Test for long memory processes. A bootstrap approach

Many time series in diverse fields have been found to exhibit long memory. This paper analyzes the behavior of some of the most used tests for long memory: the R/S or rescaled R/S, the GPH (Geweke and Porter-Hudak) and the DFA (Detrended Fluctuation Analysis). Some of these tests exhibit size distortions in small-samples. It is well known that the bootstrap procedure may correct this fact. In this paper, size and power for those tests, for finite samples and different distributions such as normal, uniform and log-normal are investigated. In the case of short memory process, such as AR, MA and ARCH and long memory such as ARFIMA, p-values are calculated using the post-blackening, moving block bootstrap. The Monte Carlo studies suggest that the bootstrap critical values perform better. The results are applied to financial return time series.Long memory, bootstrap, p-value, size correction, Monte Carlo

What´s new and useful about chaos in economic science

La complejidad es una de las propiedades características del comportamiento económico. En este trabajo se exponen los principales conceptos y técnicas de la teoría del caos, analizando las distintas áreas de la ciencia económica desde el punto de vista de la complejidad y el caos. [ABSTRACT] Complexity is one of the most important characteristic properties of the economic behaviour. The new field of knowledge called Chaotic Dynamic Economics born precisely with the objective of understanding, structuring and explaining in an endogenous way such complexity. In this paper, and after scanning the principal concepts and techniques of the chaos theory, we analyze, principally, the different areas of Economic Science from the point of view of complexity and chaos, the main and most recent researches, and the present situation about the results and possibilities of achieving an useful application of those techniques and concepts in our field

Finanzas sostenibles: Entre todos y para todos

Proyecto en el que participan dos universidades: Universidad Complutense de Madrid y Universidad Rey Juan Carlos, y un Instituto de Enseñanza Secundario: Gerardo DiegoDepto. de Economía Aplicada, Pública y PolíticaFac. de Ciencias Económicas y EmpresarialesFALSEUniversidad Complutense de Madridsubmitte

Famílies botàniques de plantes medicinals

Facultat de Farmàcia, Universitat de Barcelona. Ensenyament: Grau de Farmàcia, Assignatura: Botànica Farmacèutica, Curs: 2013-2014, Coordinadors: Joan Simon, Cèsar Blanché i Maria Bosch.Els materials que aquí es presenten són els recull de 175 treballs d’una família botànica d’interès medicinal realitzats de manera individual. Els treballs han estat realitzat per la totalitat dels estudiants dels grups M-2 i M-3 de l’assignatura Botànica Farmacèutica durant els mesos d’abril i maig del curs 2013-14. Tots els treballs s’han dut a terme a través de la plataforma de GoogleDocs i han estat tutoritzats pel professor de l’assignatura i revisats i finalment co-avaluats entre els propis estudiants. L’objectiu principal de l’activitat ha estat fomentar l’aprenentatge autònom i col·laboratiu en Botànica farmacèutica

Registry of the Spanish network for systemic sclerosis: survival, prognostic factors, and causes of death

Systemic sclerosis (SSc) is a rare, multisystem disease showing a large individual variability in disease progression and prognosis. In the present study, we assess survival, causes of death, and risk factors of mortality in a large series of Spanish SSc patients. Consecutive SSc patients fulfilling criteria of the classification by LeRoy were recruited in the survey. Kaplan-Meier and Cox proportional-hazards models were used to analyze survival and to identify predictors of mortality. Among 879 consecutive patients, 138 (15.7%) deaths were registered. Seventy-six out of 138 (55%) deceased patients were due to causes attributed to SSc, and pulmonary hypertension (PH) was the leading cause in 23 (16.6%) patients. Survival rates were 96%, 93%, 83%, and 73% at 5, 10, 20, and 30 years after the first symptom, respectively. Survival rates for diffuse cutaneous SSc (dcSSc) and limited cutaneous SSc were 91%, 86%, 64%, and 39%; and 97%, 95%, 85%, and 81% at 5, 10, 20, and 30 years, respectively (log-rank: 67.63, P < 0.0001). The dcSSc subset, male sex, age at disease onset older than 65 years, digital ulcers, interstitial lung disease (ILD), PH, heart involvement, scleroderma renal crisis (SRC), presence of antitopoisomerase I and absence of anticentromere antibodies, and active capillaroscopic pattern showed reduced survival rate. In a multivariate analysis, older age at disease onset, dcSSc, ILD, PH, and SRC were independent risk factors for mortality. In the present study involving a large cohort of SSc patients, a high prevalence of disease-related causes of death was demonstrated. Older age at disease onset, dcSSc, ILD, PH, and SRC were identified as independent prognostic factors

