Sobre la convergencia del modelo GARCH(1,1)-M al movimiento geométrico browniano con reversión a la media

This paper shows, under certain conditions, the convergence of the GARCH (1.1)-M model to the geometric Brownian motion with mean reversion (diffusion GARCH process). The importance from this result is that the problem of inference on the parameters of the valuation models of options with stochastic volatility can be reduced by estimating the model GARCH (1.1)-M. It is also carried out a discussion on the assumptions that ensure the existence and uniqueness of the limit process. Finally, it is provided a quick demonstration of the convergence, which is less formal, but more intuitive and easy to remember.Convergencia de procesos estocásticos, valuación de derivados, volatilidad estocástica

Measurement of the neutron-induced fission cross section of 230Th at the CERN n_TOF facility

Euratom "Support safe operation of nuclear systems" program MIS 5033021European Union (EU) European Social Fund (ESF)Greek national funds through the action 84755

How Evolutionary Visual Software Analytics Supports Knowledge Discovery

[EN] Evolutionary visual software analytics is a specialization of visual analytics. It is aimed at supporting software maintenance processes by aiding the understanding and comprehension of software evolution with the active participation of users. Therefore, it deals with the analysis of software projects that have been under development and maintenance for several years and which are usually formed by thousands of software artifacts,which are also associated to logs from communications, defect-tracking and software configuration management systems. Accordingly, evolutionary visual software analytics aims to assist software developers and software project managers by means of an integral approach that takes into account knowledge extraction techniques as well as visual representations that make use of interaction techniques and linked views. Consequently,this paper discusses the implementation of an architecture based on the evolutionary visual software analytics process and how it supports knowledge discovery during software maintenance tasks.[ES] Analítica de software visual evolutivos es una especialización de la analítica visual. Está dirigido a apoyar los procesos de mantenimiento de software, ayudando al entendimiento y la comprensión de la evolución del software, con la participación activa de los usuarios. Por lo tanto, tiene que ver con el análisis de los proyectos de software que han estado bajo desarrollo y mantenimiento por varios años y que por lo general están formados por miles de artefactos de software, que también están asociadas a los registros de las comunicaciones, seguimiento de defectos y sistemas de gestión de configuración de software. En consecuencia, la analítica de software visual evolutivos tiene como objetivo ayudar a los desarrolladores de software y administradores de proyectos de software a través de un enfoque integral que tenga en cuenta las técnicas de extracción de conocimiento, así como representaciones visuales que hacen uso de técnicas de interacción y vistas enlazadas. En consecuencia, en este documento se analiza la implementación de una arquitectura basada en el proceso de analítica de software visual evolutivos y la forma en que apoya el descubrimiento de conocimiento durante las tareas de mantenimiento de softwar

New detection systems for an enhanced sensitivity in key stellar (n,γ) measurements

Neutron capture cross-section measurements are fundamental in the study of astrophysical phenomena, such as the slow neutron capture (s-) process of nucleosynthesis operating in red-giant and massive stars. However, neutron capture measurements via the time-of-flight (TOF) technique on key s-process nuclei are often challenging. Difficulties arise from the limited mass (∼mg) available and the high sample-related background in the case of the unstable s-process branching points. Measurements on neutron magic nuclei, that act as s-process bottlenecks, are affected by low (n,γ) cross sections and a dominant neutron scattering background. Overcoming these experimental challenges requires the combination of facilities with high instantaneous flux, such as n_TOFEAR2, with detection systems with an enhanced detection sensitivity and high counting rate capabilities. This contribution reviews some of the latest detector developments in detection systems for (n,γ) measurements at n_TOF, such as i-TED, an innovative detection system which exploits the Compton imaging technique to reduce the dominant neutron scattering background and s-TED, a highly segmented total energy detector intended for high flux facilities. The discussion will be illustrated with results of the first measurement of key the s-process branching-point reaction 79Se(n,γ).European Research Council (ERC)European Union’s Horizon 2020 research and innovation programme (ERC Consolidator Grant project HYMNS, with grant agreement No. 681740)FJC2020-044688-IICJ220-045122-I funded by MCIN/AEI/ 10.13039/501100011033European Union NextGenerationEU/PRTRSpanish Ministerio de Ciencia e Innovación under grants PID2019- 104714GB-C21FPA2017-83946-C2-1-P, FIS2015-71688-ERCPIE-201750I26CERN policy in matters of scientific publications, the n_TOF Collaboratio

First measurement of the 94Nb(n,γ) cross section at the CERN n_TOF facility

One of the crucial ingredients for the improvement of stellar models is the accurate knowledge of neutron capture cross-sections for the different isotopes involved in the s-,r- and i- processes. These measurements can shed light on existing discrepancies between observed and predicted isotopic abundances and help to constrain the physical conditions where these reactions take place along different stages of stellar evolution. In the particular case of the radioactive 94Nb, the 94Nb(n,γ) cross-section could play a role in the determination of the s-process production of 94Mo in AGB stars, which presently cannot be reproduced by state-of-the-art stellar models. There are no previous 94Nb(n,γ) experimental data for the resolved and unresolved resonance regions mainly due to the difficulties in producing highquality samples and also due to limitations in conventional detection systems commonly used in time-of-flight experiments. Motivated by this situation, a first measurement of the 94Nb(n,γ) reaction was carried out at CERN n_TOF, thereby exploiting the high luminosity of the EAR2 area in combination with a new detection system of small-volume C6D6-detectors and a high quality 94Nb-sample. The latter was based on hyper-pure 93Nb material activated at the high-flux reactor of ILL-Grenoble. An innovative ring-configuration detection system in close geometry around the capture sample allowed us to significantly enhance the signal-to-background ratio. This set-up was supplemented with two conventional C6D6-detectors and a highresolution LaCl3(Ce)-detector, which will be employed for addressing reliably systematic effects and uncertainties. At the current status of the data analysis, 18 resonance in 94Nb+n have been observed for the first time in the neutron energy range from thermal up to 10 keV.European Research Council (ERC)European Union’s Horizon 2020 research and innovation programme (ERC Consolidator Grant project HYMNS, with grant agreement No. 681740)ICJ220-045122-IMCIN/AEI/ 10.13039/501100011033European Union NextGenerationEU/PRTRSpanish Ministerio de Ciencia e Innovación under grants PID2019-104714GB-C21, FPA2017-83946-C2-1-P, FIS2015-71688-ERCCSICPIE-201750I2

