% confidence interval of the difference in agreement rates (-6%) was above the -7.5% non-inferiority margin, demonstrating non-inferiority of Ex-Reg to Regadenoson. Adverse events were numerically less with Ex-Reg (MPI1). In the Ex-Reg group, one patient developed an acute coronary syndrome and another had a myocardial infarction following regadenoson after exercise. Upon review, both had electrocardiographic changes consistent with ischemia prior to regadenoson. CONCLUSIONS: Administering regadenoson during recovery from inadequate exercise results in comparable categorization of segments with RPDs and with careful monitoring appears to be well tolerated in patients without signs/symptoms of ischemia during exercise and recovery

Graphene formation on SiC substrates

Graphene layers were created on both C and Si faces of semi-insulating, on-axis, 4H- and 6H-SiC substrates. The process was performed under high vacuum (<10-4 mbar) in a commercial chemical vapor deposition SiC reactor. A method for H2 etching the on-axis sub-strates was developed to produce surface steps with heights of 0.5 nm on the Si-face and 1.0 to 1.5 nm on the C-face for each polytype. A process was developed to form graphene on the substrates immediately after H2 etching and Raman spectroscopy of these samples confirmed the formation of graphene. The morphology of the graphene is described. For both faces, the underlying substrate morphology was significantly modified during graphene formation; sur-face steps were up to 15 nm high and the uniform step morphology was sometimes lost. Mo-bilities and sheet carrier concentrations derived from Hall Effect measurements on large area (16 mm square) and small area (2 and 10 um square) samples are presented and shown to compare favorably to recent reports.Comment: European Conference on Silicon Carbide and Related Materials 2008 (ECSCRM '08), 4 pages, 4 figure

Healthcare resource utilization among patients receiving non-invasive testing for coronary artery disease in an outpatient setting: A cohort study reflecting daily practice trends

BACKGROUND: Accurate, early diagnosis and the initiation of appropriate treatment is central to reducing the clinical burden of coronary artery disease (CAD); however, real-world evidence characterizing healthcare resource utilization (HCRU) associated with testing for CAD is lacking. METHODS AND RESULTS: Using a non-interventional, retrospective, secondary database analysis, patients aged ≥18 years who underwent outpatient non-invasive cardiac diagnostic testing were identified. The primary objective was to gain an understanding of pre- and post-assessment care pathways and the associated interventions for patients who underwent non-invasive testing for CAD in either an outpatient or emergency department setting. Overall, chest pain was the primary reason for the index visit (54.8%), followed by shortness of breath (23.7%), myocardial infarction (MI), coronary artery disease (CAD) or congestive heart failure (CHF) (3.8%), and other (46.8%); 3.0% of patients had no apparent reason for testing in the last 45 days. Single-photon emission computed tomography (SPECT) was the dominant diagnostic testing modality (40.3%). During the 90-day follow-up, 7.3% (n = 22,083) of patients were diagnosed with CAD; among these patients, 19.4% had repeat diagnostic testing, 26.0% of patients had a revascularization procedure, and 65.6% underwent cardiac catheterization. These rates varied by testing modality. CONCLUSIONS: In this study of a large real-world data sample, variability in the use of non-invasive tests and HCRU were evident. These results may assist efforts to optimize system-wide care/diagnostic pathways and value-based treatment decisions for patients

Worldwide phylogeography and history of wheat genetic diversity

Since its domestication in the Fertile Crescent ~8000 to 10,000 years ago, wheat has undergone a complex history of spread, adaptation, and selection. To get better insights into the wheat phylogeography and genetic diversity, we describe allele distribution through time using a set of 4506 landraces and cultivars originating from 105 different countries genotyped with a high-density single-nucleotide polymorphism array. Although the genetic structure of landraces is collinear to ancient human migration roads, we observe a reshuffling through time, related to breeding programs, with the appearance of new alleles enriched with structural variations that may be the signature of introgressions from wild relatives after 1960

Cell surface IL-1α trafficking is specifically inhibited by interferon-γ, and associates with the membrane via IL-1R2 and GPI anchors.