Comparison of seven prognostic tools to identify low-risk pulmonary embolism in patients aged <50 years

publishersversionPeer reviewe

Association Between Preexisting Versus Newly Identified Atrial Fibrillation and Outcomes of Patients With Acute Pulmonary Embolism

Background Atrial fibrillation (AF) may exist before or occur early in the course of pulmonary embolism (PE). We determined the PE outcomes based on the presence and timing of AF. Methods and Results Using the data from a multicenter PE registry, we identified 3 groups: (1) those with preexisting AF, (2) patients with new AF within 2 days from acute PE (incident AF), and (3) patients without AF. We assessed the 90-day and 1-year risk of mortality and stroke in patients with AF, compared with those without AF (reference group). Among 16 497 patients with PE, 792 had preexisting AF. These patients had increased odds of 90-day all-cause (odds ratio [OR], 2.81; 95% CI, 2.33-3.38) and PE-related mortality (OR, 2.38; 95% CI, 1.37-4.14) and increased 1-year hazard for ischemic stroke (hazard ratio, 5.48; 95% CI, 3.10-9.69) compared with those without AF. After multivariable adjustment, preexisting AF was associated with significantly increased odds of all-cause mortality (OR, 1.91; 95% CI, 1.57-2.32) but not PE-related mortality (OR, 1.50; 95% CI, 0.85-2.66). Among 16 497 patients with PE, 445 developed new incident AF within 2 days of acute PE. Incident AF was associated with increased odds of 90-day all-cause (OR, 2.28; 95% CI, 1.75-2.97) and PE-related (OR, 3.64; 95% CI, 2.01-6.59) mortality but not stroke. Findings were similar in multivariable analyses. Conclusions In patients with acute symptomatic PE, both preexisting AF and incident AF predict adverse clinical outcomes. The type of adverse outcomes may differ depending on the timing of AF onset.info:eu-repo/semantics/publishedVersio

Multiancestry analysis of the HLA locus in Alzheimer’s and Parkinson’s diseases uncovers a shared adaptive immune response mediated by HLA-DRB1*04 subtypes

Across multiancestry groups, we analyzed Human Leukocyte Antigen (HLA) associations in over 176,000 individuals with Parkinson’s disease (PD) and Alzheimer’s disease (AD) versus controls. We demonstrate that the two diseases share the same protective association at the HLA locus. HLA-specific fine-mapping showed that hierarchical protective effects of HLA-DRB1*04 subtypes best accounted for the association, strongest with HLA-DRB1*04:04 and HLA-DRB1*04:07, and intermediary with HLA-DRB1*04:01 and HLA-DRB1*04:03. The same signal was associated with decreased neurofibrillary tangles in postmortem brains and was associated with reduced tau levels in cerebrospinal fluid and to a lower extent with increased Aβ42. Protective HLA-DRB1*04 subtypes strongly bound the aggregation-prone tau PHF6 sequence, however only when acetylated at a lysine (K311), a common posttranslational modification central to tau aggregation. An HLA-DRB1*04-mediated adaptive immune response decreases PD and AD risks, potentially by acting against tau, offering the possibility of therapeutic avenues

Economía dinámica caótica : una aplicación al mercado de capitales español

En la tesis se explican los conceptos fundamentales de la teoría del caos y se exponen los distintos métodos para comprobar la existencia del mismo, proponiéndose, además, tests para detectar la no linealidad, la no normalidad y la persistencia en una serie temporal. Se propone un modelo bursátil simple, basado en el comportamiento de los agentes, que puede generar movimientos caóticos en los precios de los activos. Así mismo, se aplican los métodos anteriormente citados, a las series de cotizaciones bursátiles del índice general de la bolsa de madrid y del ibex 35. Se demuestra que ambas series son persistentes y presentan ciclos no periódicos, cuantificando la duración de los mismos mediante dos métodos: el análisis espectral y el análisis rango-desviación típica. Por ultimo, se demuestra que ambas series son no lineales y que existen indicios de caos en las misma