Search results for: Alessia Lederer

Authors: Mesias Alfeus, Kirsty Fitzhenry, Alessia Lederer

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The present paper provides empirical studies to estimate defaultable bonds in the South African financial market. The main goal is to estimate the unobservable factors affecting bond yields for South African major banks. The maximum likelihood approach is adopted for the estimation methodology. Extended Kalman filtering techniques are employed in order to tackle the situation that the factors cannot be observed directly. Multi-dimensional Cox-Ingersoll-Ross (CIR)-type factor models are considered. Results show that default risk increased sharply in the South African financial market during COVID-19 and the CIR model with jumps exhibits a better performance.

Keywords: default intensity, unobservable state variables, CIR, α-CIR, extended kalman filtering

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Authors: Johannes J. Schneider, Mathias S. Weyland, Peter Eggenberger Hotz, William D. Jamieson, Oliver Castell, Alessia Faggian, Rudolf M. Füchslin

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Agglomerations of polydisperse systems of spherical particles are created in computer simulations using a simplified stochastic-hydrodynamic model: Particles sink to the bottom of the cylinder, taking into account gravity reduced by the buoyant force, the Stokes friction force, the added mass effect, and random velocity changes. Two types of particles are considered, with one of them being able to create connections to neighboring particles of the same type, thus forming a network within the agglomeration at the bottom of a cylinder. Decreasing the fraction of these particles, a percolation transition occurs. The critical regime is determined by investigating the maximum cluster size and the percolation susceptibility.

Keywords: binary system, maximum cluster size, percolation, polydisperse

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Authors: Johannes J. Schneider, Mathias S. Weyland, Peter Eggenberger Hotz, William D. Jamieson, Oliver Castell, Alessia Faggian, Rudolf M. Füchslin

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In the description of the origin of life, there are still some open gaps, e.g., the formation of macromolecules cannot be fully explained so far. The Kauffman model proposes the existence of autocatalytic sets of macromolecules which mutually catalyze reactions leading to each other’s formation. Usually, this model is simulated in one well-stirred pot only, with a continuous inflow of small building blocks, from which larger molecules are created by a set of catalyzed ligation and cleavage reactions. This approach represents the picture of the primordial soup. However, the conditions on the early Earth must have differed geographically, leading to spatially different outcomes whether a specific reaction could be performed or not. Guided by this picture, the Kauffman model is simulated in a large number of containers in parallel, with neighboring containers being connected by diffusion. In each container, only a subset of the overall reaction set can be performed. Under specific conditions, this approach leads to a larger probability for the existence of an autocatalytic metabolism than in the original Kauffman model.

Keywords: agglomeration, autocatalytic set, differential equation, Kauffman model

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Authors: René Čechmánek, Vladan Prachař, Ludvík Lederer, Jiří Loskot

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Thin-walled elements with a matrix set on a base of high-valuable Portland cement with dispersed reinforcement from alkali-resistant glass fibres are used in a range of applications as claddings of buildings and infrastructure constructions as well as various architectural elements of residential buildings. Even if their elementary thickness and therefore total weight is quite low, architects and building companies demand on even further decreasing of the bulk density of these fibre-cement elements for the reason of loading elimination of connected superstructures and easier assembling in demand conditions. By the means of various kinds of light-weight aggregates it is possible to achieve light-weighing of thin-walled fibre-cement composite elements. From the range of possible fillers with different material properties granulated expanded glass worked the best. By the means of laboratory testing an effect of two fillers based on expanded glass on the fibre reinforced cement composite was verified. Practical applicability was tested in the production of commonly manufactured glass fibre reinforced concrete elements, such as channels for electrical cable deposition, products for urban equipment and especially various cladding elements. Even if these are not structural elements, it is necessary to evaluate also strength characteristics and resistance to environment for their durability in certain applications.