IL-1 is a powerful cytokine that drives inflammation and modulates adaptive immunity. Both IL-1α and IL-1β are translated as proforms that require cleavage for full cytokine activity and release, while IL-1α is reported to occur as an alternative plasma membrane-associated form on many cell types. However, the existence of cell surface IL-1α (csIL-1α) is contested, how IL-1α tethers to the membrane is unknown, and signaling pathways controlling trafficking are not specified. Using a robust and fully validated system, we show that macrophages present bona fide csIL-1α after ligation of TLRs. Pro-IL-1α tethers to the plasma membrane in part through IL-1R2 or via association with a glycosylphosphatidylinositol-anchored protein, and can be cleaved, activated, and released by proteases. csIL-1α requires de novo protein synthesis and its trafficking to the plasma membrane is exquisitely sensitive to inhibition by IFN-γ, independent of expression level. We also reveal how prior csIL-1α detection could occur through inadvertent cell permeabilisation, and that senescent cells do not drive the senescent-associated secretory phenotype via csIL-1α, but rather via soluble IL-1α. We believe these data are important for determining the local or systemic context in which IL-1α can contribute to disease and/or physiological processes.Work was funded by British Heart Foundation Grants FS/13/3/30038, FS/18/19/33371 and RG/16/8/32388 to MCHC, the BHF Cambridge CRE RE/13/6/30180, and the Cambridge NIHR Biomedical Research Centr

Comparing neural correlates of conditioned inhibition between children with and without anxiety disorders - A preliminary study

Cognitive-behavioral therapy (CBT), a first-line treatment for pediatric anxiety disorders, is based on principles of threat learning and extinction. However, CBT does not work sufficiently for up to 40% of clinically anxious youth. The neural and behavioral correlates of conditioned inhibition might provide promising targets for attempts to improve CBT response. During conditioned inhibition, threat and safety cues appear together, forming a safety compound. Here, we test whether this safety compound elicits a reduced fear response compared to pairing the threat cue with a novel cue (novel compound). The current pilot study compares behavioral, physiological, and neural correlates of conditioned inhibition between children with (n=17, Mage=13.09, SD=3.05) and without (n=18, Mage=14.49, SD=2.38) anxiety disorders. Behavioral and physiological measures did not differ between children with and without anxiety disorders during fear acquisition. During testing, children with anxiety disorders showed overall higher skin conductance response and expected to hear the aversive sound following the novel compound more often than children without anxiety disorders. Children with anxiety disorders showed more activity in the right ventromedial prefrontal cortex (vmPFC) to the safety versus novel compound. Children without anxiety disorders showed the opposite pattern - more right vmPFC activity to the novel versus safety compound (F(1,31)=5.40, p=0.03). No group differences manifested within the amygdala, dorsal anterior cingulate cortex, or hippocampus. These pilot findings suggest a feasible approach for examining conditioned inhibition in pediatric anxiety disorders. If replicated in larger samples, findings may implicate perturbed conditioned inhibition in pediatric anxiety disorders and provide targets for CBT

Extraordinary Transmission and Enhanced Emission with Metallic Gratings Having Converging-Diverging Channels

Transmission metallic gratings having the shape of converging-diverging channel (CDC) give an extra degree of freedom to exhibit enhanced transmission resonances. By varying the gap size at the throat of CDC, the spectral locations of the transmission resonance bands can be shifted close to each other and have high transmittance in a very narrow energy band. Hence, the CDC shape metallic gratings can lead to almost perfect transmittance for any desired wavelength by carefully optimizing the metallic material, gap at the throat of CDC, and grating parameters. In addition, a cavity surrounded by the CDC shaped metallic grating and a one-dimensional (1D) photonic crystal (PhC) can lead to an enhanced emission with properties similar to a laser. The large coherence length of the emission is achieved by exploiting the coherence properties of the surface waves on the gratings and PhC. The new multilayer structure can attain the spectral and directional control of emission with only p-polarization. The resonance condition inside the cavity is extremely sensitive to the wavelength, which would then lead to high emission in a very narrow wavelength band. Such simple 1D multilayer structure should be easy to fabricate and have applications in photonic circuits, thermophotovoltaics, and potentially in energy efficient incandescent sources