GARCH models with leverage effect : differences and similarities

In this paper, we compare the statistical properties of some of the most popular GARCH models with leverage e?ect when their parameters satisfy the positivity, stationarity and nite fourth order moment restrictions. We show that the EGARCH speci cation is the most exible while the GJR model may have important limitations when restricted to have nite kurtosis. On the other hand, we show empirically that the conditional standard deviations estimated by the TGARCH and EGARCH models are almost identical and very similar to those estimated by the APARCH model. However, the estimates of the QGARCH and GJR models di?er among them and with respect to the other three speci cations

GARCH models with leverage effect : differences and similarities

In this paper, we compare the statistical properties of some of the most popular GARCH models with leverage effect when their parameters satisfy the positivity, stationarity and nite fourth order moment restrictions. We show that the EGARCH specication is the most exible while the GJR model may have important limitations when restricted to have nite kurtosis. On the other hand, we show empirically that the conditional standard deviations estimated by the TGARCH and EGARCH models are almost identical and very similar to those estimated by the APARCH model. However, the estimates of the QGARCH and GJR models differ among them and with respect to the other three specications.EGARCH, GJR, QGARCH, TGARCH, APARCH

A power efficient neural spike recording channel with data bandwidth reduction

This paper presents a mixed-signal neural spike recording channel which features, as an added value, a simple and low-power data compression mechanism. The channel uses a band-limited differential low noise amplifier and a binary search data converter, together with other digital and analog blocks for control, programming and spike characterization. The channel offers a self-calibration operation mode and it can be configured both for signal tracking (to raw digitize the acquired neural waveform) and feature extraction (to build a first-order PWL approximation of the spikes). The prototype has been fabricated in a standard CMOS 0.13μm and occupies 400μm×400μm. The overall power consumption of the channel during signal tracking is 2.8μW and increases to 3.0μW average when the feature extraction operation mode is programmed.Ministerio de Ciencia e Innovación TEC2009-08447Junta de Andalucía TIC-0281

Transcriptional Regulation and Epigenetic Mechanisms Underlying Host-Parasite Interactions in Human Malaria

Human malaria is one of the most important infectious diseases and a major cause of death and poverty worldwide. It is caused by protozoan parasites of the genus Plasmodium that are transmitted by the bites of mosquitoes of the genus Anopheles. The parasites Plasmodium falciparum and the mosquitoes Anopheles gambiae are the leading figures of this global burden, which disproportionally affects Africa and children under the age of five. To fulfill development and to achieve adaptation to changing environments in the human and mosquito hosts, Plasmodium parasites are capable of drastic transcriptional switches. The Anopheles mosquitoes are the main vectors for human malaria, and they can display phenotypic variability in life history traits, including vector competence or responses against Plasmodium. Yet, the transcriptional regulation underlying host parasite interactions in human malaria, particularly based on epigenetic mechanisms and regarding the life cycle in the mosquito, remain almost completely unknown. In this doctoral thesis, we have applied multi-omic approaches and bioinformatic analyses to investigate the regulatory genome of both P. falciparum and A. gambiae mosquitoes, associated with the Plasmodium development and interactions within hosts, and with the responses of Anopheles mosquitoes to the parasitic infection. We have integrated genomic, epigenomic and transcriptomic approach to unveil relevant cis-regulatory elements and to assay the relationship between gene expression levels and chromatin-related mechanisms, such as histone marks or chromatin accessibility levels. We applied different techniques to these organisms, integrating RNA-seq, ChIP-seq and ATAC-seq for the first time. We reported the positive correlation between transcription and chromatin accessibility by ATAC-seq or active histone marks by ChIP-seq. We also identified thousands of active regulatory sequences, including enhancer candidates, that appeared to be linked to Plasmodium developmental transitions or clonally variant gene expression within humans, or that in the case of mosquitoes seemed to be specific to tissues or Plasmodium infection status. Ultimately, these allowed us to predict cognate transcription factors. Altogether, we provide evidence for genome-wide mechanisms and regulatory regions that may be involved in the dynamic transcriptional regulation underlying host-parasite interactions between malaria parasites and the human and mosquito hosts. This is much required in the context of current efforts against malaria, to inform existing and new mosquito-control and anti-malaria strategies

