Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series

In this paper, three new algorithms are introduced in order to explore long memory in financial time series. They are based on a new concept of fractal dimension of a curve. A mathematical support is provided for each algorithm and its accuracy is tested for different length time series by Monte Carlo simulations. In particular, in the case of short length series, the introduced algorithms perform much better than the classical methods. Finally, an empirical application for some stock market indexes as well as some individual stocks is presented

La evaluación del Plan Nacional de Evaluación y Calidad Universitaria desde la Grounded Theory

Los profundos cambios que se han producido en las últimas dos décadas en las universidades europeas han facilitado que se pase del paradigma de cantidad al de calidad. Es decir, hace unos años el objetivo prioritario consistió en posibilitar un mayor acceso de estudiantes a la universidad; en la actualidad, y una vez alcanzado este primer objetivo, lo que se persigue es mejorar los servicios que la universidad presta a la sociedad. Una de las herramientas para conseguir este cambio, y con ello transformar la cultura universitaria, ha sido la institucionalización de la evaluación, entendida como una herramienta para la mejora continua. En España, no es hasta 1995 cuando se aprueba el Plan Nacional de Evaluación de la Calidad Universitaria, que ha concluido recientemente. Transcurridos unos años desde su aprobación, se ha realizado un profundo análisis del mismo, más concretamente, se ha metaevaluado el Plan para conocer cuáles han sido sus logros y desaciertos y proponer soluciones.The deep changes that have taken place in the Europeans Universities in the last two decades, have provoked a change of the paradigm of quantity to the one of quality. It means, that many years ago the prioritary aim consisted in making the access of the students to University as big as possible. Once reached this aim, nowadays, the services reddered to society by the University are pursued. One of the tools to achieve this change and transform the university culture, has been the institucionalization of the evaluation, which must be understood as a tool for a continuous improvement. In Spain, this has not happened until 1995, year in which a General Plan for the Evaluation of the University Quality was approved. This plan has been recently concluded. After a few years since its passing, a deep analysis of this plan has been made. To be precise, the plan has been metaeveluated to know which have been its successes and mistakes, and propose different solutions for them

Diffusive and Arrestedlike Dynamics in Currency Exchange Markets

This work studies the symmetry between colloidal dynamics and the dynamics of the Euro–U.S. dollar currency exchange market (EURUSD). We consider the EURUSD price in the time range between 2001 and 2015, where we find significant qualitative symmetry between fluctuation distributions from this market and the ones belonging to colloidal particles in supercooled or arrested states. In particular, we find that models used for arrested physical systems are suitable for describing the EURUSD fluctuation distributions. Whereas the corresponding mean-squared price displacement (MSPD) to the EURUSD is diffusive for all years, when focusing in selected time frames within a day, we find a two-step MSPD when the New York Stock Exchange market closes, comparable to the dynamics in supercooled systems. This is corroborated by looking at the price correlation functions and non-Gaussian parameters and can be described by the theoretical model. We discuss the origin and implications of this analogy

TRPV4 channel is involved in the coupling of fluid viscosity changes to epithelial ciliary activity

Autoregulation of the ciliary beat frequency (CBF) has been proposed as the mechanism used by epithelial ciliated cells to maintain the CBF and prevent the collapse of mucociliary transport under conditions of varying mucus viscosity. Despite the relevance of this regulatory response to the pathophysiology of airways and reproductive tract, the underlying cellular and molecular aspects remain unknown. Hamster oviductal ciliated cells express the transient receptor potential vanilloid 4 (TRPV4) channel, which is activated by increased viscous load involving a phospholipase A2–dependent pathway. TRPV4-transfected HeLa cells also increased their cationic currents in response to high viscous load. This mechanical activation is prevented in native ciliated cells loaded with a TRPV4 antibody. Application of the TRPV4 synthetic ligand 4α-phorbol 12,13-didecanoate increased cationic currents, intracellular Ca2+, and the CBF in the absence of a viscous load. Therefore, TRPV4 emerges as a candidate to participate in the coupling of fluid viscosity changes to the generation of the Ca2+ signal required for the autoregulation of CBF

Calculating a Drop in Carbon Emissions in the Strait of Gibraltar (Spain) from Domestic Shipping Traffic Caused by the COVID-19 Crisis

As a consequence of the COVID-19 pandemic, the Spanish government declared a State of Emergency, and domestic passenger ship traffic was restricted in Spanish ports. This manuscript presents scenarios of emissions from domestic shipping traffic in the seas of the Strait of Gibraltar (Spain) over three months of the COVID-19 pandemic. Emissions were estimated for only 90 days of the pandemic, and two scenarios were studied: emissions while vessels were berthed at the Algeciras Port and emissions as a consequence of the interruption of passenger ship transportation in the Strait of Gibraltar. To this end, the authors' own model was used, which has near zero uncertainties. This model was used for the first time in this study and takes into account both meteorological and sea condition parameters, as well as the efficiency of the propulsion system. The manuscript concentrates on the emissions of greenhouse gases (GHGs), nitrogen oxides (NOx), sulphur oxides (SOx), carbon dioxide (CO2), and particulate matter (PM) from six Ro-Pax ships that ceased to operate. The main finding is that as a consequence of the pandemic, reductions of up to 12% were found in the Strait of Gibraltar in all the pollutants and GHGs when taking into account all international traffic, while the decrease in emissions from domestic traffic only reached 51%

