A nonparametric dimension test of the term structure

This paper addresses the problem of conducting a nonparametric test of the dimension of the state variable vector in a continuous-time term structure model. The paper shows that a bivariate diffusion function of the short rate process is a sufficient condition for the term structure to be driven by two stochastic factors. Using an easy-to-implement kernel smoothing method the number of state variables can be tested under very unrestrictive assumptions. The results suggest that continuous-time models for the US interest rates should contain at least two stochastic factors

A NONPARAMETRIC DIMENSION TEST OF THE TERM STRUCTURE

This paper addresses the problem of conducting a nonparametric test of the dimension of the state variable vector in a continuous-time term structure model. The paper shows that a bivariate diffusion function of the short rate process is a sufficient condition for the term structure to be driven by two stochastic factors. Using an easy-to-implement kernel smoothing method the number of state variables can be tested under very unrestrictive assumptions. The results suggest that continuous-time models for the US interest rates should contain at least two stochastic factors.

CAD of Stacked Patch Antennas Through Multipurpose Admittance Matrices From FEM and Neural Networks

In this work, a novel computer-aided design methodology for probe-fed, cavity-backed, stacked microstrip patch antennas is proposed. The methodology incorporates the rigor of a numerical technique, such as finite element methods, which, in turn, makes use of a newly developed procedure (multipurpose admittance matrices) to carry out a full-wave analysis in a given structure in spite of certain physical shapes and dimensions not yet being established. With the aid of this technique, we form a training set for a neural network, whose output is the desired response of the antenna according to the value of design parameters. Last, taking advantage of this neural network, we perform a global optimization through a genetic algorithm or simulated annealing to obtain a final design. The proposed methodology is validated through a real design whose numerical results are compared with measurements with good agreement

A Non-Parametric Dimension Test of the Term Structure

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 3, article 6.

The lifetime problem of evaporating black holes: mutiny or resignation

It is logically possible that regularly evaporating black holes exist in nature. In fact, the prevalent theoretical view is that these are indeed the real objects behind the curtain in astrophysical scenarios. There are several proposals for regularizing the classical singularity of black holes so that their formation and evaporation do not lead to information-loss problems. One characteristic is shared by most of these proposals: these regularly evaporating black holes present long-lived trapping horizons, with absolutely enormous evaporation lifetimes in whatever measure. Guided by the discomfort with these enormous and thus inaccessible lifetimes, we elaborate here on an alternative regularization of the classical singularity, previously proposed by the authors in an emergent gravity framework, which leads to a completely different scenario. In our scheme the collapse of a stellar object would result in a genuine time-symmetric bounce, which in geometrical terms amounts to the connection of a black-hole geometry with a white-hole geometry in a regular manner. The two most differential characteristics of this proposal are: i) the complete bouncing geometry is a solution of standard classical general relativity everywhere except in a transient region that necessarily extends beyond the gravitational radius associated with the total mass of the collapsing object; and ii) the duration of the bounce as seen by external observers is very brief (fractions of milliseconds for neutron-star-like collapses). This scenario motivates the search for new forms of stellar equilibrium different from black holes. In a brief epilogue we compare our proposal with a similar geometrical setting recently proposed by Haggard and Rovelli.Comment: 20 pages, 2 figures; v2: published version, references adde

Electromagnetism as an emergent phenomenon: a step-by-step guide

We give a detailed description of electrodynamics as an emergent theory from condensed-matter-like structures, not only {\it per se} but also as a warm-up for the study of the much more complex case of gravity. We will concentrate on two scenarios that, although qualitatively different, share some important features, with the idea of extracting the basic generic ingredients that give rise to emergent electrodynamics and, more generally, to gauge theories. We start with Maxwell's mechanical model for electrodynamics, where Maxwell's equations appear as dynamical consistency conditions. We next take a superfluid $^3$He-like system as representative of a broad class of fermionic quantum systems whose low-energy physics reproduces classical electrodynamics (Dirac and Maxwell equations as dynamical low-energy laws). An important lesson that can be derived from both analyses is that the vector potential has a microscopic physical reality and that it is only in the low-energy regime that this physical reality is blurred in favour of gauge invariance, which in addition turns out to be secondary to effective Lorentz invariance.Comment: 41 pages, 4 figures; v2: references added, version accepted for publicatio

Cosmology through gravitational lenses

In dieser Dissertation nutze ich den Gravitationslinseneffekt, um eine Reihe von kosmologischen Fragen zu untersuchen. Der Laufzeitunterschied des Gravitationslinsensystems HE1104-1805 wurde mit unterschiedlichen Methoden bestimmt. Zwischen den beiden Komponenten erhalte ich einen Unterschied von Delta_t(A-B) = -310 +-20 Tagen (2 sigma Konfidenzintervall). Außerdem nutze ich eine dreijährige Beobachtungskampagne, um den Doppelquasar Q0957+561 zu untersuchen. Die beobachteten Fluktuationen in den Differenzlichtkurven lassen sich durch Rauschen erklären, ein Mikrogravitationslinseneffekt wird zur Erklärung nicht benötigt...thesi

A nonparametric dimension test of the term structure

In an economy with multiple sources of risk, the short-term interest rate does not capture all the information that determines the conditional distribution of bond yields. This is also true for path-dependent term structure models. In either case, the current short rate level is not a sufficient statistic for the conditional density of future short rates. This paper studies the empirical relevance of both issues from a time-series nonparametric perspective. The analysis is formulated as a test for the dependence of the short rate drift and diffusion on variables other than the short rate, and exploits Ait-Sahalia, Bickel, and Stocker (2001) dimension reduction method. The paper explores the finite sample performance of the method and applies the test to US interest rate data. Results reject a single-factor Markovian model, although conclusions are sensitive to the choice of additional conditioning variables.Publicad

Síndromes rares en psicopatologia: revisió bibliogràfica i anàlisi bibliomètrica

Les anomenades «síndromes rares» són aquelles que per la seua etiologia, casuística, símptomes peculiars o escassa prevalença poblacional, no solen ser abordades per la literatura científica. L'objectiu del present treball ha estat realitzar una revisió bibliogràfica i una anàlisi bibliomètrica de es publicacions científiques que des de de 1970 fins a l'actualitat s'han dut a terme en relació a quatre d'aquestes síndromes: síndrome de Capgras, síndrome de Cotard, síndrome de Münchausen i Folie à deux. A partir de la consulta dels bases de dades PsycoDOC, PsycINFO i SCOPUS es presenten els resultats obtinguts sobre les característiques clíniques, l'epidemiologia, el curs, la comorbiditat, l'etiologia i l'abordatge terapèutic de cada trastorn. Així mateix, s'analitza l'evolució al llarg d'aquest període de temps en el nom de publicacions, els autors i països més productius, les revistes científiques que han aportat un major nombre de publicacions i els aspectes sobre cadascun d'aquests quatre trastorns que han generat més interès en els investigadors