Agronomic characterization of pigmented native corn populations (Zea mays L.)

ABSTRACT Objective: We performed the agronomical characterization of 52 pigmented corn populations from the state of Coahuila in order to identify those with outstanding agronomical potential and also to establish the genetic background of a breeding program focused in the improvement of varieties with grain yield potential, adaptation capacity to the regional production conditions and of superior nutritional and bioactive contents. Design/methodology: Through an incomplete block design in an alpha lattice arrangement, we evaluated two experiments in two representative locations of the southeastern agricultural area of Coahuila: a) Yellow populations, mostly from Tuxpeño, Ratón and Tuxpeño Norteño races and b) Anthocyanic populations (blue, red and purple), mainly represented by Cónico Norteño, Elotes Cónicos and Ratón races. Results: The results showed a contrasting environmental effect between locations, with differences in grain yield up to 78 %; a 25 days’ difference in flowering, 53 cm in plant height and up to 8 plants without ear; this performance was due to the agricultural potential of each location. We observed that in both locations the yellow populations outstanding by their superior performance were: from the Tuxpeño race: COAH068, COAH089, COAH177 and COAH215, and Celaya race: COAH075. The outstanding anthocyanin populations were: Ratón race: COAH23 and COAH203, Elotes Cónicos race: COAH246 and COAH019, and Elotes Occidentales race: COAH021. Also we found populations with adaptation to a location. Conclusions: We consider that among the diversity of the pigmented corn from Coahuila there are populations of superior agronomic expression that could be used as the genetic background to improve the production and the nutritional quality of the grain and the food products that can be derived from them.Objective: To characterize agronomically 52 populations of pigmented native corn (Zea mays L.) from Coahuila, Mexico, in order to identify varieties with outstanding agronomic potential and to establish an improvement program with potential for grain yield, with the ability to adapt, and superior nutritional bioactive content. Design/Methodology: Two experiments were evaluated through an incomplete block design in lattice alpha arrangement, in two localities that are representative of the agricultural area of southeastern Coahuila: a) Yellow populations, mostly of Tuxpeño, Ratón and Tuxpeño Norteño; and b) Anthocyanin populations (blue, red and purple), represented primarily by Cónico Norteño, Elotes Cónicos and Ratón. Results: There is an environmental effect that contrasts between localities, with differences in grain yield of up to 78%; 25 days of difference in flowering, 53 cm in plant height, and up to seven plants without cobs. The response was product of the agricultural potential in each locality. The outstanding yellow populations due to their superior yield expression in both localities were the landraces Tuxpeño: COAH068, COAH089, COAH177 and COAH215, and Celaya: COAH075. The outstanding anthocyanin populations were Ratón: COAH23 and COAH203; Elotes Cónicos: COAH246 and COAH019; and Elotes Occidentales: COAH021; in addition, the study found populations adapted to a locality. Conclusion: Among the diversity of the pigmented native corn in Coahuila, there are populations with superior agronomic expression that can be the basis for improving the production, the nutritional quality of the grain, and therefore, of its byproducts

New perspectives for neutron capture measurements in the upgraded CERN-n_TOF Facility

This work has been carried out in the framework of a project funded by the European Research Council (ERC) under the European Union ' s Horizon 2020 research and innovation programme (ERC Consolidator Grant project HYMNS, with grant agreement No. 681740). This work was supported by grant FJC2020-044688-I funded by MCIN/AEI/10.13039/501100011033 and by European Union NextGenerationEU/PRTR. The authors acknowledge support from the Spanish Ministerio de Ciencia e Innovacion under grants PID2019-104714GB-C21, FPA2017-83946-C2-1-P, FIS2015-71688-ERC, CSIC for funding PIE-201750I26.The n_TOF facility has just undergone in 2021 a major upgrade with the installation of its third generation spallation target that has been designed to optimize the performance of the two n_TOF time-of-flight lines. This contribution describes the key features and limitations for capture measurements in the two beam lines prior to the target upgrade and presents first results of (n,gamma) measurements carried out as part of the commissioning of the upgraded facility. In particular, the energy resolution, a key factor for both increasing the signal-to background ratio and obtaining accurate resonance parameters, has been clearly improved for the 20 m long vertical beam-line with the new target design while keeping the remarkably high resolution of the long beamline n_TOF-EAR1. The improvements in the n_TOF neutron beam-lines need to be accompanied by improvements in the instrumentation. A review is given on recent detector R&D projects aimed at tackling the existing challenges and further improving the capabilities of this facility.European Research Council (ERC)European Union's Horizon 2020 research and innovation programme HYMNS 681740MCIN/AEI FJC2020-044688-IEuropean Union (EU)Instituto de Salud Carlos III Spanish Government PID2019-104714GB-C21, FPA2017-83946-C2-1-P, FIS2015-71688-ERCCSIC PIE-201750I2