Estudio mineralógico de los sedimentos de la Laguna de El Hito (Cuenca)

Trabajo presentado en la XXXVII Reunión de la Sociedad Española de Mineralogía (SEM)celebrada en Madrid (España) el día 12 de Julio de 2018, en la Facultad de Ciencias Geológicas de la Universidad Complutense de MadridPeer reviewe

The Influence of Emissions from Maritime Transport on Air Quality in the Strait of Gibraltar (Spain)

Gaseous and particulate emissions from oceangoing ships have a significant effect on the quality of air in cities. This study estimates mainly the influence of NOx, SOx, and particulate matter (PM2.5) on air quality in the Strait of Gibraltar (Spain) using the authors' own Ship's Energy and Emissions Model (SENEM) and the California Puff air quality model (CALPUFF) in 2017. The Algeciras Bay Industrial Zone recorded the highest levels of pollutants, and the Palmones area was identified as a major hotspot, with mean daily ship-sourced SOx concentrations >215 mu g/m(3), while the highest concentrations of PM10 reached 8.5 mu g/m(3) inside the Strait, and the mean yearly contribution of PM2.5 reached 0.86 mu g/m(3) in the city of Algeciras. The incidence of maritime traffic emissions on the levels of particle emissions, CO, HC, NMVOC, and CO2 reached values of up to 20-25% in all the receivers defined in the study

Polarización cruzada en la construcción de modelos 3D fotogramétricos: medida y control de la calidad colorimétrica

Resumen del trabajo presentado al XIII Congreso Ibérico de Arqueometría, celebrado en la Universidad del Algarve del 16 al 19 de octubre de 2019.La construcción de modelos 3D de objetos arqueológicos mediante fotogrametría es difícil cuando el objeto tiene una superficie con reflectancia no lambertiana y muestra brillos intensos. La ubicación de dichos brillos no es coherente en el conjunto de fotografías, cambiando de posición e intensidad según las posiciones relativas de la cámara, las luces y el objeto. La polarización cruzada es una técnica de iluminación que permite reducir o eliminar este problema. Sin embargo, el uso de luz polarizada y de filtros modifica los colores y el contraste de los objetos, con lo que construir un modelo con color fiel se complica. En este trabajo describimos esta técnica de iluminación y analizamos sus ventajas y problemas, con una propuesta para la medida y control de la fidelidad colorimétrica

Medida y control de la fidelidad de color en los modelos 3D

Resumen del trabajo presentado al XIII Congreso Ibérico de Arqueometría, celebrado en la Universidad del Algarve del 16 al 19 de octubre de 2019.La calibración del color es un procedimiento habitual en la fotografía de objetos arqueológicos y existen herramientas suficientes para garantizar una reproducción fiel digital o analógica. Los modelos 3D obtenidos tanto fotográficamente como mediante escáneres no han llegado aun a este desarrollo y frecuentemente se construyen sin prestar suficiente atención a la calidad colorimétrica del resultado final. En este trabajo realizamos ensayos con los objetivos de medir y conocer la calidad del color de los modelos de objetos arqueológicos y de detectar en que parte del flujo de trabajo pueden presentarse los problemas de pérdida de fidelidad. Se propone una métrica específica para medir la fidelidad del color aplicada a estos modelos y se planea un flujo de trabajo para garantizar esta fidelidad tanto en modelos fotogramétricos como escaneados

Effectiveness of a gamified digital intervention based on lifestyle modification (iGAME) in secondary prevention: a protocol for a randomised controlled trial

Introduction Combating physical inactivity and reducing sitting time are one of the principal challenges proposed by public health systems. Gamification has been seen as an innovative, functional and motivating strategy to encourage patients to increase their physical activity (PA) and reduce sedentary lifestyles through behaviour change techniques (BCT). However, the effectiveness of these interventions is not usually studied before their use. The main objective of this study will be to analyse the effectiveness of a gamified mobile application (iGAME) developed in the context of promoting PA and reducing sitting time with the BCT approach, as an intervention of secondary prevention in sedentary patients.Methods and analysis A randomised clinical trial will be conducted among sedentary patients with one of these conditions: non-specific low back pain, cancer survivors and mild depression. The experimental group will receive a 12-week intervention based on a gamified mobile health application using BCT to promote PA and reduce sedentarism. Participants in the control group will be educated about the benefits of PA. The International Physical Activity Questionnaire will be considered the primary outcome. International Sedentary Assessment Tool, EuroQoL-5D, MEDRISK Instruments and consumption of Health System resources will be evaluated as secondary outcomes. Specific questionnaires will be administered depending on the clinical population. Outcomes will be assessed at baseline, at 6 weeks, at the end of the intervention (12 weeks), at 26 weeks and at 52 weeks.Ethics and dissemination The study has been approved by the Portal de Ética de la Investigación Biomédica de Andalucía Ethics Committee (RCT-iGAME 24092020). All participants will be informed about the purpose and content of the study and written informed consent will be completed. The results of this study will be published in a peer-reviewed journal and disseminated electronically and in print.Trial registration number NCT0401911