Experimental study for the determination of the turbulence onset in natural convection on inclined plates

In June, 8th, 2009 the balloon-borne solar telescope SUNRISE was launched from the Swedish Space Corporation balloon facility Esrange. A telescope with a mirror of 1 m in diameter ob-served the Sun during six days until the mission was terminated in Canada. The design process of SUNRISE and of any optical telescope requires the analysis of the effect of surrounding air on the quality of images. The turbulence encountered in the local telescope environment de-grades its optical performance. This phenomenon called `seeing' consists of optical aberrations produced by density non-homogeneities in the air along the optical path. The refraction index of air changes due to thermal non-uniformities so that the wavefront incident on the mirror is randomly distorted, and therefore, images are altered. When telescope mirrors are heated, as it happens in solar telescopes, and therefore they are at a temperature different from the environment's, natural convection occurs. It is then crucial to know whether the flow in front of the mirror is laminar or turbulent. After reviewing the literature, it was found that the scattering of results about the onset of the transition gives only rough orders of magnitude of the values of the critical Grashof numbers. Aiming to obtain more information about it, the problem of determination of the turbulence onset in natural convection on heated inclined plates in air environment was experimentally revisited. The transition has been determined from hot wire velocity measurements. The onset of turbulence has been considered to take place where velocity perturbations start to grow. Experiments have shown that the onset depends not only on the Grashof number, but also on other parameters as the temperature difference between the heated plate and the surrounding air. A correlation between dimensionless Grashof and Reynolds numbers has been obtained, fitting extraordinarily well the experimental data. The results are obtained in terms of non-dimensional numbers, this way they apply to any air pressure and therefore to any floating altitud

Theoretical and Experimental Analysis of Stability Limits of Non-Axisymmetric Liquid Bridges under Microgravity Conditions

The stability of nonaxisymmetric liquid bridges under microgravity conditions is investigated. The influence on the stability of an almost cylindrical liquid bridge of axisymmetric effects like its volume, a small axial acceleration acting on it, and unequal-diameter supporting disks, as well as that of nonaxisymmetric perturbations like small lateral acceleration and noncoaxial supporting disks, has been analyzed by using standard bifurcation techniques. An expression for the maximum length of a liquid bridge, including all the above-mentioned effects, has been obtained. In addition, the effect on the stability of liquid bridges having noncoaxial supporting disks has been experimentally studied within the constraints of an Earth laboratory by using millimetric liquid bridges. Analytical and experimental results show that each one of the nonaxisymmetric perturbations like the ones here considered (lateral acceleration and eccentricity) can be, from the point of view of stability, as critical as axisymmetric perturbations. In addition, it is demonstrated that when both nonaxisymmetric perturbations are not negligible, the coupling of both perturbations can be a stabilizing effect on the liquid bridg

Comparing sample and plug-in moments in asymmetric Garch Models

The adequacy of GARCH models is often analyzed by comparing plug-in and sample kurtosis and autocorrelations of squares. We analyse the finite sample suitability of this comparison and show that it is not appropiate in general

A differentiable BLEU loss. Analysis and first results

In natural language generation tasks, like neural machine translation and image captioning, there is usually a mismatch between the optimized loss and the de facto evaluation criterion, namely token-level maximum likelihood and corpus-level BLEU score. This article tries to reduce this gap by defining differentiable computations of the BLEU and GLEU scores. We test this approach on simple tasks, obtaining valuable lessons on its potential applications but also its pitfalls, mainly that these loss functions push each token in the hypothesis sequence toward the average of the tokens in the reference, resulting in a poor training signal.Peer ReviewedPostprint (published version

Neural machine translation using bitmap fonts

Recently, translation systems based on neural networks are starting to compete with systems based on phrases. The systems which are based on neural networks use vectorial repre- sentations of words. However, one of the biggest challenges that machine translation still faces, is dealing with large vocabularies and morphologically rich languages. This work aims to adapt a neural machine translation system to translate from Chinese to Spanish, using as input different types of granularity: words, characters, bitmap fonts of Chinese characters or words. The fact of performing the interpretation of every character or word as a bitmap font allows for obtaining more informed vectorial representations. Best results are obtained when using the information of the word bitmap font.Postprint (published version