Properties of the sample autocorrelations of non-linear transformations in long memory stochastic volatility models

The autocorrelations of log-squared, squared, and absolute financial returns are often used to infer the dynamic properties of the underlying volatility. This article shows that, in the context of long-memory stochastic volatility models, these autocorrelations are smaller than the autocorrelations of the log volatility and so is the rate of decay for squared and absolute returns. Furthermore, the corresponding sample autocorrelations could have severe negative biases, making the identification of conditional heteroscedasticity and long memory a difficult task. Finally, we show that the power of some popular tests for homoscedasticity is larger when they are applied to absolute returns.Publicad

Groundwater pollution in quaternary aquifer of Vitoria - Gasteiz (Basque Country, Spain)

As a result of diverse changes in land use and in water-resource management in the high basin of the Zadorra River (Basque Country), an important loss of water resources and an intense contamination by nitrogen compounds has taken place. The purpose of this paper is to detail the land transformations that have taken place on the aquifer since the 1950s: increase of drainage network, change from dry to irrigated farming, and diversion of rivers at the aquifer unit inlet. Furthermore, we analyze the impact of these transformations on the hydrodynamics and water quality of this aquifer system

Brand Communities: another way to generate conversations and Public Relations

En este trabajo se exploran las ventajas de cultivar las llamadas comunidades de marca, término que proviene de la mercadotecnia pero que está en íntima relación con la comunicación, las relaciones públicas, el diálogo, y en general, las conversaciones y los lazos generados entre las personas a través de internet. El estudio se centra en Universidades por el estrecho vínculo que se crea entre éstas y sus egresados, y analiza el caso de las asociaciones Exatec (grupos de egresados del Tecnológico de Monterrey) para revisar los beneficios que estas agrupaciones brindan a la institución, así como las estrategias que la universidad desarrolla para mantener vivo el lazo con estas comunidades. A través de una metodología cualitativa (entrevistas) se explora este exitoso caso mexicano.Instituto de Investigación en Relaciones Pública

Simulation of many-qubit quantum computation with matrix product states

Matrix product states provide a natural entanglement basis to represent a quantum register and operate quantum gates on it. This scheme can be materialized to simulate a quantum adiabatic algorithm solving hard instances of a NP-Complete problem. Errors inherent to truncations of the exact action of interacting gates are controlled by the size of the matrices in the representation. The property of finding the right solution for an instance and the expected value of the energy are found to be remarkably robust against these errors. As a symbolic example, we simulate the algorithm solving a 100-qubit hard instance, that is, finding the correct product state out of ~ 10^30 possibilities. Accumulated statistics for up to 60 qubits point at a slow growth of the average minimum time to solve hard instances with highly-truncated simulations of adiabatic quantum evolution.Comment: 5 pages, 4 figures, final versio

Anti-Angiogenic Treatment (Sunitinib) for Disseminated Malignant Haemangiopericytoma: A Case Study and Review of the Literature

Introduction: A meningeal haemangiopericytoma (HP) is a mesenchymal tumour that makes up less than 1% of all CNS tumours. HPs arise from pericytes and present high rates of recurrence and distant metastasis. The primary treatment option is surgery. When the disease is disseminated, chemotherapy produces a weak and short-lived response; therefore, new drugs are needed. Case Presentation: We describe the case of a 65-year-old woman with a 13-year history of recurrent HP. After local treatment with radiotherapy, she developed metastases that required systemic treatment, and treatment with sunitinib, an oral inhibitor of the vascular endothelial growth factor receptor and the platelet-derived growth factor receptor, was initiated. As a result, radiological stabilisation of the systemic disease was maintained for over 12 months. Conclusions: Anti-angiogenic agents can be useful for treating disseminated HP, but further studies are needed to confirm their possible role in controlling metastatic disease

Disparate roles of ATR and ATM in immunoglobulin class switch recombination and somatic hypermutation

13 pages, 3 figures, 4 tables.-- et al.Class switch recombination (CSR) and somatic hypermutation (SHM) are mechanistically related processes initiated by activation-induced cytidine deaminase. Here, we have studied the role of ataxia telangiectasia and Rad3-related protein (ATR) in CSR by analyzing the recombinational junctions, resulting from in vivo switching, in cells from patients with mutations in the ATR gene. The proportion of cells that have switched to immunoglobulin (Ig)A and IgG in the peripheral blood seems to be normal in ATR-deficient (ATRD) patients and the recombined S regions show a normal “blunt end-joining,” but impaired end joining with partially complementary (1–3 bp) DNA ends. There was also an increased usage of microhomology at the μ-α switch junctions, but only up to 9 bp, suggesting that the end-joining pathway requiring longer microhomologies (≥10 bp) may be ATR dependent. The SHM pattern in the Ig variable heavy chain genes is altered, with fewer mutations occurring at A and more mutations at T residues and thus a loss of strand bias in targeting A/T pairs within certain hotspots. These data suggest that the role of ATR is partially overlapping with that of ataxia telangiectasia–mutated protein, but that the former is also endowed with unique functional properties in the repair processes during CSR and SHM.This work was supported by the Swedish Research Council, the Swedish Society for Medical Research (SSMF), and the Swedish Doctors Association.Peer reviewe

Theory of Weakly Exothermic Oblique Detonations

A simplified formulation, based on treating the ratio of the heat release to the postshock thermal enthalpy as a small parameter, accommodating arbitrary chemistry descriptions, is shown to reproduce computationally the same variety of phenomena as more complex formulations for oblique detonations with supersonic postshock flow. The resulting small relative variations of velocity and thermodynamic properties across the reaction region are described by linearized Euler equations written in characteristic form, supplemented by the linearized Rankine-Hugoniot jump conditions across the leading shock. The simplified formulation is used to analyze the interaction of the oblique detonation with a weak vortex sheet, for an Arrhenius irreversible reaction with an activation energy large compared with the postshock thermal enthalpy. The analysis reveals that, as ß, the product of the activation energy and the heat release divided by the square of the postshock thermal enthalpy, increases through values of order unity, decaying spatial oscillations, found for small values, are replaced by persistent nonlinear oscillations of finite amplitude for larger values. Beyond a critical value of ß the growth of the oscillation amplitude leads to the development of a singularity at the shock, an explosion, consistent with the formation of a triple point. Many related problems can be clarified with this formulation.The work of D.M.-R. and C.H. was supported by the Spanish Ministry of Science through Grant No. ENE2015-65852-C2-1-R) and by the Fundación Iberdrola España through Grant No. BYNVua37crdy. The work of A.L.S. and F.A.W. was supported by the U.S. AFOSR Grant No. FA9550-16-1-0443

Physical Activity Practice, Sleeping Habits and Academic Achievement

There is a wide body of research that has identified the strong links between health behaviors and academic achievement. The media and official agencies strive to convey to schoolchildren and the public the need to show healthy lifestyles. However, it is striking that sleep habits have been considered in few occasions within healthy behaviors to be developed and promoted. Schools should encourage their students to be active because the effect of physical exercise will promote sleep and will positively affect the performance of academic tasks. Then, it is necessary to revitalize and establish the subject of Physical Education and Sport practice properly where the students can meet a minimum of 150 minutes of moderate-to-vigorous exercise per week. This approach will have a direct impact on the school children’s performance and health. Therefore, the key question is to decide whether educational centers must promote active lifestyles where sleep and exercise will be promoting or maintain schools where the body and body intelligence remain an irrelevant matter