Keywords: fibre-cement composite, granulated expanded glass, light-weighing

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Authors: Renato Morbidelli, Carla Saltalippi, Alessia Flammini, Tommaso Picciafuoco, Corrado Corradini

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A considerable part of rainfall data to be used in the hydrological practice is available in aggregated form within constant time intervals. This can produce undesirable effects, like the underestimate of the annual maximum rainfall depth, Hd, associated with a given duration, d, that is the basic quantity in the development of rainfall depth-duration-frequency relationships and in determining if climate change is producing effects on extreme event intensities and frequencies. The errors in the evaluation of Hd from data characterized by a coarse temporal aggregation, ta, and a procedure to reduce the non-homogeneity of the Hd series are here investigated. Our results indicate that: 1) in the worst conditions, for d=ta, the estimation of a single Hd value can be affected by an underestimation error up to 50%, while the average underestimation error for a series with at least 15-20 Hd values, is less than or equal to 16.7%; 2) the underestimation error values follow an exponential probability density function; 3) each very long time series of Hd contains many underestimated values; 4) relationships between the non-dimensional ratio ta/d and the average underestimate of Hd, derived from continuous rainfall data observed in many stations of Central Italy, may overcome this issue; 5) these equations should allow to improve the Hd estimates and the associated depth-duration-frequency curves at least in areas with similar climatic conditions.

Keywords: central Italy, extreme events, rainfall data, underestimation errors

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Authors: Spada Alessia, Fiore Mariantonietta, Lamonaca Emilia, Contò Francesco

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Bioeconomy can give the chance to face new global challenges and can move ahead the transition from a waste economy to an economy based on renewable resources and sustainable consumption. Air pollution is a grave issue in green challenges, mainly caused by anthropogenic factors. The agriculture sector is a great contributor to global greenhouse gases (GHGs) emissions due to lacking efficient management of the resources involved and research policies. In particular, livestock sector contributes to emissions of GHGs, deforestation, and nutrient imbalances. More effective agricultural research systems and technologies are crucial in order to improve farm productivity but also to reduce the GHGs emissions. Using data from FAOSTAT statistics and concern the EU countries; the aim of this research is to evaluate the impact of ASTI R&D (Agricultural Science and Technology Indicators) on GHGs emissions for countries EU in 2015 by generalized propensity score procedures, estimating a dose-response function, also considering a set of covariates. Expected results show the existence of the influence of ASTI R&D on GHGs across EU countries. Implications are crucial: reducing GHGs emissions by means of R&D based policies and correlatively reaching eco-friendly management of required resources by means of green available practices could have a crucial role for fair intra-generational implications.

Keywords: agricultural research systems, dose-response function, generalized propensity score, GHG emissions

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Authors: Daniel Schwarz, Jan Fivaz, Alessia Neuroni

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Although digitization is a buzzword in almost every election campaign, the political parties leave voters largely in the dark about their specific positions on digital issues. In the run-up to the 2019 elections in Switzerland, the ‘Digitization Monitor’ project (DMP) was launched in order to change this situation. Within the framework of the DMP, all 4,736 candidates were surveyed about their digital policy positions and values. The DMP is designed as a digital policy supplement to the existing ‘smartvote’ voting advice application. This enabled a direct comparison of the digital policy attitudes according to the DMP with the topics of the ‘smartvote’ questionnaire which are comprehensive in content but mainly related to conventional policy areas. This paper’s main research goal is to analyze and visualize possible differences between conventional and digital policy areas in terms of response patterns between and within political parties. The analysis is based on dimensionality reduction methods (multidimensional scaling and principal component analysis) for the visualization of inter-party differences, and on standard deviation as a measure of variation for the evaluation of intra-party unity. The results reveal that digital issues show a lower degree of inter-party polarization compared to conventional policy areas. Thus, the parties have more common ground in issues on digitization than in conventional policy areas. In contrast, the study reveals a mixed picture regarding intra-party unity. Homogeneous parties show a lower degree of unity in digitization issues whereas parties with heterogeneous positions in conventional areas have more united positions in digital areas. All things considered, the findings are encouraging as less polarized conditions apply to the debate on digital development compared to conventional politics. For the future, it would be desirable if in further countries similar projects to the DMP could emerge to broaden the basis for conclusions.

