Discrete sine transform for multi-scale realized volatility measures

In this study we present a new realized volatility estimator based on a combination of the multi-scale regression and discrete sine transform (DST) approaches. Multi-scale estimators similar to that recently proposed by Zhang (2006) can, in fact, be constructed within a simple regression-based approach by exploiting the linear relation existing between the market microstructure bias and the realized volatilities computed at different frequencies. We show how such a powerful multi-scale regression approach can also be applied in the context of the Zhou [Nonlinear Modelling of High Frequency Financial Time Series, pp. 109–123, 1998] or DST orthogonalization of the observed tick-by-tick returns. Providing a natural orthonormal basis decomposition of observed returns, the DST permits the optimal disentanglement of the volatility signal of the underlying price process from the market microstructure noise. The robustness of the DST approach with respect to the more general dependent structure of the microstructure noise is also shown analytically. The combination of the multi-scale regression approach with DST gives a multi-scale DST realized volatility estimator similar in efficiency to the optimal Cramer–Rao bounds and robust against a wide class of noise contamination and model misspecification. Monte Carlo simulations based on realistic models for price dynamics and market microstructure effects show the superiority of DST estimators over alternative volatility proxies for a wide range of noise-to-signal ratios and different types of noise contamination. Empirical analysis based on six years of tick-by-tick data for the S&P 500 index future, FIB 30, and 30 year U.S. Treasury Bond future confirms the accuracy and robustness of DST estimators for different types of real data

Interaction Between Convection and Pulsation

This article reviews our current understanding of modelling convection dynamics in stars. Several semi-analytical time-dependent convection models have been proposed for pulsating one-dimensional stellar structures with different formulations for how the convective turbulent velocity field couples with the global stellar oscillations. In this review we put emphasis on two, widely used, time-dependent convection formulations for estimating pulsation properties in one-dimensional stellar models. Applications to pulsating stars are presented with results for oscillation properties, such as the effects of convection dynamics on the oscillation frequencies, or the stability of pulsation modes, in classical pulsators and in stars supporting solar-type oscillations.Comment: Invited review article for Living Reviews in Solar Physics. 88 pages, 14 figure

The quest for the solar g modes

Solar gravity modes (or g modes) -- oscillations of the solar interior for which buoyancy acts as the restoring force -- have the potential to provide unprecedented inference on the structure and dynamics of the solar core, inference that is not possible with the well observed acoustic modes (or p modes). The high amplitude of the g-mode eigenfunctions in the core and the evanesence of the modes in the convection zone make the modes particularly sensitive to the physical and dynamical conditions in the core. Owing to the existence of the convection zone, the g modes have very low amplitudes at photospheric levels, which makes the modes extremely hard to detect. In this paper, we review the current state of play regarding attempts to detect g modes. We review the theory of g modes, including theoretical estimation of the g-mode frequencies, amplitudes and damping rates. Then we go on to discuss the techniques that have been used to try to detect g modes. We review results in the literature, and finish by looking to the future, and the potential advances that can be made -- from both data and data-analysis perspectives -- to give unambiguous detections of individual g modes. The review ends by concluding that, at the time of writing, there is indeed a consensus amongst the authors that there is currently no undisputed detection of solar g modes.Comment: 71 pages, 18 figures, accepted by Astronomy and Astrophysics Revie

Recapitulation of tumor heterogeneity and molecular signatures in a 3D brain cancer model with decreased sensitivity to histone deacetylase inhibition

INTRODUCTION Physiologically relevant pre-clinical ex vivo models recapitulating CNS tumor micro-environmental complexity will aid development of biologically-targeted agents. We present comprehensive characterization of tumor aggregates generated using the 3D Rotary Cell Culture System (RCCS). METHODS CNS cancer cell lines were grown in conventional 2D cultures and the RCCS and comparison with a cohort of 53 pediatric high grade gliomas conducted by genome wide gene expression and microRNA arrays, coupled with immunohistochemistry, ex vivo magnetic resonance spectroscopy and drug sensitivity evaluation using the histone deacetylase inhibitor, Vorinostat. RESULTS Macroscopic RCCS aggregates recapitulated the heterogeneous morphology of brain tumors with a distinct proliferating rim, necrotic core and oxygen tension gradient. Gene expression and microRNA analyses revealed significant differences with 3D expression intermediate to 2D cultures and primary brain tumors. Metabolic profiling revealed differential profiles, with an increase in tumor specific metabolites in 3D. To evaluate the potential of the RCCS as a drug testing tool, we determined the efficacy of Vorinostat against aggregates of U87 and KNS42 glioblastoma cells. Both lines demonstrated markedly reduced sensitivity when assaying in 3D culture conditions compared to classical 2D drug screen approaches. CONCLUSIONS Our comprehensive characterization demonstrates that 3D RCCS culture of high grade brain tumor cells has profound effects on the genetic, epigenetic and metabolic profiles of cultured cells, with these cells residing as an intermediate phenotype between that of 2D cultures and primary tumors. There is a discrepancy between 2D culture and tumor molecular profiles, and RCCS partially re-capitulates tissue specific features, allowing drug testing in a more relevant ex vivo system

