The effectiveness of the combined use of VIX and Support Vector Machines on the prediction of S&P 500

The aim of this research is to analyse the effectiveness of the Chicago Board Options Exchange Market Volatility Index (VIX) when used with Support Vector Machines (SVMs) in order to forecast the weekly change in the S&P 500 index. The data provided cover the period between 3 January 2000 and 30 December 2011. A trading simulation is implemented so that statistical efficiency is complemented by measures of economic performance. The inputs retained are traditional technical trading rules commonly used in the analysis of equity markets such as Relative Strength Index, Moving Average Convergence Divergence, VIX and the daily return of the S&P 500. The SVM identifies the best situations in which to buy or sell in the market. The two outputs of the SVM are the movement of the market and the degree of set membership. The obtained results show that SVM using VIX produce better results than the Buy and Hold strategy or SVM without VIX. The influence of VIX in the trading system is particularly significant when bearish periods appear. Moreover, the SVM allows the reduction in the Maximum Drawdown and the annualised standard deviation.     

Calmodulin Supports TRPA1 Channel Association with Opioid Receptors and Glutamate NMDA Receptors in the Nervous Tissue

Transient receptor potential ankyrin member 1 (TRPA1) belongs to the family of thermo TRP cation channels that detect harmful temperatures, acids and numerous chemical pollutants. TRPA1 is expressed in nervous tissue, where it participates in the genesis of nociceptive signals in response to noxious stimuli and mediates mechanical hyperalgesia and allodynia associated with different neuropathies. The glutamate N-methyl-d-aspartate receptor (NMDAR), which plays a relevant role in allodynia to mechanical stimuli, is connected via histidine triad nucleotide-binding protein 1 (HINT1) and type 1 sigma receptor (σ1R) to mu-opioid receptors (MORs), which mediate the most potent pain relief. Notably, neuropathic pain causes a reduction in MOR antinociceptive efficacy, which can be reversed by blocking spinal NMDARs and TRPA1 channels. Thus, we studied whether TRPA1 channels form complexes with MORs and NMDARs that may be implicated in the aforementioned nociceptive signals. Our data suggest that TRPA1 channels functionally associate with MORs, delta opioid receptors and NMDARs in the dorsal root ganglia, the spinal cord and brain areas. These associations were altered in response to pharmacological interventions and the induction of inflammatory and also neuropathic pain. The MOR-TRPA1 and NMDAR-TRPA1 associations do not require HINT1 or σ1R but appear to be mediated by calcium-activated calmodulin. Thus, TRPA1 channels may associate with NMDARs to promote ascending acute and chronic pain signals and to control MOR antinociception.     

Dehydrogenation of Light Alkanes Over Rhenium Catalysts on Conventional and Mesoporous MFI Supports

Recently, Re/HZSM-5 (Si/Al = 15) was shown to be an efficient catalyst for ethane dehydrogenation and aromatization at 823 K and atmospheric pressure. In this reaction, the major initial products were benzene, toluene and xylene (BTX), but increasing amounts of ethene were produced with time on stream due to deactivation of the catalyst. We show that by use of rhenium impregnated MFI supports with very few or no acidic sites (Si/Al > 500), highly selective ethane dehydrogenation catalysts are obtained with ethene selectivities of 98%. By use of mesoporous MFI supports (Si/Al >500) the lifetime of the catalyst appears to be slightly improved compared to conventional MFI crystals. The beneficial effect of a mesoporous MFI support is convincingly demonstrated in propane dehydrogenation, where both conversion and selectivities on the mesoporous MFI (Si/Al > 500) impregnated with Re are significantly higher than on Re supported on a comparable conventional MFI support.     