Keywords: comparison of political issue dimensions, digital awareness of candidates, digital policy space, party positions on digital issues

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Authors: Renato Morbidelli, Carla Saltalippi, Alessia Flammini, Marco Cifrodelli, Corrado Corradini

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The trend of magnitude and frequency of extreme rainfalls seems to be different depending on the investigated area of the world. In this work, the impact of climate change on extreme rainfalls in Umbria, an inland region of central Italy, is examined using data recorded during the period 1921-2015 by 10 representative rain gauge stations. The study area is characterized by a complex orography, with altitude ranging from 200 to more than 2000 m asl. The climate is very different from zone to zone, with mean annual rainfall ranging from 650 to 1450 mm and mean annual air temperature from 3.3 to 14.2°C. Over the past 15 years, this region has been affected by four significant droughts as well as by six dangerous flood events, all with very large impact in economic terms. A least-squares linear trend analysis of annual maximums over 60 time series selected considering 6 different durations (1 h, 3 h, 6 h, 12 h, 24 h, 48 h) showed about 50% of positive and 50% of negative cases. For the same time series the non-parametrical Mann-Kendall test with a significance level 0.05 evidenced only 3% of cases characterized by a negative trend and no positive case. Further investigations have also demonstrated that the variance and covariance of each time series can be considered almost stationary. Therefore, the analysis on the magnitude of extreme rainfalls supplies the indication that an evident trend in the change of values in the Umbria region does not exist. However, also the frequency of rainfall events, with particularly high rainfall depths values, occurred during a fixed period has also to be considered. For all selected stations the 2-day rainfall events that exceed 50 mm were counted for each year, starting from the first monitored year to the end of 2015. Also, this analysis did not show predominant trends. Specifically, for all selected rain gauge stations the annual number of 2-day rainfall events that exceed the threshold value (50 mm) was slowly decreasing in time, while the annual cumulated rainfall depths corresponding to the same events evidenced trends that were not statistically significant. Overall, by using a wide available dataset and adopting simple methods, the influence of climate change on the heavy rainfalls in the Umbria region is not detected.

Keywords: climate changes, rainfall extremes, rainfall magnitude and frequency, central Italy

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Authors: E. A. Abdel-Hakim

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The corn stemborer Sesamia cretica (Lederer), has been viewed in many parts of the world as a major pest of cultivated maize, graminaceous crops and sugarcane. Its life cycle is comprised of two different phases, one is the growth and developmental phase (non-diapause) and the other is diapause phase which takes place at the last larval instar. Several problems associated with the use of conventional insecticides, have strongly demonstrated the need for applying alternative safe compounds. Prominent among the prototypes of such prospective chemicals are the juvenoids; i.e. the insect (JH) mimics. In fact, the hormonal effect on metabolism has long been viewed as a secondary consequence of its direct action on specific energy-requiring biosynthetic mechanisms. Therefore, the present study was undertaken essentially in a rather systematic fashion as a contribution towards clarifying metabolic and energetic changes taking place during non-diapause wandering larvae as regulated by (JH) mimic. For this purpose, we applied two different doses of JH mimic (Ro 11-0111) in a single (standard) dose of 100µg or in a single dose of 20 µg/g bw in1µl acetone topically at the onset of nondiapause wandering larvae (WL). Energetic data were obtained by indirect calorimetry methods by conversion of respiratory gas exchange volumetric data, as measured manometrically using a Warburg constant respirometer, to caloric units (g-cal/g fw/h). The findings obtained can be given in brief; these treated larvae underwent supernumerary larval moults. However, this potential the wandering larvae proved to possess whereby restoration of larval programming for S. cretica to overcome stresses even at this critical developmental period. The results obtained, particularly with the high dose used, show that 98% wandering larvae were rescued to survive up to one month (vs. 5 days for normal controls), finally the formation of larval-adult intermediates. Also, the solvent controls had resulted in about 22% additional, but stationary moultings. The basal respiratory metabolism (O2 uptake and CO2 output) of the (WL), whether un-treated or larvae not had followed reciprocal U-shaped curves all along of their developmental duration. The lowest points stood nearly to the day of prepupal formation (571±187 µl O2/gfw/h and 553±181 µl CO2/gfw/h) during un-treated in contrast to the larvae treated with JH (210±48 µl O2/gfw/h and 335±81 µl CO2/gfw/h). Un-treated (normal) larvae proved to utilize carbohydrates as the principal source for energy supply; being fully oxidised without sparing any appreciable amount for endergonic conversion to fats. While, the juvenoid-treated larvae and compared with the acetone-treated control equivalents, there existed no distinguishable differences between them; both had been observed utilising carbohydrates as the sole source of energy demand and converting endergonically almost similar percentages to fats. The overall profile, treated and un-treated (WL) utilized carbohydrates as the principal source for energy demand during this stage.

