A dominance test for measuring financial connectedness
This paper introduces a dominance test that allows to determine whether or not a financial institution can be classified as being more systemically important than another in a multivariate framework. The dominance test relies on a new risk measure, the NetCoVaR that is specifically tailored to capture the joint extreme co-movements between institutions belonging to a network. The asymptotic theory for the statistical test is provided under mild regularity conditions concerning the joint distribution of asset returns which is assumed to be elliptically contoured.
STANDING AND TRAVELLING WAVES IN A PARABOLIC-HYPERBOLIC SYSTEM
We consider a nonlinear system of partial differential equations which describes the dynamics of two types of cell densities with contact inhibition. After a change of variables the system turns out to be parabolic-hyperbolic and admits travelling wave solutions which solve a 3D dynamical system. Compared to the scalar Fisher-KPP equation, the structure of the travelling wave solutions is surprisingly rich and to unravel part of it is the aim of the present paper. In particular, we consider a parameter regime where the minimal wave velocity of the travelling wave solutions is negative.
Molecular Aging of Human Liver: An Epigenetic/Transcriptomic Signature.
The feasibility of liver transplantation from old healthy donors suggests that this organ is able to preserve its functionality during aging. To explore the biological basis of this phenomenon, we characterized the epigenetic profile of liver biopsies collected from 45 healthy liver donors ranging from 13 to 90 years old using the Infinium HumanMethylation450 BeadChip. The analysis indicates that a large remodeling in DNA methylation patterns occurs, with 8823 age-associated differentially methylated CpG probes.
A free boundary model for the evolution of a geothermal system
The evolution of a geothermal system is studied. A mathematical model is proposed and the corresponding free boundary problem is formulated in a one-dimensional geometry. A situation corresponding to the geothermal field in Larderello, Tuscany (Italy) is considered, showing that the problem has two characteristic time scales, related to the motion of interface and diffusion of vapor.
Forensic analysis of Microsoft Skype for Business
We present three case studies to illustrate a methodology for conducting forensics investigation on Microsoft Skype for Business. The proposed methodology helps to retrieve information on chat and audio communications made by any account who accessed the PC, to retrieve IP addresses and communication routes for all the participants of a call, and to retrieve forensics evidence to identify the end-user devices of a VoIP call by analyzing the CODECs exchanged by the clients during the SIP (Session Initiation Protocol) handshaking phase.
ALIASING AND TWO-DIMENSIONAL WELL-BALANCED FOR DRIFT-DIFFUSION EQUATIONS ON SQUARE GRIDS
A notion of "2D well-balanced" for drift-diffusion is proposed. Exactness at steady-state, typical in 1D, is weakened by aliasing errors when deriving "truly 2D" numerical fluxes from local Green's function. A main ingredient for proving that such a property holds is the optimality of the trapezoidal rule for periodic functions. In accordance with practical evidence, a "Bessel scheme" previously introduced in [SIAM J. Numer. Anal. 56 (2018), pp. 2845-2870] is shown to be "2D well-balanced" (along with former algorithms known as "discrete weighted means" or "tailored schemes".
Numerical optimization of plasmid DNA delivery combined with hyaluronidase injection for electroporation protocol
Background and Objective: The paper focuses on the numerical strategies to optimize a plasmid DNA delivery protocol, which combines hyaluronidase and electroporation. Methods: A well-defined continuum mechanics model of muscle porosity and advanced numerical optimization strategies have been used, to propose a substantial improvement of a pre-existing experimental protocol of DNA transfer in mice. Our work suggests that a computational model might help in the definition of innovative therapeutic procedures, thanks to the fine tuning of all the involved experimental steps.
Uniform weighted approximation by multivariate filtered polynomials
The paper concerns the weighted uniform approximation of a real function on the d-cube [-1, 1]^d, with d > 1, by means of some multivariate filtered polynomials. These polynomials have been deduced, via tensor product, from certain de la Vallée Poussin type means on [-1, 1], which generalize classical delayed arithmetic means of Fourier partial sums. They are based on arbitrary sequences of filter coefficients, not necessarily connected with a smooth filter function.