Eicosapentaenoic acid (20∶5n-3) from the marine microalgaPhaeodactylum tricornutum

Eicosapentaenoic acid (EPA, 20∶5n-3) was obtained from the marine microalgaePhaeodactylum tricornutum by a three-step process: fatty acid extraction by direct saponification of biomass, polyunsaturated fatty acid (PUFA) concentration by formation of urea inclusion compounds, and EPA isolation by semipreparative high-performance liquid chromatography (HPLC). Alternatively, EPA was obtained by a similar two-step process without the PUFA concentration step by the urea method. Direct saponification of biomass was carried out with two solvents that contained KOH for lipid saponification. An increase in yield was obtained because the problems associated with emulsion formation were avoided by separating the biomass from the soap solution before adding hexane for extraction of insaponifiables. The most efficient solvent, ethanol (96%) at 60°C for 1 h, extracted 98.3% of EPA. PUFA were concentrated by the urea method with a urea/fatty acid ratio of 4∶1 at a crystallization temperature of 28°C and by using methanol and ethanol as urea solvents. An EPA concentration ratio of 1.73 (55.2∶31.9) and a recover yield of 78.6% were obtained with methanol as the urea solvent. This PUFA concentrate was used to obtain 93.4% pure EPA by semipreparative HPLC with a reverse-phase, C₁₈, 10 mm i.d.×25-cm column and methanol/water (1% acetic acid), 80∶20 w/w, as the mobile phase. Eighty-five percent of EPA loaded was recovered, and 65.7% of EPA present inP. tricornutum biomass was recovered in highly pure form by this three-step downstream process. Alternatively, 93.6% pure EPA was isolated from the fatty acid extract (without the PUFA concentration step) with 100% EPA recovery yield. This two-step process increases the overall EPA yield to 98.3%, but it is only possible to obtain 20% as much EPA as that obtained by three-step downstream processing.     

Al ionic radius influence on molecular dynamics simulations ofγ-Al2O3

Molecular dynamics (MD) simulations of-Al₂O₃, using a pairwise additive interaction potential of Pauling's type with four different radii for aluminum atoms, were analysed in order to determine the influence of the radius on the modification of coordination numbers of A1 relative to the ideal structure, at two different temperatures of 300 and 1500 K. It is found that the best choice is the radius of penta-coordinated aluminum, reproducing structural and vibrational properties of the compound in excellent agreement with experimentally observed properties.     

Plasma desorption mass spectrometry, an analytical tool in protein engineering: characterization of modified insulins

Californium-252 plasma desorption mass spectrometry (PDMS) hasbeen employed for the characterization of a series of humaninsulin derivatives in order to evaluate the performance ofthis technique as an analytical tool in protein engineering.Several of the characterized modifications result in a 1 a.m.u.mass change. The precision in mass determination obtainableby PDMS analysis is not sufficient for unambiguous verificationof such modifications based on the molecular weight alone. Itis, however, possible to carry out in situ enzymatic digestionof the sample. Subsequent PDMS analysis will in most cases revealif the modification has been introduced as intended.     

ALKYD PAINT WASTE CHARACTERIZATION AND DISTILLATION

In the present study the characterization and distillation of alkyd paint waste have been carried out in order to establish the technical viability of organic solvents recovery and to decide upon the best environmental management for the waste stream from a paint spray-booth application in an automotive component factory. The paint is a black primer based on an alkyd resin with toluene and xylene as solvents, black carbon as pigment, fillers, and other minor components.

The paint, paint wastes, and distillation wastes have been characterized by determination of the physicochemical properties of the solid (solvents content and flash point) and determination of ecotoxicity (EC₅₀), total organic carbon (TOC), and metals concentration of the leachates. The highly volatile matter (HVM) content, determined by the weight loss at 200°C, has been used as a parameter to relate with the hazardous wastes regulations based on the characterization parameters EC₅₀, TOC, and flash point.