Keywords: juvenile hormone, respiratory metabolism, Sesamia cretica, wandering phase

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Authors: Massimiliano Biagini, Marco Spinsanti, Gabriella De Angelis, Sara Tomei, Ilaria Ferlenghi, Maria Scarselli, Alessia Biolchi, Alessandro Muzzi, Brunella Brunelli, Silvana Savino, Marzia M. Giuliani, Isabel Delany, Paolo Costantino, Rino Rappuoli, Vega Masignani, Nathalie Norais

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The gram-negative bacterium Neisseria meningitidis serogroup B (MenB) is an exclusively human pathogen representing the major cause of meningitides and severe sepsis in infants and children but also in young adults. This pathogen is usually present in the 30% of healthy population that act as a reservoir, spreading it through saliva and respiratory fluids during coughing, sneezing, kissing. Among surface-exposed protein components of this diplococcus, factor H binding protein is a lipoprotein proved to be a protective antigen used as a component of the recently licensed Bexsero vaccine. fHbp is a highly variable meningococcal protein: to reflect its remarkable sequence variability, it has been classified in three variants (or two subfamilies), and with poor cross-protection among the different variants. Furthermore, the level of fHbp expression varies significantly among strains, and this has also been considered an important factor for predicting MenB strain susceptibility to anti-fHbp antisera. Different methods have been used to assess fHbp expression on meningococcal strains, however, all these methods use anti-fHbp antibodies, and for this reason, the results are affected by the different affinity that antibodies can have to different antigenic variants. To overcome the limitations of an antibody-based quantification, we developed a quantitative Mass Spectrometry (MS) approach. Selected Reaction Monitoring (SRM) recently emerged as a powerful MS tool for detecting and quantifying proteins in complex mixtures. SRM is based on the targeted detection of ProteoTypicPeptides (PTPs), which are unique signatures of a protein that can be easily detected and quantified by MS. This approach, proven to be highly sensitive, quantitatively accurate and highly reproducible, was used to quantify the absolute amount of fHbp antigen in total extracts derived from 105 clinical isolates, evenly distributed among the three main variant groups and selected to be representative of the fHbp circulating subvariants around the world. We extended the study at the genetic level investigating the correlation between the differential level of expression and polymorphisms present within the genes and their promoter sequences. The implications of fHbp expression on the susceptibility of the strain to killing by anti-fHbp antisera are also presented. To date this is the first comprehensive fHbp expression profiling in a large panel of Neisseria meningitidis clinical isolates driven by an antibody-independent MS-based methodology, opening the door to new applications in vaccine coverage prediction and reinforcing the molecular understanding of released vaccines.

Keywords: quantitative mass spectrometry, Neisseria meningitidis, vaccines, bexsero, molecular epidemiology

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