Linear filtering with fractional Brownian motion in the signal and observation processes

Integral equations for the mean-square estimate are obtained for the linear filtering problem, in which the noise generating the signal is a fractional Brownian motion with Hurst index h∈(3/4,1) and the noise in the observation process includes a fractional Brownian motion as well as a Wiener process. AMS subject classifications: 93E11, 60G20, 60G35

Import Elasticity with Government Intervention: A Time Series Cross Section Analysis of Seventy-Two Countries

The impact of government intervention on the behavior of a country's import market is investigated by focusing on the departure this intervention induces between excess and import demand functions. A formal model of government behavior is posited where government preferences are embodied in a country's import demand function. This function is related to its corresponding excess demand function through the domestic price to border price transmission elasticity. A pooled cross section data on 72 countries is used to estimate these function for wheat and rice. The results suggest that import demand elasticities are larger than their corresponding excess demand elasticities and that price transmission elasticities are less than unity. Differences in elasticities over time, regions and levels of nominal protection are also reported.International Relations/Trade,

A component-based approach to automated web service composition

There is great promise in the idea of having Web services available on the Internet, that can be flexibly composed to achieve more complex services, which can themselves then also be used as components in other contexts. However it is challenging to realise this idea, without essentially programming the composition using some process language such as WS-BPEL or OWL-S process descriptions. This paper presents a mechanism for specifying the external interface to composite and component services, and then deriving an appropriate internal model to realise a functioning composition. We present a conversation specification language for defining interaction protocols and investigate the issue of synchronous and asynchronous communication between the composite service and the component service

Searching for joint gains in automated negotiations based on multi-criteria decision making theory

It is well established by conflict theorists and others that successful negotiation should incorporate "creating value" as well as "claiming value." Joint improvements that bring benefits to all parties can be realised by (i) identifying attributes that are not of direct conflict between the parties, (ii) tradeoffs on attributes that are valued differently by different parties, and (iii) searching for values within attributes that could bring more gains to one party while not incurring too much loss on the other party. In this paper we propose an approach for maximising joint gains in automated negotiations by formulating the negotiation problem as a multi-criteria decision making problem and taking advantage of several optimisation techniques introduced by operations researchers and conflict theorists. We use a mediator to protect the negotiating parties from unnecessary disclosure of information to their opponent, while also allowing an objective calculation of maximum joint gains. We separate out attributes that take a finite set of values (simple attributes) from those with continuous values, and we show that for simple attributes, the mediator can determine the Pareto-optimal values. In addition we show that if none of the simple attributes strongly dominates the other simple attributes, then truth telling is an equilibrium strategy for negotiators during the optimisation of simple attributes. We also describe an approach for improving joint gains on non-simple attributes, by moving the parties in a series of steps, towards the Pareto-optimal frontier

Questioning and organization studies

This essay identifies a cleavage in the organisation literature that separates ‘questions’ and ‘questioning’ at a very fundamental philosophical level. On the one hand, the objective notion of ‘questions’ has already been well addressed within organization studies, evident in how scholars have scrutinized questions as objects of analysis; for example, paying close attention to the forms and functions of questions as instruments of research. More recently, the linguistic turn within the social sciences has influenced how organization studies researchers have considered organizations as discursive entities, with debate extending to the discursive nature of ‘questions’. On the other hand, the process of ‘questioning’ remains under-researched. From one perspective, questioning the process of questioning is challenging, but, as we submit, this is precisely where American pragmatism can be helpful. As we explore in this essay, the forward-looking quality of pragmatist inquiry is what motors the process of questioning. Our pragmatist-inflected argument is that questioning does not have to always serve critique and position building in the organization studies field. Rather, questioning out of curiosity can build new dialogue and open up new methodological avenues. This may help change the habitual ways in which we explore ideas, problems and situations in organization studies as well as lead to more democratic forms of organizing. Crucially, in this essay we are not looking for ultimate ‘answers’; rather we hope to excite discussion about questioning by giving prominence to something that is so ubiquitous and taken-for-granted as to be invisible to many of us as an object of inquiry

Drosophila RecQ4 Is Directly Involved in Both DNA Replication and the Response to UV Damage in S2 Cells.

The RecQ4 protein shows homology to both the S.cerevisiae DNA replication protein Sld2 and the DNA repair related RecQ helicases. Experimental data also suggest replication and repair functions for RecQ4, but the precise details of its involvement remain to be clarified.Here we show that depletion of DmRecQ4 by dsRNA interference in S2 cells causes defects consistent with a replication function for the protein. The cells show reduced proliferation associated with an S phase block, reduced BrdU incorporation, and an increase in cells with a subG1 DNA content. At the molecular level we observe reduced chromatin association of DNA polymerase-alpha and PCNA. We also observe increased chromatin association of phosphorylated H2AvD--consistent with the presence of DNA damage and increased apoptosis.Analysis of DmRecQ4 repair function suggests a direct role in NER, as the protein shows rapid but transient nuclear localisation after UV treatment. Re-localisation is not observed after etoposide or H₂O₂ treatment, indicating that the involvement of DmRecQ4 in repair is likely to be pathway specific.Deletion analysis of DmRecQ4 suggests that the SLD2 domain was essential, but not sufficient, for replication function. In addition a DmRecQ4 N-terminal deletion could efficiently re-localise on UV treatment, suggesting that the determinants for this response are contained in the C terminus of the protein. Finally several deletions show differential rescue of dsRNA generated replication and proliferation phenotypes. These will be useful for a molecular analysis of the specific role of DmRecQ4 in different cellular pathways

Involvement of opioid receptors and α2-Adrenoceptors in inhibitory pain modulation processes: A double-blind placebo-controlled crossover study

In healthy humans, high-frequency electrical stimulation (HFS) of the forearm not only evokes local signs of central sensitization but also triggers broader ipsilateral inhibitory influences on pain akin to a lateralized form of conditioned pain modulation. Paradoxically, some of these inhibitory influences are augmented by α2-adrenoceptor blockade. To determine whether opioid peptides mediate inhibitory effects after HFS, the opioid receptor antagonist naltrexone was coadministered orally with the α2-adrenoceptor antagonist yohimbine in 16 healthy women in a double-blind placebo-controlled crossover study. In each session, mechanical sensitivity in the forearms and forehead was assessed before and after HFS. In addition, pain ratings to electrical stimulation of HFS-treated or control sites in the forearm were assessed during and after painful stimulation of each temple. Unlike yohimbine alone, the naltrexone with yohimbine combination blocked analgesia evoked by HFS in the ipsilateral forehead to blunt pressure, and opposed the ipsilateral inhibitory effect of pain in the temple on electrically-evoked pain at the HFS-treated site in the forearm. These findings imply involvement of opioid peptides in an ipsilateral analgesic response that complements the more generalized form of conditioned pain modulation. Opioid mediation of this ipsilateral analgesic response appears to override opposing α2-adrenoceptor effects. Perspective HFS not only evokes local signs of central sensitization but also triggers a broader ipsilateral antinociceptive mechanism mediated by opioid receptors. Dysfunction of this lateralized pain modulation process might contribute to painful unilateral disorders such as migraine or complex regional pain syndrome