Distillation experiments have been performed in a simple batch mode with mixtures of paint waste, water, and additives in order to obtain high efficiencies in the recovery of volatile organic compounds and to obtain a final solid with nonhazardous behavior and good manageability qualities. A fractional factorial design (2^3-1) of experiments was carried out in order to study the influence of the distillation variables: water/paint waste ratio (2/1-3/1 (g/g)), temperature (110°-145°C), alkaline additives (Na(OH),CaO, Ca(OH)₂), and amount of other additives (wt.% of bentonite, cement, and Ca(OH)₂) on the solvent recovery, [% VOCs]_Recovery, on the residual volatile organic compounds, [% VOCs]_{Distillation Waste}, and on the total organic content (TOC) of the waste leachates. The present work shows the quantitative results of the alkyd paint waste distillation process under optimum conditions.     

On the Gröbner basis triangularization of constraint equations in natural coordinates

Efficient dynamic simulation code is essential in many situations (including hardware-in-the-loop and model-predictive control applications), and highly beneficial in others (such as design optimization, sensitivity analysis, parameter identification, and controller tuning tasks). When the number of modeling coordinates n exceeds the degrees-of-freedom of the system f, as is often the case when closed kinematic chains are present, the governing dynamic equations consist of n second-order ordinary differential equations (ODEs) coupled with m=n?f algebraic constraint equations. This set of n+m index-3 differential-algebraic equations can be difficult to solve in an efficient yet accurate manner. Embedding (or generalized coordinate partitioning) can be used to obtain f ODEs (one for each independent acceleration), which are generally more amenable to numerical integration; however, the dependent positions are typically computed from the independent positions at each time step. Newton–Raphson iteration is often used for solving the position-level kinematics, but only provides solutions to within a specified tolerance, and can require several iterations to converge. In this work, Gröbner bases are used to obtain recursively solvable symbolic solutions for the dependent positions, which can then be evaluated to within machine precision using a fixed number of arithmetic operations. Natural coordinates are particularly attractive in this context, since the resulting constraint equations are maximally quadratic polynomials and are, therefore, easily triangularized. The proposed approach is suitable for use in an automated formulation procedure and, as demonstrated by three examples, is capable of generating highly efficient simulation code with minimal additional effort required at the formulation stage.     

Role of cognitive and functional performance in the interactions between elderly people with cognitive decline and an avatar on TV

The complexity of new information technologies (IT) may limit the access of elderly people to the information society, exacerbating what is known as “the digital divide,” as they appear to be too challenging for elderly citizens regardless of the integrity of their cognitive status. This study is an attempt to clarify how some cognitive functions (such as attention or verbal memory) may determine the interaction of cognitively impaired elderly people with technology. Twenty participants ranging from mild cognitive impairment to moderate Alzheimer’s disease were assessed by means of a neuropsychological and functional battery and were asked to follow simple commands from an avatar appearing on a TV by means of a remote control, such as asking the participant to confirm their presence or to respond Yes/No to a proposal to see a TV program. The number of correct answers and command repetitions required for the user to respond were registered. The results show that participants with a better cognitive and functional state in specific tests show a significantly better performance in the TV task. The derived conclusion is that neuropsychological assessment may be used as a useful complementary tool for assistive technology developers in the adaptation of IT to the elderly with different cognitive and functional profiles. Further studies with larger samples are required to determine to what extent cognitive functions can actually predict older users’ interaction with technology.     

Design recommendations for camera-based head-controlled interfaces that replace the mouse for motion-impaired users

This work focuses on camera-based systems that are designed for mouse replacement. Usually, these interfaces are based on computer vision techniques that capture the user’s face or head movements and are specifically designed for users with disabilities. The work identifies and reviews the key factors of these interfaces based on the lessons learnt by the authors’ experience and by a comprehensive analysis of the literature to describe the specific points to consider in their design. These factors are as follows: user features to track, initial user detection (calibration), position mapping, feedback, error recovery, event execution, profiles and ergonomics of the system. The work compiles the solutions offered by different systems to help new designers avoid problems already discussed by the others.