Modeling Credit Spreads Using Nonlinear Regression

The term structure of credit spreads is studied with an aim to predict its future movements. A completely new approach to tackle this problem is presented, which utilizes nonlinear parametric models. The Brain-Cousens regression model with five parameters is chosen to describe the term structure of credit spreads. Further, we investigate the dependence of the parameter changes over time and the determinants of credit spreads.Comment: Poster presentation at IWSM 201

On the SNR Variability in Noisy Compressed Sensing

Compressed sensing (CS) is a sampling paradigm that allows to simultaneously measure and compress signals that are sparse or compressible in some domain. The choice of a sensing matrix that carries out the measurement has a defining impact on the system performance and it is often advocated to draw its elements randomly. It has been noted that in the presence of input (signal) noise, the application of the sensing matrix causes SNR degradation due to the noise folding effect. In fact, it might also result in the variations of the output SNR in compressive measurements over the support of the input signal, potentially resulting in unexpected non-uniform system performance. In this work, we study the impact of a distribution from which the elements of a sensing matrix are drawn on the spread of the output SNR. We derive analytic expressions for several common types of sensing matrices and show that the SNR spread grows with the decrease of the number of measurements. This makes its negative effect especially pronounced for high compression rates that are often of interest in CS.Comment: 4 pages + reference

Mehr Beitragsgerechtigkeit in der Gesetzlichen Krankenversicherung? - Mehr Beitragsgerechtigkeit zwischen den Krankenkassen?

--

First report of an entomopathogenic nematode from continental Portugal

In continental Portugal no information is available concerning the occurrence of entomopathogenic nematodes. During a survey in several different habitats from the southern regions of the country, several isolates where identified as Steinernema feltiae. This represents the first report of an entomopathogenic nematode genus for continental Portugal

Synthesis of new tacrine analogues from 4-amino-1H-pyrrole-3-carbonitrile

An easy preparation of 4-aminopyrrole-3-carbonitrile derivatives, and their transformation into new substituted pyrrolo[3,2-b]pyridines is described, in one step, via Friedländer reaction under microwave irradiation and classical heating methods. The use of microwave irradiation led to high conversion and shorter times.Fundação para a Ciência e a Tecnologia (FCT) - NMR Network, REEQ/ 630/QUI/2005, SFRH/BPD/31490/2006Fundo Europeu de Desenvolvimento Regional (FEDER