Population genomics of marine zooplankton

Author Posting. © The Author(s), 2017. This is the author's version of the work. It is posted here for personal use, not for redistribution. The definitive version was published in Bucklin, Ann et al. "Population Genomics of Marine Zooplankton." Population Genomics: Marine Organisms. Ed. Om P. Rajora and Marjorie Oleksiak. Springer, 2018. doi:10.1007/13836_2017_9.The exceptionally large population size and cosmopolitan biogeographic distribution that distinguish many – but not all – marine zooplankton species generate similarly exceptional patterns of population genetic and genomic diversity and structure. The phylogenetic diversity of zooplankton has slowed the application of population genomic approaches, due to lack of genomic resources for closelyrelated species and diversity of genomic architecture, including highly-replicated genomes of many crustaceans. Use of numerous genomic markers, especially single nucleotide polymorphisms (SNPs), is transforming our ability to analyze population genetics and connectivity of marine zooplankton, and providing new understanding and different answers than earlier analyses, which typically used mitochondrial DNA and microsatellite markers. Population genomic approaches have confirmed that, despite high dispersal potential, many zooplankton species exhibit genetic structuring among geographic populations, especially at large ocean-basin scales, and have revealed patterns and pathways of population connectivity that do not always track ocean circulation. Genomic and transcriptomic resources are critically needed to allow further examination of micro-evolution and local adaptation, including identification of genes that show evidence of selection. These new tools will also enable further examination of the significance of small-scale genetic heterogeneity of marine zooplankton, to discriminate genetic “noise” in large and patchy populations from local adaptation to environmental conditions and change.Support was provided by the US National Science Foundation to AB and RJO (PLR-1044982) and to RJO (MCB-1613856); support to IS and MC was provided by Nord University (Norway)

Ecological commonalities among pelagic fishes: comparison of freshwater ciscoes and marine herring and sprat

Systematic comparisons of the ecology between functionally similar fish species from freshwater and marine aquatic systems are surprisingly rare. Here, we discuss commonalities and differences in evolutionary history, population genetics, reproduction and life history, ecological interactions, behavioural ecology and physiological ecology of temperate and Arctic freshwater coregonids (vendace and ciscoes, Coregonus spp.) and marine clupeids (herring, Clupea harengus, and sprat, Sprattus sprattus). We further elucidate potential effects of climate warming on these groups of fish based on the ecological features of coregonids and clupeids documented in the previous parts of the review. These freshwater and marine fishes share a surprisingly high number of similarities. Both groups are relatively short-lived, pelagic planktivorous fishes. The genetic differentiation of local populations is weak and seems to be in part correlated to an astonishing variability of spawning times. The discrete thermal window of each species influences habitat use, diel vertical migrations and supposedly also life history variations. Complex life cycles and preference for cool or cold water make all species vulnerable to the effects of global warming. It is suggested that future research on the functional interdependence between spawning time, life history characteristics, thermal windows and genetic differentiation may profit from a systematic comparison of the patterns found in either coregonids or clupeids

From DPSIR the DAPSI(W)R(M) Emerges… a Butterfly – ‘protecting the natural stuff and delivering the human stuff’

The complexity of interactions and feedbacks between human activities and ecosystems can make the analysis of such social-ecological systems intractable. In order to provide a common means to understand and analyse the links between social and ecological process within these systems, a range of analytical frameworks have been developed and adopted. Following decades of practical experience in implementation, the Driver Pressure State Impact Response (DPSIR) conceptual framework has been adapted and re-developed to become the D(A)PSI(W)R(M). This paper describes in detail the D(A)PSI(W)R(M) and its development from the original DPSIR conceptual frame. Despite its diverse application and demonstrated utility, a number of inherent shortcomings are identified. In particular the DPSIR model family tend to be best suited to individual environmental pressures and human activities and their resulting environmental problems, having a limited focus on the supply and demand of benefits from nature. We present a derived framework, the “Butterfly”, a more holistic approach designed to expand the concept. The “Butterfly” model, moves away from the centralised accounting framework approach while more-fully incorporating the complexity of social and ecological systems, and the supply and demand of ecosystem services, which are central to human-environment interactions

Short-Lived Trace Gases in the Surface Ocean and the Atmosphere

The two-way exchange of trace gases between the ocean and the atmosphere is important for both the chemistry and physics of the atmosphere and the biogeochemistry of the oceans, including the global cycling of elements. Here we review these exchanges and their importance for a range of gases whose lifetimes are generally short compared to the main greenhouse gases and which are, in most cases, more reactive than them. Gases considered include sulphur and related compounds, organohalogens, non-methane hydrocarbons, ozone, ammonia and related compounds, hydrogen and carbon monoxide. Finally, we stress the interactivity of the system, the importance of process understanding for modeling, the need for more extensive field measurements and their better seasonal coverage, the importance of inter-calibration exercises and finally the need to show the importance of air-sea exchanges for global cycling and how the field fits into the broader context of Earth System Science

Biochar: pyrogenic carbon for agricultural use: a critical review.

O biocarvão (biomassa carbonizada para uso agrícola) tem sido usado como condicionador do solo em todo o mundo, e essa tecnologia é de especial interesse para o Brasil, uma vez que tanto a ?inspiração?, que veio das Terras Pretas de Índios da Amazônia, como o fato de o Brasil ser o maior produtor mundial de carvão vegetal, com a geração de importante quantidade de resíduos na forma de finos de carvão e diversas biomassas residuais, principalmente da agroindústria, como bagaço de cana, resíduos das indústrias de madeira, papel e celulose, biocombustíveis, lodo de esgoto etc. Na última década, diversos estudos com biocarvão têm sido realizados e atualmente uma vasta literatura e excelentes revisões estão disponíveis. Objetivou-se aqui não fazer uma revisão bibliográfica exaustiva, mas sim uma revisão crítica para apontar alguns destaques na pesquisa sobre biochar. Para isso, foram selecionados alguns temaschave considerados críticos e relevantes e fez-se um ?condensado? da literatura pertinente, mais para orientar as pesquisas e tendências do que um mero olhar para o passad