Performance and selection of winter durum wheat genotypes in different European conventional and organic fields

Sustainability is a key factor for the future of agriculture. Productivity in agriculture has more than tripled in developed countries since the 1950s. Beyond the success of plant breeding, the increased use of inorganic fertilizers, application of pesticides, and spread of irrigation also contributed to this success. However, impressive yield increases started to decline in the 1980s because of the lack of sustainability. One of the most beneficial ways to increase sustainability is organic agriculture. In such agro-ecosystem-based holistic production systems the prerequisite of successful farming is the availability of crop genotypes that perform well. However, selection of winter durum wheat for sub-optimal growing conditions is still mainly neglected, and the organic seed market also lacks of information on credibly tested winter durum varieties suitable for organic agriculture

Comparative quantitative LC–MS/MS analysis of 13 amylase/trypsin inhibitors in ancient and modern Triticum species

Amylase/trypsin inhibitors (ATIs) are major wheat allergens and they are also implicated in causing non-celiac gluten sensitivity and worsening other inflammatory conditions. With only few studies on ATI contents in different Triticum species available so far, we developed a targeted liquid chromatography-tandem mass spectrometry (LC–MS/MS) method based on stable isotope dilution assays to quantitate the 13 most important ATIs in a well-defined sample set of eight cultivars of common wheat and durum wheat (modern species), as well as spelt, emmer and einkorn (ancient species) grown at three locations in Germany, respectively. Only few ATIs with low contents were detected in einkorn. In contrast, spelt had the highest total ATI contents. Emmer and common wheat had similar total ATI contents, with durum wheat having lower contents than common wheat. Due to the lack of correlation, it was not possible to estimate ATI contents based on crude protein contents. The wheat species had a higher influence on ATI contents than the growing location and the heritability of this trait was high. Despite comparatively low intra-species variability, some cultivars were identified that may be promising candidates for breeding for naturally low ATI contents

Quantifying the behavior of stock correlations under market stress

Understanding correlations in complex systems is crucial in the face of turbulence, such as the ongoing financial crisis. However, in complex systems, such as financial systems, correlations are not constant but instead vary in time. Here we address the question of quantifying state-dependent correlations in stock markets. Reliable estimates of correlations are absolutely necessary to protect a portfolio. We analyze 72 years of daily closing prices of the 30 stocks forming the Dow Jones Industrial Average (DJIA). We find the striking result that the average correlation among these stocks scales linearly with market stress reflected by normalized DJIA index returns on various time scales. Consequently, the diversification effect which should protect a portfolio melts away in times of market losses, just when it would most urgently be needed. Our empirical analysis is consistent with the interesting possibility that one could anticipate diversification breakdowns, guiding the design of protected portfolios

Numerical convergence of the block-maxima approach to the Generalized Extreme Value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. [2006] have found analytical results.Comment: 34 pages, 7 figures; Journal of Statistical Physics 201

Comparative compositions of metabolites and dietary fibre components in doughs and breads produced from bread wheat, emmer and spelt and using yeast and sourdough processes.

Wholemeal flours from blends of bread wheat, emmer and spelt were processed into bread using yeast-based and sourdough fermentation. The bread wheat flour contained significantly higher concentrations of total dietary fibre and fructans than the spelt and emmer flours, the latter having the lowest contents. Breadmaking using sourdough and yeast systems resulted in changes in composition from flour to dough to bread including increases in organic acids and mannitol in the sourdough system and increases in amino acids and sugars (released by hydrolysis of proteins and starch, respectively) in both processing systems. The concentrations of fructans and raffinose (the major endogenous FODMAPs) were reduced by yeast and sourdough fermentation, with yeast having the greater effect. Both systems resulted in greater increases in sugars and glycerol in emmer than in bread wheat and spelt, but the significance of these differences for human health has not been established

LBA3_PRAlpelisib (ALP) + fulvestrant (FUL) for advanced breast cancer (ABC): Results of the phase III SOLAR-1 trial

n/

The non-random walk of stock prices: The long-term correlation between signs and sizes

We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this benchmark model is unable to reproduce the diffusion properties of real prices. Specifically, we find that for one hour intervals this model consistently over-predicts the volatility of real price series by about 70%, and that this effect becomes stronger as the length of the intervals increases. By selectively shuffling some components of the data while preserving others we are able to show that this discrepancy is caused by a subtle but long-range non-contemporaneous correlation between the signs and sizes of individual returns. We conjecture that this is related to the long-memory of transaction signs and the need to enforce market efficiency.Comment: 9 pages, 5 figures, StatPhys2

An extreme value theory approach to calculating minimum capital risk requirements

This paper investigates the frequency of extreme events for three LIFFE futures contracts for the calculation of minimum capital risk requirements (MCRRs). We propose a semiparametric approach where the tails are modelled by the Generalized Pareto Distribution and smaller risks are captured by the empirical distribution function. We compare the capital requirements form this approach with those calculated from the unconditional density and from a conditional density - a GARCH(1,1) model. Our primary finding is that both in-sample and for a hold-out sample, our extreme value approach yields superior results than either of the other two models which do not explicitly model the tails of the return distribution. Since the use of these internal models will be permitted under the EC-CAD II, they could be widely adopted in the near future for determining capital adequacies. Hence, close scrutiny of competing models is required to avoid a potentially costly misallocation capital resources while at the same time ensuring the safety of the financial system