Robust estimation of time-dependent precision matrix with application to the cryptocurrency market

Most financial signals show time dependency that, combined with noisy and extreme events, poses serious problems in the parameter estimations of statistical models. Moreover, when addressing asset pricing, portfolio selection, and investment strategies, accurate estimates of the relationship among assets are as necessary as are delicate in a time-dependent context. In this regard, fundamental tools that increasingly attract research interests are precision matrix and graphical models, which are able to obtain insights into the joint evolution of financial quantities.

Physical mechanisms for droplet size and effective viscosity asymmetries in turbulent emulsions

By varying the oil volume fraction, the microscopic droplet size and the macroscopic rheology of emulsions are investigated in a Taylor-Couette turbulent shear flow. Although here oil and water in the emulsions have almost the same physical properties (density and viscosity), unexpectedly, we find that oil-in-water (O/W) and water-in-oil (W/O) emulsions have very distinct hydrodynamic behaviours, i.e. the system is clearly asymmetric. By looking at the micro-scales, the average droplet diameter hardly changes with the oil volume fraction for O/W or for W/O.

A Stk4 -Foxp3-p65 transcriptional complex promotes Treg cell activation and homeostasis.

The molecular programs involved in regulatory T (Treg) cell activation and homeostasis remain incompletely understood. Here, we show that T cell receptor (TCR) signaling in Treg cells induces the nuclear translocation of serine/threonine kinase 4 (Stk4), leading to the formation of an Stk4-NF-?B p65-Foxp3 complex that regulates Foxp3- and p65-dependent transcriptional programs. This complex was stabilized by Stk4-dependent phosphorylation of Foxp3 on serine-418.

Hydrodynamic instabilities in active cholesteric liquid crystals

We describe the basic properties and consequences of introducing active stresses, with principal direction along the local director, in cholesteric liquid crystals. The helical ground state is found to be linearly unstable to extensile stresses, without threshold in the limit of infinite system size, whereas contractile stresses are hydrodynamically screened by the cholesteric elasticity to give a finite threshold. This is confirmed numerically and the non-linear consequences of instability, in both extensile and contractile cases, are studied.

ADViSELipidomics: a workflow for analyzing lipidomics data

Summary: ADViSELipidomics is a novel Shiny app for preprocessing, analyzing and visualizing lipidomics data. It handles the outputs from LipidSearch and LIQUID for lipid identification and quantification and the data from the Metabolomics Workbench. ADViSELipidomics extracts information by parsing lipid species (using LIPID MAPS classification) and, together with information available on the samples, performs several exploratory and statistical analyses.

Spontaneous motility of passive emulsion droplets in polar active gels

We study by computer simulations the dynamics of a droplet of passive, isotropic fluid, embedded in a polar active gel. The latter represents a fluid of active force dipoles, which exert either contractile or extensile stresses on their surroundings, modelling for instance a suspension of cytoskeletal filaments and molecular motors. When the polarisation of the active gel is anchored normal to the droplet at its surface, the nematic elasticity of the active gel drives the formation of a hedgehog defect; this defect then drives an active flow which propels the droplet forward.

Numerical proof of shell model turbulence closure

The development of turbulence closure models, parametrizing the influence of small nonresolved scales on the dynamics of large resolved ones, is an outstanding theoretical challenge with vast applicative relevance. We present a closure, based on deep recur- rent neural networks, that quantitatively reproduces, within statistical errors, Eulerian and Lagrangian structure functions and the intermittent statistics of the energy cascade, including those of subgrid fluxes. To achieve high-order statistical accuracy, and thus a stringent statistical test, we employ shell models of turbulence.

Drag and lift coefficients of ellipsoidal particles under rarefied flow conditions

The capability to simulate a two-way coupled interaction between a rarefied gas and an arbitrary-shaped colloidal particle is important for many practical applications, such as aerospace engineering, lung drug delivery, and semiconductor manufacturing. By means of numerical simulations based on the direct-simulation Monte Carlo (DSMC) method, we investigate the influence of the orientation of the particle and rarefaction on the drag and lift coefficients, in the case of prolate and oblate ellipsoidal particles immersed in a uniform ambient flow.

Le diverse declinazioni della matematica per lo sviluppo dell'intelligenza artificiale nei seminari "AIM - Fundamentals and beyond".

Tra novembre 2020 e giugno 2021, l'Istituto per le Applicazioni del Calcolo "Mauro Picone" (IAC) ha realizzato un ciclo di seminari dedicati al rapporto tra Intelligenza Artificiale e Matematica, denominato AIM - Artificial Intelligence and Mathematics - Fundamentlas and beyond.

Final MIPAS L1 and L2 V8 full mission reprocessing, lessons learnt and possible further improvements

MIPAS is a Fourier Transform spectrometer that measured the atmospheric limb emission spectra in the middle infrared on board the ENVISAT satellite. These measurements allowed the global monitoring of the three-dimensional (latitude, longitude and altitude) distribution of temperature and of the concentrations of many species, during both day and night, for 10 years, from July 2002 to April 2012. MIPAS measurements allowed to study the atmosphere from the upper troposphere to the stratosphere and above, up to the thermosphere.